MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 47,691: 501 6,662 10,073 31,959 21,243 42,532 37,977: 5,159 9,714
Old : 47,691: 501 6,662 10,073 31,959 21,243 42,532 37,977: 5,159 9,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 1,668: -377 496 417 814 243 854 1,156: 814 511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 14.0 21.1 67.0 44.5 89.2 79.6: 10.8 20.4
Old : 100.0: 1.1 14.0 21.1 67.0 44.5 89.2 79.6: 10.8 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 7 32 22 31 28 56 64:
Old : 78: 7 32 22 31 28 56 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 24.6 55.9 36.9 38.9 20.2 51.2 28.0
Old : 41.9 24.6 55.9 36.9 38.9 20.2 51.2 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 176,339: 29,237 41,611 57,490 66,989 51,364 153,716 150,465: 22,623 25,875
Old : 161,987: 26,970 42,781 51,886 64,596 44,734 143,453 139,402: 18,534 22,586
Other: 14,352: 4,406 968 3,465 2,393 6,630 10,264 11,063: 4,089 3,289
: : :
: : Changes in Commitments from: May 19, 2009 :
: 5,411: 2,961 4,297 616 1,727 749 5,305 5,662: 106 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 23.6 32.6 38.0 29.1 87.2 85.3: 12.8 14.7
Old : 100.0: 16.6 26.4 32.0 39.9 27.6 88.6 86.1: 11.4 13.9
Other: 100.0: 30.7 6.7 24.1 16.7 46.2 71.5 77.1: 28.5 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 61 75 77 42 41 149 159:
Old : 201: 58 79 75 42 40 149 156:
Other: 67: 20 16 18 19 20 48 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 16.4 32.5 25.8 15.9 12.5 24.4 19.1
Old : 19.8 17.1 34.8 26.3 17.1 13.3 25.6 19.8
Other: 26.7 28.6 40.4 43.2 23.8 24.2 31.6 34.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 248,168: 58,503 43,121 54,567 107,799 107,606 220,869 205,294: 27,299 42,874
Old : 248,168: 58,503 43,121 54,567 107,799 107,606 220,869 205,294: 27,299 42,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 1,102: 4,583 -1,184 -371 -1,855 2,332 2,357 777: -1,255 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 17.4 22.0 43.4 43.4 89.0 82.7: 11.0 17.3
Old : 100.0: 23.6 17.4 22.0 43.4 43.4 89.0 82.7: 11.0 17.3
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 : 304: 71 72 83 96 129 218 246:
Old : 304: 71 72 83 96 129 218 246:
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 : 17.5 14.1 28.3 21.3 17.4 12.7 27.8 19.0
Old : 17.5 14.1 28.3 21.3 17.4 12.7 27.8 19.0
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, May 26, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,347: 3,117 3,668 831 2,739 1,846 6,687 6,345: 1,660 2,002
Old : 8,347: 3,117 3,668 831 2,739 1,846 6,687 6,345: 1,660 2,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 309: 54 206 50 207 -194 312 62: -3 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 43.9 10.0 32.8 22.1 80.1 76.0: 19.9 24.0
Old : 100.0: 37.3 43.9 10.0 32.8 22.1 80.1 76.0: 19.9 24.0
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 : 74: 22 27 10 18 20 45 52:
Old : 74: 22 27 10 18 20 45 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 : 33.0 30.0 49.6 39.7 33.0 27.2 49.0 36.7
Old : 33.0 30.0 49.6 39.7 33.0 27.2 49.0 36.7
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, May 26, 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 : 24,076: 7,405 1,725 4,495 7,010 8,263 18,911 14,483: 5,165 9,593
Old : 24,076: 7,405 1,725 4,495 7,010 8,263 18,911 14,483: 5,165 9,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: -258: 765 -474 -61 -660 82 44 -453: -302 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 7.2 18.7 29.1 34.3 78.5 60.2: 21.5 39.8
Old : 100.0: 30.8 7.2 18.7 29.1 34.3 78.5 60.2: 21.5 39.8
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 : 125: 39 17 20 38 47 87 74:
Old : 125: 39 17 20 38 47 87 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 25.4 36.0 32.2 18.4 17.7 27.5 22.4
Old : 25.0 25.4 36.0 32.2 18.4 17.7 27.5 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 12,733: 3,349 1,260 0 9,105 11,065 12,454 12,325: 279 408
Old : 12,733: 3,349 1,260 0 9,105 11,065 12,454 12,325: 279 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 977: 0 -433 0 954 1,295 954 862: 23 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 9.9 0.0 71.5 86.9 97.8 96.8: 2.2 3.2
Old : 100.0: 26.3 9.9 0.0 71.5 86.9 97.8 96.8: 2.2 3.2
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 : 24: 4 4 0 13 10 17 14:
Old : 24: 4 4 0 13 10 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 66.1 78.4 84.5 44.5 52.6 63.4 65.9
Old : 49.6 66.1 78.4 84.5 44.5 52.6 63.4 65.9
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, May 26, 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 : 105,146: 31,615 21,120 7,817 27,710 58,033 67,141 86,970: 38,005 18,176
Old : 105,146: 31,615 21,120 7,817 27,710 58,033 67,141 86,970: 38,005 18,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 7,896: 3,201 -2,288 2,817 1,028 6,355 7,046 6,884: 850 1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 20.1 7.4 26.4 55.2 63.9 82.7: 36.1 17.3
Old : 100.0: 30.1 20.1 7.4 26.4 55.2 63.9 82.7: 36.1 17.3
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 : 63: 21 16 13 13 22 40 45:
Old : 63: 21 16 13 13 22 40 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 42.2 39.2 56.0 26.4 41.6 35.3 53.8
Old : 28.8 42.2 39.2 56.0 26.4 41.6 35.3 53.8
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, May 26, 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 : 46,505: 14,062 7,319 3,021 13,649 25,299 30,732 35,639: 15,773 10,866
Old : 46,505: 14,062 7,319 3,021 13,649 25,299 30,732 35,639: 15,773 10,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 4,372: 2,780 729 -139 475 3,723 3,116 4,313: 1,256 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 15.7 6.5 29.3 54.4 66.1 76.6: 33.9 23.4
Old : 100.0: 30.2 15.7 6.5 29.3 54.4 66.1 76.6: 33.9 23.4
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 : 37: 14 10 4 10 11 26 23:
Old : 37: 14 10 4 10 11 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 49.4 42.5 61.0 27.8 47.8 40.3 54.9
Old : 29.1 49.4 42.5 61.0 27.8 47.8 40.3 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 50,269: 31,352 7,548 395 15,264 40,627 47,011 48,570: 3,258 1,699
Old : 50,269: 31,352 7,548 395 15,264 40,627 47,011 48,570: 3,258 1,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 2,919: 2,812 137 -2 266 2,859 3,076 2,994: -157 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 15.0 0.8 30.4 80.8 93.5 96.6: 6.5 3.4
Old : 100.0: 62.4 15.0 0.8 30.4 80.8 93.5 96.6: 6.5 3.4
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 : 62: 25 16 2 11 14 36 32:
Old : 62: 25 16 2 11 14 36 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 : 56.4 64.7 72.4 77.4 56.4 64.7 71.7 77.1
Old : 56.4 64.7 72.4 77.4 56.4 64.7 71.7 77.1
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 with Delta-adjusted Options and Futures Combined, May 26, 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 : 107,618: 18,345 42,470 8,214 59,628 30,980 86,187 81,664: 21,430 25,954
Old : 107,618: 18,345 42,470 8,214 59,628 30,980 86,187 81,664: 21,430 25,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 4,343: 1,015 -458 2,534 461 1,257 4,010 3,333: 333 1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 39.5 7.6 55.4 28.8 80.1 75.9: 19.9 24.1
Old : 100.0: 17.0 39.5 7.6 55.4 28.8 80.1 75.9: 19.9 24.1
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 : 62: 18 21 7 15 18 36 43:
Old : 62: 18 21 7 15 18 36 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 35.6 56.7 48.1 44.7 34.9 53.4 45.6
Old : 44.7 35.6 56.7 48.1 44.7 34.9 53.4 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 109,657: 33,500 25,727 8,878 40,994 52,480 83,372 87,086: 26,285 22,571
Old : 109,657: 33,500 25,727 8,878 40,994 52,480 83,372 87,086: 26,285 22,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 7,338: 5,486 3,319 386 423 2,827 6,296 6,532: 1,042 806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 23.5 8.1 37.4 47.9 76.0 79.4: 24.0 20.6
Old : 100.0: 30.6 23.5 8.1 37.4 47.9 76.0 79.4: 24.0 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 23 31 15 22 20 56 55:
Old : 82: 23 31 15 22 20 56 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 40.4 39.9 50.6 28.0 37.6 39.4 47.1
Old : 28.2 40.4 39.9 50.6 28.0 37.6 39.4 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 169,623: 45,439 32,456 18,079 54,358 82,158 117,876 132,693: 51,748 36,931
Old : 169,623: 45,439 32,456 18,079 54,358 82,158 117,876 132,693: 51,748 36,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 22,249: 4,488 2,558 4,744 5,216 11,563 14,448 18,864: 7,801 3,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 19.1 10.7 32.0 48.4 69.5 78.2: 30.5 21.8
Old : 100.0: 26.8 19.1 10.7 32.0 48.4 69.5 78.2: 30.5 21.8
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 : 122: 39 40 27 28 31 83 82:
Old : 122: 39 40 27 28 31 83 82:
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 : 17.6 29.8 27.2 38.5 16.9 26.9 26.2 34.3
Old : 17.6 29.8 27.2 38.5 16.9 26.9 26.2 34.3
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, May 26, 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 : 24,755: 13,351 819 0 8,991 23,076 22,342 23,895: 2,413 860
Old : 24,755: 13,351 819 0 8,991 23,076 22,342 23,895: 2,413 860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 5,516: 5,510 -203 0 -181 5,722 5,329 5,519: 187 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 3.3 0.0 36.3 93.2 90.3 96.5: 9.7 3.5
Old : 100.0: 53.9 3.3 0.0 36.3 93.2 90.3 96.5: 9.7 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 8 4 0 8 10 16 14:
Old : 28: 8 4 0 8 10 16 14:
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 : 56.4 82.8 74.4 93.0 56.4 80.8 74.4 91.0
Old : 56.4 82.8 74.4 93.0 56.4 80.8 74.4 91.0
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, May 26, 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 :12,595,454: 931,166 200,217 4,302,629 6,325,249 7,211,424 11,559,044 11,714,270: 1,036,411 881,185
Old :12,595,454: 931,166 200,217 4,302,629 6,325,249 7,211,424 11,559,044 11,714,270: 1,036,411 881,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 124,330: 114,555 -60,605 -8,468 -21,172 212,943 84,916 143,870: 39,414 -19,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 1.6 34.2 50.2 57.3 91.8 93.0: 8.2 7.0
Old : 100.0: 7.4 1.6 34.2 50.2 57.3 91.8 93.0: 8.2 7.0
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 : 240: 82 31 97 119 116 230 219:
Old : 240: 82 31 97 119 116 230 219:
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 : 20.3 26.9 32.2 40.7 11.2 17.2 15.0 20.6
Old : 20.3 26.9 32.2 40.7 11.2 17.2 15.0 20.6
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, May 26, 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 : 602,353: 52,857 29,132 35,712 388,523 467,933 477,092 532,777: 125,261 69,576
Old : 602,353: 52,857 29,132 35,712 388,523 467,933 477,092 532,777: 125,261 69,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 13,174: -1,834 -2,239 2,407 7,626 10,471 8,199 10,639: 4,975 2,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 4.8 5.9 64.5 77.7 79.2 88.4: 20.8 11.6
Old : 100.0: 8.8 4.8 5.9 64.5 77.7 79.2 88.4: 20.8 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 29 26 34 85 73 133 114:
Old : 162: 29 26 34 85 73 133 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 25.8 27.6 41.7 15.9 24.2 23.2 36.2
Old : 18.1 25.8 27.6 41.7 15.9 24.2 23.2 36.2
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, May 26, 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 : 2,882,266: 563,839 424,099 105,399 2,007,086 2,028,730 2,676,324 2,558,228: 205,942 324,038
Old : 2,882,266: 563,839 424,099 105,399 2,007,086 2,028,730 2,676,324 2,558,228: 205,942 324,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 55,682: 18,914 -28,760 22,070 3,508 35,429 44,492 28,739: 11,189 26,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 14.7 3.7 69.6 70.4 92.9 88.8: 7.1 11.2
Old : 100.0: 19.6 14.7 3.7 69.6 70.4 92.9 88.8: 7.1 11.2
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 : 448: 109 111 73 152 161 299 307:
Old : 448: 109 111 73 152 161 299 307:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 19.3 31.2 28.0 15.8 13.3 27.7 21.8
Old : 18.4 19.3 31.2 28.0 15.8 13.3 27.7 21.8
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, May 26, 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 : 107,535: 15,804 12,264 460 82,798 91,723 99,061 104,447: 8,474 3,089
Old : 107,535: 15,804 12,264 460 82,798 91,723 99,061 104,447: 8,474 3,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: -2,700: -527 278 323 -2,060 -2,388 -2,264 -1,787: -436 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.4 0.4 77.0 85.3 92.1 97.1: 7.9 2.9
Old : 100.0: 14.7 11.4 0.4 77.0 85.3 92.1 97.1: 7.9 2.9
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 : 85: 10 9 2 47 32 57 43:
Old : 85: 10 9 2 47 32 57 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 52.4 52.0 69.5 32.1 52.3 49.3 69.5
Old : 34.8 52.4 52.0 69.5 32.1 52.3 49.3 69.5
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, May 26, 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 : 27,990: 2,514 7,312 0 16,998 16,816 19,512 24,128: 8,479 3,862
Old : 27,990: 2,514 7,312 0 16,998 16,816 19,512 24,128: 8,479 3,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 3,821: 50 2,113 0 2,459 134 2,509 2,247: 1,313 1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 26.1 0.0 60.7 60.1 69.7 86.2: 30.3 13.8
Old : 100.0: 9.0 26.1 0.0 60.7 60.1 69.7 86.2: 30.3 13.8
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 : 38: 5 6 0 14 19 19 25:
Old : 38: 5 6 0 14 19 19 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 : 47.2 43.0 59.5 58.8 41.1 32.7 51.2 48.5
Old : 47.2 43.0 59.5 58.8 41.1 32.7 51.2 48.5
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, May 26, 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 : 307,255: 117,635 57,956 5,244 165,557 201,467 288,436 264,667: 18,819 42,588
Old : 307,255: 117,635 57,956 5,244 165,557 201,467 288,436 264,667: 18,819 42,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 12,409: 835 7,770 -294 12,931 -4,471 13,472 3,005: -1,063 9,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 18.9 1.7 53.9 65.6 93.9 86.1: 6.1 13.9
Old : 100.0: 38.3 18.9 1.7 53.9 65.6 93.9 86.1: 6.1 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 68 41 14 55 63 130 111:
Old : 210: 68 41 14 55 63 130 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 31.3 47.6 43.8 23.7 21.3 33.2 32.0
Old : 35.3 31.3 47.6 43.8 23.7 21.3 33.2 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 100,537: 42,009 9,233 5,612 26,600 75,921 74,221 90,766: 26,316 9,771
Old : 100,537: 42,009 9,233 5,612 26,600 75,921 74,221 90,766: 26,316 9,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 5,428: 3,074 4 543 75 5,937 3,692 6,483: 1,736 -1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 9.2 5.6 26.5 75.5 73.8 90.3: 26.2 9.7
Old : 100.0: 41.8 9.2 5.6 26.5 75.5 73.8 90.3: 26.2 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 : 61: 30 7 9 15 17 48 30:
Old : 61: 30 7 9 15 17 48 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 69.9 43.0 78.2 32.4 68.3 42.7 76.2
Old : 32.4 69.9 43.0 78.2 32.4 68.3 42.7 76.2
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, May 26, 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 : 25,479: 8,416 4,799 3 11,006 15,175 19,425 19,976: 6,054 5,503
Old : 25,479: 8,416 4,799 3 11,006 15,175 19,425 19,976: 6,054 5,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: -1,908: 1,352 -230 2 -1,315 345 39 116: -1,947 -2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 18.8 0.0 43.2 59.6 76.2 78.4: 23.8 21.6
Old : 100.0: 33.0 18.8 0.0 43.2 59.6 76.2 78.4: 23.8 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 : 53: 17 10 2 13 16 30 28:
Old : 53: 17 10 2 13 16 30 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 : 22.7 39.5 38.0 54.2 22.7 38.7 38.0 53.5
Old : 22.7 39.5 38.0 54.2 22.7 38.7 38.0 53.5
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, May 26, 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 : 59,114: 10,461 17,273 2,203 22,853 31,074 35,517 50,550: 23,597 8,564
Old : 59,114: 10,461 17,273 2,203 22,853 31,074 35,517 50,550: 23,597 8,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 2,023: -2,643 -2,131 746 1,133 -828 -764 -2,213: 2,787 4,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 29.2 3.7 38.7 52.6 60.1 85.5: 39.9 14.5
Old : 100.0: 17.7 29.2 3.7 38.7 52.6 60.1 85.5: 39.9 14.5
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 : 70: 16 20 2 20 20 38 40:
Old : 70: 16 20 2 20 20 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 : 17.5 47.8 30.1 61.5 14.9 46.5 25.9 56.5
Old : 17.5 47.8 30.1 61.5 14.9 46.5 25.9 56.5
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, May 26, 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 : 24,918: 2,856 8,992 108 19,799 13,960 22,763 23,060: 2,155 1,858
Old : 24,918: 2,856 8,992 108 19,799 13,960 22,763 23,060: 2,155 1,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: -920: -220 -60 68 -541 -806 -693 -798: -227 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 36.1 0.4 79.5 56.0 91.4 92.5: 8.6 7.5
Old : 100.0: 11.5 36.1 0.4 79.5 56.0 91.4 92.5: 8.6 7.5
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 : 32: 8 5 3 11 11 21 17:
Old : 32: 8 5 3 11 11 21 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 : 64.9 67.3 77.1 84.1 61.1 67.3 73.3 82.2
Old : 64.9 67.3 77.1 84.1 61.1 67.3 73.3 82.2
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, May 26, 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 : 16,672: 4,484 719 0 10,590 15,387 15,074 16,106: 1,598 566
Old : 16,672: 4,484 719 0 10,590 15,387 15,074 16,106: 1,598 566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 736: 405 267 -203 295 475 497 539: 239 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 4.3 0.0 63.5 92.3 90.4 96.6: 9.6 3.4
Old : 100.0: 26.9 4.3 0.0 63.5 92.3 90.4 96.6: 9.6 3.4
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 : 25: 14 2 0 7 3 21 5:
Old : 25: 14 2 0 7 3 21 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 : 56.8 96.0 69.9 96.6 56.1 96.0 69.2 96.0
Old : 56.8 96.0 69.9 96.6 56.1 96.0 69.2 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2009