MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 59,338: 104 9,287 12,309 41,307 24,933 53,720 46,529: 5,618 12,809
Old : 59,338: 104 9,287 12,309 41,307 24,933 53,720 46,529: 5,618 12,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 1,695: -1,120 314 1,023 1,149 716 1,053 2,053: 642 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 15.7 20.7 69.6 42.0 90.5 78.4: 9.5 21.6
Old : 100.0: 0.2 15.7 20.7 69.6 42.0 90.5 78.4: 9.5 21.6
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 : 72: 4 30 20 29 25 51 58:
Old : 72: 4 30 20 29 25 51 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 20.6 60.8 34.5 42.0 14.8 52.0 23.4
Old : 46.7 20.6 60.8 34.5 42.0 14.8 52.0 23.4
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 with Delta-adjusted Options and Futures Combined, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 140,161: 25,285 24,565 39,154 57,161 51,049 121,599 114,768: 18,561 25,393
Old : 136,800: 24,639 24,803 38,019 56,380 49,596 119,038 112,417: 17,762 24,383
Other: 3,360: 1,055 172 725 781 1,454 2,561 2,351: 799 1,010
: : :
: : Changes in Commitments from: February 17, 2009 :
: -1,456: -1,734 -1,421 500 1,655 -1,600 421 -2,521: -1,877 1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 17.5 27.9 40.8 36.4 86.8 81.9: 13.2 18.1
Old : 100.0: 18.0 18.1 27.8 41.2 36.3 87.0 82.2: 13.0 17.8
Other: 100.0: 31.4 5.1 21.6 23.2 43.3 76.2 70.0: 23.8 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 63 55 74 48 42 150 149:
Old : 192: 59 61 74 48 42 150 149:
Other: 37: 15 4 8 10 12 25 24:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 17.7 28.9 27.1 17.5 14.7 27.0 22.1
Old : 17.9 17.5 29.3 27.1 17.9 14.9 27.1 22.0
Other: 36.6 32.2 54.9 49.0 31.4 25.5 39.6 38.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 248,096: 51,624 36,812 67,458 109,492 98,948 228,574 203,219: 19,522 44,878
Old : 248,096: 51,624 36,812 67,458 109,492 98,948 228,574 203,219: 19,522 44,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 7,552: 2,203 1,385 6,596 904 -2,868 9,704 5,113: -2,152 2,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 14.8 27.2 44.1 39.9 92.1 81.9: 7.9 18.1
Old : 100.0: 20.8 14.8 27.2 44.1 39.9 92.1 81.9: 7.9 18.1
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 : 311: 71 70 84 97 137 211 262:
Old : 311: 71 70 84 97 137 211 262:
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 : 17.7 10.4 29.6 18.0 15.6 8.3 26.3 14.6
Old : 17.7 10.4 29.6 18.0 15.6 8.3 26.3 14.6
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 with Delta-adjusted Options and Futures Combined, February 24, 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 : 9,169: 2,306 3,683 1,676 3,541 1,542 7,523 6,901: 1,646 2,268
Old : 9,169: 2,306 3,683 1,676 3,541 1,542 7,523 6,901: 1,646 2,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 231: 167 205 -213 172 -175 127 -183: 104 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 40.2 18.3 38.6 16.8 82.0 75.3: 18.0 24.7
Old : 100.0: 25.1 40.2 18.3 38.6 16.8 82.0 75.3: 18.0 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 24 26 16 19 15 48 52:
Old : 73: 24 26 16 19 15 48 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 27.6 50.6 43.4 29.1 26.5 42.6 33.4
Old : 30.0 27.6 50.6 43.4 29.1 26.5 42.6 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 24,062: 6,088 3,376 4,506 7,158 4,355 17,752 12,238: 6,309 11,824
Old : 24,062: 6,088 3,376 4,506 7,158 4,355 17,752 12,238: 6,309 11,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 336: -17 458 332 -331 -1,065 -17 -275: 353 612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 14.0 18.7 29.8 18.1 73.8 50.9: 26.2 49.1
Old : 100.0: 25.3 14.0 18.7 29.8 18.1 73.8 50.9: 26.2 49.1
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 : 101: 22 26 28 35 24 76 65:
Old : 101: 22 26 28 35 24 76 65:
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 : 12.9 11.2 23.7 18.1 12.9 9.4 23.5 14.7
Old : 12.9 11.2 23.7 18.1 12.9 9.4 23.5 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 16,871: 530 834 0 15,956 14,500 16,486 15,334: 385 1,537
Old : 16,871: 530 834 0 15,956 14,500 16,486 15,334: 385 1,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 360: 0 0 0 368 317 368 317: -8 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.9 0.0 94.6 85.9 97.7 90.9: 2.3 9.1
Old : 100.0: 3.1 4.9 0.0 94.6 85.9 97.7 90.9: 2.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 3 0 11 6 14 9:
Old : 21: 3 3 0 11 6 14 9:
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 : 76.7 82.9 92.4 90.0 74.8 82.9 90.4 89.0
Old : 76.7 82.9 92.4 90.0 74.8 82.9 90.4 89.0
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 with Delta-adjusted Options and Futures Combined, February 24, 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 : 83,126: 8,922 22,103 3,899 40,115 33,117 52,936 59,119: 30,190 24,007
Old : 83,126: 8,922 22,103 3,899 40,115 33,117 52,936 59,119: 30,190 24,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 2,240: -776 -630 213 2,623 3,932 2,060 3,515: 180 -1,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 26.6 4.7 48.3 39.8 63.7 71.1: 36.3 28.9
Old : 100.0: 10.7 26.6 4.7 48.3 39.8 63.7 71.1: 36.3 28.9
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 : 49: 12 16 10 12 18 28 40:
Old : 49: 12 16 10 12 18 28 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 : 38.4 35.8 50.0 45.5 36.5 35.8 44.5 44.8
Old : 38.4 35.8 50.0 45.5 36.5 35.8 44.5 44.8
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 with Delta-adjusted Options and Futures Combined, February 24, 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 : 41,074: 5,378 14,827 4,524 19,359 5,679 29,260 25,029: 11,814 16,045
Old : 41,074: 5,378 14,827 4,524 19,359 5,679 29,260 25,029: 11,814 16,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 515: 448 -160 422 817 123 1,687 386: -1,171 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 36.1 11.0 47.1 13.8 71.2 60.9: 28.8 39.1
Old : 100.0: 13.1 36.1 11.0 47.1 13.8 71.2 60.9: 28.8 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 : 40: 13 14 6 9 10 24 28:
Old : 40: 13 14 6 9 10 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 26.0 53.9 40.8 38.4 20.7 46.5 32.1
Old : 40.9 26.0 53.9 40.8 38.4 20.7 46.5 32.1
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 with Delta-adjusted Options and Futures Combined, February 24, 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 : 46,055: 5,290 19,570 125 38,958 20,873 44,373 40,568: 1,682 5,487
Old : 46,055: 5,290 19,570 125 38,958 20,873 44,373 40,568: 1,682 5,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 1,083: -771 1,877 55 1,564 -278 848 1,654: 235 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 42.5 0.3 84.6 45.3 96.3 88.1: 3.7 11.9
Old : 100.0: 11.5 42.5 0.3 84.6 45.3 96.3 88.1: 3.7 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 7 39 3 9 10 18 50:
Old : 64: 7 39 3 9 10 18 50:
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 : 86.3 37.7 92.4 54.8 86.3 37.7 92.4 54.8
Old : 86.3 37.7 92.4 54.8 86.3 37.7 92.4 54.8
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 with Delta-adjusted Options and Futures Combined, February 24, 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 : 102,573: 12,130 39,199 9,759 51,233 27,244 73,122 76,202: 29,452 26,371
Old : 102,573: 12,130 39,199 9,759 51,233 27,244 73,122 76,202: 29,452 26,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 1,975: -493 -2,055 -318 3,859 2,903 3,048 530: -1,073 1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 38.2 9.5 49.9 26.6 71.3 74.3: 28.7 25.7
Old : 100.0: 11.8 38.2 9.5 49.9 26.6 71.3 74.3: 28.7 25.7
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 : 59: 14 24 9 17 15 35 44:
Old : 59: 14 24 9 17 15 35 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 33.4 50.9 49.1 35.8 33.0 44.0 42.3
Old : 40.0 33.4 50.9 49.1 35.8 33.0 44.0 42.3
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 with Delta-adjusted Options and Futures Combined, February 24, 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 : 134,015: 52,280 19,102 11,508 49,302 72,868 113,090 103,479: 20,925 30,536
Old : 134,015: 52,280 19,102 11,508 49,302 72,868 113,090 103,479: 20,925 30,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 9,278: -3,377 264 2,184 12,474 5,585 11,280 8,033: -2,003 1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 14.3 8.6 36.8 54.4 84.4 77.2: 15.6 22.8
Old : 100.0: 39.0 14.3 8.6 36.8 54.4 84.4 77.2: 15.6 22.8
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 : 82: 26 25 20 25 22 60 58:
Old : 82: 26 25 20 25 22 60 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 40.1 42.2 51.9 25.4 38.9 40.4 48.8
Old : 26.6 40.1 42.2 51.9 25.4 38.9 40.4 48.8
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 with Delta-adjusted Options and Futures Combined, February 24, 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 : 200,210: 33,406 43,145 20,145 105,796 98,607 159,347 161,897: 40,863 38,312
Old : 200,210: 33,406 43,145 20,145 105,796 98,607 159,347 161,897: 40,863 38,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 6,458: -1,234 -7,019 77 8,392 15,766 7,235 8,824: -777 -2,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 21.5 10.1 52.8 49.3 79.6 80.9: 20.4 19.1
Old : 100.0: 16.7 21.5 10.1 52.8 49.3 79.6 80.9: 20.4 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 40 33 25 28 34 76 84:
Old : 117: 40 33 25 28 34 76 84:
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 : 37.3 38.8 48.1 48.4 37.2 37.2 45.1 45.0
Old : 37.3 38.8 48.1 48.4 37.2 37.2 45.1 45.0
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 with Delta-adjusted Options and Futures Combined, February 24, 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 : 13,690: 2,161 8,091 0 8,832 3,597 10,993 11,688: 2,697 2,002
Old : 13,690: 2,161 8,091 0 8,832 3,597 10,993 11,688: 2,697 2,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 862: -125 1,223 0 1,045 -74 920 1,149: -58 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 59.1 0.0 64.5 26.3 80.3 85.4: 19.7 14.6
Old : 100.0: 15.8 59.1 0.0 64.5 26.3 80.3 85.4: 19.7 14.6
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 : 29: 3 13 0 9 7 12 20:
Old : 29: 3 13 0 9 7 12 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 : 52.4 59.5 72.5 74.2 52.4 59.5 72.0 74.2
Old : 52.4 59.5 72.5 74.2 52.4 59.5 72.0 74.2
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 with Delta-adjusted Options and Futures Combined, February 24, 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 :12,878,507: 534,463 373,873 4,362,458 7,032,509 7,278,559 11,929,429 12,014,890: 949,078 863,617
Old :12,878,507: 534,463 373,873 4,362,458 7,032,509 7,278,559 11,929,429 12,014,890: 949,078 863,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 87,093: 2,103 -11,763 36,990 38,538 -4,196 77,630 21,030: 9,462 66,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.9 33.9 54.6 56.5 92.6 93.3: 7.4 6.7
Old : 100.0: 4.2 2.9 33.9 54.6 56.5 92.6 93.3: 7.4 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 74 40 102 114 111 226 219:
Old : 237: 74 40 102 114 111 226 219:
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 : 26.5 29.0 39.5 43.7 16.8 16.8 20.1 21.1
Old : 26.5 29.0 39.5 43.7 16.8 16.8 20.1 21.1
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 with Delta-adjusted Options and Futures Combined, February 24, 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 : 763,172: 55,352 79,118 38,335 508,089 580,536 601,776 697,989: 161,395 65,182
Old : 763,172: 55,352 79,118 38,335 508,089 580,536 601,776 697,989: 161,395 65,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 536: 4,042 3,701 -13,085 4,865 6,606 -4,178 -2,778: 4,713 3,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 10.4 5.0 66.6 76.1 78.9 91.5: 21.1 8.5
Old : 100.0: 7.3 10.4 5.0 66.6 76.1 78.9 91.5: 21.1 8.5
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 : 180: 42 27 39 86 72 144 123:
Old : 180: 42 27 39 86 72 144 123:
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 : 17.7 24.0 27.3 39.9 16.7 23.2 25.2 37.1
Old : 17.7 24.0 27.3 39.9 16.7 23.2 25.2 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 3,247,800: 669,838 313,079 99,577 2,212,328 2,374,440 2,981,743 2,787,096: 266,057 460,703
Old : 3,247,800: 669,838 313,079 99,577 2,212,328 2,374,440 2,981,743 2,787,096: 266,057 460,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -600: 7,990 -28,181 -20,436 2,953 63,343 -9,494 14,726: 8,894 -15,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 9.6 3.1 68.1 73.1 91.8 85.8: 8.2 14.2
Old : 100.0: 20.6 9.6 3.1 68.1 73.1 91.8 85.8: 8.2 14.2
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 : 425: 94 105 64 156 156 285 290:
Old : 425: 94 105 64 156 156 285 290:
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 : 21.3 21.6 32.5 31.5 18.7 19.5 30.0 29.1
Old : 21.3 21.6 32.5 31.5 18.7 19.5 30.0 29.1
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 with Delta-adjusted Options and Futures Combined, February 24, 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 : 118,820: 16,146 10,889 0 94,595 103,607 110,741 114,496: 8,079 4,324
Old : 118,820: 16,146 10,889 0 94,595 103,607 110,741 114,496: 8,079 4,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 7,295: 1,372 -2,077 0 5,068 8,317 6,440 6,240: 855 1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 9.2 0.0 79.6 87.2 93.2 96.4: 6.8 3.6
Old : 100.0: 13.6 9.2 0.0 79.6 87.2 93.2 96.4: 6.8 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 : 85: 10 7 0 43 35 53 42:
Old : 85: 10 7 0 43 35 53 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 58.1 56.3 72.4 29.7 58.1 52.6 71.2
Old : 33.2 58.1 56.3 72.4 29.7 58.1 52.6 71.2
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 with Delta-adjusted Options and Futures Combined, February 24, 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 : 32,621: 2,385 6,801 100 21,987 22,590 24,472 29,491: 8,148 3,130
Old : 32,621: 2,385 6,801 100 21,987 22,590 24,472 29,491: 8,148 3,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 1,628: 2 29 100 2,227 917 2,329 1,046: -700 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 20.8 0.3 67.4 69.3 75.0 90.4: 25.0 9.6
Old : 100.0: 7.3 20.8 0.3 67.4 69.3 75.0 90.4: 25.0 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 : 46: 6 6 1 17 25 23 32:
Old : 46: 6 6 1 17 25 23 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 48.1 60.3 62.9 43.7 48.1 59.0 62.9
Old : 43.7 48.1 60.3 62.9 43.7 48.1 59.0 62.9
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 with Delta-adjusted Options and Futures Combined, February 24, 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 : 302,888: 55,051 62,368 5,802 218,521 188,838 279,373 257,007: 23,515 45,880
Old : 302,888: 55,051 62,368 5,802 218,521 188,838 279,373 257,007: 23,515 45,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 2,593: 5,645 -4,546 1,391 -3,691 10,571 3,345 7,417: -752 -4,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 20.6 1.9 72.1 62.3 92.2 84.9: 7.8 15.1
Old : 100.0: 18.2 20.6 1.9 72.1 62.3 92.2 84.9: 7.8 15.1
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 : 196: 37 53 18 55 75 102 136:
Old : 196: 37 53 18 55 75 102 136:
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 : 40.9 21.0 54.1 32.9 39.7 19.9 52.1 31.8
Old : 40.9 21.0 54.1 32.9 39.7 19.9 52.1 31.8
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 with Delta-adjusted Options and Futures Combined, February 24, 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 : 52,315: 9,492 15,066 3,538 23,815 19,122 36,844 37,726: 15,471 14,589
Old : 52,315: 9,492 15,066 3,538 23,815 19,122 36,844 37,726: 15,471 14,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -2,859: -660 -1,723 -29 -1,609 -425 -2,299 -2,177: -560 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 28.8 6.8 45.5 36.6 70.4 72.1: 29.6 27.9
Old : 100.0: 18.1 28.8 6.8 45.5 36.6 70.4 72.1: 29.6 27.9
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 : 48: 13 17 7 13 16 30 36:
Old : 48: 13 17 7 13 16 30 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 : 31.2 29.9 45.2 44.4 22.8 23.6 32.0 34.4
Old : 31.2 29.9 45.2 44.4 22.8 23.6 32.0 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 37,203: 6,237 6,804 0 23,851 24,374 30,088 31,178: 7,115 6,024
Old : 37,203: 6,237 6,804 0 23,851 24,374 30,088 31,178: 7,115 6,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -1,576: -250 -2,538 0 -1,316 1,383 -1,566 -1,155: -10 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 18.3 0.0 64.1 65.5 80.9 83.8: 19.1 16.2
Old : 100.0: 16.8 18.3 0.0 64.1 65.5 80.9 83.8: 19.1 16.2
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 : 58: 8 16 0 16 22 24 38:
Old : 58: 8 16 0 16 22 24 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 32.6 59.9 47.0 45.8 32.6 59.8 47.0
Old : 45.8 32.6 59.9 47.0 45.8 32.6 59.8 47.0
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 with Delta-adjusted Options and Futures Combined, February 24, 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 : 60,549: 17,144 19,724 1,133 27,450 33,766 45,727 54,623: 14,822 5,926
Old : 60,549: 17,144 19,724 1,133 27,450 33,766 45,727 54,623: 14,822 5,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 7,867: 746 2,751 33 337 6,021 1,116 8,805: 6,751 -938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 32.6 1.9 45.3 55.8 75.5 90.2: 24.5 9.8
Old : 100.0: 28.3 32.6 1.9 45.3 55.8 75.5 90.2: 24.5 9.8
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 : 70: 15 15 3 20 23 36 40:
Old : 70: 15 15 3 20 23 36 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 : 24.9 38.6 41.0 55.0 24.9 36.9 40.3 51.5
Old : 24.9 38.6 41.0 55.0 24.9 36.9 40.3 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 32,924: 4,859 9,036 183 26,151 21,516 31,193 30,735: 1,731 2,189
Old : 32,924: 4,859 9,036 183 26,151 21,516 31,193 30,735: 1,731 2,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 2,244: 522 -751 -12 1,603 3,007 2,113 2,244: 131 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 27.4 0.6 79.4 65.4 94.7 93.4: 5.3 6.6
Old : 100.0: 14.8 27.4 0.6 79.4 65.4 94.7 93.4: 5.3 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 : 38: 7 7 1 13 13 21 20:
Old : 38: 7 7 1 13 13 21 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 : 72.1 60.5 81.7 79.8 70.9 60.5 80.4 79.8
Old : 72.1 60.5 81.7 79.8 70.9 60.5 80.4 79.8
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 with Delta-adjusted Options and Futures Combined, February 24, 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 : 14,068: 3,724 1,130 0 9,529 12,147 13,253 13,277: 815 791
Old : 14,068: 3,724 1,130 0 9,529 12,147 13,253 13,277: 815 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -1,516: -26 -168 -99 196 210 71 -57: -1,587 -1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.0 0.0 67.7 86.3 94.2 94.4: 5.8 5.6
Old : 100.0: 26.5 8.0 0.0 67.7 86.3 94.2 94.4: 5.8 5.6
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 : 21: 8 6 0 6 3 14 9:
Old : 21: 8 6 0 6 3 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 90.7 83.2 94.0 67.1 90.7 82.7 93.5
Old : 67.6 90.7 83.2 94.0 67.1 90.7 82.7 93.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 27, 2009