MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 24, 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 : 34,378: 2,709 7,558 1,505 26,583 17,623 30,797 26,686: 3,581 7,692
Old : 34,378: 2,709 7,558 1,505 26,583 17,623 30,797 26,686: 3,581 7,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 296: -428 -228 223 50 360 -155 355: 451 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 22.0 4.4 77.3 51.3 89.6 77.6: 10.4 22.4
Old : 100.0: 7.9 22.0 4.4 77.3 51.3 89.6 77.6: 10.4 22.4
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 : 68: 6 26 13 25 21 39 52:
Old : 68: 6 26 13 25 21 39 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 27.4 63.8 42.4 52.4 23.2 62.3 37.4
Old : 52.4 27.4 63.8 42.4 52.4 23.2 62.3 37.4
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 - Futures Only, March 24, 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 : 128,736: 20,208 28,398 23,693 59,673 49,746 103,574 101,837: 25,162 26,899
Old : 123,538: 18,925 28,188 22,672 58,168 47,225 99,765 98,085: 23,773 25,453
Other: 5,198: 2,118 1,045 186 1,505 2,521 3,809 3,752: 1,389 1,446
: : :
: : Changes in Commitments from: March 17, 2009 :
: -1,268: -3,759 -2,606 1,024 -79 909 -2,814 -673: 1,546 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 22.1 18.4 46.4 38.6 80.5 79.1: 19.5 20.9
Old : 100.0: 15.3 22.8 18.4 47.1 38.2 80.8 79.4: 19.2 20.6
Other: 100.0: 40.7 20.1 3.6 29.0 48.5 73.3 72.2: 26.7 27.8
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 48 56 64 43 40 131 136:
Old : 179: 47 58 64 42 39 130 135:
Other: 45: 12 12 4 12 15 26 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 22.9 35.6 32.2 22.1 21.0 32.1 29.0
Old : 25.4 23.0 36.1 32.6 22.9 21.5 32.4 29.6
Other: 48.2 30.2 58.8 45.4 48.2 30.2 56.7 45.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 24, 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 : 211,521: 47,354 50,556 32,896 105,632 88,499 185,882 171,951: 25,639 39,570
Old : 211,521: 47,354 50,556 32,896 105,632 88,499 185,882 171,951: 25,639 39,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 5,194: -1,483 -1,482 1,615 1,922 5,644 2,054 5,777: 3,140 -583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 23.9 15.6 49.9 41.8 87.9 81.3: 12.1 18.7
Old : 100.0: 22.4 23.9 15.6 49.9 41.8 87.9 81.3: 12.1 18.7
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 : 303: 64 78 70 74 124 179 239:
Old : 303: 64 78 70 74 124 179 239:
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 : 19.9 11.1 32.9 18.4 18.8 11.1 30.9 17.9
Old : 19.9 11.1 32.9 18.4 18.8 11.1 30.9 17.9
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 - Futures Only, March 24, 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 : 6,613: 2,471 3,459 431 2,458 1,284 5,360 5,174: 1,253 1,439
Old : 6,613: 2,471 3,459 431 2,458 1,284 5,360 5,174: 1,253 1,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 159: 3 255 -32 169 32 140 255: 19 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 52.3 6.5 37.2 19.4 81.1 78.2: 18.9 21.8
Old : 100.0: 37.4 52.3 6.5 37.2 19.4 81.1 78.2: 18.9 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 18 27 9 16 15 39 47:
Old : 69: 18 27 9 16 15 39 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 32.5 58.0 46.1 39.5 32.5 56.4 45.4
Old : 40.7 32.5 58.0 46.1 39.5 32.5 56.4 45.4
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 - Futures Only, March 24, 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 : 21,637: 5,488 4,555 3,492 6,890 4,146 15,870 12,193: 5,767 9,444
Old : 21,637: 5,488 4,555 3,492 6,890 4,146 15,870 12,193: 5,767 9,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -1,408: 26 -6 56 -605 -40 -523 10: -885 -1,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 21.1 16.1 31.8 19.2 73.3 56.4: 26.7 43.6
Old : 100.0: 25.4 21.1 16.1 31.8 19.2 73.3 56.4: 26.7 43.6
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 : 101: 21 28 19 28 31 63 67:
Old : 101: 21 28 19 28 31 63 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 18.2 29.2 24.8 14.8 10.9 24.6 16.8
Old : 17.7 18.2 29.2 24.8 14.8 10.9 24.6 16.8
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 - Futures Only, March 24, 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 : 56,641: 5,203 25,875 1,032 22,166 13,792 28,401 40,699: 28,240 15,942
Old : 56,641: 5,203 25,875 1,032 22,166 13,792 28,401 40,699: 28,240 15,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -37,338: -3,512 -6,790 -3,263 -30,974 -18,793 -37,749 -28,846: 411 -8,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 45.7 1.8 39.1 24.3 50.1 71.9: 49.9 28.1
Old : 100.0: 9.2 45.7 1.8 39.1 24.3 50.1 71.9: 49.9 28.1
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 : 51: 12 17 4 11 12 25 31:
Old : 51: 12 17 4 11 12 25 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 : 32.1 32.1 38.8 45.7 31.9 32.1 38.0 45.7
Old : 32.1 32.1 38.8 45.7 31.9 32.1 38.0 45.7
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 - Futures Only, March 24, 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 : 27,937: 6,311 9,459 63 9,106 7,648 15,480 17,170: 12,457 10,767
Old : 27,937: 6,311 9,459 63 9,106 7,648 15,480 17,170: 12,457 10,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -3,189: 369 -4,921 10 -5,334 7,227 -4,955 2,316: 1,766 -5,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 33.9 0.2 32.6 27.4 55.4 61.5: 44.6 38.5
Old : 100.0: 22.6 33.9 0.2 32.6 27.4 55.4 61.5: 44.6 38.5
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 : 33: 12 8 2 10 5 22 15:
Old : 33: 12 8 2 10 5 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 44.3 39.2 55.7 27.2 44.3 39.2 55.7
Old : 27.2 44.3 39.2 55.7 27.2 44.3 39.2 55.7
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 - Futures Only, March 24, 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 : 43,726: 12,439 13,569 97 29,883 27,131 42,419 40,797: 1,307 2,929
Old : 43,726: 12,439 13,569 97 29,883 27,131 42,419 40,797: 1,307 2,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -3,771: 3,261 -3,079 -19 -7,377 242 -4,135 -2,856: 364 -915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 31.0 0.2 68.3 62.0 97.0 93.3: 3.0 6.7
Old : 100.0: 28.4 31.0 0.2 68.3 62.0 97.0 93.3: 3.0 6.7
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 : 54: 13 23 1 5 14 18 38:
Old : 54: 13 23 1 5 14 18 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.8 46.5 91.3 63.4 81.8 46.5 90.8 62.9
Old : 81.8 46.5 91.3 63.4 81.8 46.5 90.8 62.9
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 - Futures Only, March 24, 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 : 76,157: 9,352 40,098 149 45,030 14,809 54,531 55,056: 21,626 21,101
Old : 76,157: 9,352 40,098 149 45,030 14,809 54,531 55,056: 21,626 21,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -41: 1,621 -623 132 -3,879 -409 -2,126 -900: 2,085 859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 52.7 0.2 59.1 19.4 71.6 72.3: 28.4 27.7
Old : 100.0: 12.3 52.7 0.2 59.1 19.4 71.6 72.3: 28.4 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 : 54: 9 27 2 11 12 21 40:
Old : 54: 9 27 2 11 12 21 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 : 51.6 33.1 62.3 47.0 51.6 33.1 61.7 47.0
Old : 51.6 33.1 62.3 47.0 51.6 33.1 61.7 47.0
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 - Futures Only, March 24, 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 : 69,923: 25,057 32,719 233 29,910 16,662 55,200 49,614: 14,723 20,309
Old : 69,923: 25,057 32,719 233 29,910 16,662 55,200 49,614: 14,723 20,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -584: -2,113 853 2 -3,153 -2,597 -5,264 -1,742: 4,680 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 46.8 0.3 42.8 23.8 78.9 71.0: 21.1 29.0
Old : 100.0: 35.8 46.8 0.3 42.8 23.8 78.9 71.0: 21.1 29.0
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 : 70: 16 30 5 18 15 39 45:
Old : 70: 16 30 5 18 15 39 45:
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 : 39.0 27.7 53.2 41.6 39.0 27.7 53.1 40.8
Old : 39.0 27.7 53.2 41.6 39.0 27.7 53.1 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, March 24, 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 : 112,887: 32,680 38,138 592 37,912 44,237 71,184 82,967: 41,703 29,920
Old : 112,887: 32,680 38,138 592 37,912 44,237 71,184 82,967: 41,703 29,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 1,810: -977 -4,558 44 857 9,373 -76 4,859: 1,886 -3,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 33.8 0.5 33.6 39.2 63.1 73.5: 36.9 26.5
Old : 100.0: 28.9 33.8 0.5 33.6 39.2 63.1 73.5: 36.9 26.5
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 : 102: 38 31 7 19 21 60 56:
Old : 102: 38 31 7 19 21 60 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 29.8 36.0 42.9 24.3 27.7 35.8 40.8
Old : 24.5 29.8 36.0 42.9 24.3 27.7 35.8 40.8
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 - Futures Only, March 24, 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 : 15,198: 3,383 6,268 0 8,146 7,392 11,529 13,660: 3,669 1,538
Old : 15,198: 3,383 6,268 0 8,146 7,392 11,529 13,660: 3,669 1,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -350: 511 -2,684 0 -832 2,535 -321 -149: -29 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 41.2 0.0 53.6 48.6 75.9 89.9: 24.1 10.1
Old : 100.0: 22.3 41.2 0.0 53.6 48.6 75.9 89.9: 24.1 10.1
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 : 25: 5 9 0 8 4 13 13:
Old : 25: 5 9 0 8 4 13 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 : 43.9 62.9 68.8 84.1 43.9 62.7 68.8 83.9
Old : 43.9 62.9 68.8 84.1 43.9 62.7 68.8 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, March 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000) :
: : :
All : 37,120: 4,110 0 877 25,021 32,693 30,008 33,570: 7,112 3,550
Old : 37,120: 4,110 0 877 25,021 32,693 30,008 33,570: 7,112 3,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 2.4 67.4 88.1 80.8 90.4: 19.2 9.6
Old : 100.0: 11.1 0.0 2.4 67.4 88.1 80.8 90.4: 19.2 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 0 2 14 8 18 10:
Old : 20: 4 0 2 14 8 18 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 76.4 57.4 89.2 35.8 68.7 55.8 77.9
Old : 35.8 76.4 57.4 89.2 35.8 68.7 55.8 77.9
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 - Futures Only, March 24, 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 : 5,970,682: 726,036 353,484 505,499 3,903,747 4,400,150 5,135,282 5,259,133: 835,400 711,549
Old : 5,970,682: 726,036 353,484 505,499 3,903,747 4,400,150 5,135,282 5,259,133: 835,400 711,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 200,761: 124,947 -5,230 43,156 -42,961 230,742 125,142 268,668: 75,619 -67,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 5.9 8.5 65.4 73.7 86.0 88.1: 14.0 11.9
Old : 100.0: 12.2 5.9 8.5 65.4 73.7 86.0 88.1: 14.0 11.9
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 : 198: 55 25 63 100 99 183 168:
Old : 198: 55 25 63 100 99 183 168:
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 : 28.6 40.1 38.7 50.7 27.6 33.5 34.4 40.7
Old : 28.6 40.1 38.7 50.7 27.6 33.5 34.4 40.7
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 - Futures Only, March 24, 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 : 423,477: 49,199 28,241 1,780 279,660 348,542 330,639 378,563: 92,838 44,914
Old : 423,477: 49,199 28,241 1,780 279,660 348,542 330,639 378,563: 92,838 44,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -266,031: 4,139 -58,521 -10,901 -179,813 -170,680 -186,575 -240,102: -79,456 -25,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 6.7 0.4 66.0 82.3 78.1 89.4: 21.9 10.6
Old : 100.0: 11.6 6.7 0.4 66.0 82.3 78.1 89.4: 21.9 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 : 150: 29 17 13 73 58 107 83:
Old : 150: 29 17 13 73 58 107 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 33.6 34.9 50.4 22.6 33.6 34.5 50.1
Old : 23.0 33.6 34.9 50.4 22.6 33.6 34.5 50.1
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 - Futures Only, March 24, 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 : 2,428,148: 469,144 394,615 18,153 1,783,084 1,816,605 2,270,381 2,229,373: 157,767 198,775
Old : 2,428,148: 469,144 394,615 18,153 1,783,084 1,816,605 2,270,381 2,229,373: 157,767 198,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
:-1,501,222: -300,091 -108,282 -78,082 -1,082,227 -1,047,817 -1,460,400 -1,234,181: -40,822 -267,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 16.3 0.7 73.4 74.8 93.5 91.8: 6.5 8.2
Old : 100.0: 19.3 16.3 0.7 73.4 74.8 93.5 91.8: 6.5 8.2
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 : 403: 91 101 29 133 139 238 255:
Old : 403: 91 101 29 133 139 238 255:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 20.9 35.9 33.4 19.1 17.0 32.1 28.4
Old : 21.6 20.9 35.9 33.4 19.1 17.0 32.1 28.4
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 - Futures Only, March 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 112,146: 12,256 11,951 0 91,825 96,306 104,081 108,257: 8,065 3,889
Old : 112,146: 12,256 11,951 0 91,825 96,306 104,081 108,257: 8,065 3,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -23,679: -2,689 1,147 -557 -22,202 -22,375 -25,448 -21,785: 1,769 -1,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 10.7 0.0 81.9 85.9 92.8 96.5: 7.2 3.5
Old : 100.0: 10.9 10.7 0.0 81.9 85.9 92.8 96.5: 7.2 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 : 82: 7 8 0 46 32 53 40:
Old : 82: 7 8 0 46 32 53 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 57.9 52.5 72.5 31.9 57.9 49.9 72.5
Old : 34.5 57.9 52.5 72.5 31.9 57.9 49.9 72.5
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 - Futures Only, March 24, 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 : 17,893: 1,877 1,519 0 12,071 14,639 13,948 16,158: 3,945 1,735
Old : 17,893: 1,877 1,519 0 12,071 14,639 13,948 16,158: 3,945 1,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -27,178: 529 -2,944 -522 -17,102 -17,411 -17,095 -20,877: -10,083 -6,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 8.5 0.0 67.5 81.8 78.0 90.3: 22.0 9.7
Old : 100.0: 10.5 8.5 0.0 67.5 81.8 78.0 90.3: 22.0 9.7
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 : 33: 3 4 0 14 16 17 20:
Old : 33: 3 4 0 14 16 17 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 : 52.7 50.6 65.1 68.2 52.2 47.0 62.8 63.6
Old : 52.7 50.6 65.1 68.2 52.2 47.0 62.8 63.6
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 - Futures Only, March 24, 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 : 236,219: 36,119 58,177 1,929 185,110 160,936 223,158 221,042: 13,061 15,177
Old : 236,219: 36,119 58,177 1,929 185,110 160,936 223,158 221,042: 13,061 15,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -162,596: -15,800 -29,459 -9,363 -120,718 -81,062 -145,881 -119,884: -16,715 -42,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 24.6 0.8 78.4 68.1 94.5 93.6: 5.5 6.4
Old : 100.0: 15.3 24.6 0.8 78.4 68.1 94.5 93.6: 5.5 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 : 185: 37 45 8 55 60 96 109:
Old : 185: 37 45 8 55 60 96 109:
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 : 45.2 32.5 55.8 44.8 34.4 26.5 44.0 36.0
Old : 45.2 32.5 55.8 44.8 34.4 26.5 44.0 36.0
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 - Futures Only, March 24, 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 : 58,361: 22,254 13,841 26 18,787 36,283 41,067 50,150: 17,294 8,211
Old : 58,361: 22,254 13,841 26 18,787 36,283 41,067 50,150: 17,294 8,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 7,864: 7,328 -1,504 26 -246 10,658 7,108 9,180: 756 -1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 23.7 0.0 32.2 62.2 70.4 85.9: 29.6 14.1
Old : 100.0: 38.1 23.7 0.0 32.2 62.2 70.4 85.9: 29.6 14.1
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 : 52: 24 12 1 8 10 32 23:
Old : 52: 24 12 1 8 10 32 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 59.4 45.0 71.8 33.5 59.4 45.0 71.8
Old : 33.5 59.4 45.0 71.8 33.5 59.4 45.0 71.8
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 - Futures Only, March 24, 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 : 27,497: 4,301 10,895 0 17,411 11,634 21,712 22,529: 5,785 4,968
Old : 27,497: 4,301 10,895 0 17,411 11,634 21,712 22,529: 5,785 4,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -446: -660 -513 0 -270 1,254 -930 741: 484 -1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 39.6 0.0 63.3 42.3 79.0 81.9: 21.0 18.1
Old : 100.0: 15.6 39.6 0.0 63.3 42.3 79.0 81.9: 21.0 18.1
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 : 45: 9 10 0 11 17 20 27:
Old : 45: 9 10 0 11 17 20 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 : 49.4 35.8 62.8 51.2 49.4 35.4 62.8 50.1
Old : 49.4 35.8 62.8 51.2 49.4 35.4 62.8 50.1
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 - Futures Only, March 24, 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 : 38,803: 13,495 7,265 0 17,153 27,202 30,648 34,467: 8,155 4,336
Old : 38,803: 13,495 7,265 0 17,153 27,202 30,648 34,467: 8,155 4,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 2,031: -2,987 -882 0 4,429 2,954 1,442 2,072: 589 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 18.7 0.0 44.2 70.1 79.0 88.8: 21.0 11.2
Old : 100.0: 34.8 18.7 0.0 44.2 70.1 79.0 88.8: 21.0 11.2
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 : 54: 8 9 0 26 16 34 25:
Old : 54: 8 9 0 26 16 34 25:
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 : 28.7 57.4 44.0 72.4 28.7 57.4 42.8 69.6
Old : 28.7 57.4 44.0 72.4 28.7 57.4 42.8 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, March 24, 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 : 29,000: 3,754 9,081 342 23,281 17,976 27,377 27,399: 1,623 1,601
Old : 29,000: 3,754 9,081 342 23,281 17,976 27,377 27,399: 1,623 1,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -1,456: -2,051 1,110 54 249 -1,964 -1,748 -800: 292 -656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 31.3 1.2 80.3 62.0 94.4 94.5: 5.6 5.5
Old : 100.0: 12.9 31.3 1.2 80.3 62.0 94.4 94.5: 5.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 8 6 2 12 13 21 20:
Old : 36: 8 6 2 12 13 21 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 : 69.7 65.8 80.0 80.6 68.3 65.8 78.6 80.6
Old : 69.7 65.8 80.0 80.6 68.3 65.8 78.6 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, March 24, 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 : 14,891: 4,085 1,591 0 9,959 13,023 14,044 14,614: 847 277
Old : 14,891: 4,085 1,591 0 9,959 13,023 14,044 14,614: 847 277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 223: -83 524 0 124 82 41 606: 182 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 10.7 0.0 66.9 87.5 94.3 98.1: 5.7 1.9
Old : 100.0: 27.4 10.7 0.0 66.9 87.5 94.3 98.1: 5.7 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 : 25: 11 5 0 7 4 18 9:
Old : 25: 11 5 0 7 4 18 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 : 65.9 94.1 79.1 97.9 65.6 94.1 78.8 97.5
Old : 65.9 94.1 79.1 97.9 65.6 94.1 78.8 97.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2009