BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 23, 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 : 4,848: 0 112 0 4,311 4,239 4,311 4,351: 537 497
Old : 4,848: 0 112 0 4,311 4,239 4,311 4,351: 537 497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 23: 0 30 0 0 47 0 77: 23 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 88.9 87.4 88.9 89.7: 11.1 10.3
Old : 100.0: 0.0 2.3 0.0 88.9 87.4 88.9 89.7: 11.1 10.3
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 : 21: 0 2 0 15 9 15 11:
Old : 21: 0 2 0 15 9 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 70.8 79.6 86.3 66.2 70.4 79.1 84.6
Old : 66.2 70.8 79.6 86.3 66.2 70.4 79.1 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, June 23, 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 : 29,167: 3,119 5,971 1,613 21,524 16,189 26,256 23,773: 2,911 5,394
Old : 29,167: 3,119 5,971 1,613 21,524 16,189 26,256 23,773: 2,911 5,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 1,614: 370 932 177 914 394 1,461 1,503: 153 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 20.5 5.5 73.8 55.5 90.0 81.5: 10.0 18.5
Old : 100.0: 10.7 20.5 5.5 73.8 55.5 90.0 81.5: 10.0 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 : 79: 13 26 15 29 25 51 57:
Old : 79: 13 26 15 29 25 51 57:
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 : 44.7 34.4 59.0 48.3 44.7 30.8 59.0 43.0
Old : 44.7 34.4 59.0 48.3 44.7 30.8 59.0 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 - Futures Only, June 23, 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 : 134,406: 25,364 51,544 30,315 60,410 30,668 116,089 112,527: 18,317 21,879
Old : 107,644: 25,222 49,187 21,187 48,766 20,888 95,175 91,262: 12,469 16,382
Other: 26,762: 7,311 9,526 1,959 11,644 9,780 20,914 21,265: 5,848 5,497
: : :
: : Changes in Commitments from: June 16, 2009 :
: 4,823: 3,642 4,595 1,089 1,001 75 5,732 5,759: -909 -936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 38.3 22.6 44.9 22.8 86.4 83.7: 13.6 16.3
Old : 100.0: 23.4 45.7 19.7 45.3 19.4 88.4 84.8: 11.6 15.2
Other: 100.0: 27.3 35.6 7.3 43.5 36.5 78.1 79.5: 21.9 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 52 78 62 36 33 135 140:
Old : 187: 54 82 53 31 29 122 131:
Other: 96: 25 32 16 20 24 55 64:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 15.8 36.9 25.7 22.1 14.9 34.3 23.1
Old : 26.0 15.8 39.5 27.8 25.9 15.4 38.0 25.8
Other: 38.5 22.3 51.0 34.1 38.5 21.3 51.0 32.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 23, 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 : 212,847: 53,931 56,806 31,754 104,620 84,594 190,305 173,154: 22,542 39,693
Old : 212,847: 53,931 56,806 31,754 104,620 84,594 190,305 173,154: 22,542 39,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 2,163: 822 -8,503 3,309 -2,451 5,441 1,680 247: 483 1,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 26.7 14.9 49.2 39.7 89.4 81.4: 10.6 18.6
Old : 100.0: 25.3 26.7 14.9 49.2 39.7 89.4 81.4: 10.6 18.6
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 : 299: 65 83 69 64 124 171 243:
Old : 299: 65 83 69 64 124 171 243:
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 : 22.5 12.0 35.2 19.2 22.5 11.4 34.6 17.8
Old : 22.5 12.0 35.2 19.2 22.5 11.4 34.6 17.8
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 23, 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 : 8,991: 3,460 1,450 841 2,726 5,132 7,027 7,423: 1,964 1,568
Old : 8,991: 3,460 1,450 841 2,726 5,132 7,027 7,423: 1,964 1,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -86: -144 -479 43 90 255 -11 -181: -75 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 16.1 9.4 30.3 57.1 78.2 82.6: 21.8 17.4
Old : 100.0: 38.5 16.1 9.4 30.3 57.1 78.2 82.6: 21.8 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 : 82: 27 20 8 16 29 51 49:
Old : 82: 27 20 8 16 29 51 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 : 31.0 25.5 48.0 41.0 31.0 24.6 47.8 38.4
Old : 31.0 25.5 48.0 41.0 31.0 24.6 47.8 38.4
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, June 23, 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 : 23,656: 8,234 5,318 4,171 6,129 6,101 18,534 15,590: 5,122 8,066
Old : 23,656: 8,234 5,318 4,171 6,129 6,101 18,534 15,590: 5,122 8,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 1,399: 736 -329 1,012 -166 874 1,582 1,557: -183 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 22.5 17.6 25.9 25.8 78.3 65.9: 21.7 34.1
Old : 100.0: 34.8 22.5 17.6 25.9 25.8 78.3 65.9: 21.7 34.1
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 : 117: 28 26 22 29 38 68 79:
Old : 117: 28 26 22 29 38 68 79:
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 : 30.3 27.1 42.5 34.6 21.3 17.7 31.9 23.9
Old : 30.3 27.1 42.5 34.6 21.3 17.7 31.9 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, June 23, 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 : 14,161: 4,443 1,935 0 9,386 11,910 13,829 13,845: 332 316
Old : 14,161: 4,443 1,935 0 9,386 11,910 13,829 13,845: 332 316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 1,523: 930 39 0 524 1,326 1,454 1,365: 69 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 13.7 0.0 66.3 84.1 97.7 97.8: 2.3 2.2
Old : 100.0: 31.4 13.7 0.0 66.3 84.1 97.7 97.8: 2.3 2.2
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 : 21: 5 4 0 9 8 14 12:
Old : 21: 5 4 0 9 8 14 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 : 58.8 72.4 86.7 89.5 55.7 68.6 77.9 81.0
Old : 58.8 72.4 86.7 89.5 55.7 68.6 77.9 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, June 23, 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 : 74,353: 30,043 18,696 475 12,206 41,271 42,724 60,442: 31,629 13,911
Old : 74,353: 30,043 18,696 475 12,206 41,271 42,724 60,442: 31,629 13,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -44,251: -1,390 2,723 -3,075 -38,171 -44,870 -42,636 -45,222: -1,615 971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 25.1 0.6 16.4 55.5 57.5 81.3: 42.5 18.7
Old : 100.0: 40.4 25.1 0.6 16.4 55.5 57.5 81.3: 42.5 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 : 66: 27 14 3 14 14 41 31:
Old : 66: 27 14 3 14 14 41 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 : 23.2 44.2 32.3 61.8 23.2 44.2 32.1 60.3
Old : 23.2 44.2 32.3 61.8 23.2 44.2 32.1 60.3
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 - Futures Only, June 23, 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 : 39,777: 22,023 7,615 85 2,004 25,097 24,112 32,797: 15,665 6,980
Old : 39,777: 22,023 7,615 85 2,004 25,097 24,112 32,797: 15,665 6,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 9,324: 5,877 -629 85 770 10,013 6,732 9,469: 2,592 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 19.1 0.2 5.0 63.1 60.6 82.5: 39.4 17.5
Old : 100.0: 55.4 19.1 0.2 5.0 63.1 60.6 82.5: 39.4 17.5
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 : 29: 11 8 1 3 8 15 16:
Old : 29: 11 8 1 3 8 15 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 : 41.5 61.6 52.3 73.9 41.5 61.6 51.9 73.9
Old : 41.5 61.6 52.3 73.9 41.5 61.6 51.9 73.9
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 23, 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 : 40,150: 26,074 10,827 21 10,318 25,342 36,413 36,190: 3,737 3,960
Old : 40,150: 26,074 10,827 21 10,318 25,342 36,413 36,190: 3,737 3,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 1,473: 2,463 -43 -127 -1,108 1,390 1,228 1,220: 245 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 27.0 0.1 25.7 63.1 90.7 90.1: 9.3 9.9
Old : 100.0: 64.9 27.0 0.1 25.7 63.1 90.7 90.1: 9.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 20 16 2 8 13 29 30:
Old : 55: 20 16 2 8 13 29 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 : 56.8 57.6 73.1 70.4 56.8 57.6 71.8 70.2
Old : 56.8 57.6 73.1 70.4 56.8 57.6 71.8 70.2
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 23, 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 : 84,320: 24,039 36,197 123 38,689 27,544 62,851 63,864: 21,469 20,456
Old : 84,320: 24,039 36,197 123 38,689 27,544 62,851 63,864: 21,469 20,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 2,882: 57 3,741 -65 1,162 -1,937 1,154 1,739: 1,728 1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 42.9 0.1 45.9 32.7 74.5 75.7: 25.5 24.3
Old : 100.0: 28.5 42.9 0.1 45.9 32.7 74.5 75.7: 25.5 24.3
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: 16 18 2 11 15 29 33:
Old : 55: 16 18 2 11 15 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 44.4 58.9 54.6 41.8 44.3 58.5 54.6
Old : 41.9 44.4 58.9 54.6 41.8 44.3 58.5 54.6
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 23, 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 : 73,797: 22,186 26,193 294 31,454 30,287 53,934 56,774: 19,863 17,023
Old : 73,797: 22,186 26,193 294 31,454 30,287 53,934 56,774: 19,863 17,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 10,799: 3,899 -657 -22 1,979 12,285 5,856 11,606: 4,943 -807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 35.5 0.4 42.6 41.0 73.1 76.9: 26.9 23.1
Old : 100.0: 30.1 35.5 0.4 42.6 41.0 73.1 76.9: 26.9 23.1
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 : 64: 15 24 4 14 15 33 39:
Old : 64: 15 24 4 14 15 33 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 30.6 50.3 45.7 30.9 30.6 49.9 45.2
Old : 30.9 30.6 50.3 45.7 30.9 30.6 49.9 45.2
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 23, 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 : 118,077: 48,252 30,829 390 26,865 53,808 75,507 85,027: 42,570 33,050
Old : 118,077: 48,252 30,829 390 26,865 53,808 75,507 85,027: 42,570 33,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 11,545: 8,398 3,460 60 2,386 5,095 10,844 8,615: 701 2,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 26.1 0.3 22.8 45.6 63.9 72.0: 36.1 28.0
Old : 100.0: 40.9 26.1 0.3 22.8 45.6 63.9 72.0: 36.1 28.0
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 : 115: 48 29 8 17 25 69 58:
Old : 115: 48 29 8 17 25 69 58:
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 : 16.1 28.3 27.2 41.5 15.7 27.0 26.8 40.2
Old : 16.1 28.3 27.2 41.5 15.7 27.0 26.8 40.2
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 23, 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 : 22,606: 17,977 1,021 0 2,554 20,794 20,531 21,815: 2,075 791
Old : 22,606: 17,977 1,021 0 2,554 20,794 20,531 21,815: 2,075 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 1,940: 1,652 156 0 473 1,663 2,125 1,819: -185 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 4.5 0.0 11.3 92.0 90.8 96.5: 9.2 3.5
Old : 100.0: 79.5 4.5 0.0 11.3 92.0 90.8 96.5: 9.2 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 : 29: 12 5 0 2 10 14 15:
Old : 29: 12 5 0 2 10 14 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 : 68.2 81.0 83.6 90.9 68.2 81.0 83.6 90.9
Old : 68.2 81.0 83.6 90.9 68.2 81.0 83.6 90.9
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, June 23, 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 : 6,073,848: 807,946 234,509 609,788 3,833,266 4,411,733 5,251,000 5,256,030: 822,848 817,818
Old : 6,073,848: 807,946 234,509 609,788 3,833,266 4,411,733 5,251,000 5,256,030: 822,848 817,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 102,519: 59,346 -6,787 -56,715 59,583 158,906 62,214 95,404: 40,305 7,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 3.9 10.0 63.1 72.6 86.5 86.5: 13.5 13.5
Old : 100.0: 13.3 3.9 10.0 63.1 72.6 86.5 86.5: 13.5 13.5
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 : 224: 68 28 80 111 109 209 195:
Old : 224: 68 28 80 111 109 209 195:
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 : 22.5 43.0 32.8 52.5 20.0 36.0 26.5 43.0
Old : 22.5 43.0 32.8 52.5 20.0 36.0 26.5 43.0
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 23, 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 : 394,868: 37,789 41,963 1,818 252,682 297,866 292,289 341,647: 102,579 53,221
Old : 394,868: 37,789 41,963 1,818 252,682 297,866 292,289 341,647: 102,579 53,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -135,806: -12,065 9,387 -12,425 -82,267 -118,736 -106,757 -121,774: -29,049 -14,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 10.6 0.5 64.0 75.4 74.0 86.5: 26.0 13.5
Old : 100.0: 9.6 10.6 0.5 64.0 75.4 74.0 86.5: 26.0 13.5
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 : 137: 18 24 8 65 60 89 86:
Old : 137: 18 24 8 65 60 89 86:
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 : 24.6 31.9 34.8 44.6 24.0 30.9 34.0 42.9
Old : 24.6 31.9 34.8 44.6 24.0 30.9 34.0 42.9
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 23, 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 : 2,303,107: 472,126 285,662 19,475 1,643,915 1,733,019 2,135,516 2,038,156: 167,591 264,951
Old : 2,303,107: 472,126 285,662 19,475 1,643,915 1,733,019 2,135,516 2,038,156: 167,591 264,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -940,115: -95,331 -102,688 -41,488 -761,227 -739,315 -898,046 -883,491: -42,069 -56,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 12.4 0.8 71.4 75.2 92.7 88.5: 7.3 11.5
Old : 100.0: 20.5 12.4 0.8 71.4 75.2 92.7 88.5: 7.3 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 : 413: 92 99 30 129 147 236 261:
Old : 413: 92 99 30 129 147 236 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 18.5 34.3 28.2 19.1 14.9 33.0 24.0
Old : 19.4 18.5 34.3 28.2 19.1 14.9 33.0 24.0
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 23, 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 : 102,172: 14,294 9,409 87 77,909 89,917 92,290 99,413: 9,882 2,759
Old : 102,172: 14,294 9,409 87 77,909 89,917 92,290 99,413: 9,882 2,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -18,686: 1,554 -4,490 -1,533 -16,753 -8,189 -16,732 -14,212: -1,954 -4,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 9.2 0.1 76.3 88.0 90.3 97.3: 9.7 2.7
Old : 100.0: 14.0 9.2 0.1 76.3 88.0 90.3 97.3: 9.7 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 : 82: 10 7 1 45 30 55 38:
Old : 82: 10 7 1 45 30 55 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 : 32.2 56.1 50.1 72.3 30.7 56.1 48.1 72.3
Old : 32.2 56.1 50.1 72.3 30.7 56.1 48.1 72.3
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 23, 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 : 13,362: 1,340 4,462 0 8,190 6,168 9,530 10,630: 3,832 2,732
Old : 13,362: 1,340 4,462 0 8,190 6,168 9,530 10,630: 3,832 2,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -17,546: -733 -4,362 0 -10,264 -11,211 -10,997 -15,573: -6,549 -1,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 33.4 0.0 61.3 46.2 71.3 79.6: 28.7 20.4
Old : 100.0: 10.0 33.4 0.0 61.3 46.2 71.3 79.6: 28.7 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 : 31: 4 5 0 13 13 17 18:
Old : 31: 4 5 0 13 13 17 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 : 41.6 38.5 56.7 59.1 39.1 38.5 54.3 59.1
Old : 41.6 38.5 56.7 59.1 39.1 38.5 54.3 59.1
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 - Futures Only, June 23, 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 : 235,355: 75,507 49,404 1,612 138,305 168,505 215,424 219,521: 19,931 15,834
Old : 235,355: 75,507 49,404 1,612 138,305 168,505 215,424 219,521: 19,931 15,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -154,644: -43,471 -11,450 -11,338 -98,562 -108,665 -153,371 -131,453: -1,273 -23,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 21.0 0.7 58.8 71.6 91.5 93.3: 8.5 6.7
Old : 100.0: 32.1 21.0 0.7 58.8 71.6 91.5 93.3: 8.5 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 : 189: 47 44 10 48 62 101 110:
Old : 189: 47 44 10 48 62 101 110:
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 : 38.2 29.3 50.9 41.4 36.5 22.8 47.7 33.5
Old : 38.2 29.3 50.9 41.4 36.5 22.8 47.7 33.5
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 23, 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 : 77,430: 39,780 10,412 175 16,269 57,623 56,224 68,210: 21,206 9,220
Old : 77,430: 39,780 10,412 175 16,269 57,623 56,224 68,210: 21,206 9,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 4,211: -1,453 1,382 0 5,266 2,052 3,813 3,434: 398 777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 13.4 0.2 21.0 74.4 72.6 88.1: 27.4 11.9
Old : 100.0: 51.4 13.4 0.2 21.0 74.4 72.6 88.1: 27.4 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 : 52: 20 11 1 11 12 32 23:
Old : 52: 20 11 1 11 12 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 : 47.5 62.4 55.4 77.1 47.5 62.4 55.3 76.4
Old : 47.5 62.4 55.4 77.1 47.5 62.4 55.3 76.4
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 23, 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 : 23,105: 7,250 5,712 0 10,426 12,971 17,676 18,683: 5,429 4,422
Old : 23,105: 7,250 5,712 0 10,426 12,971 17,676 18,683: 5,429 4,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 323: 1,648 -543 0 -1,069 1,420 579 877: -256 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 24.7 0.0 45.1 56.1 76.5 80.9: 23.5 19.1
Old : 100.0: 31.4 24.7 0.0 45.1 56.1 76.5 80.9: 23.5 19.1
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 : 48: 9 12 0 10 19 19 31:
Old : 48: 9 12 0 10 19 19 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 : 34.9 25.8 53.4 42.3 34.9 25.8 52.7 42.0
Old : 34.9 25.8 53.4 42.3 34.9 25.8 52.7 42.0
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 - Futures Only, June 23, 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 : 30,526: 8,338 8,391 834 12,902 19,108 22,074 28,333: 8,452 2,193
Old : 30,526: 8,338 8,391 834 12,902 19,108 22,074 28,333: 8,452 2,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 5,726: -1,749 3,180 267 3,746 2,452 2,264 5,899: 3,462 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 27.5 2.7 42.3 62.6 72.3 92.8: 27.7 7.2
Old : 100.0: 27.3 27.5 2.7 42.3 62.6 72.3 92.8: 27.7 7.2
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 : 62: 14 13 1 17 24 31 38:
Old : 62: 14 13 1 17 24 31 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 : 27.9 37.6 43.8 55.5 26.2 37.6 41.5 55.5
Old : 27.9 37.6 43.8 55.5 26.2 37.6 41.5 55.5
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 23, 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 : 26,686: 4,004 7,408 113 19,785 17,513 23,902 25,034: 2,784 1,652
Old : 26,686: 4,004 7,408 113 19,785 17,513 23,902 25,034: 2,784 1,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 885: 1,147 -670 -15 345 1,769 1,477 1,084: -592 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 27.8 0.4 74.1 65.6 89.6 93.8: 10.4 6.2
Old : 100.0: 15.0 27.8 0.4 74.1 65.6 89.6 93.8: 10.4 6.2
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 : 35: 7 5 3 13 14 22 20:
Old : 35: 7 5 3 13 14 22 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 : 57.9 68.2 69.8 83.3 53.6 68.2 65.6 80.9
Old : 57.9 68.2 69.8 83.3 53.6 68.2 65.6 80.9
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 23, 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 : 15,727: 4,396 229 0 10,015 15,329 14,411 15,558: 1,316 169
Old : 15,727: 4,396 229 0 10,015 15,329 14,411 15,558: 1,316 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -1,818: -171 -648 0 -1,253 -925 -1,424 -1,573: -394 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 1.5 0.0 63.7 97.5 91.6 98.9: 8.4 1.1
Old : 100.0: 28.0 1.5 0.0 63.7 97.5 91.6 98.9: 8.4 1.1
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 : 26: 14 2 0 7 4 21 6:
Old : 26: 14 2 0 7 4 21 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 97.5 72.3 98.9 57.7 97.4 71.4 98.0
Old : 58.6 97.5 72.3 98.9 57.7 97.4 71.4 98.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2009