MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, June 2, 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 : 30,881: 1,777 5,885 1,479 23,699 17,200 26,955 24,564: 3,926 6,317
Old : 30,881: 1,777 5,885 1,479 23,699 17,200 26,955 24,564: 3,926 6,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 916: -38 172 79 447 818 488 1,069: 428 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 19.1 4.8 76.7 55.7 87.3 79.5: 12.7 20.5
Old : 100.0: 5.8 19.1 4.8 76.7 55.7 87.3 79.5: 12.7 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 : 75: 9 27 14 26 25 42 59:
Old : 75: 9 27 14 26 25 42 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 34.4 61.4 46.8 46.8 29.4 60.3 40.8
Old : 46.8 34.4 61.4 46.8 46.8 29.4 60.3 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, June 2, 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 : 140,566: 26,684 47,285 31,618 63,209 39,698 121,511 118,601: 19,055 21,965
Old : 126,628: 24,825 47,640 26,836 59,928 33,124 111,589 107,600: 15,039 19,028
Other: 13,938: 5,721 3,507 920 3,281 6,574 9,922 11,001: 4,016 2,937
: : :
: : Changes in Commitments from: May 26, 2009 :
: -7,192: -3,363 -943 -2,287 -170 -3,673 -5,820 -6,903: -1,372 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 33.6 22.5 45.0 28.2 86.4 84.4: 13.6 15.6
Old : 100.0: 19.6 37.6 21.2 47.3 26.2 88.1 85.0: 11.9 15.0
Other: 100.0: 41.0 25.2 6.6 23.5 47.2 71.2 78.9: 28.8 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 61 79 61 39 39 137 149:
Old : 196: 59 80 56 36 35 129 143:
Other: 78: 22 22 11 17 22 46 48:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 16.7 37.9 26.3 21.4 14.7 32.0 22.4
Old : 25.5 18.3 41.5 28.9 23.5 16.8 35.0 24.7
Other: 30.5 23.5 43.3 39.7 29.7 22.7 41.3 35.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 2, 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 : 207,951: 54,871 65,356 25,994 102,855 78,121 183,720 169,471: 24,231 38,480
Old : 207,951: 54,871 65,356 25,994 102,855 78,121 183,720 169,471: 24,231 38,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 7,765: 3,151 12,441 -1,085 4,466 -6,406 6,532 4,950: 1,233 2,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 31.4 12.5 49.5 37.6 88.3 81.5: 11.7 18.5
Old : 100.0: 26.4 31.4 12.5 49.5 37.6 88.3 81.5: 11.7 18.5
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 : 305: 68 90 66 62 114 176 234:
Old : 305: 68 90 66 62 114 176 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 10.4 34.7 17.1 22.1 10.4 34.1 16.8
Old : 22.1 10.4 34.7 17.1 22.1 10.4 34.1 16.8
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, June 2, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,275: 3,466 2,442 1,211 2,469 3,657 7,146 7,310: 2,129 1,965
Old : 9,275: 3,466 2,442 1,211 2,469 3,657 7,146 7,310: 2,129 1,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 1,412: 211 -1,270 685 -96 1,959 800 1,374: 612 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 26.3 13.1 26.6 39.4 77.0 78.8: 23.0 21.2
Old : 100.0: 37.4 26.3 13.1 26.6 39.4 77.0 78.8: 23.0 21.2
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 : 83: 26 19 13 18 29 54 56:
Old : 83: 26 19 13 18 29 54 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 : 30.0 25.6 47.7 40.4 30.0 23.5 45.8 36.1
Old : 30.0 25.6 47.7 40.4 30.0 23.5 45.8 36.1
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, June 2, 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 : 22,440: 7,524 1,838 3,324 6,643 8,302 17,491 13,464: 4,949 8,976
Old : 22,440: 7,524 1,838 3,324 6,643 8,302 17,491 13,464: 4,949 8,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 505: 327 -196 -156 176 489 347 137: 158 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 8.2 14.8 29.6 37.0 77.9 60.0: 22.1 40.0
Old : 100.0: 33.5 8.2 14.8 29.6 37.0 77.9 60.0: 22.1 40.0
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 : 117: 29 20 19 27 45 69 73:
Old : 117: 29 20 19 27 45 69 73:
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 : 27.6 27.5 40.8 32.6 21.0 19.1 32.8 23.0
Old : 27.6 27.5 40.8 32.6 21.0 19.1 32.8 23.0
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 - Futures Only, June 2, 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 : 13,937: 3,352 1,176 0 10,275 12,410 13,627 13,586: 310 351
Old : 13,937: 3,352 1,176 0 10,275 12,410 13,627 13,586: 310 351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 1,204: 3 -84 0 1,170 1,345 1,173 1,261: 31 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 8.4 0.0 73.7 89.0 97.8 97.5: 2.2 2.5
Old : 100.0: 24.1 8.4 0.0 73.7 89.0 97.8 97.5: 2.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 4 0 13 9 17 13:
Old : 24: 4 4 0 13 9 17 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 : 61.0 69.3 84.4 87.4 56.2 67.5 77.9 79.7
Old : 61.0 69.3 84.4 87.4 56.2 67.5 77.9 79.7
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, June 2, 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 : 90,613: 31,879 25,285 1,450 22,304 51,157 55,633 77,892: 34,980 12,721
Old : 90,613: 31,879 25,285 1,450 22,304 51,157 55,633 77,892: 34,980 12,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 1,167: -550 4,388 221 445 -2,323 116 2,286: 1,051 -1,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 27.9 1.6 24.6 56.5 61.4 86.0: 38.6 14.0
Old : 100.0: 35.2 27.9 1.6 24.6 56.5 61.4 86.0: 38.6 14.0
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 : 66: 26 13 6 16 21 43 40:
Old : 66: 26 13 6 16 21 43 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 : 31.1 48.2 40.1 64.0 30.4 46.8 39.1 62.6
Old : 31.1 48.2 40.1 64.0 30.4 46.8 39.1 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, June 2, 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 : 42,429: 15,412 6,813 180 11,344 26,590 26,936 33,583: 15,493 8,846
Old : 42,429: 15,412 6,813 180 11,344 26,590 26,936 33,583: 15,493 8,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 2,802: 1,483 -442 -32 242 3,539 1,693 3,065: 1,109 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 16.1 0.4 26.7 62.7 63.5 79.2: 36.5 20.8
Old : 100.0: 36.3 16.1 0.4 26.7 62.7 63.5 79.2: 36.5 20.8
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 : 33: 12 10 3 8 8 22 19:
Old : 33: 12 10 3 8 8 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 61.5 50.6 69.6 34.6 61.0 47.5 68.9
Old : 36.0 61.5 50.6 69.6 34.6 61.0 47.5 68.9
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, June 2, 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 : 50,823: 32,097 6,709 609 14,922 42,051 47,628 49,369: 3,195 1,454
Old : 50,823: 32,097 6,709 609 14,922 42,051 47,628 49,369: 3,195 1,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 554: 745 -839 214 -342 1,424 617 799: -63 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 13.2 1.2 29.4 82.7 93.7 97.1: 6.3 2.9
Old : 100.0: 63.2 13.2 1.2 29.4 82.7 93.7 97.1: 6.3 2.9
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 : 61: 25 14 3 12 14 37 31:
Old : 61: 25 14 3 12 14 37 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 : 58.3 65.9 73.1 78.1 58.3 65.8 72.9 78.0
Old : 58.3 65.9 73.1 78.1 58.3 65.8 72.9 78.0
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 - Futures Only, June 2, 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 : 99,293: 20,137 40,297 1,091 56,691 33,476 77,919 74,864: 21,374 24,429
Old : 99,293: 20,137 40,297 1,091 56,691 33,476 77,919 74,864: 21,374 24,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 5,809: 2,413 -2,232 599 -196 5,861 2,816 4,228: 2,993 1,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 40.6 1.1 57.1 33.7 78.5 75.4: 21.5 24.6
Old : 100.0: 20.3 40.6 1.1 57.1 33.7 78.5 75.4: 21.5 24.6
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 : 63: 18 21 6 14 17 35 41:
Old : 63: 18 21 6 14 17 35 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 41.4 59.2 54.6 47.8 40.9 58.2 53.9
Old : 47.9 41.4 59.2 54.6 47.8 40.9 58.2 53.9
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 - Futures Only, June 2, 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 : 96,969: 34,077 24,456 522 42,726 54,840 77,325 79,818: 19,644 17,151
Old : 96,969: 34,077 24,456 522 42,726 54,840 77,325 79,818: 19,644 17,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 263: -783 -2,395 167 4,810 5,329 4,194 3,101: -3,931 -2,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 25.2 0.5 44.1 56.6 79.7 82.3: 20.3 17.7
Old : 100.0: 35.1 25.2 0.5 44.1 56.6 79.7 82.3: 20.3 17.7
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 : 76: 22 25 7 18 23 46 49:
Old : 76: 22 25 7 18 23 46 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 : 34.0 41.9 49.0 53.9 31.1 41.9 46.0 52.4
Old : 34.0 41.9 49.0 53.9 31.1 41.9 46.0 52.4
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, June 2, 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 : 151,004: 48,585 41,792 857 55,089 77,093 104,531 119,742: 46,473 31,262
Old : 151,004: 48,585 41,792 857 55,089 77,093 104,531 119,742: 46,473 31,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 11,647: 1,382 10,173 197 10,357 1,194 11,936 11,564: -289 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 27.7 0.6 36.5 51.1 69.2 79.3: 30.8 20.7
Old : 100.0: 32.2 27.7 0.6 36.5 51.1 69.2 79.3: 30.8 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 49 33 11 26 28 78 69:
Old : 124: 49 33 11 26 28 78 69:
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 : 21.1 33.8 32.7 45.0 19.3 31.4 29.8 41.6
Old : 21.1 33.8 32.7 45.0 19.3 31.4 29.8 41.6
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, June 2, 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 : 27,273: 15,297 1,165 0 9,349 25,171 24,646 26,336: 2,627 937
Old : 27,273: 15,297 1,165 0 9,349 25,171 24,646 26,336: 2,627 937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 2,518: 1,946 346 0 358 2,095 2,304 2,441: 214 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 4.3 0.0 34.3 92.3 90.4 96.6: 9.6 3.4
Old : 100.0: 56.1 4.3 0.0 34.3 92.3 90.4 96.6: 9.6 3.4
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 : 35: 12 5 0 9 11 21 16:
Old : 35: 12 5 0 9 11 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 82.3 72.9 91.2 56.0 80.7 72.9 88.7
Old : 56.0 82.3 72.9 91.2 56.0 80.7 72.9 88.7
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, June 2, 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 : 6,737,486: 1,030,835 338,118 603,441 4,086,136 4,932,608 5,720,412 5,874,167: 1,017,074 863,319
Old : 6,737,486: 1,030,835 338,118 603,441 4,086,136 4,932,608 5,720,412 5,874,167: 1,017,074 863,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 11,461: -76,712 -7,589 -43,138 53,897 -12,840 -65,953 -63,567: 77,414 75,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 5.0 9.0 60.6 73.2 84.9 87.2: 15.1 12.8
Old : 100.0: 15.3 5.0 9.0 60.6 73.2 84.9 87.2: 15.1 12.8
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 : 221: 57 38 70 111 107 199 192:
Old : 221: 57 38 70 111 107 199 192:
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 : 24.3 41.3 34.4 50.2 22.5 35.3 29.3 41.7
Old : 24.3 41.3 34.4 50.2 22.5 35.3 29.3 41.7
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, June 2, 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 : 482,591: 48,023 28,728 6,387 308,745 390,058 363,155 425,173: 119,436 57,418
Old : 482,591: 48,023 28,728 6,387 308,745 390,058 363,155 425,173: 119,436 57,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 5,149: 806 -270 1,101 -1,108 2,660 799 3,491: 4,350 1,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 6.0 1.3 64.0 80.8 75.3 88.1: 24.7 11.9
Old : 100.0: 10.0 6.0 1.3 64.0 80.8 75.3 88.1: 24.7 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 : 145: 22 18 15 78 65 104 94:
Old : 145: 22 18 15 78 65 104 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 32.0 30.0 47.9 20.1 31.5 29.0 46.1
Old : 20.9 32.0 30.0 47.9 20.1 31.5 29.0 46.1
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, June 2, 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 : 2,757,744: 553,101 419,809 39,753 1,991,860 1,975,637 2,584,714 2,435,199: 173,030 322,545
Old : 2,757,744: 553,101 419,809 39,753 1,991,860 1,975,637 2,584,714 2,435,199: 173,030 322,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 21,018: -15,510 -6,812 -1,394 58,069 12,523 41,165 4,317: -20,147 16,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 15.2 1.4 72.2 71.6 93.7 88.3: 6.3 11.7
Old : 100.0: 20.1 15.2 1.4 72.2 71.6 93.7 88.3: 6.3 11.7
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 : 432: 95 106 39 148 151 262 277:
Old : 432: 95 106 39 148 151 262 277:
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 20.5 32.4 29.5 15.9 14.1 28.5 23.0
Old : 18.8 20.5 32.4 29.5 15.9 14.1 28.5 23.0
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, June 2, 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 : 106,346: 13,845 11,284 392 82,790 91,430 97,027 103,106: 9,319 3,240
Old : 106,346: 13,845 11,284 392 82,790 91,430 97,027 103,106: 9,319 3,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -997: -2,087 -980 71 81 -269 -1,935 -1,178: 938 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.6 0.4 77.8 86.0 91.2 97.0: 8.8 3.0
Old : 100.0: 13.0 10.6 0.4 77.8 86.0 91.2 97.0: 8.8 3.0
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 : 79: 9 6 1 44 31 53 38:
Old : 79: 9 6 1 44 31 53 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 : 34.0 51.4 52.1 68.7 31.6 51.3 49.2 68.6
Old : 34.0 51.4 52.1 68.7 31.6 51.3 49.2 68.6
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, June 2, 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 : 26,422: 3,045 7,097 0 14,972 16,299 18,017 23,396: 8,405 3,026
Old : 26,422: 3,045 7,097 0 14,972 16,299 18,017 23,396: 8,405 3,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -1,555: 531 -215 0 -2,024 -517 -1,493 -732: -62 -823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 26.9 0.0 56.7 61.7 68.2 88.5: 31.8 11.5
Old : 100.0: 11.5 26.9 0.0 56.7 61.7 68.2 88.5: 31.8 11.5
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: 5 5 0 12 17 17 22:
Old : 36: 5 5 0 12 17 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 46.1 58.6 63.1 38.1 35.6 50.4 52.6
Old : 42.2 46.1 58.6 63.1 38.1 35.6 50.4 52.6
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, June 2, 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 : 282,867: 96,725 53,468 4,629 163,689 188,244 265,043 246,341: 17,824 36,526
Old : 282,867: 96,725 53,468 4,629 163,689 188,244 265,043 246,341: 17,824 36,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -19,239: -20,845 -4,696 1,952 173 -10,887 -18,720 -13,631: -519 -5,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 18.9 1.6 57.9 66.5 93.7 87.1: 6.3 12.9
Old : 100.0: 34.2 18.9 1.6 57.9 66.5 93.7 87.1: 6.3 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 : 207: 57 45 16 52 62 115 118:
Old : 207: 57 45 16 52 62 115 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 31.8 51.9 43.3 27.1 22.2 38.3 32.4
Old : 40.3 31.8 51.9 43.3 27.1 22.2 38.3 32.4
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, June 2, 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 : 92,940: 42,095 11,351 296 26,621 74,542 69,012 86,189: 23,928 6,751
Old : 92,940: 42,095 11,351 296 26,621 74,542 69,012 86,189: 23,928 6,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 2,903: 437 2,162 -74 2,828 1,512 3,191 3,600: -288 -697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 12.2 0.3 28.6 80.2 74.3 92.7: 25.7 7.3
Old : 100.0: 45.3 12.2 0.3 28.6 80.2 74.3 92.7: 25.7 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 25 11 3 14 16 41 28:
Old : 59: 25 11 3 14 16 41 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 72.8 50.5 82.7 40.0 72.7 50.5 82.0
Old : 40.0 72.8 50.5 82.7 40.0 72.7 50.5 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, June 2, 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 : 27,311: 7,796 5,743 201 13,320 16,054 21,317 21,998: 5,994 5,313
Old : 27,311: 7,796 5,743 201 13,320 16,054 21,317 21,998: 5,994 5,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 1,835: -622 946 200 2,317 879 1,895 2,025: -60 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 21.0 0.7 48.8 58.8 78.1 80.5: 21.9 19.5
Old : 100.0: 28.5 21.0 0.7 48.8 58.8 78.1 80.5: 21.9 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 14 11 1 15 18 30 30:
Old : 55: 14 11 1 15 18 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 36.8 39.4 50.4 24.8 34.3 39.3 47.9
Old : 24.8 36.8 39.4 50.4 24.8 34.3 39.3 47.9
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, June 2, 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 : 54,693: 11,727 14,278 2,789 24,395 32,634 38,911 49,701: 15,782 4,992
Old : 54,693: 11,727 14,278 2,789 24,395 32,634 38,911 49,701: 15,782 4,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -4,421: 1,266 -2,995 586 1,542 1,560 3,394 -849: -7,815 -3,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 26.1 5.1 44.6 59.7 71.1 90.9: 28.9 9.1
Old : 100.0: 21.4 26.1 5.1 44.6 59.7 71.1 90.9: 28.9 9.1
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 : 71: 18 17 4 20 22 39 42:
Old : 71: 18 17 4 20 22 39 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 49.9 35.1 65.1 19.0 49.2 30.0 60.5
Old : 21.5 49.9 35.1 65.1 19.0 49.2 30.0 60.5
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, June 2, 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 : 23,639: 3,218 7,985 281 18,302 13,868 21,801 22,134: 1,838 1,505
Old : 23,639: 3,218 7,985 281 18,302 13,868 21,801 22,134: 1,838 1,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -1,279: 362 -1,007 173 -1,497 -92 -962 -926: -317 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 33.8 1.2 77.4 58.7 92.2 93.6: 7.8 6.4
Old : 100.0: 13.6 33.8 1.2 77.4 58.7 92.2 93.6: 7.8 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 : 32: 9 5 4 11 10 22 17:
Old : 32: 9 5 4 11 10 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 68.9 75.4 86.0 59.1 68.9 71.2 83.9
Old : 63.3 68.9 75.4 86.0 59.1 68.9 71.2 83.9
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, June 2, 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 : 16,177: 4,649 753 0 10,156 15,104 14,805 15,857: 1,372 320
Old : 16,177: 4,649 753 0 10,156 15,104 14,805 15,857: 1,372 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -495: 165 34 0 -434 -283 -269 -249: -226 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 4.7 0.0 62.8 93.4 91.5 98.0: 8.5 2.0
Old : 100.0: 28.7 4.7 0.0 62.8 93.4 91.5 98.0: 8.5 2.0
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 : 25: 12 2 0 7 5 19 7:
Old : 25: 12 2 0 7 5 19 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 96.0 72.1 98.0 57.2 95.9 71.2 97.2
Old : 58.1 96.0 72.1 98.0 57.2 95.9 71.2 97.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2009