BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 28, 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 : 4,755: 0 0 0 4,310 4,130 4,310 4,130: 445 625
Old : 4,755: 0 0 0 4,310 4,130 4,310 4,130: 445 625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 33: 0 0 0 84 17 84 17: -51 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.6 86.9 90.6 86.9: 9.4 13.1
Old : 100.0: 0.0 0.0 0.0 90.6 86.9 90.6 86.9: 9.4 13.1
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 : 23: 0 0 0 19 13 19 13:
Old : 23: 0 0 0 19 13 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 71.3 76.2 83.0 59.4 71.1 72.7 80.3
Old : 61.5 71.3 76.2 83.0 59.4 71.1 72.7 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, July 28, 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 : 29,108: 1,827 6,819 2,590 20,205 15,248 24,622 24,657: 4,486 4,451
Old : 29,108: 1,827 6,819 2,590 20,205 15,248 24,622 24,657: 4,486 4,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 437: 384 245 177 170 190 731 612: -294 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 23.4 8.9 69.4 52.4 84.6 84.7: 15.4 15.3
Old : 100.0: 6.3 23.4 8.9 69.4 52.4 84.6 84.7: 15.4 15.3
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 : 74: 14 22 19 30 22 54 53:
Old : 74: 14 22 19 30 22 54 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 33.6 53.7 49.8 38.1 31.0 52.7 46.7
Old : 39.1 33.6 53.7 49.8 38.1 31.0 52.7 46.7
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, July 28, 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 : 125,840: 26,288 47,836 16,954 61,737 35,314 104,979 100,104: 20,861 25,736
Old : 67,248: 17,374 30,133 3,741 36,472 16,726 57,587 50,600: 9,661 16,648
Other: 58,592: 16,588 25,377 5,539 25,265 18,588 47,392 49,504: 11,200 9,088
: : :
: : Changes in Commitments from: July 21, 2009 :
: -6,688: -1,297 1,627 -5,346 1,286 -2,690 -5,357 -6,409: -1,331 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 38.0 13.5 49.1 28.1 83.4 79.5: 16.6 20.5
Old : 100.0: 25.8 44.8 5.6 54.2 24.9 85.6 75.2: 14.4 24.8
Other: 100.0: 28.3 43.3 9.5 43.1 31.7 80.9 84.5: 19.1 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 62 65 53 37 37 133 136:
Old : 176: 45 79 24 25 32 88 118:
Other: 141: 56 34 30 29 33 95 87:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 18.9 39.2 27.8 23.3 16.8 37.9 25.3
Old : 36.7 17.3 49.7 25.9 36.6 17.3 49.7 25.9
Other: 28.0 29.3 39.5 39.3 27.8 28.2 38.0 38.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 28, 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 : 229,406: 66,824 39,691 36,155 101,406 111,380 204,385 187,226: 25,021 42,180
Old : 229,406: 66,824 39,691 36,155 101,406 111,380 204,385 187,226: 25,021 42,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 1,939: 1,808 1,546 1,432 -356 1,650 2,884 4,628: -945 -2,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 17.3 15.8 44.2 48.6 89.1 81.6: 10.9 18.4
Old : 100.0: 29.1 17.3 15.8 44.2 48.6 89.1 81.6: 10.9 18.4
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 : 332: 95 69 86 76 135 224 252:
Old : 332: 95 69 86 76 135 224 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 14.1 35.3 21.6 21.8 12.7 33.7 19.2
Old : 22.1 14.1 35.3 21.6 21.8 12.7 33.7 19.2
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, July 28, 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 : 8,612: 3,144 2,346 882 2,832 3,982 6,858 7,210: 1,754 1,402
Old : 8,612: 3,144 2,346 882 2,832 3,982 6,858 7,210: 1,754 1,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 794: -174 -163 540 308 437 674 814: 120 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 27.2 10.2 32.9 46.2 79.6 83.7: 20.4 16.3
Old : 100.0: 36.5 27.2 10.2 32.9 46.2 79.6 83.7: 20.4 16.3
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 : 76: 26 18 12 16 21 49 46:
Old : 76: 26 18 12 16 21 49 46:
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 : 32.5 27.8 50.3 45.3 32.5 27.8 49.2 45.3
Old : 32.5 27.8 50.3 45.3 32.5 27.8 49.2 45.3
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, July 28, 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 : 27,165: 10,804 2,840 4,717 5,643 8,993 21,164 16,550: 6,001 10,615
Old : 27,165: 10,804 2,840 4,717 5,643 8,993 21,164 16,550: 6,001 10,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -156: -288 175 520 -779 -678 -547 17: 391 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 10.5 17.4 20.8 33.1 77.9 60.9: 22.1 39.1
Old : 100.0: 39.8 10.5 17.4 20.8 33.1 77.9 60.9: 22.1 39.1
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 : 124: 39 21 19 29 48 77 81:
Old : 124: 39 21 19 29 48 77 81:
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 : 19.2 19.3 29.9 26.6 12.7 11.3 22.5 17.4
Old : 19.2 19.3 29.9 26.6 12.7 11.3 22.5 17.4
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, July 28, 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 : 20,924: 5,597 171 0 15,108 20,358 20,705 20,529: 219 395
Old : 20,924: 5,597 171 0 15,108 20,358 20,705 20,529: 219 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 1,567: 1,942 -111 0 -132 1,572 1,810 1,461: -243 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 0.8 0.0 72.2 97.3 99.0 98.1: 1.0 1.9
Old : 100.0: 26.7 0.8 0.0 72.2 97.3 99.0 98.1: 1.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 1 0 11 9 18 10:
Old : 21: 7 1 0 11 9 18 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 85.3 83.1 96.7 52.0 73.4 70.8 76.6
Old : 63.6 85.3 83.1 96.7 52.0 73.4 70.8 76.6
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, July 28, 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 : 92,023: 48,548 19,480 613 9,804 55,553 58,965 75,646: 33,058 16,377
Old : 92,023: 48,548 19,480 613 9,804 55,553 58,965 75,646: 33,058 16,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 2,130: 5,901 -6,661 9 -2,275 7,773 3,635 1,121: -1,505 1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 21.2 0.7 10.7 60.4 64.1 82.2: 35.9 17.8
Old : 100.0: 52.8 21.2 0.7 10.7 60.4 64.1 82.2: 35.9 17.8
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 : 63: 24 13 4 13 18 39 33:
Old : 63: 24 13 4 13 18 39 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 : 33.3 37.3 42.1 60.4 33.3 37.3 42.1 59.3
Old : 33.3 37.3 42.1 60.4 33.3 37.3 42.1 59.3
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, July 28, 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 : 37,313: 18,808 4,638 41 2,900 25,014 21,749 29,693: 15,564 7,620
Old : 37,313: 18,808 4,638 41 2,900 25,014 21,749 29,693: 15,564 7,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -2,326: -1,374 -2,347 -45 617 -301 -802 -2,693: -1,524 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 12.4 0.1 7.8 67.0 58.3 79.6: 41.7 20.4
Old : 100.0: 50.4 12.4 0.1 7.8 67.0 58.3 79.6: 41.7 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: 14 7 2 3 9 17 18:
Old : 31: 14 7 2 3 9 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 : 28.9 58.8 45.7 70.8 28.9 58.8 45.7 69.5
Old : 28.9 58.8 45.7 70.8 28.9 58.8 45.7 69.5
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, July 28, 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 : 56,665: 40,014 9,807 43 12,208 43,869 52,265 53,719: 4,400 2,946
Old : 56,665: 40,014 9,807 43 12,208 43,869 52,265 53,719: 4,400 2,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 13,579: 16,837 -2,155 32 -3,895 16,169 12,974 14,046: 605 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 17.3 0.1 21.5 77.4 92.2 94.8: 7.8 5.2
Old : 100.0: 70.6 17.3 0.1 21.5 77.4 92.2 94.8: 7.8 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 : 59: 21 16 2 11 14 32 32:
Old : 59: 21 16 2 11 14 32 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 : 55.7 55.7 71.5 76.4 55.7 55.7 71.5 76.4
Old : 55.7 55.7 71.5 76.4 55.7 55.7 71.5 76.4
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, July 28, 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 : 92,133: 23,863 31,906 152 48,534 41,792 72,549 73,850: 19,584 18,283
Old : 92,133: 23,863 31,906 152 48,534 41,792 72,549 73,850: 19,584 18,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -2,018: -3,578 -1,226 23 2,621 -1,784 -934 -2,987: -1,084 969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 34.6 0.2 52.7 45.4 78.7 80.2: 21.3 19.8
Old : 100.0: 25.9 34.6 0.2 52.7 45.4 78.7 80.2: 21.3 19.8
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 : 65: 17 25 4 13 15 33 41:
Old : 65: 17 25 4 13 15 33 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 43.7 59.1 55.8 43.6 43.7 57.2 55.8
Old : 43.7 43.7 59.1 55.8 43.6 43.7 57.2 55.8
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, July 28, 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 : 90,649: 37,334 13,032 51 28,105 62,714 65,490 75,797: 25,159 14,852
Old : 90,649: 37,334 13,032 51 28,105 62,714 65,490 75,797: 25,159 14,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -19,961: -15,639 -3,753 20 -2,317 -16,901 -17,936 -20,634: -2,025 673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 14.4 0.1 31.0 69.2 72.2 83.6: 27.8 16.4
Old : 100.0: 41.2 14.4 0.1 31.0 69.2 72.2 83.6: 27.8 16.4
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 : 67: 27 15 3 13 16 41 33:
Old : 67: 27 15 3 13 16 41 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 : 23.3 58.1 39.1 69.1 23.3 56.3 38.7 67.2
Old : 23.3 58.1 39.1 69.1 23.3 56.3 38.7 67.2
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, July 28, 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 : 136,354: 55,671 35,384 500 26,861 65,511 83,032 101,395: 53,322 34,959
Old : 136,354: 55,671 35,384 500 26,861 65,511 83,032 101,395: 53,322 34,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -7,060: -10,602 3,883 36 2,075 -14,255 -8,491 -10,336: 1,431 3,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 26.0 0.4 19.7 48.0 60.9 74.4: 39.1 25.6
Old : 100.0: 40.8 26.0 0.4 19.7 48.0 60.9 74.4: 39.1 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 41 35 10 19 28 63 70:
Old : 118: 41 35 10 19 28 63 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 26.5 30.3 40.0 21.5 26.5 29.1 38.9
Old : 21.8 26.5 30.3 40.0 21.5 26.5 29.1 38.9
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, July 28, 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 : 22,692: 17,990 423 0 2,220 21,440 20,210 21,863: 2,482 829
Old : 22,692: 17,990 423 0 2,220 21,440 20,210 21,863: 2,482 829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 705: 1,031 -353 0 -371 1,343 660 990: 45 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 1.9 0.0 9.8 94.5 89.1 96.3: 10.9 3.7
Old : 100.0: 79.3 1.9 0.0 9.8 94.5 89.1 96.3: 10.9 3.7
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 : 31: 12 3 0 4 13 16 16:
Old : 31: 12 3 0 4 13 16 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 : 61.8 78.9 80.5 89.0 61.8 78.9 80.5 87.7
Old : 61.8 78.9 80.5 89.0 61.8 78.9 80.5 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, July 28, 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 : 6,639,965: 1,038,601 276,848 711,550 3,959,425 4,740,202 5,709,576 5,728,600: 930,389 911,365
Old : 6,639,965: 1,038,601 276,848 711,550 3,959,425 4,740,202 5,709,576 5,728,600: 930,389 911,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 70,370: -2,644 67,750 9,692 64,708 -21,181 71,756 56,261: -1,386 14,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 4.2 10.7 59.6 71.4 86.0 86.3: 14.0 13.7
Old : 100.0: 15.6 4.2 10.7 59.6 71.4 86.0 86.3: 14.0 13.7
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 : 227: 63 41 81 106 105 209 194:
Old : 227: 63 41 81 106 105 209 194:
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 : 25.8 42.1 35.1 51.7 23.4 36.4 29.5 42.8
Old : 25.8 42.1 35.1 51.7 23.4 36.4 29.5 42.8
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, July 28, 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 : 386,329: 26,341 40,776 2,828 265,159 298,004 294,328 341,608: 92,001 44,721
Old : 386,329: 26,341 40,776 2,828 265,159 298,004 294,328 341,608: 92,001 44,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -4,525: 1,380 -3,300 763 -1,493 239 650 -2,298: -5,175 -2,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 10.6 0.7 68.6 77.1 76.2 88.4: 23.8 11.6
Old : 100.0: 6.8 10.6 0.7 68.6 77.1 76.2 88.4: 23.8 11.6
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 : 141: 20 19 9 69 64 95 86:
Old : 141: 20 19 9 69 64 95 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 : 23.4 31.4 33.2 45.0 22.5 31.4 32.1 43.8
Old : 23.4 31.4 33.2 45.0 22.5 31.4 32.1 43.8
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, July 28, 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 : 2,503,699: 481,928 378,794 30,118 1,818,087 1,853,702 2,330,133 2,262,614: 173,566 241,085
Old : 2,503,699: 481,928 378,794 30,118 1,818,087 1,853,702 2,330,133 2,262,614: 173,566 241,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 83,216: 16,255 -14,828 5,312 52,965 137,180 74,532 127,664: 8,684 -44,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 15.1 1.2 72.6 74.0 93.1 90.4: 6.9 9.6
Old : 100.0: 19.2 15.1 1.2 72.6 74.0 93.1 90.4: 6.9 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 : 424: 93 100 34 136 149 243 269:
Old : 424: 93 100 34 136 149 243 269:
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 22.5 32.8 31.3 17.7 17.5 29.3 25.7
Old : 18.9 22.5 32.8 31.3 17.7 17.5 29.3 25.7
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, July 28, 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 : 103,923: 17,275 9,395 0 77,180 91,113 94,455 100,508: 9,468 3,415
Old : 103,923: 17,275 9,395 0 77,180 91,113 94,455 100,508: 9,468 3,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 3,668: 3,643 -721 -902 445 5,756 3,186 4,133: 482 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 9.0 0.0 74.3 87.7 90.9 96.7: 9.1 3.3
Old : 100.0: 16.6 9.0 0.0 74.3 87.7 90.9 96.7: 9.1 3.3
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 : 81: 10 6 0 47 30 57 36:
Old : 81: 10 6 0 47 30 57 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 : 32.2 51.9 48.9 71.9 27.0 51.9 43.2 69.8
Old : 32.2 51.9 48.9 71.9 27.0 51.9 43.2 69.8
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, July 28, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 17,182: 3,817 3,937 0 9,317 8,330 13,134 12,267: 4,048 4,915
Old : 17,182: 3,817 3,937 0 9,317 8,330 13,134 12,267: 4,048 4,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -2,623: 681 -784 0 -3,187 -325 -2,506 -1,109: -117 -1,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 22.9 0.0 54.2 48.5 76.4 71.4: 23.6 28.6
Old : 100.0: 22.2 22.9 0.0 54.2 48.5 76.4 71.4: 23.6 28.6
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 : 34: 4 6 0 13 15 17 21:
Old : 34: 4 6 0 13 15 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 34.4 65.2 50.8 49.0 34.4 65.0 50.8
Old : 49.0 34.4 65.2 50.8 49.0 34.4 65.0 50.8
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, July 28, 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 : 305,032: 109,409 76,460 2,799 159,666 207,858 271,874 287,117: 33,158 17,915
Old : 305,032: 109,409 76,460 2,799 159,666 207,858 271,874 287,117: 33,158 17,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 25,124: 35,094 9,846 318 -10,491 17,008 24,921 27,172: 203 -2,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 25.1 0.9 52.3 68.1 89.1 94.1: 10.9 5.9
Old : 100.0: 35.9 25.1 0.9 52.3 68.1 89.1 94.1: 10.9 5.9
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 : 228: 61 60 13 48 71 117 136:
Old : 228: 61 60 13 48 71 117 136:
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 : 32.7 25.0 45.5 37.7 29.4 17.8 40.6 29.0
Old : 32.7 25.0 45.5 37.7 29.4 17.8 40.6 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, July 28, 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 : 103,394: 53,877 10,382 163 23,448 83,098 77,488 93,643: 25,906 9,751
Old : 103,394: 53,877 10,382 163 23,448 83,098 77,488 93,643: 25,906 9,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 4,915: 2,825 -1,882 -57 -45 5,452 2,723 3,513: 2,192 1,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 10.0 0.2 22.7 80.4 74.9 90.6: 25.1 9.4
Old : 100.0: 52.1 10.0 0.2 22.7 80.4 74.9 90.6: 25.1 9.4
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 : 52: 23 9 1 11 12 35 21:
Old : 52: 23 9 1 11 12 35 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 69.9 54.4 83.3 44.1 69.9 54.3 82.6
Old : 44.1 69.9 54.4 83.3 44.1 69.9 54.3 82.6
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, July 28, 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 : 32,770: 9,709 10,528 0 10,077 16,973 19,786 27,501: 12,984 5,269
Old : 32,770: 9,709 10,528 0 10,077 16,973 19,786 27,501: 12,984 5,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 3,347: 772 2,758 0 1,730 1,093 2,502 3,851: 845 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 32.1 0.0 30.8 51.8 60.4 83.9: 39.6 16.1
Old : 100.0: 29.6 32.1 0.0 30.8 51.8 60.4 83.9: 39.6 16.1
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 : 55: 11 13 0 16 19 27 32:
Old : 55: 11 13 0 16 19 27 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 : 19.7 37.1 33.6 51.9 19.7 36.3 33.3 51.0
Old : 19.7 37.1 33.6 51.9 19.7 36.3 33.3 51.0
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, July 28, 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 : 42,757: 12,858 10,692 463 23,283 18,733 36,604 29,888: 6,153 12,869
Old : 42,757: 12,858 10,692 463 23,283 18,733 36,604 29,888: 6,153 12,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 2,953: 2,488 -774 -868 2,882 1,631 4,502 -11: -1,549 2,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 25.0 1.1 54.5 43.8 85.6 69.9: 14.4 30.1
Old : 100.0: 30.1 25.0 1.1 54.5 43.8 85.6 69.9: 14.4 30.1
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 : 67: 16 10 2 27 21 43 33:
Old : 67: 16 10 2 27 21 43 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 : 32.6 25.9 45.1 40.2 29.8 25.9 42.2 40.2
Old : 32.6 25.9 45.1 40.2 29.8 25.9 42.2 40.2
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, July 28, 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 : 24,666: 3,609 6,981 154 18,097 15,451 21,860 22,586: 2,806 2,080
Old : 24,666: 3,609 6,981 154 18,097 15,451 21,860 22,586: 2,806 2,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -310: 21 215 0 -655 -526 -634 -311: 324 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 28.3 0.6 73.4 62.6 88.6 91.6: 11.4 8.4
Old : 100.0: 14.6 28.3 0.6 73.4 62.6 88.6 91.6: 11.4 8.4
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 : 33: 8 4 2 11 13 20 18:
Old : 33: 8 4 2 11 13 20 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 : 60.2 65.0 73.1 81.9 55.3 65.0 68.1 78.9
Old : 60.2 65.0 73.1 81.9 55.3 65.0 68.1 78.9
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, July 28, 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 : 15,422: 3,433 701 0 10,830 14,219 14,263 14,920: 1,159 502
Old : 15,422: 3,433 701 0 10,830 14,219 14,263 14,920: 1,159 502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 344: 135 158 0 103 386 238 544: 106 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 4.5 0.0 70.2 92.2 92.5 96.7: 7.5 3.3
Old : 100.0: 22.3 4.5 0.0 70.2 92.2 92.5 96.7: 7.5 3.3
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 : 22: 9 3 0 8 4 17 7:
Old : 22: 9 3 0 8 4 17 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 94.4 77.8 96.7 61.6 94.4 76.9 95.8
Old : 62.5 94.4 77.8 96.7 61.6 94.4 76.9 95.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2009