BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 3,268: 42 51 101 2,684 2,831 2,827 2,982: 441 286
Old : 3,268: 42 51 101 2,684 2,831 2,827 2,982: 441 286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 49: 0 38 1 63 11 64 50: -14 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.6 3.1 82.1 86.6 86.5 91.3: 13.5 8.7
Old : 100.0: 1.3 1.6 3.1 82.1 86.6 86.5 91.3: 13.5 8.7
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 : 23: 1 1 2 15 11 18 13:
Old : 23: 1 1 2 15 11 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 71.0 72.8 87.1 56.1 69.7 72.8 84.3
Old : 56.1 71.0 72.8 87.1 56.1 69.7 72.8 84.3
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 13, 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 : 35,691: 1,177 4,291 7,876 19,451 16,222 28,504 28,389: 7,187 7,301
Old : 35,691: 1,177 4,291 7,876 19,451 16,222 28,504 28,389: 7,187 7,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,659: 298 245 522 502 841 1,322 1,608: 337 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 12.0 22.1 54.5 45.5 79.9 79.5: 20.1 20.5
Old : 100.0: 3.3 12.0 22.1 54.5 45.5 79.9 79.5: 20.1 20.5
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 : 67: 11 17 20 33 25 58 49:
Old : 67: 11 17 20 33 25 58 49:
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 33.6 41.9 47.5 26.3 31.7 35.6 43.0
Old : 28.2 33.6 41.9 47.5 26.3 31.7 35.6 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 13, 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 : 187,440: 34,700 37,974 53,543 78,012 63,898 166,255 155,415: 21,185 32,025
Old : 186,252: 34,713 37,863 53,479 76,990 63,003 165,181 154,344: 21,071 31,908
Other: 1,188: 50 174 2 1,022 895 1,074 1,071: 114 117
: : :
: : Changes in Commitments from: October 6, 2009 :
: 5,306: 4,174 -4,703 4,382 -4,902 5,733 3,654 5,411: 1,652 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 20.3 28.6 41.6 34.1 88.7 82.9: 11.3 17.1
Old : 100.0: 18.6 20.3 28.7 41.3 33.8 88.7 82.9: 11.3 17.1
Other: 100.0: 4.2 14.6 0.2 86.0 75.3 90.4 90.2: 9.6 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 71 77 82 57 59 184 174:
Old : 233: 72 76 82 57 59 184 174:
Other: 18: 1 4 2 4 9 7 13:
:----------------------------------------------------------------------------------------------------
: 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 16.6 30.4 25.5 18.2 13.9 29.6 21.2
Old : 18.0 16.3 30.0 25.2 17.8 13.6 29.3 21.0
Other: 90.2 78.1 90.4 86.1 90.2 78.1 90.2 86.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 313,681: 74,680 61,472 73,901 141,095 128,072 289,676 263,445: 24,005 50,236
Old : 313,681: 74,680 61,472 73,901 141,095 128,072 289,676 263,445: 24,005 50,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 5,537: 433 125 6,733 -663 2,006 6,503 8,864: -966 -3,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 19.6 23.6 45.0 40.8 92.3 84.0: 7.7 16.0
Old : 100.0: 23.8 19.6 23.6 45.0 40.8 92.3 84.0: 7.7 16.0
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 : 380: 99 99 88 111 148 254 302:
Old : 380: 99 99 88 111 148 254 302:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 13.1 29.3 19.9 17.4 9.8 27.1 14.9
Old : 17.5 13.1 29.3 19.9 17.4 9.8 27.1 14.9
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 13, 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 : 10,456: 3,983 4,674 975 2,978 2,513 7,937 8,163: 2,519 2,294
Old : 10,456: 3,983 4,674 975 2,978 2,513 7,937 8,163: 2,519 2,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -87: 126 876 -573 145 -600 -302 -296: 215 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 44.7 9.3 28.5 24.0 75.9 78.1: 24.1 21.9
Old : 100.0: 38.1 44.7 9.3 28.5 24.0 75.9 78.1: 24.1 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 28 24 11 16 19 46 53:
Old : 78: 28 24 11 16 19 46 53:
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 31.1 45.6 45.0 29.6 31.1 45.4 45.0
Old : 29.6 31.1 45.6 45.0 29.6 31.1 45.4 45.0
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 13, 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 : 30,249: 9,580 10,093 4,017 8,556 5,180 22,153 19,290: 8,096 10,959
Old : 30,249: 9,580 10,093 4,017 8,556 5,180 22,153 19,290: 8,096 10,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 356: 337 534 14 -412 -326 -60 222: 416 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 33.4 13.3 28.3 17.1 73.2 63.8: 26.8 36.2
Old : 100.0: 31.7 33.4 13.3 28.3 17.1 73.2 63.8: 26.8 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 : 127: 35 35 25 44 34 91 84:
Old : 127: 35 35 25 44 34 91 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 21.1 28.9 29.4 18.8 21.1 27.3 27.5
Old : 19.3 21.1 28.9 29.4 18.8 21.1 27.3 27.5
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 13, 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 : 19,223: 7,108 537 196 9,415 18,117 16,719 18,850: 2,504 373
Old : 19,223: 7,108 537 196 9,415 18,117 16,719 18,850: 2,504 373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 2,052: 1,533 167 32 -228 1,894 1,337 2,093: 715 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 2.8 1.0 49.0 94.2 87.0 98.1: 13.0 1.9
Old : 100.0: 37.0 2.8 1.0 49.0 94.2 87.0 98.1: 13.0 1.9
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 : 20: 6 2 1 6 10 13 12:
Old : 20: 6 2 1 6 10 13 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 : 68.2 75.0 81.7 92.7 55.4 69.5 66.4 77.8
Old : 68.2 75.0 81.7 92.7 55.4 69.5 66.4 77.8
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 13, 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 : 112,133: 50,704 6,907 4,277 16,409 81,474 71,390 92,658: 40,743 19,475
Old : 112,133: 50,704 6,907 4,277 16,409 81,474 71,390 92,658: 40,743 19,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 13,459: 8,895 1,011 -625 2,337 11,739 10,607 12,125: 2,853 1,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 6.2 3.8 14.6 72.7 63.7 82.6: 36.3 17.4
Old : 100.0: 45.2 6.2 3.8 14.6 72.7 63.7 82.6: 36.3 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 : 76: 32 13 14 20 21 60 40:
Old : 76: 32 13 14 20 21 60 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 49.5 32.8 63.5 23.8 48.5 32.5 62.3
Old : 23.8 49.5 32.8 63.5 23.8 48.5 32.5 62.3
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 13, 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 : 52,670: 27,552 5,386 877 3,906 38,855 32,335 45,118: 20,335 7,552
Old : 52,670: 27,552 5,386 877 3,906 38,855 32,335 45,118: 20,335 7,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 45: -615 879 -788 635 1 -768 92: 813 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 10.2 1.7 7.4 73.8 61.4 85.7: 38.6 14.3
Old : 100.0: 52.3 10.2 1.7 7.4 73.8 61.4 85.7: 38.6 14.3
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 : 38: 19 8 4 5 11 26 21:
Old : 38: 19 8 4 5 11 26 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 : 32.4 62.1 43.7 74.5 32.3 62.0 43.0 73.6
Old : 32.4 62.1 43.7 74.5 32.3 62.0 43.0 73.6
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 13, 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 : 58,033: 32,215 24,266 123 20,840 31,602 53,178 55,991: 4,855 2,042
Old : 58,033: 32,215 24,266 123 20,840 31,602 53,178 55,991: 4,855 2,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -8,239: 7,183 -21,319 -3 -16,873 13,692 -9,693 -7,630: 1,454 -609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 41.8 0.2 35.9 54.5 91.6 96.5: 8.4 3.5
Old : 100.0: 55.5 41.8 0.2 35.9 54.5 91.6 96.5: 8.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 31 20 2 13 14 44 36:
Old : 75: 31 20 2 13 14 44 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 47.7 66.7 67.4 54.2 47.7 66.4 65.0
Old : 54.2 47.7 66.7 67.4 54.2 47.7 66.4 65.0
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 13, 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 : 122,199: 9,692 75,062 2,701 89,814 13,107 102,208 90,871: 19,992 31,328
Old : 122,199: 9,692 75,062 2,701 89,814 13,107 102,208 90,871: 19,992 31,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 2,075: -1,958 596 -2,437 6,669 1,239 2,274 -603: -199 2,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 61.4 2.2 73.5 10.7 83.6 74.4: 16.4 25.6
Old : 100.0: 7.9 61.4 2.2 73.5 10.7 83.6 74.4: 16.4 25.6
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 : 73: 10 36 7 19 15 34 53:
Old : 73: 10 36 7 19 15 34 53:
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 : 51.1 35.7 64.3 43.9 50.1 35.7 63.0 43.9
Old : 51.1 35.7 64.3 43.9 50.1 35.7 63.0 43.9
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 13, 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 : 128,708: 49,736 15,841 6,151 41,495 84,859 97,382 106,850: 31,326 21,857
Old : 128,708: 49,736 15,841 6,151 41,495 84,859 97,382 106,850: 31,326 21,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -5,529: -12,738 -438 -2,796 12,993 -2,149 -2,542 -5,384: -2,987 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 12.3 4.8 32.2 65.9 75.7 83.0: 24.3 17.0
Old : 100.0: 38.6 12.3 4.8 32.2 65.9 75.7 83.0: 24.3 17.0
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 : 83: 32 24 16 19 17 60 48:
Old : 83: 32 24 16 19 17 60 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 57.4 41.0 67.1 24.3 57.3 37.8 63.7
Old : 26.9 57.4 41.0 67.1 24.3 57.3 37.8 63.7
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 13, 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 : 185,656: 79,567 32,906 12,978 33,324 101,892 125,868 147,776: 59,788 37,881
Old : 185,656: 79,567 32,906 12,978 33,324 101,892 125,868 147,776: 59,788 37,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -8,852: -6,894 1,835 -2,824 -256 -10,142 -9,973 -11,130: 1,121 2,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 17.7 7.0 17.9 54.9 67.8 79.6: 32.2 20.4
Old : 100.0: 42.9 17.7 7.0 17.9 54.9 67.8 79.6: 32.2 20.4
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 : 139: 55 38 28 28 34 99 84:
Old : 139: 55 38 28 28 34 99 84:
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 : 18.8 38.8 26.1 48.3 18.8 36.7 25.3 44.4
Old : 18.8 38.8 26.1 48.3 18.8 36.7 25.3 44.4
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, October 13, 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 : 24,376: 19,432 1,802 0 1,528 21,707 20,960 23,509: 3,416 867
Old : 24,376: 19,432 1,802 0 1,528 21,707 20,960 23,509: 3,416 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -475: -174 289 0 -662 -505 -836 -216: 361 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 7.4 0.0 6.3 89.1 86.0 96.4: 14.0 3.6
Old : 100.0: 79.7 7.4 0.0 6.3 89.1 86.0 96.4: 14.0 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 : 38: 18 6 0 5 11 23 17:
Old : 38: 18 6 0 5 11 23 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 : 57.5 69.0 70.2 84.8 57.5 67.2 70.2 83.0
Old : 57.5 69.0 70.2 84.8 57.5 67.2 70.2 83.0
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 13, 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 :12,353,757: 1,217,668 328,888 4,341,166 5,866,650 6,826,153 11,425,485 11,496,207: 928,273 857,550
Old :12,353,757: 1,217,668 328,888 4,341,166 5,866,650 6,826,153 11,425,485 11,496,207: 928,273 857,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 117,497: -83,289 87 78,238 171,955 77,269 166,904 155,594: -49,406 -38,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 2.7 35.1 47.5 55.3 92.5 93.1: 7.5 6.9
Old : 100.0: 9.9 2.7 35.1 47.5 55.3 92.5 93.1: 7.5 6.9
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 : 278: 76 55 106 139 140 264 256:
Old : 278: 76 55 106 139 140 264 256:
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 22.9 29.6 36.6 14.5 15.9 19.2 19.4
Old : 18.5 22.9 29.6 36.6 14.5 15.9 19.2 19.4
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 13, 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 : 496,855: 27,005 39,310 44,423 310,314 359,790 381,742 443,523: 115,113 53,332
Old : 496,855: 27,005 39,310 44,423 310,314 359,790 381,742 443,523: 115,113 53,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 8,531: 2,406 -4,044 4,683 6,113 11,235 13,202 11,873: -4,671 -3,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 7.9 8.9 62.5 72.4 76.8 89.3: 23.2 10.7
Old : 100.0: 5.4 7.9 8.9 62.5 72.4 76.8 89.3: 23.2 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 25 33 40 81 61 134 106:
Old : 154: 25 33 40 81 61 134 106:
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 : 18.2 27.5 26.2 41.6 15.1 26.7 21.7 38.1
Old : 18.2 27.5 26.2 41.6 15.1 26.7 21.7 38.1
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 13, 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 : 2,515,898: 435,700 289,399 120,685 1,775,319 1,780,375 2,331,704 2,190,459: 184,194 325,439
Old : 2,515,898: 435,700 289,399 120,685 1,775,319 1,780,375 2,331,704 2,190,459: 184,194 325,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 6,120: -20,560 -3,055 1,073 21,331 14,537 1,844 12,555: 4,277 -6,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 11.5 4.8 70.6 70.8 92.7 87.1: 7.3 12.9
Old : 100.0: 17.3 11.5 4.8 70.6 70.8 92.7 87.1: 7.3 12.9
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 : 442: 101 101 79 157 169 299 308:
Old : 442: 101 101 79 157 169 299 308:
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 : 15.7 18.7 27.1 26.5 15.0 14.6 25.2 22.1
Old : 15.7 18.7 27.1 26.5 15.0 14.6 25.2 22.1
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 13, 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 : 106,397: 18,633 10,173 1,610 72,376 90,795 92,619 102,578: 13,778 3,819
Old : 106,397: 18,633 10,173 1,610 72,376 90,795 92,619 102,578: 13,778 3,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -5,446: -1,830 -12 1,406 -4,085 -7,061 -4,509 -5,667: -937 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 9.6 1.5 68.0 85.3 87.1 96.4: 12.9 3.6
Old : 100.0: 17.5 9.6 1.5 68.0 85.3 87.1 96.4: 12.9 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 : 81: 12 7 1 44 29 56 37:
Old : 81: 12 7 1 44 29 56 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 53.1 46.4 73.4 23.4 51.5 36.4 68.4
Old : 33.1 53.1 46.4 73.4 23.4 51.5 36.4 68.4
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 13, 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 : 19,743: 7,114 565 0 8,433 12,137 15,547 12,702: 4,196 7,041
Old : 19,743: 7,114 565 0 8,433 12,137 15,547 12,702: 4,196 7,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,201: 671 62 0 217 -144 888 -82: 313 1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 2.9 0.0 42.7 61.5 78.7 64.3: 21.3 35.7
Old : 100.0: 36.0 2.9 0.0 42.7 61.5 78.7 64.3: 21.3 35.7
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 : 34: 6 2 0 14 18 20 20:
Old : 34: 6 2 0 14 18 20 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 : 45.0 37.7 60.8 50.8 40.5 29.1 55.1 42.1
Old : 45.0 37.7 60.8 50.8 40.5 29.1 55.1 42.1
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 13, 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 : 326,568: 96,656 98,844 8,235 173,412 202,188 278,303 309,266: 48,266 17,302
Old : 326,568: 96,656 98,844 8,235 173,412 202,188 278,303 309,266: 48,266 17,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -16,750: -27,705 -990 -931 3,440 -15,587 -25,196 -17,507: 8,445 757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 30.3 2.5 53.1 61.9 85.2 94.7: 14.8 5.3
Old : 100.0: 29.6 30.3 2.5 53.1 61.9 85.2 94.7: 14.8 5.3
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 : 224: 64 44 17 64 71 136 124:
Old : 224: 64 44 17 64 71 136 124:
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 : 30.2 31.1 41.8 42.8 29.7 29.6 40.2 41.3
Old : 30.2 31.1 41.8 42.8 29.7 29.6 40.2 41.3
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 13, 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 : 124,087: 59,898 7,529 1,747 25,798 100,735 87,443 110,010: 36,644 14,077
Old : 124,087: 59,898 7,529 1,747 25,798 100,735 87,443 110,010: 36,644 14,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 8,194: 1,757 -371 -1,030 1,289 7,832 2,016 6,431: 6,178 1,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 6.1 1.4 20.8 81.2 70.5 88.7: 29.5 11.3
Old : 100.0: 48.3 6.1 1.4 20.8 81.2 70.5 88.7: 29.5 11.3
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 : 55: 26 10 7 11 15 42 27:
Old : 55: 26 10 7 11 15 42 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 61.7 48.4 79.1 33.9 61.3 46.4 77.5
Old : 33.9 61.7 48.4 79.1 33.9 61.3 46.4 77.5
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 13, 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 : 30,032: 11,489 3,143 0 12,277 18,563 23,766 21,706: 6,266 8,326
Old : 30,032: 11,489 3,143 0 12,277 18,563 23,766 21,706: 6,266 8,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 765: 1,125 859 0 512 208 1,637 1,067: -872 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 10.5 0.0 40.9 61.8 79.1 72.3: 20.9 27.7
Old : 100.0: 38.3 10.5 0.0 40.9 61.8 79.1 72.3: 20.9 27.7
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: 15 6 0 17 15 32 21:
Old : 48: 15 6 0 17 15 32 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 : 31.4 47.9 45.1 60.3 30.7 47.1 43.5 59.0
Old : 31.4 47.9 45.1 60.3 30.7 47.1 43.5 59.0
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 13, 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 : 44,399: 9,215 10,351 1,689 26,552 18,251 37,456 30,291: 6,943 14,108
Old : 44,399: 9,215 10,351 1,689 26,552 18,251 37,456 30,291: 6,943 14,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 2,135: 198 -346 556 410 4,140 1,164 4,350: 971 -2,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 23.3 3.8 59.8 41.1 84.4 68.2: 15.6 31.8
Old : 100.0: 20.8 23.3 3.8 59.8 41.1 84.4 68.2: 15.6 31.8
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 : 55: 6 12 1 23 19 30 31:
Old : 55: 6 12 1 23 19 30 31:
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 : 39.7 25.4 54.6 41.9 37.1 23.4 51.2 38.1
Old : 39.7 25.4 54.6 41.9 37.1 23.4 51.2 38.1
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 13, 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 : 23,835: 4,739 392 78 15,914 21,549 20,731 22,019: 3,104 1,816
Old : 23,835: 4,739 392 78 15,914 21,549 20,731 22,019: 3,104 1,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -1,083: -876 -195 -137 -40 -972 -1,053 -1,304: -30 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 1.6 0.3 66.8 90.4 87.0 92.4: 13.0 7.6
Old : 100.0: 19.9 1.6 0.3 66.8 90.4 87.0 92.4: 13.0 7.6
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 : 35: 8 1 2 13 15 21 18:
Old : 35: 8 1 2 13 15 21 18:
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 : 51.9 61.8 69.8 80.6 47.2 61.8 64.9 80.1
Old : 51.9 61.8 69.8 80.6 47.2 61.8 64.9 80.1
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 13, 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 : 17,737: 3,135 752 0 10,101 15,855 13,236 16,607: 4,501 1,130
Old : 17,737: 3,135 752 0 10,101 15,855 13,236 16,607: 4,501 1,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 720: 215 272 0 -87 436 128 708: 592 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 4.2 0.0 56.9 89.4 74.6 93.6: 25.4 6.4
Old : 100.0: 17.7 4.2 0.0 56.9 89.4 74.6 93.6: 25.4 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 : 22: 7 2 0 7 7 14 9:
Old : 22: 7 2 0 7 7 14 9:
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 : 53.4 86.7 65.1 92.4 52.1 86.7 63.7 92.2
Old : 53.4 86.7 65.1 92.4 52.1 86.7 63.7 92.2
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 13, 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 : 19,097: 4,110 845 0 13,212 17,729 17,322 18,574: 1,775 523
Old : 19,097: 4,110 845 0 13,212 17,729 17,322 18,574: 1,775 523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,262: 498 -252 0 250 1,632 748 1,380: 514 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 4.4 0.0 69.2 92.8 90.7 97.3: 9.3 2.7
Old : 100.0: 21.5 4.4 0.0 69.2 92.8 90.7 97.3: 9.3 2.7
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 : 25: 11 4 0 8 4 19 8:
Old : 25: 11 4 0 8 4 19 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 94.7 71.4 97.3 57.3 92.1 70.9 94.1
Old : 57.8 94.7 71.4 97.3 57.3 92.1 70.9 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2009