BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 3,883: 26 67 25 3,399 3,562 3,450 3,654: 433 229
Old : 3,883: 26 67 25 3,399 3,562 3,450 3,654: 433 229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 72: -152 67 25 212 -10 85 82: -13 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.7 0.6 87.5 91.7 88.9 94.1: 11.1 5.9
Old : 100.0: 0.7 1.7 0.6 87.5 91.7 88.9 94.1: 11.1 5.9
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 : 25: 1 1 1 19 14 21 15:
Old : 25: 1 1 1 19 14 21 15:
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 : 58.2 75.8 74.8 89.1 57.0 74.8 73.6 86.6
Old : 58.2 75.8 74.8 89.1 57.0 74.8 73.6 86.6
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, September 15, 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 : 37,462: 686 4,945 8,044 22,417 17,400 31,148 30,388: 6,315 7,074
Old : 37,462: 686 4,945 8,044 22,417 17,400 31,148 30,388: 6,315 7,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 406: -109 470 71 792 414 754 955: -348 -549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 13.2 21.5 59.8 46.4 83.1 81.1: 16.9 18.9
Old : 100.0: 1.8 13.2 21.5 59.8 46.4 83.1 81.1: 16.9 18.9
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 : 71: 9 23 22 35 26 61 54:
Old : 71: 9 23 22 35 26 61 54:
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 : 34.6 28.0 48.3 42.1 31.8 27.5 42.2 39.9
Old : 34.6 28.0 48.3 42.1 31.8 27.5 42.2 39.9
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, September 15, 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 : 179,087: 30,543 40,426 49,902 77,108 55,519 157,552 145,847: 21,535 33,239
Old : 34,784: 11,497 10,840 6,553 11,617 9,070 29,667 26,463: 5,117 8,321
Other: 144,303: 27,365 37,906 35,029 65,491 46,449 127,885 119,384: 16,418 24,918
: : :
: : Changes in Commitments from: September 8, 2009 :
: 781: 1,072 -7,356 1,339 -282 3,858 2,129 -2,159: -1,348 2,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 22.6 27.9 43.1 31.0 88.0 81.4: 12.0 18.6
Old : 100.0: 33.1 31.2 18.8 33.4 26.1 85.3 76.1: 14.7 23.9
Other: 100.0: 19.0 26.3 24.3 45.4 32.2 88.6 82.7: 11.4 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 76 75 90 50 50 187 169:
Old : 157: 53 48 29 27 42 97 102:
Other: 216: 73 78 76 48 43 170 152:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 14.4 30.8 23.2 17.8 12.4 29.5 20.4
Old : 26.3 17.6 38.4 27.1 26.3 16.8 37.0 24.5
Other: 20.2 14.9 33.7 24.2 18.9 13.5 32.2 21.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 306,038: 82,571 56,317 69,734 126,859 124,310 279,164 250,361: 26,874 55,677
Old : 306,038: 82,571 56,317 69,734 126,859 124,310 279,164 250,361: 26,874 55,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 15,169: 4,933 -1,200 8,845 -84 5,739 13,693 13,384: 1,475 1,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 18.4 22.8 41.5 40.6 91.2 81.8: 8.8 18.2
Old : 100.0: 27.0 18.4 22.8 41.5 40.6 91.2 81.8: 8.8 18.2
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 : 355: 100 86 95 100 140 244 287:
Old : 355: 100 86 95 100 140 244 287:
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 : 17.7 13.0 29.4 19.5 17.2 10.9 26.7 16.6
Old : 17.7 13.0 29.4 19.5 17.2 10.9 26.7 16.6
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, September 15, 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: 3,766 3,780 832 2,704 2,786 7,302 7,398: 1,873 1,776
Old : 9,175: 3,766 3,780 832 2,704 2,786 7,302 7,398: 1,873 1,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -426: -133 140 37 -219 -310 -316 -132: -110 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 41.2 9.1 29.5 30.4 79.6 80.6: 20.4 19.4
Old : 100.0: 41.0 41.2 9.1 29.5 30.4 79.6 80.6: 20.4 19.4
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 : 78: 26 28 11 12 16 44 51:
Old : 78: 26 28 11 12 16 44 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 : 35.4 29.9 53.5 43.3 35.4 29.9 53.5 42.8
Old : 35.4 29.9 53.5 43.3 35.4 29.9 53.5 42.8
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, September 15, 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 : 28,721: 9,392 6,636 4,317 7,968 6,519 21,676 17,471: 7,044 11,250
Old : 28,721: 9,392 6,636 4,317 7,968 6,519 21,676 17,471: 7,044 11,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -128: 554 -987 64 -216 224 402 -699: -530 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 23.1 15.0 27.7 22.7 75.5 60.8: 24.5 39.2
Old : 100.0: 32.7 23.1 15.0 27.7 22.7 75.5 60.8: 24.5 39.2
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 : 128: 36 27 30 41 41 93 87:
Old : 128: 36 27 30 41 41 93 87:
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 : 19.6 16.0 29.1 23.5 18.2 15.5 25.8 22.0
Old : 19.6 16.0 29.1 23.5 18.2 15.5 25.8 22.0
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, September 15, 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 : 131,334: 45,658 7,446 8,603 38,866 98,028 93,127 114,076: 38,206 17,258
Old : 131,334: 45,658 7,446 8,603 38,866 98,028 93,127 114,076: 38,206 17,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 19,879: 1,856 797 3,111 14,627 16,197 19,594 20,105: 285 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 5.7 6.6 29.6 74.6 70.9 86.9: 29.1 13.1
Old : 100.0: 34.8 5.7 6.6 29.6 74.6 70.9 86.9: 29.1 13.1
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 : 65: 25 13 12 19 18 54 34:
Old : 65: 25 13 12 19 18 54 34:
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 : 32.3 53.0 44.5 71.4 20.0 34.3 25.7 47.6
Old : 32.3 53.0 44.5 71.4 20.0 34.3 25.7 47.6
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, September 15, 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 : 47,258: 24,075 5,630 1,040 1,293 33,251 26,408 39,921: 20,850 7,337
Old : 47,258: 24,075 5,630 1,040 1,293 33,251 26,408 39,921: 20,850 7,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -6,718: 704 523 -420 -7,413 -6,153 -7,129 -6,050: 411 -668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 11.9 2.2 2.7 70.4 55.9 84.5: 44.1 15.5
Old : 100.0: 50.9 11.9 2.2 2.7 70.4 55.9 84.5: 44.1 15.5
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 : 36: 18 7 4 3 11 23 20:
Old : 36: 18 7 4 3 11 23 20:
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 : 30.0 57.9 41.9 71.9 30.0 57.8 41.9 70.5
Old : 30.0 57.9 41.9 71.9 30.0 57.8 41.9 70.5
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, September 15, 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 : 51,103: 26,589 27,881 0 23,533 21,938 50,122 49,819: 981 1,284
Old : 51,103: 26,589 27,881 0 23,533 21,938 50,122 49,819: 981 1,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -24,431: -552 4,804 -503 -21,440 -27,048 -22,495 -22,747: -1,936 -1,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 54.6 0.0 46.1 42.9 98.1 97.5: 1.9 2.5
Old : 100.0: 52.0 54.6 0.0 46.1 42.9 98.1 97.5: 1.9 2.5
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 : 64: 24 18 0 15 11 39 29:
Old : 64: 24 18 0 15 11 39 29:
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 57.7 70.2 77.7 56.6 57.7 70.1 77.3
Old : 56.6 57.7 70.2 77.7 56.6 57.7 70.1 77.3
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, September 15, 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 : 72,277: 24,536 36,754 2,208 24,793 13,974 51,537 52,936: 20,741 19,341
Old : 72,277: 24,536 36,754 2,208 24,793 13,974 51,537 52,936: 20,741 19,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -37,978: -4,843 1,784 -1,598 -34,125 -37,458 -40,565 -37,272: 2,588 -706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 50.9 3.1 34.3 19.3 71.3 73.2: 28.7 26.8
Old : 100.0: 33.9 50.9 3.1 34.3 19.3 71.3 73.2: 28.7 26.8
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 : 66: 25 20 7 13 13 40 38:
Old : 66: 25 20 7 13 13 40 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 : 26.2 33.1 39.0 42.0 25.9 33.1 37.7 42.0
Old : 26.2 33.1 39.0 42.0 25.9 33.1 37.7 42.0
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, September 15, 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 : 116,106: 54,141 16,322 4,907 25,512 75,966 84,561 97,196: 31,545 18,910
Old : 116,106: 54,141 16,322 4,907 25,512 75,966 84,561 97,196: 31,545 18,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -5,331: -2,597 1,042 601 -6,251 -6,976 -8,247 -5,333: 2,916 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 14.1 4.2 22.0 65.4 72.8 83.7: 27.2 16.3
Old : 100.0: 46.6 14.1 4.2 22.0 65.4 72.8 83.7: 27.2 16.3
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 : 75: 31 21 14 15 16 54 43:
Old : 75: 31 21 14 15 16 54 43:
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 : 28.2 53.3 41.2 64.6 28.2 52.5 40.9 62.9
Old : 28.2 53.3 41.2 64.6 28.2 52.5 40.9 62.9
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, September 15, 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 : 176,512: 74,351 34,029 12,831 26,466 91,232 113,648 138,091: 62,864 38,420
Old : 176,512: 74,351 34,029 12,831 26,466 91,232 113,648 138,091: 62,864 38,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 9,662: 17,820 -2,468 33 -15,650 7,390 2,202 4,954: 7,459 4,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 19.3 7.3 15.0 51.7 64.4 78.2: 35.6 21.8
Old : 100.0: 42.1 19.3 7.3 15.0 51.7 64.4 78.2: 35.6 21.8
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 : 130: 52 34 26 26 33 93 78:
Old : 130: 52 34 26 26 33 93 78:
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 : 17.6 36.7 26.1 46.4 17.6 34.4 25.2 43.4
Old : 17.6 36.7 26.1 46.4 17.6 34.4 25.2 43.4
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, September 15, 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 : 23,371: 20,206 1,211 0 131 21,192 20,337 22,403: 3,034 968
Old : 23,371: 20,206 1,211 0 131 21,192 20,337 22,403: 3,034 968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -6,488: 1,218 346 0 -7,819 -7,166 -6,601 -6,820: 113 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 5.2 0.0 0.6 90.7 87.0 95.9: 13.0 4.1
Old : 100.0: 86.5 5.2 0.0 0.6 90.7 87.0 95.9: 13.0 4.1
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 : 34: 16 4 0 2 13 18 17:
Old : 34: 16 4 0 2 13 18 17:
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 : 63.2 72.5 76.8 87.1 63.2 72.5 76.8 87.1
Old : 63.2 72.5 76.8 87.1 63.2 72.5 76.8 87.1
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, September 15, 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 :11,134,842: 1,158,830 262,122 3,745,703 5,281,786 6,256,599 10,186,318 10,264,424: 948,523 870,418
Old :11,134,842: 1,158,830 262,122 3,745,703 5,281,786 6,256,599 10,186,318 10,264,424: 948,523 870,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
:-2,576,732: 7,102 -42,460 -1,259,272 -1,204,259 -1,147,009 -2,456,429 -2,448,742: -120,303 -127,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 2.4 33.6 47.4 56.2 91.5 92.2: 8.5 7.8
Old : 100.0: 10.4 2.4 33.6 47.4 56.2 91.5 92.2: 8.5 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 : 255: 75 45 99 125 126 242 234:
Old : 255: 75 45 99 125 126 242 234:
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 : 19.4 24.4 29.6 37.7 14.2 16.5 19.5 20.2
Old : 19.4 24.4 29.6 37.7 14.2 16.5 19.5 20.2
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, September 15, 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 : 596,755: 29,690 39,507 60,224 382,253 410,652 472,166 510,383: 124,589 86,373
Old : 596,755: 29,690 39,507 60,224 382,253 410,652 472,166 510,383: 124,589 86,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 66,496: 3,198 564 17,262 36,531 35,273 56,991 53,099: 9,505 13,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 6.6 10.1 64.1 68.8 79.1 85.5: 20.9 14.5
Old : 100.0: 5.0 6.6 10.1 64.1 68.8 79.1 85.5: 20.9 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 : 160: 27 31 43 86 72 142 118:
Old : 160: 27 31 43 86 72 142 118:
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 : 17.7 21.3 26.1 33.7 14.5 19.7 20.3 27.6
Old : 17.7 21.3 26.1 33.7 14.5 19.7 20.3 27.6
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, September 15, 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 : 3,302,868: 489,759 374,543 168,663 2,392,654 2,434,300 3,051,076 2,977,506: 251,793 325,362
Old : 3,302,868: 489,759 374,543 168,663 2,392,654 2,434,300 3,051,076 2,977,506: 251,793 325,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 432,390: 31,443 7,262 43,636 314,139 312,360 389,217 363,257: 43,173 69,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 11.3 5.1 72.4 73.7 92.4 90.1: 7.6 9.9
Old : 100.0: 14.8 11.3 5.1 72.4 73.7 92.4 90.1: 7.6 9.9
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 : 464: 107 107 96 192 180 351 332:
Old : 464: 107 107 96 192 180 351 332:
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 : 19.4 23.7 29.3 30.6 12.6 13.2 21.3 19.7
Old : 19.4 23.7 29.3 30.6 12.6 13.2 21.3 19.7
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, September 15, 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 : 112,858: 15,680 11,351 214 87,816 96,365 103,710 107,930: 9,148 4,928
Old : 112,858: 15,680 11,351 214 87,816 96,365 103,710 107,930: 9,148 4,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 13,387: -1,416 -186 214 12,513 12,397 11,311 12,425: 2,076 962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 10.1 0.2 77.8 85.4 91.9 95.6: 8.1 4.4
Old : 100.0: 13.9 10.1 0.2 77.8 85.4 91.9 95.6: 8.1 4.4
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 : 83: 10 9 2 50 33 61 43:
Old : 83: 10 9 2 50 33 61 43:
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 : 35.2 49.6 49.8 69.0 24.6 42.1 35.8 54.8
Old : 35.2 49.6 49.8 69.0 24.6 42.1 35.8 54.8
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, September 15, 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 : 33,667: 4,065 5,900 134 23,986 19,578 28,185 25,612: 5,482 8,055
Old : 33,667: 4,065 5,900 134 23,986 19,578 28,185 25,612: 5,482 8,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 10,484: 556 -705 134 8,371 7,134 9,061 6,563: 1,423 3,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 17.5 0.4 71.2 58.2 83.7 76.1: 16.3 23.9
Old : 100.0: 12.1 17.5 0.4 71.2 58.2 83.7 76.1: 16.3 23.9
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 : 39: 3 6 1 18 23 21 30:
Old : 39: 3 6 1 18 23 21 30:
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 : 47.3 33.0 68.2 51.4 36.6 25.9 54.1 40.8
Old : 47.3 33.0 68.2 51.4 36.6 25.9 54.1 40.8
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, September 15, 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 : 427,748: 101,108 80,431 18,523 265,423 308,381 385,055 407,336: 42,694 20,412
Old : 427,748: 101,108 80,431 18,523 265,423 308,381 385,055 407,336: 42,694 20,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 50,578: -14,652 -35,146 7,614 43,809 77,875 36,772 50,344: 13,806 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 18.8 4.3 62.1 72.1 90.0 95.2: 10.0 4.8
Old : 100.0: 23.6 18.8 4.3 62.1 72.1 90.0 95.2: 10.0 4.8
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 : 239: 64 60 32 73 79 156 152:
Old : 239: 64 60 32 73 79 156 152:
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 : 29.0 29.4 42.6 39.8 24.1 24.4 34.6 33.1
Old : 29.0 29.4 42.6 39.8 24.1 24.4 34.6 33.1
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, September 15, 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 : 107,685: 58,139 9,196 1,756 18,052 89,436 77,947 100,388: 29,737 7,297
Old : 107,685: 58,139 9,196 1,756 18,052 89,436 77,947 100,388: 29,737 7,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -9,047: 3,269 2,892 -180 -10,594 -6,993 -7,505 -4,281: -1,542 -4,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 8.5 1.6 16.8 83.1 72.4 93.2: 27.6 6.8
Old : 100.0: 54.0 8.5 1.6 16.8 83.1 72.4 93.2: 27.6 6.8
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 : 49: 24 9 6 7 13 35 24:
Old : 49: 24 9 6 7 13 35 24:
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 : 40.7 65.7 53.2 83.1 40.7 65.7 53.2 82.6
Old : 40.7 65.7 53.2 83.1 40.7 65.7 53.2 82.6
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, September 15, 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 : 32,139: 10,572 9,354 0 8,074 14,160 18,646 23,514: 13,493 8,625
Old : 32,139: 10,572 9,354 0 8,074 14,160 18,646 23,514: 13,493 8,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -14,301: -894 -4,257 -1,111 -7,273 -4,985 -9,278 -10,353: -5,023 -3,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 29.1 0.0 25.1 44.1 58.0 73.2: 42.0 26.8
Old : 100.0: 32.9 29.1 0.0 25.1 44.1 58.0 73.2: 42.0 26.8
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 : 46: 14 11 0 14 10 28 21:
Old : 46: 14 11 0 14 10 28 21:
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 : 20.4 43.7 32.3 58.2 20.1 43.5 32.0 57.6
Old : 20.4 43.7 32.3 58.2 20.1 43.5 32.0 57.6
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, September 15, 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 : 37,929: 9,232 4,276 1,815 21,005 12,240 32,052 18,331: 5,877 19,598
Old : 37,929: 9,232 4,276 1,815 21,005 12,240 32,052 18,331: 5,877 19,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -32,782: -7,826 -9,486 990 -19,523 -16,193 -26,359 -24,689: -6,423 -8,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 11.3 4.8 55.4 32.3 84.5 48.3: 15.5 51.7
Old : 100.0: 24.3 11.3 4.8 55.4 32.3 84.5 48.3: 15.5 51.7
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 : 48: 11 5 1 20 16 31 22:
Old : 48: 11 5 1 20 16 31 22:
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 : 34.8 23.2 52.1 34.2 33.8 21.4 49.5 31.6
Old : 34.8 23.2 52.1 34.2 33.8 21.4 49.5 31.6
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, September 15, 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 : 24,722: 2,968 587 145 16,698 20,956 19,811 21,688: 4,911 3,034
Old : 24,722: 2,968 587 145 16,698 20,956 19,811 21,688: 4,911 3,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 580: -618 -6,253 16 -402 5,699 -1,004 -538: 1,584 1,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 2.4 0.6 67.5 84.8 80.1 87.7: 19.9 12.3
Old : 100.0: 12.0 2.4 0.6 67.5 84.8 80.1 87.7: 19.9 12.3
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 : 31: 6 2 2 13 14 20 17:
Old : 31: 6 2 2 13 14 20 17:
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 : 52.4 64.2 66.6 80.4 48.1 64.2 62.1 77.6
Old : 52.4 64.2 66.6 80.4 48.1 64.2 62.1 77.6
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, September 15, 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 : 17,175: 3,684 546 2 12,044 15,958 15,730 16,506: 1,445 669
Old : 17,175: 3,684 546 2 12,044 15,958 15,730 16,506: 1,445 669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 584: 272 325 2 428 245 702 572: -118 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 3.2 0.0 70.1 92.9 91.6 96.1: 8.4 3.9
Old : 100.0: 21.4 3.2 0.0 70.1 92.9 91.6 96.1: 8.4 3.9
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 : 22: 9 3 1 10 2 19 6:
Old : 22: 9 3 1 10 2 19 6:
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 : 56.5 95.5 70.8 96.1 56.5 92.4 70.8 93.0
Old : 56.5 95.5 70.8 96.1 56.5 92.4 70.8 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2009