BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,433: 0 0 0 3,924 4,023 3,924 4,023: 509 410
Old : 4,433: 0 0 0 3,924 4,023 3,924 4,023: 509 410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 2: 0 0 0 -22 69 -22 69: 24 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.5 90.8 88.5 90.8: 11.5 9.2
Old : 100.0: 0.0 0.0 0.0 88.5 90.8 88.5 90.8: 11.5 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 16 13 16 13:
Old : 21: 0 0 0 16 13 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 72.1 78.7 86.1 62.6 71.6 76.9 84.6
Old : 64.4 72.1 78.7 86.1 62.6 71.6 76.9 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 40,901: 673 5,026 8,578 24,958 19,977 34,209 33,581: 6,692 7,320
Old : 40,901: 673 5,026 8,578 24,958 19,977 34,209 33,581: 6,692 7,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 161: -223 -380 148 -9 384 -84 152: 245 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 12.3 21.0 61.0 48.8 83.6 82.1: 16.4 17.9
Old : 100.0: 1.6 12.3 21.0 61.0 48.8 83.6 82.1: 16.4 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 13 14 19 33 25 57 48:
Old : 66: 13 14 19 33 25 57 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 27.2 49.2 41.2 32.3 26.7 43.0 38.8
Old : 35.4 27.2 49.2 41.2 32.3 26.7 43.0 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 165,275: 30,792 44,940 40,760 69,249 49,329 140,801 135,029: 24,474 30,246
Old : 63,076: 16,383 30,851 6,472 33,286 11,892 56,141 49,215: 6,936 13,861
Other: 102,199: 23,663 23,343 25,034 35,963 37,437 84,660 85,813: 17,539 16,385
: : :
: : Changes in Commitments from: August 18, 2009 :
: 3,436: -491 3,535 636 1,320 -1,617 1,465 2,554: 1,971 882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 27.2 24.7 41.9 29.8 85.2 81.7: 14.8 18.3
Old : 100.0: 26.0 48.9 10.3 52.8 18.9 89.0 78.0: 11.0 22.0
Other: 100.0: 23.2 22.8 24.5 35.2 36.6 82.8 84.0: 17.2 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 71 71 75 49 45 166 157:
Old : 188: 49 83 27 30 38 94 133:
Other: 166: 73 35 54 42 43 137 111:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 15.8 31.5 25.3 19.3 13.5 31.1 21.3
Old : 36.0 15.9 47.9 23.4 36.0 15.6 47.9 22.4
Other: 20.0 21.8 29.9 34.6 19.9 20.6 25.7 30.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 288,013: 84,613 51,757 61,170 119,367 123,447 265,151 236,374: 22,862 51,639
Old : 288,013: 84,613 51,757 61,170 119,367 123,447 265,151 236,374: 22,862 51,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 10,819: 3,403 2,908 3,472 4,074 3,532 10,949 9,912: -130 907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 18.0 21.2 41.4 42.9 92.1 82.1: 7.9 17.9
Old : 100.0: 29.4 18.0 21.2 41.4 42.9 92.1 82.1: 7.9 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 97 78 88 105 142 242 274:
Old : 343: 97 78 88 105 142 242 274:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 14.5 32.8 21.4 21.0 12.0 30.8 18.2
Old : 21.4 14.5 32.8 21.4 21.0 12.0 30.8 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,175: 3,537 2,719 770 2,829 3,894 7,135 7,382: 2,040 1,793
Old : 9,175: 3,537 2,719 770 2,829 3,894 7,135 7,382: 2,040 1,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -217: 72 304 -245 -119 -348 -291 -289: 75 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 29.6 8.4 30.8 42.4 77.8 80.5: 22.2 19.5
Old : 100.0: 38.5 29.6 8.4 30.8 42.4 77.8 80.5: 22.2 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 27 18 10 19 24 49 51:
Old : 75: 27 18 10 19 24 49 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 28.2 48.1 42.3 31.8 28.2 47.0 42.2
Old : 31.8 28.2 48.1 42.3 31.8 28.2 47.0 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 26,578: 8,472 4,829 4,627 7,319 6,321 20,419 15,777: 6,159 10,801
Old : 26,578: 8,472 4,829 4,627 7,319 6,321 20,419 15,777: 6,159 10,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 73: 556 1,295 -557 272 -365 271 373: -198 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 18.2 17.4 27.5 23.8 76.8 59.4: 23.2 40.6
Old : 100.0: 31.9 18.2 17.4 27.5 23.8 76.8 59.4: 23.2 40.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 30 23 26 40 44 83 83:
Old : 115: 30 23 26 40 44 83 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 17.1 31.1 24.0 17.5 12.2 26.6 18.2
Old : 20.5 17.1 31.1 24.0 17.5 12.2 26.6 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 114,966: 50,185 9,954 9,264 16,550 77,088 76,000 96,307: 38,966 18,659
Old : 114,966: 50,185 9,954 9,264 16,550 77,088 76,000 96,307: 38,966 18,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 6,078: 2,084 111 440 2,084 5,151 4,608 5,702: 1,470 376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 8.7 8.1 14.4 67.1 66.1 83.8: 33.9 16.2
Old : 100.0: 43.7 8.7 8.1 14.4 67.1 66.1 83.8: 33.9 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 26 11 13 21 22 53 40:
Old : 69: 26 11 13 21 22 53 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 41.6 37.0 61.8 26.2 41.5 35.3 57.5
Old : 26.2 41.6 37.0 61.8 26.2 41.5 35.3 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 49,537: 23,649 6,418 1,784 5,637 34,169 31,070 42,371: 18,467 7,166
Old : 49,537: 23,649 6,418 1,784 5,637 34,169 31,070 42,371: 18,467 7,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 16,141: 11,528 1,236 216 -201 15,573 11,543 17,025: 4,598 -884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 13.0 3.6 11.4 69.0 62.7 85.5: 37.3 14.5
Old : 100.0: 47.7 13.0 3.6 11.4 69.0 62.7 85.5: 37.3 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 18 11 5 6 15 28 27:
Old : 45: 18 11 5 6 15 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 51.9 37.2 65.5 24.0 51.5 37.1 64.3
Old : 24.0 51.9 37.2 65.5 24.0 51.5 37.1 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 99,280: 79,550 8,707 0 13,607 87,434 93,157 96,141: 6,123 3,139
Old : 99,280: 79,550 8,707 0 13,607 87,434 93,157 96,141: 6,123 3,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 9,464: 7,183 753 -100 1,439 8,847 8,522 9,500: 942 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 8.8 0.0 13.7 88.1 93.8 96.8: 6.2 3.2
Old : 100.0: 80.1 8.8 0.0 13.7 88.1 93.8 96.8: 6.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 37 15 0 13 21 50 36:
Old : 80: 37 15 0 13 21 50 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 58.7 74.6 80.2 63.0 58.4 74.6 79.4
Old : 63.0 58.7 74.6 80.2 63.0 58.4 74.6 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 107,089: 26,724 32,896 4,371 55,728 47,041 86,822 84,308: 20,267 22,781
Old : 107,089: 26,724 32,896 4,371 55,728 47,041 86,822 84,308: 20,267 22,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 3,922: -755 5,331 167 2,581 44 1,993 5,542: 1,929 -1,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 30.7 4.1 52.0 43.9 81.1 78.7: 18.9 21.3
Old : 100.0: 25.0 30.7 4.1 52.0 43.9 81.1 78.7: 18.9 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 19 22 7 17 16 39 42:
Old : 66: 19 22 7 17 16 39 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 42.5 59.6 52.2 42.5 41.7 56.8 51.1
Old : 43.5 42.5 59.6 52.2 42.5 41.7 56.8 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 94,762: 34,139 21,371 5,143 31,521 48,610 70,803 75,124: 23,959 19,638
Old : 94,762: 34,139 21,371 5,143 31,521 48,610 70,803 75,124: 23,959 19,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 13,774: 8,930 -445 96 540 15,637 9,566 15,288: 4,208 -1,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 22.6 5.4 33.3 51.3 74.7 79.3: 25.3 20.7
Old : 100.0: 36.0 22.6 5.4 33.3 51.3 74.7 79.3: 25.3 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 25 24 14 21 22 55 51:
Old : 81: 25 24 14 21 22 55 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 34.9 38.2 49.2 23.4 33.4 37.9 44.8
Old : 23.4 34.9 38.2 49.2 23.4 33.4 37.9 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 149,109: 47,858 28,615 13,999 34,952 73,810 96,809 116,424: 52,300 32,685
Old : 149,109: 47,858 28,615 13,999 34,952 73,810 96,809 116,424: 52,300 32,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 3,545: 8,119 -4,512 3,305 -5,173 11,547 6,251 10,341: -2,706 -6,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 19.2 9.4 23.4 49.5 64.9 78.1: 35.1 21.9
Old : 100.0: 32.1 19.2 9.4 23.4 49.5 64.9 78.1: 35.1 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 44 41 30 29 32 90 86:
Old : 130: 44 41 30 29 32 90 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 29.0 22.5 40.2 13.5 25.8 20.3 35.3
Old : 13.7 29.0 22.5 40.2 13.5 25.8 20.3 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 25,735: 19,835 1,186 0 3,074 23,735 22,909 24,921: 2,826 814
Old : 25,735: 19,835 1,186 0 3,074 23,735 22,909 24,921: 2,826 814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 952: 1,320 107 0 -573 778 747 885: 205 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 4.6 0.0 11.9 92.2 89.0 96.8: 11.0 3.2
Old : 100.0: 77.1 4.6 0.0 11.9 92.2 89.0 96.8: 11.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 16 5 0 5 14 21 19:
Old : 38: 16 5 0 5 14 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 70.3 72.9 86.4 56.6 70.3 72.9 86.0
Old : 56.6 70.3 72.9 86.4 56.6 70.3 72.9 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :13,132,561: 1,024,296 247,750 4,680,157 6,356,186 7,178,629 12,060,639 12,106,535: 1,071,923 1,026,027
Old :13,132,561: 1,024,296 247,750 4,680,157 6,356,186 7,178,629 12,060,639 12,106,535: 1,071,923 1,026,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 380,980: 41,324 3,844 164,647 98,182 161,633 304,153 330,124: 76,827 50,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 1.9 35.6 48.4 54.7 91.8 92.2: 8.2 7.8
Old : 100.0: 7.8 1.9 35.6 48.4 54.7 91.8 92.2: 8.2 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 81 44 104 125 127 249 238:
Old : 262: 81 44 104 125 127 249 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 25.9 32.5 40.7 12.3 16.7 16.0 19.8
Old : 20.7 25.9 32.5 40.7 12.3 16.7 16.0 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 498,553: 27,749 33,927 40,962 327,182 350,271 395,893 425,160: 102,661 73,394
Old : 498,553: 27,749 33,927 40,962 327,182 350,271 395,893 425,160: 102,661 73,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -14,804: 2,160 -391 -14,258 -3,767 -6,773 -15,865 -21,423: 1,061 6,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 6.8 8.2 65.6 70.3 79.4 85.3: 20.6 14.7
Old : 100.0: 5.6 6.8 8.2 65.6 70.3 79.4 85.3: 20.6 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 24 28 35 81 69 130 108:
Old : 154: 24 28 35 81 69 130 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 23.2 27.3 35.9 17.3 23.2 24.6 32.7
Old : 18.4 23.2 27.3 35.9 17.3 23.2 24.6 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,809,718: 438,945 397,298 112,656 2,022,378 2,099,033 2,573,979 2,608,986: 235,739 200,731
Old : 2,809,718: 438,945 397,298 112,656 2,022,378 2,099,033 2,573,979 2,608,986: 235,739 200,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -23,529: -72,271 10,320 -24,932 49,244 15,814 -47,959 1,202: 24,430 -24,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.1 4.0 72.0 74.7 91.6 92.9: 8.4 7.1
Old : 100.0: 15.6 14.1 4.0 72.0 74.7 91.6 92.9: 8.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 439: 101 98 74 167 159 304 295:
Old : 439: 101 98 74 167 159 304 295:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 23.1 29.0 30.9 15.2 19.6 25.4 26.3
Old : 17.5 23.1 29.0 30.9 15.2 19.6 25.4 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 101,743: 17,464 11,184 0 75,959 86,815 93,423 97,999: 8,320 3,744
Old : 101,743: 17,464 11,184 0 75,959 86,815 93,423 97,999: 8,320 3,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -2,178: -1,720 -634 0 105 -805 -1,615 -1,439: -563 -739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 11.0 0.0 74.7 85.3 91.8 96.3: 8.2 3.7
Old : 100.0: 17.2 11.0 0.0 74.7 85.3 91.8 96.3: 8.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 13 9 0 49 28 62 37:
Old : 89: 13 9 0 49 28 62 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 49.8 49.7 70.4 27.5 49.8 40.7 66.2
Old : 33.9 49.8 49.7 70.4 27.5 49.8 40.7 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 23,277: 6,155 5,640 0 13,054 13,267 19,209 18,907: 4,068 4,370
Old : 23,277: 6,155 5,640 0 13,054 13,267 19,209 18,907: 4,068 4,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 2,910: 2,492 1,375 -80 171 755 2,583 2,050: 327 860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 24.2 0.0 56.1 57.0 82.5 81.2: 17.5 18.8
Old : 100.0: 26.4 24.2 0.0 56.1 57.0 82.5 81.2: 17.5 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 6 0 14 17 18 23:
Old : 37: 4 6 0 14 17 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 36.5 72.4 57.5 43.2 36.5 72.4 57.5
Old : 43.2 36.5 72.4 57.5 43.2 36.5 72.4 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 341,556: 108,598 93,612 6,976 197,035 222,617 312,608 323,205: 28,948 18,352
Old : 341,556: 108,598 93,612 6,976 197,035 222,617 312,608 323,205: 28,948 18,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 682: -12,869 4,865 -3,346 14,468 -1,508 -1,747 11: 2,430 671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 27.4 2.0 57.7 65.2 91.5 94.6: 8.5 5.4
Old : 100.0: 31.8 27.4 2.0 57.7 65.2 91.5 94.6: 8.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 67 50 25 60 69 140 131:
Old : 228: 67 50 25 60 69 140 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 31.7 42.5 43.7 27.5 26.4 38.3 37.1
Old : 30.1 31.7 42.5 43.7 27.5 26.4 38.3 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 113,190: 55,312 6,318 3,891 25,121 92,059 84,324 102,268: 28,866 10,922
Old : 113,190: 55,312 6,318 3,891 25,121 92,059 84,324 102,268: 28,866 10,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 5,550: 3,430 -425 493 961 5,720 4,884 5,788: 666 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 5.6 3.4 22.2 81.3 74.5 90.4: 25.5 9.6
Old : 100.0: 48.9 5.6 3.4 22.2 81.3 74.5 90.4: 25.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 24 9 6 14 15 41 27:
Old : 53: 24 9 6 14 15 41 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 67.5 50.4 78.2 39.8 66.8 50.4 76.4
Old : 39.8 67.5 50.4 78.2 39.8 66.8 50.4 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 39,091: 11,695 16,020 1 14,064 16,372 25,760 32,393: 13,331 6,698
Old : 39,091: 11,695 16,020 1 14,064 16,372 25,760 32,393: 13,331 6,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 3,736: 1,138 2,633 1 1,824 1,034 2,963 3,668: 773 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 41.0 0.0 36.0 41.9 65.9 82.9: 34.1 17.1
Old : 100.0: 29.9 41.0 0.0 36.0 41.9 65.9 82.9: 34.1 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 13 20 1 21 18 35 38:
Old : 68: 13 20 1 21 18 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 37.2 30.6 50.2 19.3 36.0 30.1 48.7
Old : 19.3 37.2 30.6 50.2 19.3 36.0 30.1 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 53,566: 15,632 11,779 311 32,388 22,189 48,331 34,279: 5,235 19,287
Old : 53,566: 15,632 11,779 311 32,388 22,189 48,331 34,279: 5,235 19,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 4,873: 431 -1,495 63 3,948 662 4,442 -770: 431 5,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 22.0 0.6 60.5 41.4 90.2 64.0: 9.8 36.0
Old : 100.0: 29.2 22.0 0.6 60.5 41.4 90.2 64.0: 9.8 36.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 16 11 2 24 22 40 35:
Old : 67: 16 11 2 24 22 40 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 30.1 53.2 44.1 35.5 27.7 47.1 38.7
Old : 40.3 30.1 53.2 44.1 35.5 27.7 47.1 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 24,358: 3,535 6,824 129 18,131 15,207 21,795 22,160: 2,563 2,198
Old : 24,358: 3,535 6,824 129 18,131 15,207 21,795 22,160: 2,563 2,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 125: 527 -17 0 103 -196 630 -213: -505 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 28.0 0.5 74.4 62.4 89.5 91.0: 10.5 9.0
Old : 100.0: 14.5 28.0 0.5 74.4 62.4 89.5 91.0: 10.5 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 8 3 2 13 12 22 16:
Old : 34: 8 3 2 13 12 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 65.4 73.7 81.9 54.6 65.4 69.4 79.4
Old : 58.7 65.4 73.7 81.9 54.6 65.4 69.4 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 17,719: 4,457 255 0 11,708 17,211 16,165 17,466: 1,554 253
Old : 17,719: 4,457 255 0 11,708 17,211 16,165 17,466: 1,554 253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 501: 161 141 0 446 332 607 473: -106 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 1.4 0.0 66.1 97.1 91.2 98.6: 8.8 1.4
Old : 100.0: 25.2 1.4 0.0 66.1 97.1 91.2 98.6: 8.8 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 2 0 9 2 19 4:
Old : 21: 10 2 0 9 2 19 4:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 98.6 71.2 98.6 57.5 98.6 71.2 98.6
Old : 57.5 98.6 71.2 98.6 57.5 98.6 71.2 98.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2009