BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 27, 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 : 3,214: 0 214 84 2,653 2,638 2,737 2,936: 477 278
Old : 3,214: 0 214 84 2,653 2,638 2,737 2,936: 477 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 31: 0 88 9 -17 -120 -8 -23: 39 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 2.6 82.5 82.1 85.2 91.4: 14.8 8.6
Old : 100.0: 0.0 6.7 2.6 82.5 82.1 85.2 91.4: 14.8 8.6
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 : 22: 0 3 2 15 9 17 12:
Old : 22: 0 3 2 15 9 17 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 : 54.3 69.6 71.4 88.8 54.3 68.0 71.3 84.7
Old : 54.3 69.6 71.4 88.8 54.3 68.0 71.3 84.7
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, October 27, 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 : 25,026: 1,626 4,958 1,489 16,339 13,848 19,454 20,295: 5,572 4,731
Old : 25,026: 1,626 4,958 1,489 16,339 13,848 19,454 20,295: 5,572 4,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 692: 130 -247 133 569 610 832 496: -140 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 19.8 5.9 65.3 55.3 77.7 81.1: 22.3 18.9
Old : 100.0: 6.5 19.8 5.9 65.3 55.3 77.7 81.1: 22.3 18.9
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 : 62: 13 12 17 28 19 51 39:
Old : 62: 13 12 17 28 19 51 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 : 31.2 42.5 45.2 59.2 30.6 39.4 44.6 55.6
Old : 31.2 42.5 45.2 59.2 30.6 39.4 44.6 55.6
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, October 27, 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 : 157,797: 37,231 44,426 28,696 71,013 57,783 136,940 130,905: 20,857 26,892
Old : 156,470: 37,266 44,401 28,554 69,984 56,760 135,804 129,715: 20,666 26,755
Other: 1,327: 106 166 1 1,029 1,023 1,136 1,190: 191 137
: : :
: : Changes in Commitments from: October 20, 2009 :
: 5,745: 3,708 137 223 -357 4,227 3,574 4,587: 2,171 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 28.2 18.2 45.0 36.6 86.8 83.0: 13.2 17.0
Old : 100.0: 23.8 28.4 18.2 44.7 36.3 86.8 82.9: 13.2 17.1
Other: 100.0: 8.0 12.5 0.1 77.5 77.1 85.6 89.7: 14.4 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 66 68 68 33 53 148 156:
Old : 217: 68 66 68 33 53 148 156:
Other: 18: 1 3 1 3 11 5 14:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 19.0 35.1 31.5 21.4 17.2 35.0 27.1
Old : 20.9 19.2 34.7 31.2 20.9 16.9 34.6 26.8
Other: 85.5 72.6 85.6 84.0 85.5 72.6 85.5 84.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 27, 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 : 263,566: 74,512 58,234 45,940 121,454 116,440 241,906 220,614: 21,660 42,952
Old : 263,566: 74,512 58,234 45,940 121,454 116,440 241,906 220,614: 21,660 42,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 1,108: 3,629 -7,211 1,732 -2,734 6,893 2,627 1,414: -1,519 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 22.1 17.4 46.1 44.2 91.8 83.7: 8.2 16.3
Old : 100.0: 28.3 22.1 17.4 46.1 44.2 91.8 83.7: 8.2 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 : 358: 93 86 81 78 139 215 274:
Old : 358: 93 86 81 78 139 215 274:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 13.3 33.2 21.2 20.1 11.5 30.8 17.3
Old : 20.1 13.3 33.2 21.2 20.1 11.5 30.8 17.3
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, October 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,175: 3,796 4,508 514 2,929 2,533 7,239 7,555: 1,936 1,620
Old : 9,175: 3,796 4,508 514 2,929 2,533 7,239 7,555: 1,936 1,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 51: 1 96 31 -7 -21 25 106: 26 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 49.1 5.6 31.9 27.6 78.9 82.3: 21.1 17.7
Old : 100.0: 41.4 49.1 5.6 31.9 27.6 78.9 82.3: 21.1 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 23 25 9 16 20 44 51:
Old : 75: 23 25 9 16 20 44 51:
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 : 34.6 34.9 52.4 49.4 34.6 34.9 52.4 48.8
Old : 34.6 34.9 52.4 49.4 34.6 34.9 52.4 48.8
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, October 27, 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 : 26,538: 11,060 10,536 2,628 6,907 4,498 20,595 17,662: 5,943 8,876
Old : 26,538: 11,060 10,536 2,628 6,907 4,498 20,595 17,662: 5,943 8,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 113: 1,147 -93 560 -843 -107 864 360: -751 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 39.7 9.9 26.0 16.9 77.6 66.6: 22.4 33.4
Old : 100.0: 41.7 39.7 9.9 26.0 16.9 77.6 66.6: 22.4 33.4
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 : 121: 29 38 27 35 29 82 80:
Old : 121: 29 38 27 35 29 82 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 23.8 37.0 34.7 24.6 23.7 35.4 29.9
Old : 24.8 23.8 37.0 34.7 24.6 23.7 35.4 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, October 27, 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 : 19,415: 7,607 449 216 8,328 17,893 16,151 18,558: 3,264 857
Old : 19,415: 7,607 449 216 8,328 17,893 16,151 18,558: 3,264 857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -652: -222 110 0 -1,148 -1,306 -1,370 -1,196: 718 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 2.3 1.1 42.9 92.2 83.2 95.6: 16.8 4.4
Old : 100.0: 39.2 2.3 1.1 42.9 92.2 83.2 95.6: 16.8 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 : 20: 6 1 1 7 11 14 12:
Old : 20: 6 1 1 7 11 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 71.5 76.0 91.1 47.3 66.2 58.3 73.0
Old : 61.4 71.5 76.0 91.1 47.3 66.2 58.3 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, October 27, 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 : 99,635: 41,261 5,806 179 20,380 77,951 61,820 83,936: 37,815 15,699
Old : 99,635: 41,261 5,806 179 20,380 77,951 61,820 83,936: 37,815 15,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -11,609: -11,428 -3,346 -45 2,549 -7,851 -8,924 -11,242: -2,685 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 5.8 0.2 20.5 78.2 62.0 84.2: 38.0 15.8
Old : 100.0: 41.4 5.8 0.2 20.5 78.2 62.0 84.2: 38.0 15.8
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 : 75: 27 16 3 19 19 47 37:
Old : 75: 27 16 3 19 19 47 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 54.2 33.1 70.9 20.5 53.2 33.1 69.9
Old : 20.5 54.2 33.1 70.9 20.5 53.2 33.1 69.9
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, October 27, 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 : 50,703: 24,104 6,259 10 6,421 35,914 30,535 42,183: 20,168 8,520
Old : 50,703: 24,104 6,259 10 6,421 35,914 30,535 42,183: 20,168 8,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -4,045: -5,913 95 -12 3,042 -5,181 -2,883 -5,098: -1,162 1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 12.3 0.0 12.7 70.8 60.2 83.2: 39.8 16.8
Old : 100.0: 47.5 12.3 0.0 12.7 70.8 60.2 83.2: 39.8 16.8
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 : 37: 16 8 1 3 12 20 20:
Old : 37: 16 8 1 3 12 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 60.1 45.6 73.4 31.1 60.1 45.0 73.4
Old : 31.6 60.1 45.6 73.4 31.1 60.1 45.0 73.4
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, October 27, 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 : 90,873: 73,654 6,859 89 12,413 80,941 86,156 87,889: 4,717 2,984
Old : 90,873: 73,654 6,859 89 12,413 80,941 86,156 87,889: 4,717 2,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 7,349: 9,741 -1,870 -87 -2,025 8,372 7,629 6,415: -280 934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 7.5 0.1 13.7 89.1 94.8 96.7: 5.2 3.3
Old : 100.0: 81.1 7.5 0.1 13.7 89.1 94.8 96.7: 5.2 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 : 75: 38 12 1 13 16 51 29:
Old : 75: 38 12 1 13 16 51 29:
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 : 60.7 52.2 72.8 79.7 60.7 52.2 72.8 78.1
Old : 60.7 52.2 72.8 79.7 60.7 52.2 72.8 78.1
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, October 27, 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 : 95,835: 21,736 53,167 37 55,633 20,111 77,406 73,315: 18,429 22,520
Old : 95,835: 21,736 53,167 37 55,633 20,111 77,406 73,315: 18,429 22,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -7,303: 6,092 -5,795 13 -14,280 2,523 -8,175 -3,259: 872 -4,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 55.5 0.0 58.1 21.0 80.8 76.5: 19.2 23.5
Old : 100.0: 22.7 55.5 0.0 58.1 21.0 80.8 76.5: 19.2 23.5
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 : 67: 17 23 4 18 16 38 40:
Old : 67: 17 23 4 18 16 38 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 : 42.5 41.1 56.5 52.1 42.5 41.1 56.2 51.3
Old : 42.5 41.1 56.5 52.1 42.5 41.1 56.2 51.3
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, October 27, 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 : 115,161: 36,076 18,546 97 56,833 76,361 93,006 95,004: 22,155 20,157
Old : 115,161: 36,076 18,546 97 56,833 76,361 93,006 95,004: 22,155 20,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -5,469: -13,325 330 87 10,922 -6,428 -2,316 -6,011: -3,153 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 16.1 0.1 49.4 66.3 80.8 82.5: 19.2 17.5
Old : 100.0: 31.3 16.1 0.1 49.4 66.3 80.8 82.5: 19.2 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 24 25 4 14 15 41 41:
Old : 73: 24 25 4 14 15 41 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 : 45.5 57.2 57.4 68.2 41.4 57.2 53.0 65.6
Old : 45.5 57.2 57.4 68.2 41.4 57.2 53.0 65.6
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, October 27, 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 : 164,798: 67,843 34,974 814 40,621 97,333 109,278 133,121: 55,520 31,677
Old : 164,798: 67,843 34,974 814 40,621 97,333 109,278 133,121: 55,520 31,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -5,493: -9,986 -6,822 362 2,445 2,754 -7,179 -3,706: 1,686 -1,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 21.2 0.5 24.6 59.1 66.3 80.8: 33.7 19.2
Old : 100.0: 41.2 21.2 0.5 24.6 59.1 66.3 80.8: 33.7 19.2
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 : 125: 48 34 9 25 29 76 69:
Old : 125: 48 34 9 25 29 76 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 40.8 30.5 53.0 22.4 40.4 30.0 50.9
Old : 22.4 40.8 30.5 53.0 22.4 40.4 30.0 50.9
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, October 27, 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 : 24,230: 17,613 2,585 0 3,100 20,052 20,713 22,637: 3,517 1,593
Old : 24,230: 17,613 2,585 0 3,100 20,052 20,713 22,637: 3,517 1,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -632: -1,918 212 0 1,220 -1,548 -698 -1,336: 66 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 10.7 0.0 12.8 82.8 85.5 93.4: 14.5 6.6
Old : 100.0: 72.7 10.7 0.0 12.8 82.8 85.5 93.4: 14.5 6.6
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 : 39: 17 6 0 7 11 24 17:
Old : 39: 17 6 0 7 11 24 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 : 56.1 65.4 69.4 81.8 56.1 63.8 69.4 80.2
Old : 56.1 65.4 69.4 81.8 56.1 63.8 69.4 80.2
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, October 27, 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 : 7,010,496: 1,017,504 495,436 945,611 4,211,974 4,779,874 6,175,089 6,220,921: 835,407 789,575
Old : 7,010,496: 1,017,504 495,436 945,611 4,211,974 4,779,874 6,175,089 6,220,921: 835,407 789,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 69,356: -29,332 37,626 -17,537 142,133 64,232 95,264 84,321: -25,908 -14,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 7.1 13.5 60.1 68.2 88.1 88.7: 11.9 11.3
Old : 100.0: 14.5 7.1 13.5 60.1 68.2 88.1 88.7: 11.9 11.3
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 : 260: 62 56 80 120 124 227 224:
Old : 260: 62 56 80 120 124 227 224:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 31.4 38.1 43.1 25.9 26.2 32.1 32.0
Old : 27.6 31.4 38.1 43.1 25.9 26.2 32.1 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, October 27, 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 : 391,672: 29,314 38,082 1,144 248,927 305,397 279,385 344,623: 112,287 47,049
Old : 391,672: 29,314 38,082 1,144 248,927 305,397 279,385 344,623: 112,287 47,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 953: -46 2,076 201 -6,994 -3,563 -6,839 -1,286: 7,792 2,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 9.7 0.3 63.6 78.0 71.3 88.0: 28.7 12.0
Old : 100.0: 7.5 9.7 0.3 63.6 78.0 71.3 88.0: 28.7 12.0
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 : 136: 21 22 6 63 51 87 76:
Old : 136: 21 22 6 63 51 87 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 34.6 30.1 49.3 19.0 33.9 28.2 48.5
Old : 20.3 34.6 30.1 49.3 19.0 33.9 28.2 48.5
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, October 27, 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 : 2,472,585: 460,894 336,658 33,140 1,798,948 1,792,438 2,292,982 2,162,236: 179,603 310,349
Old : 2,472,585: 460,894 336,658 33,140 1,798,948 1,792,438 2,292,982 2,162,236: 179,603 310,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 80,166: 24,339 -22,684 13,437 39,932 73,826 77,708 64,579: 2,458 15,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 13.6 1.3 72.8 72.5 92.7 87.4: 7.3 12.6
Old : 100.0: 18.6 13.6 1.3 72.8 72.5 92.7 87.4: 7.3 12.6
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 : 439: 96 96 31 154 162 263 276:
Old : 439: 96 96 31 154 162 263 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 20.6 27.8 28.8 15.5 16.4 25.7 24.0
Old : 16.5 20.6 27.8 28.8 15.5 16.4 25.7 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, October 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 106,680: 17,071 10,411 1,013 73,417 91,467 91,501 102,891: 15,179 3,789
Old : 106,680: 17,071 10,411 1,013 73,417 91,467 91,501 102,891: 15,179 3,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 1,708: 94 -40 -1,017 888 3,605 -35 2,548: 1,743 -840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 9.8 0.9 68.8 85.7 85.8 96.4: 14.2 3.6
Old : 100.0: 16.0 9.8 0.9 68.8 85.7 85.8 96.4: 14.2 3.6
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 : 88: 12 8 2 49 32 62 41:
Old : 88: 12 8 2 49 32 62 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 : 31.5 53.3 44.2 71.4 21.4 50.2 33.9 65.4
Old : 31.5 53.3 44.2 71.4 21.4 50.2 33.9 65.4
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, October 27, 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 : 19,476: 5,706 568 0 9,557 12,617 15,263 13,185: 4,213 6,291
Old : 19,476: 5,706 568 0 9,557 12,617 15,263 13,185: 4,213 6,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -830: -1,080 -14 0 196 502 -884 488: 54 -1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 2.9 0.0 49.1 64.8 78.4 67.7: 21.6 32.3
Old : 100.0: 29.3 2.9 0.0 49.1 64.8 78.4 67.7: 21.6 32.3
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 : 38: 7 2 0 15 20 22 22:
Old : 38: 7 2 0 15 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 37.9 55.2 51.1 33.9 28.5 49.0 41.7
Old : 37.9 37.9 55.2 51.1 33.9 28.5 49.0 41.7
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, October 27, 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 : 326,953: 94,442 100,939 3,670 184,469 206,833 282,581 311,442: 44,372 15,511
Old : 326,953: 94,442 100,939 3,670 184,469 206,833 282,581 311,442: 44,372 15,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 4,716: 12,174 -6,710 -1,809 -316 14,965 10,049 6,446: -5,333 -1,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 30.9 1.1 56.4 63.3 86.4 95.3: 13.6 4.7
Old : 100.0: 28.9 30.9 1.1 56.4 63.3 86.4 95.3: 13.6 4.7
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 : 228: 58 50 14 57 77 121 136:
Old : 228: 58 50 14 57 77 121 136:
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 : 31.1 29.8 41.6 40.9 30.5 29.8 40.9 40.9
Old : 31.1 29.8 41.6 40.9 30.5 29.8 40.9 40.9
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, October 27, 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 : 115,342: 59,128 6,241 113 23,778 97,808 83,019 104,162: 32,323 11,180
Old : 115,342: 59,128 6,241 113 23,778 97,808 83,019 104,162: 32,323 11,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -5,248: -3,301 -2,198 48 -3,261 139 -6,514 -2,011: 1,266 -3,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 5.4 0.1 20.6 84.8 72.0 90.3: 28.0 9.7
Old : 100.0: 51.3 5.4 0.1 20.6 84.8 72.0 90.3: 28.0 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 31 7 3 12 13 45 21:
Old : 57: 31 7 3 12 13 45 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 : 35.9 65.0 49.1 82.9 35.9 64.5 47.9 80.7
Old : 35.9 65.0 49.1 82.9 35.9 64.5 47.9 80.7
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, October 27, 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 : 32,052: 11,427 4,771 0 14,173 18,074 25,600 22,845: 6,452 9,207
Old : 32,052: 11,427 4,771 0 14,173 18,074 25,600 22,845: 6,452 9,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 932: -487 696 0 733 -324 246 372: 686 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 14.9 0.0 44.2 56.4 79.9 71.3: 20.1 28.7
Old : 100.0: 35.7 14.9 0.0 44.2 56.4 79.9 71.3: 20.1 28.7
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 : 53: 13 8 0 21 17 34 25:
Old : 53: 13 8 0 21 17 34 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 40.9 43.6 53.5 29.6 38.3 42.7 50.6
Old : 30.3 40.9 43.6 53.5 29.6 38.3 42.7 50.6
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, October 27, 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 : 44,333: 8,621 11,188 4,535 24,758 18,672 37,914 34,395: 6,419 9,938
Old : 44,333: 8,621 11,188 4,535 24,758 18,672 37,914 34,395: 6,419 9,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -653: 446 1,214 1,624 -2,732 -236 -662 2,602: 9 -3,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 25.2 10.2 55.8 42.1 85.5 77.6: 14.5 22.4
Old : 100.0: 19.4 25.2 10.2 55.8 42.1 85.5 77.6: 14.5 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 7 13 1 19 22 27 35:
Old : 56: 7 13 1 19 22 27 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 : 46.4 37.6 62.0 50.5 37.2 27.3 50.6 38.8
Old : 46.4 37.6 62.0 50.5 37.2 27.3 50.6 38.8
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, October 27, 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 : 24,691: 5,251 285 40 16,189 22,911 21,480 23,236: 3,211 1,455
Old : 24,691: 5,251 285 40 16,189 22,911 21,480 23,236: 3,211 1,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 212: 381 -107 0 -232 948 149 841: 63 -629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 1.2 0.2 65.6 92.8 87.0 94.1: 13.0 5.9
Old : 100.0: 21.3 1.2 0.2 65.6 92.8 87.0 94.1: 13.0 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 : 41: 11 1 1 16 17 27 19:
Old : 41: 11 1 1 16 17 27 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 : 48.4 62.9 64.6 81.3 43.8 62.9 59.8 80.8
Old : 48.4 62.9 64.6 81.3 43.8 62.9 59.8 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, October 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 17,942: 2,539 764 0 9,632 16,393 12,171 17,157: 5,771 785
Old : 17,942: 2,539 764 0 9,632 16,393 12,171 17,157: 5,771 785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 278: -45 284 0 4 259 -41 543: 319 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 4.3 0.0 53.7 91.4 67.8 95.6: 32.2 4.4
Old : 100.0: 14.2 4.3 0.0 53.7 91.4 67.8 95.6: 32.2 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 : 20: 5 2 0 6 8 11 10:
Old : 20: 5 2 0 6 8 11 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 : 53.7 85.0 63.4 93.1 52.2 85.0 61.9 93.0
Old : 53.7 85.0 63.4 93.1 52.2 85.0 61.9 93.0
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, October 27, 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 : 20,744: 6,718 985 0 12,182 19,376 18,900 20,361: 1,844 383
Old : 20,744: 6,718 985 0 12,182 19,376 18,900 20,361: 1,844 383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 966: 706 100 0 24 712 730 812: 236 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 4.7 0.0 58.7 93.4 91.1 98.2: 8.9 1.8
Old : 100.0: 32.4 4.7 0.0 58.7 93.4 91.1 98.2: 8.9 1.8
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 : 28: 16 3 0 7 2 23 5:
Old : 28: 16 3 0 7 2 23 5:
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 : 53.0 97.6 66.0 98.2 53.0 97.6 66.0 98.2
Old : 53.0 97.6 66.0 98.2 53.0 97.6 66.0 98.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2009