BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 30, 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 : 4,833: 0 72 0 4,268 4,282 4,268 4,354: 565 479
Old : 4,833: 0 72 0 4,268 4,282 4,268 4,354: 565 479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -15: 0 -40 0 -43 43 -43 3: 28 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.0 88.3 88.6 88.3 90.1: 11.7 9.9
Old : 100.0: 0.0 1.5 0.0 88.3 88.6 88.3 90.1: 11.7 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 : 20: 0 1 0 15 10 15 11:
Old : 20: 0 1 0 15 10 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 72.1 78.5 87.4 65.0 71.6 78.0 85.5
Old : 65.0 72.1 78.5 87.4 65.0 71.6 78.0 85.5
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 30, 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 : 30,494: 3,166 6,589 1,855 21,815 16,549 26,836 24,993: 3,658 5,501
Old : 30,494: 3,166 6,589 1,855 21,815 16,549 26,836 24,993: 3,658 5,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 1,327: 47 618 242 291 360 580 1,220: 747 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 21.6 6.1 71.5 54.3 88.0 82.0: 12.0 18.0
Old : 100.0: 10.4 21.6 6.1 71.5 54.3 88.0 82.0: 12.0 18.0
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 : 77: 13 24 15 29 26 50 57:
Old : 77: 13 24 15 29 26 50 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 : 42.9 34.9 56.7 49.6 42.9 30.8 56.6 44.3
Old : 42.9 34.9 56.7 49.6 42.9 30.8 56.6 44.3
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 30, 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 : 134,250: 23,560 53,141 29,010 61,750 27,114 114,320 109,265: 19,930 24,985
Old : 103,084: 22,915 49,225 18,471 47,804 16,493 89,190 84,189: 13,894 18,895
Other: 31,166: 8,632 11,903 2,552 13,946 10,621 25,130 25,076: 6,036 6,090
: : :
: : Changes in Commitments from: June 23, 2009 :
: -156: -1,804 1,597 -1,305 1,340 -3,554 -1,769 -3,262: 1,613 3,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 39.6 21.6 46.0 20.2 85.2 81.4: 14.8 18.6
Old : 100.0: 22.2 47.8 17.9 46.4 16.0 86.5 81.7: 13.5 18.3
Other: 100.0: 27.7 38.2 8.2 44.7 34.1 80.6 80.5: 19.4 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 51 79 60 33 32 131 133:
Old : 183: 51 85 49 29 27 118 125:
Other: 95: 24 31 21 19 25 57 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 : 22.5 16.6 36.0 26.5 22.2 15.0 34.7 22.5
Old : 25.8 17.8 38.9 29.7 25.8 17.4 37.5 25.3
Other: 41.1 23.9 53.5 37.6 41.1 21.9 53.4 34.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 30, 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 : 214,013: 55,509 45,410 36,337 101,172 92,642 193,018 174,389: 20,995 39,624
Old : 214,013: 55,509 45,410 36,337 101,172 92,642 193,018 174,389: 20,995 39,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 1,166: 1,578 -11,396 4,583 -3,448 8,048 2,713 1,235: -1,547 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 21.2 17.0 47.3 43.3 90.2 81.5: 9.8 18.5
Old : 100.0: 25.9 21.2 17.0 47.3 43.3 90.2 81.5: 9.8 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 : 312: 75 83 79 56 128 189 243:
Old : 312: 75 83 79 56 128 189 243:
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 : 23.1 12.4 34.5 20.0 22.9 12.0 34.0 18.2
Old : 23.1 12.4 34.5 20.0 22.9 12.0 34.0 18.2
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 30, 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 : 8,273: 3,219 1,093 757 2,610 4,915 6,586 6,765: 1,687 1,508
Old : 8,273: 3,219 1,093 757 2,610 4,915 6,586 6,765: 1,687 1,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -718: -241 -357 -84 -116 -217 -441 -658: -277 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 13.2 9.2 31.5 59.4 79.6 81.8: 20.4 18.2
Old : 100.0: 38.9 13.2 9.2 31.5 59.4 79.6 81.8: 20.4 18.2
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 : 66: 22 11 6 16 25 42 40:
Old : 66: 22 11 6 16 25 42 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 : 33.2 27.7 50.7 44.7 33.2 27.1 50.2 42.1
Old : 33.2 27.7 50.7 44.7 33.2 27.1 50.2 42.1
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 30, 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 : 24,143: 9,053 3,426 4,228 5,651 6,744 18,932 14,398: 5,211 9,745
Old : 24,143: 9,053 3,426 4,228 5,651 6,744 18,932 14,398: 5,211 9,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 487: 819 -1,892 57 -478 643 398 -1,192: 89 1,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 14.2 17.5 23.4 27.9 78.4 59.6: 21.6 40.4
Old : 100.0: 37.5 14.2 17.5 23.4 27.9 78.4 59.6: 21.6 40.4
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 : 114: 30 20 18 28 42 69 73:
Old : 114: 30 20 18 28 42 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 : 30.2 24.0 41.8 30.7 20.7 13.9 31.2 19.7
Old : 30.2 24.0 41.8 30.7 20.7 13.9 31.2 19.7
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 30, 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 : 16,001: 4,580 1,837 0 11,034 13,735 15,614 15,572: 387 429
Old : 16,001: 4,580 1,837 0 11,034 13,735 15,614 15,572: 387 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 1,840: 137 -98 0 1,648 1,825 1,785 1,727: 55 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 11.5 0.0 69.0 85.8 97.6 97.3: 2.4 2.7
Old : 100.0: 28.6 11.5 0.0 69.0 85.8 97.6 97.3: 2.4 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 : 21: 5 4 0 10 8 15 12:
Old : 21: 5 4 0 10 8 15 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 : 58.9 79.1 87.5 92.2 54.8 76.6 81.3 83.8
Old : 58.9 79.1 87.5 92.2 54.8 76.6 81.3 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, June 30, 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 : 80,536: 32,435 23,163 490 16,464 41,508 49,389 65,161: 31,147 15,375
Old : 80,536: 32,435 23,163 490 16,464 41,508 49,389 65,161: 31,147 15,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 6,183: 2,392 4,467 15 4,258 237 6,665 4,719: -482 1,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 28.8 0.6 20.4 51.5 61.3 80.9: 38.7 19.1
Old : 100.0: 40.3 28.8 0.6 20.4 51.5 61.3 80.9: 38.7 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 : 69: 26 17 5 15 14 42 35:
Old : 69: 26 17 5 15 14 42 35:
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 : 27.8 40.4 36.3 59.1 27.8 40.4 36.3 57.3
Old : 27.8 40.4 36.3 59.1 27.8 40.4 36.3 57.3
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 30, 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 : 32,774: 16,623 5,933 198 2,522 18,540 19,343 24,671: 13,431 8,103
Old : 32,774: 16,623 5,933 198 2,522 18,540 19,343 24,671: 13,431 8,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -7,003: -5,400 -1,682 113 518 -6,557 -4,769 -8,126: -2,234 1,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 18.1 0.6 7.7 56.6 59.0 75.3: 41.0 24.7
Old : 100.0: 50.7 18.1 0.6 7.7 56.6 59.0 75.3: 41.0 24.7
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 : 27: 12 7 2 3 6 15 15:
Old : 27: 12 7 2 3 6 15 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 : 34.8 55.6 46.9 68.7 34.2 55.6 45.7 68.7
Old : 34.8 55.6 46.9 68.7 34.2 55.6 45.7 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, June 30, 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 : 54,055: 40,356 11,405 360 8,292 39,210 49,008 50,975: 5,047 3,080
Old : 54,055: 40,356 11,405 360 8,292 39,210 49,008 50,975: 5,047 3,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 13,905: 14,282 578 339 -2,026 13,868 12,595 14,785: 1,310 -880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 21.1 0.7 15.3 72.5 90.7 94.3: 9.3 5.7
Old : 100.0: 74.7 21.1 0.7 15.3 72.5 90.7 94.3: 9.3 5.7
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 : 62: 24 16 2 8 16 32 34:
Old : 62: 24 16 2 8 16 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 45.2 74.4 69.1 62.4 45.2 74.4 68.9
Old : 62.4 45.2 74.4 69.1 62.4 45.2 74.4 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, June 30, 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 : 92,518: 31,038 35,139 118 39,880 38,165 71,036 73,422: 21,482 19,096
Old : 92,518: 31,038 35,139 118 39,880 38,165 71,036 73,422: 21,482 19,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 8,198: 6,999 -1,058 -5 1,191 10,621 8,185 9,558: 13 -1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 38.0 0.1 43.1 41.3 76.8 79.4: 23.2 20.6
Old : 100.0: 33.5 38.0 0.1 43.1 41.3 76.8 79.4: 23.2 20.6
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 : 65: 20 23 1 11 16 32 39:
Old : 65: 20 23 1 11 16 32 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 : 38.6 43.5 55.7 56.1 38.5 43.4 55.3 55.4
Old : 38.6 43.5 55.7 56.1 38.5 43.4 55.3 55.4
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 30, 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 : 73,476: 23,261 24,308 362 33,018 33,782 56,641 58,452: 16,835 15,024
Old : 73,476: 23,261 24,308 362 33,018 33,782 56,641 58,452: 16,835 15,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -321: 1,075 -1,885 68 1,564 3,495 2,707 1,678: -3,028 -1,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 33.1 0.5 44.9 46.0 77.1 79.6: 22.9 20.4
Old : 100.0: 31.7 33.1 0.5 44.9 46.0 77.1 79.6: 22.9 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 : 70: 20 25 4 15 13 38 39:
Old : 70: 20 25 4 15 13 38 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 : 30.6 35.3 47.2 50.7 30.3 34.6 46.8 49.1
Old : 30.6 35.3 47.2 50.7 30.3 34.6 46.8 49.1
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 30, 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 : 114,921: 47,701 30,482 385 26,203 51,561 74,289 82,428: 40,632 32,493
Old : 114,921: 47,701 30,482 385 26,203 51,561 74,289 82,428: 40,632 32,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -3,156: -551 -347 -5 -662 -2,247 -1,218 -2,599: -1,938 -557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 26.5 0.3 22.8 44.9 64.6 71.7: 35.4 28.3
Old : 100.0: 41.5 26.5 0.3 22.8 44.9 64.6 71.7: 35.4 28.3
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 : 110: 44 30 7 18 23 64 58:
Old : 110: 44 30 7 18 23 64 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 : 18.9 27.2 29.2 41.2 18.5 25.9 27.8 39.9
Old : 18.9 27.2 29.2 41.2 18.5 25.9 27.8 39.9
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 30, 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 : 23,742: 18,679 996 0 2,886 21,519 21,565 22,515: 2,177 1,227
Old : 23,742: 18,679 996 0 2,886 21,519 21,565 22,515: 2,177 1,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 1,136: 702 -25 0 332 725 1,034 700: 102 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 4.2 0.0 12.2 90.6 90.8 94.8: 9.2 5.2
Old : 100.0: 78.7 4.2 0.0 12.2 90.6 90.8 94.8: 9.2 5.2
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 : 31: 13 5 0 3 10 16 15:
Old : 31: 13 5 0 3 10 16 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 : 67.1 75.9 83.2 89.6 67.1 75.9 83.2 89.6
Old : 67.1 75.9 83.2 89.6 67.1 75.9 83.2 89.6
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 30, 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 : 6,168,856: 884,682 212,383 558,646 3,861,433 4,541,620 5,304,761 5,312,649: 864,095 856,207
Old : 6,168,856: 884,682 212,383 558,646 3,861,433 4,541,620 5,304,761 5,312,649: 864,095 856,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 95,008: 76,736 -22,126 -51,142 28,167 129,887 53,761 56,619: 41,247 38,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 3.4 9.1 62.6 73.6 86.0 86.1: 14.0 13.9
Old : 100.0: 14.3 3.4 9.1 62.6 73.6 86.0 86.1: 14.0 13.9
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 : 225: 64 35 73 115 109 209 190:
Old : 225: 64 35 73 115 109 209 190:
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 : 23.3 43.6 32.8 53.0 20.7 36.4 27.3 43.4
Old : 23.3 43.6 32.8 53.0 20.7 36.4 27.3 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, June 30, 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 : 394,037: 34,921 41,049 1,864 250,287 300,901 287,072 343,814: 106,965 50,223
Old : 394,037: 34,921 41,049 1,864 250,287 300,901 287,072 343,814: 106,965 50,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -831: -2,868 -914 46 -2,395 3,035 -5,217 2,167: 4,386 -2,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 10.4 0.5 63.5 76.4 72.9 87.3: 27.1 12.7
Old : 100.0: 8.9 10.4 0.5 63.5 76.4 72.9 87.3: 27.1 12.7
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 : 137: 19 23 7 64 63 87 89:
Old : 137: 19 23 7 64 63 87 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 30.6 33.9 43.8 23.0 29.1 33.1 41.8
Old : 23.8 30.6 33.9 43.8 23.0 29.1 33.1 41.8
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 30, 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 : 2,330,177: 459,027 306,381 15,207 1,707,281 1,709,808 2,181,515 2,031,396: 148,662 298,781
Old : 2,330,177: 459,027 306,381 15,207 1,707,281 1,709,808 2,181,515 2,031,396: 148,662 298,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 27,070: -13,099 20,719 -4,268 63,366 -23,211 45,999 -6,760: -18,929 33,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 13.1 0.7 73.3 73.4 93.6 87.2: 6.4 12.8
Old : 100.0: 19.7 13.1 0.7 73.3 73.4 93.6 87.2: 6.4 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 : 415: 87 102 29 138 143 239 260:
Old : 415: 87 102 29 138 143 239 260:
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 19.1 34.3 28.2 19.1 15.1 32.3 23.9
Old : 19.4 19.1 34.3 28.2 19.1 15.1 32.3 23.9
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 30, 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 : 101,449: 13,924 9,983 71 78,144 86,928 92,139 96,982: 9,310 4,467
Old : 101,449: 13,924 9,983 71 78,144 86,928 92,139 96,982: 9,310 4,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -723: -370 574 -16 235 -2,989 -151 -2,431: -572 1,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 9.8 0.1 77.0 85.7 90.8 95.6: 9.2 4.4
Old : 100.0: 13.7 9.8 0.1 77.0 85.7 90.8 95.6: 9.2 4.4
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 : 91: 11 9 1 49 32 60 42:
Old : 91: 11 9 1 49 32 60 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 : 31.2 54.2 48.1 70.8 29.0 54.2 45.5 70.8
Old : 31.2 54.2 48.1 70.8 29.0 54.2 45.5 70.8
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 30, 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 : 14,582: 2,712 4,178 0 8,009 6,391 10,721 10,569: 3,861 4,013
Old : 14,582: 2,712 4,178 0 8,009 6,391 10,721 10,569: 3,861 4,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 1,220: 1,372 -284 0 -181 223 1,191 -61: 29 1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 28.7 0.0 54.9 43.8 73.5 72.5: 26.5 27.5
Old : 100.0: 18.6 28.7 0.0 54.9 43.8 73.5 72.5: 26.5 27.5
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 : 30: 4 5 0 12 12 16 17:
Old : 30: 4 5 0 12 12 16 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 : 45.2 35.3 62.2 54.4 44.1 35.3 60.0 54.4
Old : 45.2 35.3 62.2 54.4 44.1 35.3 60.0 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, June 30, 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 : 240,885: 79,938 51,041 2,572 133,897 172,236 216,407 225,849: 24,478 15,036
Old : 240,885: 79,938 51,041 2,572 133,897 172,236 216,407 225,849: 24,478 15,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 5,530: 4,431 1,637 960 -4,408 3,731 983 6,328: 4,547 -798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 21.2 1.1 55.6 71.5 89.8 93.8: 10.2 6.2
Old : 100.0: 33.2 21.2 1.1 55.6 71.5 89.8 93.8: 10.2 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 : 191: 52 43 10 44 63 101 111:
Old : 191: 52 43 10 44 63 101 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 29.6 43.9 42.5 30.5 22.4 39.7 34.9
Old : 33.3 29.6 43.9 42.5 30.5 22.4 39.7 34.9
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 30, 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 : 91,416: 46,348 11,358 175 22,842 71,094 69,365 82,627: 22,051 8,789
Old : 91,416: 46,348 11,358 175 22,842 71,094 69,365 82,627: 22,051 8,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 13,986: 6,568 946 0 6,573 13,471 13,141 14,417: 845 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 12.4 0.2 25.0 77.8 75.9 90.4: 24.1 9.6
Old : 100.0: 50.7 12.4 0.2 25.0 77.8 75.9 90.4: 24.1 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 19 10 1 9 13 29 23:
Old : 49: 19 10 1 9 13 29 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 : 48.3 66.6 59.2 81.2 48.3 66.6 59.1 80.6
Old : 48.3 66.6 59.2 81.2 48.3 66.6 59.1 80.6
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 30, 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 : 24,839: 8,312 5,402 0 11,748 14,712 20,060 20,114: 4,779 4,725
Old : 24,839: 8,312 5,402 0 11,748 14,712 20,060 20,114: 4,779 4,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 1,734: 1,062 -310 0 1,322 1,741 2,384 1,431: -650 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 21.7 0.0 47.3 59.2 80.8 81.0: 19.2 19.0
Old : 100.0: 33.5 21.7 0.0 47.3 59.2 80.8 81.0: 19.2 19.0
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 : 53: 11 12 0 12 20 23 32:
Old : 53: 11 12 0 12 20 23 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 25.1 55.8 41.5 39.1 25.1 55.4 41.4
Old : 39.1 25.1 55.8 41.5 39.1 25.1 55.4 41.4
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 30, 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 : 31,977: 8,801 9,741 599 10,567 18,795 19,967 29,135: 12,010 2,842
Old : 31,977: 8,801 9,741 599 10,567 18,795 19,967 29,135: 12,010 2,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 1,451: 463 1,350 -235 -2,335 -313 -2,107 802: 3,558 649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 30.5 1.9 33.0 58.8 62.4 91.1: 37.6 8.9
Old : 100.0: 27.5 30.5 1.9 33.0 58.8 62.4 91.1: 37.6 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 14 15 1 15 20 29 36:
Old : 58: 14 15 1 15 20 29 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 38.1 38.5 55.7 22.8 38.1 35.9 55.7
Old : 24.7 38.1 38.5 55.7 22.8 38.1 35.9 55.7
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 30, 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 : 25,999: 3,580 6,677 137 19,498 17,871 23,215 24,685: 2,784 1,314
Old : 25,999: 3,580 6,677 137 19,498 17,871 23,215 24,685: 2,784 1,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -687: -424 -731 24 -287 358 -687 -349: 0 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 25.7 0.5 75.0 68.7 89.3 94.9: 10.7 5.1
Old : 100.0: 13.8 25.7 0.5 75.0 68.7 89.3 94.9: 10.7 5.1
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 : 36: 8 5 2 13 13 22 19:
Old : 36: 8 5 2 13 13 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 : 55.7 68.2 67.8 84.8 51.4 68.2 63.5 82.3
Old : 55.7 68.2 67.8 84.8 51.4 68.2 63.5 82.3
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 30, 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 : 15,879: 4,235 114 0 10,174 15,545 14,409 15,659: 1,470 220
Old : 15,879: 4,235 114 0 10,174 15,545 14,409 15,659: 1,470 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 152: -161 -115 0 159 216 -2 101: 154 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 0.7 0.0 64.1 97.9 90.7 98.6: 9.3 1.4
Old : 100.0: 26.7 0.7 0.0 64.1 97.9 90.7 98.6: 9.3 1.4
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 : 23: 12 1 0 8 5 20 6:
Old : 23: 12 1 0 8 5 20 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 : 58.1 97.8 72.0 98.6 57.3 97.6 71.1 97.6
Old : 58.1 97.8 72.0 98.6 57.3 97.6 71.1 97.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 6, 2009