BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 3,219: 42 13 100 2,622 2,820 2,764 2,933: 455 286
Old : 3,219: 42 13 100 2,622 2,820 2,764 2,933: 455 286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -723: 5 -202 65 -790 -563 -720 -700: -3 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.4 3.1 81.5 87.6 85.9 91.1: 14.1 8.9
Old : 100.0: 1.3 0.4 3.1 81.5 87.6 85.9 91.1: 14.1 8.9
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: 1 1 2 15 10 18 12:
Old : 22: 1 1 2 15 10 18 12:
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 : 55.7 73.7 72.6 87.8 55.7 72.2 72.6 85.3
Old : 55.7 73.7 72.6 87.8 55.7 72.2 72.6 85.3
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, October 6, 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 : 34,031: 879 4,046 7,354 18,949 15,380 27,182 26,781: 6,849 7,251
Old : 34,031: 879 4,046 7,354 18,949 15,380 27,182 26,781: 6,849 7,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -4,240: 238 -1,179 -1,036 -3,756 -1,729 -4,554 -3,944: 314 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 11.9 21.6 55.7 45.2 79.9 78.7: 20.1 21.3
Old : 100.0: 2.6 11.9 21.6 55.7 45.2 79.9 78.7: 20.1 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 : 64: 12 15 16 32 24 53 46:
Old : 64: 12 15 16 32 24 53 46:
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 : 29.6 32.8 43.2 46.7 27.6 31.4 37.3 43.0
Old : 29.6 32.8 43.2 46.7 27.6 31.4 37.3 43.0
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, October 6, 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 : 182,134: 30,526 42,678 49,161 82,914 58,165 162,601 150,004: 19,533 32,131
Old : 181,711: 30,573 42,679 49,113 82,587 57,980 162,273 149,772: 19,438 31,940
Other: 423: 1 47 0 327 185 328 232: 95 191
: : :
: : Changes in Commitments from: September 29, 2009 :
: 3,726: -428 4,185 -1,673 5,287 -306 3,187 2,206: 540 1,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 23.4 27.0 45.5 31.9 89.3 82.4: 10.7 17.6
Old : 100.0: 16.8 23.5 27.0 45.4 31.9 89.3 82.4: 10.7 17.6
Other: 100.0: 0.2 11.1 0.0 77.3 43.7 77.5 54.8: 22.5 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 66 74 70 52 53 167 159:
Old : 219: 66 74 70 52 53 167 159:
Other: 11: 1 1 0 3 6 4 7:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 13.9 32.0 22.4 18.2 12.2 30.2 19.2
Old : 19.1 13.9 31.9 22.4 18.0 12.2 30.1 19.2
Other: 77.5 49.4 77.5 54.8 77.5 49.4 77.5 54.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 308,144: 74,248 61,347 67,168 141,757 126,066 283,173 254,581: 24,970 53,563
Old : 308,144: 74,248 61,347 67,168 141,757 126,066 283,173 254,581: 24,970 53,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -1,559: 1,016 1,443 -7,006 4,154 1,510 -1,836 -4,053: 277 2,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 19.9 21.8 46.0 40.9 91.9 82.6: 8.1 17.4
Old : 100.0: 24.1 19.9 21.8 46.0 40.9 91.9 82.6: 8.1 17.4
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 : 379: 102 99 89 107 141 250 299:
Old : 379: 102 99 89 107 141 250 299:
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 : 17.8 12.7 29.9 19.4 17.3 9.1 27.1 14.4
Old : 17.8 12.7 29.9 19.4 17.3 9.1 27.1 14.4
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, October 6, 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 : 10,543: 3,858 3,797 1,548 2,833 3,113 8,239 8,459: 2,304 2,084
Old : 10,543: 3,858 3,797 1,548 2,833 3,113 8,239 8,459: 2,304 2,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -112: -51 -37 29 -135 5 -157 -3: 45 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 36.0 14.7 26.9 29.5 78.1 80.2: 21.9 19.8
Old : 100.0: 36.6 36.0 14.7 26.9 29.5 78.1 80.2: 21.9 19.8
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 : 84: 29 24 15 17 23 50 60:
Old : 84: 29 24 15 17 23 50 60:
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 : 28.9 29.6 45.5 41.8 28.9 29.6 44.1 40.5
Old : 28.9 29.6 45.5 41.8 28.9 29.6 44.1 40.5
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, October 6, 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 : 29,893: 9,242 9,559 4,003 8,968 5,506 22,213 19,068: 7,680 10,825
Old : 29,893: 9,242 9,559 4,003 8,968 5,506 22,213 19,068: 7,680 10,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 1,185: -134 1,068 782 353 -743 1,000 1,107: 185 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 32.0 13.4 30.0 18.4 74.3 63.8: 25.7 36.2
Old : 100.0: 30.9 32.0 13.4 30.0 18.4 74.3 63.8: 25.7 36.2
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 : 125: 31 35 27 42 29 89 80:
Old : 125: 31 35 27 42 29 89 80:
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 : 20.1 21.3 30.3 29.6 19.0 20.6 27.8 25.9
Old : 20.1 21.3 30.3 29.6 19.0 20.6 27.8 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 17,171: 5,575 370 164 9,643 16,223 15,382 16,757: 1,789 414
Old : 17,171: 5,575 370 164 9,643 16,223 15,382 16,757: 1,789 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 1,397: -9 -45 0 427 1,443 418 1,398: 979 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 2.2 1.0 56.2 94.5 89.6 97.6: 10.4 2.4
Old : 100.0: 32.5 2.2 1.0 56.2 94.5 89.6 97.6: 10.4 2.4
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 : 20: 6 1 1 8 10 15 11:
Old : 20: 6 1 1 8 10 15 11:
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 : 70.2 77.7 84.2 93.6 59.9 74.8 73.6 83.8
Old : 70.2 77.7 84.2 93.6 59.9 74.8 73.6 83.8
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, October 6, 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 : 98,674: 41,808 5,897 4,903 14,072 69,734 60,783 80,533: 37,890 18,140
Old : 98,674: 41,808 5,897 4,903 14,072 69,734 60,783 80,533: 37,890 18,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 18,602: 16,926 -185 679 -2,081 16,404 15,524 16,898: 3,078 1,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 6.0 5.0 14.3 70.7 61.6 81.6: 38.4 18.4
Old : 100.0: 42.4 6.0 5.0 14.3 70.7 61.6 81.6: 38.4 18.4
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 : 73: 31 14 14 19 20 61 37:
Old : 73: 31 14 14 19 20 61 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 : 22.7 47.7 30.7 60.5 22.7 47.2 30.7 59.5
Old : 22.7 47.7 30.7 60.5 22.7 47.2 30.7 59.5
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, October 6, 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 : 52,625: 28,166 4,507 1,665 3,271 38,854 33,103 45,026: 19,522 7,600
Old : 52,625: 28,166 4,507 1,665 3,271 38,854 33,103 45,026: 19,522 7,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 4,723: 5,342 -530 400 -343 4,218 5,398 4,088: -676 634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 8.6 3.2 6.2 73.8 62.9 85.6: 37.1 14.4
Old : 100.0: 53.5 8.6 3.2 6.2 73.8 62.9 85.6: 37.1 14.4
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 : 42: 20 9 6 5 13 29 24:
Old : 42: 20 9 6 5 13 29 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 : 32.1 59.1 41.9 71.2 32.1 59.0 41.5 69.7
Old : 32.1 59.1 41.9 71.2 32.1 59.0 41.5 69.7
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, October 6, 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 : 66,272: 25,032 45,585 126 37,713 17,910 62,871 63,621: 3,401 2,651
Old : 66,272: 25,032 45,585 126 37,713 17,910 62,871 63,621: 3,401 2,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 7,764: -896 8,798 119 8,274 -1,503 7,497 7,414: 267 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 68.8 0.2 56.9 27.0 94.9 96.0: 5.1 4.0
Old : 100.0: 37.8 68.8 0.2 56.9 27.0 94.9 96.0: 5.1 4.0
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 : 71: 23 27 1 14 10 38 37:
Old : 71: 23 27 1 14 10 38 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 : 60.8 61.4 74.3 78.4 60.8 61.4 74.2 78.1
Old : 60.8 61.4 74.3 78.4 60.8 61.4 74.2 78.1
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, October 6, 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 : 120,124: 11,651 74,467 5,138 83,145 11,869 99,934 91,474: 20,190 28,651
Old : 120,124: 11,651 74,467 5,138 83,145 11,869 99,934 91,474: 20,190 28,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 13,963: -3,611 11,080 522 15,421 50 12,332 11,652: 1,631 2,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 62.0 4.3 69.2 9.9 83.2 76.1: 16.8 23.9
Old : 100.0: 9.7 62.0 4.3 69.2 9.9 83.2 76.1: 16.8 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 : 81: 16 39 13 18 15 42 59:
Old : 81: 16 39 13 18 15 42 59:
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 : 48.8 35.6 61.8 44.0 48.3 35.6 61.1 44.0
Old : 48.8 35.6 61.8 44.0 48.3 35.6 61.1 44.0
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, October 6, 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 : 134,236: 62,475 16,279 8,947 28,502 87,009 99,924 112,234: 34,312 22,002
Old : 134,236: 62,475 16,279 8,947 28,502 87,009 99,924 112,234: 34,312 22,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 3,513: -1,047 -1,245 2,065 -173 2,725 845 3,545: 2,668 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 12.1 6.7 21.2 64.8 74.4 83.6: 25.6 16.4
Old : 100.0: 46.5 12.1 6.7 21.2 64.8 74.4 83.6: 25.6 16.4
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 : 87: 38 26 17 14 17 62 50:
Old : 87: 38 26 17 14 17 62 50:
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 54.7 38.9 65.0 26.2 54.7 38.9 62.9
Old : 26.2 54.7 38.9 65.0 26.2 54.7 38.9 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, October 6, 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 : 194,508: 86,460 31,070 15,801 33,579 112,034 135,841 158,906: 58,667 35,602
Old : 194,508: 86,460 31,070 15,801 33,579 112,034 135,841 158,906: 58,667 35,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 4,996: 8,410 -2,997 -663 -2,210 10,305 5,538 6,645: -542 -1,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 16.0 8.1 17.3 57.6 69.8 81.7: 30.2 18.3
Old : 100.0: 44.5 16.0 8.1 17.3 57.6 69.8 81.7: 30.2 18.3
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 : 136: 56 36 35 26 36 99 90:
Old : 136: 56 36 35 26 36 99 90:
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 : 17.8 42.0 28.3 52.4 17.8 40.0 27.3 48.8
Old : 17.8 42.0 28.3 52.4 17.8 40.0 27.3 48.8
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, October 6, 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 : 24,851: 19,606 1,513 0 2,190 22,212 21,796 23,725: 3,055 1,126
Old : 24,851: 19,606 1,513 0 2,190 22,212 21,796 23,725: 3,055 1,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 1,075: 561 -29 0 848 1,025 1,409 996: -334 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 6.1 0.0 8.8 89.4 87.7 95.5: 12.3 4.5
Old : 100.0: 78.9 6.1 0.0 8.8 89.4 87.7 95.5: 12.3 4.5
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 : 41: 18 6 0 5 13 23 19:
Old : 41: 18 6 0 5 13 23 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 : 58.5 69.2 72.5 85.7 58.5 67.7 72.5 84.0
Old : 58.5 69.2 72.5 85.7 58.5 67.7 72.5 84.0
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, October 6, 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 :12,236,260: 1,300,958 328,801 4,262,929 5,694,695 6,748,884 11,258,581 11,340,613: 977,679 895,647
Old :12,236,260: 1,300,958 328,801 4,262,929 5,694,695 6,748,884 11,258,581 11,340,613: 977,679 895,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 526,052: 194,898 55,811 83,729 191,857 364,467 470,484 504,007: 55,568 22,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 2.7 34.8 46.5 55.2 92.0 92.7: 8.0 7.3
Old : 100.0: 10.6 2.7 34.8 46.5 55.2 92.0 92.7: 8.0 7.3
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 : 270: 78 49 104 135 136 258 248:
Old : 270: 78 49 104 135 136 258 248:
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 23.0 29.4 36.8 14.2 15.9 19.3 19.8
Old : 18.4 23.0 29.4 36.8 14.2 15.9 19.3 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, October 6, 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 : 488,324: 24,599 43,355 39,740 304,201 348,555 368,540 431,650: 119,784 56,674
Old : 488,324: 24,599 43,355 39,740 304,201 348,555 368,540 431,650: 119,784 56,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 11,975: -1,840 5,479 119 -8,352 2,416 -10,073 8,014: 22,048 3,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 8.9 8.1 62.3 71.4 75.5 88.4: 24.5 11.6
Old : 100.0: 5.0 8.9 8.1 62.3 71.4 75.5 88.4: 24.5 11.6
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 : 150: 20 35 36 80 60 128 103:
Old : 150: 20 35 36 80 60 128 103:
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 : 18.5 28.3 26.4 42.3 15.4 27.4 22.5 39.0
Old : 18.5 28.3 26.4 42.3 15.4 27.4 22.5 39.0
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, October 6, 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 : 2,509,778: 456,260 292,454 119,612 1,753,988 1,765,838 2,329,860 2,177,904: 179,917 331,873
Old : 2,509,778: 456,260 292,454 119,612 1,753,988 1,765,838 2,329,860 2,177,904: 179,917 331,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 12,464: 20,962 6,601 23,075 -21,772 -83,971 22,265 -54,294: -9,801 66,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 11.7 4.8 69.9 70.4 92.8 86.8: 7.2 13.2
Old : 100.0: 18.2 11.7 4.8 69.9 70.4 92.8 86.8: 7.2 13.2
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 : 436: 95 97 75 163 172 301 301:
Old : 436: 95 97 75 163 172 301 301:
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 : 15.3 18.5 27.0 26.2 15.1 15.4 25.8 22.5
Old : 15.3 18.5 27.0 26.2 15.1 15.4 25.8 22.5
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, October 6, 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 : 111,843: 20,463 10,185 204 76,461 97,856 97,128 108,245: 14,715 3,598
Old : 111,843: 20,463 10,185 204 76,461 97,856 97,128 108,245: 14,715 3,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 2,850: -542 -89 -7 2,330 3,205 1,781 3,109: 1,069 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 9.1 0.2 68.4 87.5 86.8 96.8: 13.2 3.2
Old : 100.0: 18.3 9.1 0.2 68.4 87.5 86.8 96.8: 13.2 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 : 85: 14 7 1 45 31 59 39:
Old : 85: 14 7 1 45 31 59 39:
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 53.6 47.0 75.4 24.0 53.6 37.8 70.9
Old : 32.3 53.6 47.0 75.4 24.0 53.6 37.8 70.9
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, October 6, 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 : 18,542: 6,443 503 0 8,216 12,281 14,659 12,784: 3,883 5,758
Old : 18,542: 6,443 503 0 8,216 12,281 14,659 12,784: 3,883 5,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 902: 1,506 -405 0 -674 1,090 832 685: 70 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 2.7 0.0 44.3 66.2 79.1 68.9: 20.9 31.1
Old : 100.0: 34.7 2.7 0.0 44.3 66.2 79.1 68.9: 20.9 31.1
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 : 35: 6 2 0 14 19 20 21:
Old : 35: 6 2 0 14 19 20 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 : 43.9 41.4 60.2 53.6 39.1 32.2 53.7 44.4
Old : 43.9 41.4 60.2 53.6 39.1 32.2 53.7 44.4
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, October 6, 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 : 343,319: 124,361 99,834 9,166 169,972 217,774 303,498 326,773: 39,820 16,545
Old : 343,319: 124,361 99,834 9,166 169,972 217,774 303,498 326,773: 39,820 16,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 18,724: 14,583 13,439 2,023 5,262 7,291 21,868 22,752: -3,144 -4,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 29.1 2.7 49.5 63.4 88.4 95.2: 11.6 4.8
Old : 100.0: 36.2 29.1 2.7 49.5 63.4 88.4 95.2: 11.6 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 : 232: 65 48 19 66 72 140 130:
Old : 232: 65 48 19 66 72 140 130:
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 : 29.4 27.8 41.8 41.5 29.0 26.6 41.0 40.3
Old : 29.4 27.8 41.8 41.5 29.0 26.6 41.0 40.3
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, October 6, 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 : 115,893: 58,141 7,900 2,777 24,509 92,903 85,427 103,580: 30,466 12,314
Old : 115,893: 58,141 7,900 2,777 24,509 92,903 85,427 103,580: 30,466 12,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 7,338: 2,370 65 654 2,986 3,835 6,010 4,554: 1,328 2,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 6.8 2.4 21.1 80.2 73.7 89.4: 26.3 10.6
Old : 100.0: 50.2 6.8 2.4 21.1 80.2 73.7 89.4: 26.3 10.6
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 : 55: 29 10 10 10 13 44 28:
Old : 55: 29 10 10 10 13 44 28:
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 : 36.7 66.3 51.1 81.7 36.7 65.8 49.5 78.0
Old : 36.7 66.3 51.1 81.7 36.7 65.8 49.5 78.0
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, October 6, 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 : 29,267: 10,364 2,284 0 11,765 18,355 22,129 20,639: 7,138 8,628
Old : 29,267: 10,364 2,284 0 11,765 18,355 22,129 20,639: 7,138 8,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -2,232: -2,431 -2,114 0 369 -359 -2,062 -2,473: -170 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 7.8 0.0 40.2 62.7 75.6 70.5: 24.4 29.5
Old : 100.0: 35.4 7.8 0.0 40.2 62.7 75.6 70.5: 24.4 29.5
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 : 50: 18 6 0 16 14 34 20:
Old : 50: 18 6 0 16 14 34 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 : 27.0 46.0 40.8 58.6 26.8 45.2 39.4 57.3
Old : 27.0 46.0 40.8 58.6 26.8 45.2 39.4 57.3
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, October 6, 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 : 42,264: 9,017 10,697 1,133 26,142 14,111 36,292 25,941: 5,972 16,323
Old : 42,264: 9,017 10,697 1,133 26,142 14,111 36,292 25,941: 5,972 16,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -1,202: -475 2,317 484 -1,530 337 -1,521 3,138: 319 -4,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 25.3 2.7 61.9 33.4 85.9 61.4: 14.1 38.6
Old : 100.0: 21.3 25.3 2.7 61.9 33.4 85.9 61.4: 14.1 38.6
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 : 60: 7 15 1 25 18 33 33:
Old : 60: 7 15 1 25 18 33 33:
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 : 39.5 22.9 54.7 36.8 36.9 22.9 52.0 34.9
Old : 39.5 22.9 54.7 36.8 36.9 22.9 52.0 34.9
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, October 6, 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 : 24,918: 5,615 587 215 15,954 22,521 21,784 23,323: 3,134 1,595
Old : 24,918: 5,615 587 215 15,954 22,521 21,784 23,323: 3,134 1,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 314: 997 0 8 196 538 1,201 546: -887 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 2.4 0.9 64.0 90.4 87.4 93.6: 12.6 6.4
Old : 100.0: 22.5 2.4 0.9 64.0 90.4 87.4 93.6: 12.6 6.4
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 : 38: 9 2 3 14 15 24 19:
Old : 38: 9 2 3 14 15 24 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 : 49.7 61.7 67.0 80.8 45.2 61.7 62.3 80.5
Old : 49.7 61.7 67.0 80.8 45.2 61.7 62.3 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 17,017: 2,920 480 0 10,188 15,419 13,108 15,899: 3,909 1,118
Old : 17,017: 2,920 480 0 10,188 15,419 13,108 15,899: 3,909 1,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -108: 384 -387 0 -811 170 -427 -217: 319 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 2.8 0.0 59.9 90.6 77.0 93.4: 23.0 6.6
Old : 100.0: 17.2 2.8 0.0 59.9 90.6 77.0 93.4: 23.0 6.6
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 : 20: 7 1 0 7 6 14 7:
Old : 20: 7 1 0 7 6 14 7:
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 : 55.1 89.7 67.3 93.4 54.0 89.7 66.2 92.4
Old : 55.1 89.7 67.3 93.4 54.0 89.7 66.2 92.4
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, October 6, 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 : 17,835: 3,612 1,097 0 12,962 16,097 16,574 17,194: 1,261 641
Old : 17,835: 3,612 1,097 0 12,962 16,097 16,574 17,194: 1,261 641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 337: 8 -30 0 163 366 171 336: 166 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 6.2 0.0 72.7 90.3 92.9 96.4: 7.1 3.6
Old : 100.0: 20.3 6.2 0.0 72.7 90.3 92.9 96.4: 7.1 3.6
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 : 21: 8 4 0 8 2 16 6:
Old : 21: 8 4 0 8 2 16 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 : 62.6 95.2 77.8 96.4 62.6 95.1 77.8 96.3
Old : 62.6 95.2 77.8 96.4 62.6 95.1 77.8 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 9, 2008