BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,846: 0 72 0 4,268 4,283 4,268 4,355: 578 491
Old : 4,846: 0 72 0 4,268 4,283 4,268 4,355: 578 491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -17: 0 -40 0 -43 43 -43 3: 26 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.0 88.1 88.4 88.1 89.9: 11.9 10.1
Old : 100.0: 0.0 1.5 0.0 88.1 88.4 88.1 89.9: 11.9 10.1
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 : 20: 0 1 0 15 10 15 11:
Old : 20: 0 1 0 15 10 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 71.9 78.3 87.2 64.8 71.4 77.8 85.3
Old : 64.8 71.9 78.3 87.2 64.8 71.4 77.8 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 49,968: 2,608 7,279 11,213 31,056 22,425 44,877 40,916: 5,091 9,051
Old : 49,968: 2,608 7,279 11,213 31,056 22,425 44,877 40,916: 5,091 9,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 1,315: 56 597 410 304 260 769 1,266: 546 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 14.6 22.4 62.2 44.9 89.8 81.9: 10.2 18.1
Old : 100.0: 5.2 14.6 22.4 62.2 44.9 89.8 81.9: 10.2 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 : 79: 13 26 20 34 32 60 65:
Old : 79: 13 26 20 34 32 60 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 : 38.4 26.6 52.5 39.2 35.6 22.1 46.7 31.0
Old : 38.4 26.6 52.5 39.2 35.6 22.1 46.7 31.0
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, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 167,317: 24,177 44,104 53,751 66,230 38,865 144,157 136,720: 23,160 30,597
Old : 122,110: 23,304 46,655 33,203 49,645 20,663 106,151 100,522: 15,959 21,589
Other: 45,207: 9,182 5,758 12,239 16,585 18,202 38,006 36,199: 7,201 9,008
: : :
: : Changes in Commitments from: June 23, 2009 :
: 2,014: -1,696 1,409 36 1,783 -3,509 123 -2,063: 1,891 4,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 26.4 32.1 39.6 23.2 86.2 81.7: 13.8 18.3
Old : 100.0: 19.1 38.2 27.2 40.7 16.9 86.9 82.3: 13.1 17.7
Other: 100.0: 20.3 12.7 27.1 36.7 40.3 84.1 80.1: 15.9 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 59 78 67 44 35 152 138:
Old : 190: 60 80 58 37 31 137 131:
Other: 102: 31 28 33 29 28 82 68:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 15.4 30.4 24.4 18.4 12.9 28.5 19.9
Old : 21.8 15.9 33.3 27.0 21.8 14.7 31.6 21.8
Other: 30.6 23.5 44.1 37.1 30.5 19.1 39.0 28.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 262,646: 67,052 40,760 58,802 112,288 116,577 238,143 216,139: 24,503 46,507
Old : 262,646: 67,052 40,760 58,802 112,288 116,577 238,143 216,139: 24,503 46,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 4,193: 4,213 -9,953 4,149 -2,904 9,761 5,457 3,957: -1,265 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 15.5 22.4 42.8 44.4 90.7 82.3: 9.3 17.7
Old : 100.0: 25.5 15.5 22.4 42.8 44.4 90.7 82.3: 9.3 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 89 82 88 88 137 234 258:
Old : 330: 89 82 88 88 137 234 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 13.4 28.4 21.0 18.8 11.0 27.8 17.0
Old : 18.9 13.4 28.4 21.0 18.8 11.0 27.8 17.0
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, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,564: 3,222 990 961 2,644 5,038 6,826 6,989: 1,737 1,575
Old : 8,564: 3,222 990 961 2,644 5,038 6,826 6,989: 1,737 1,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -993: -239 -280 -266 -158 -337 -663 -882: -330 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 11.6 11.2 30.9 58.8 79.7 81.6: 20.3 18.4
Old : 100.0: 37.6 11.6 11.2 30.9 58.8 79.7 81.6: 20.3 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 23 10 8 17 26 45 41:
Old : 67: 23 10 8 17 26 45 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 27.5 49.0 44.6 32.0 26.1 48.5 41.7
Old : 32.0 27.5 49.0 44.6 32.0 26.1 48.5 41.7
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, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 27,180: 9,164 3,076 5,663 6,359 7,498 21,186 16,238: 5,994 10,943
Old : 27,180: 9,164 3,076 5,663 6,359 7,498 21,186 16,238: 5,994 10,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 801: 892 -1,984 179 -440 770 631 -1,036: 170 1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 11.3 20.8 23.4 27.6 77.9 59.7: 22.1 40.3
Old : 100.0: 33.7 11.3 20.8 23.4 27.6 77.9 59.7: 22.1 40.3
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 : 121: 32 20 21 37 51 82 82:
Old : 121: 32 20 21 37 51 82 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 : 26.8 21.3 37.1 28.5 18.4 12.3 27.7 18.2
Old : 26.8 21.3 37.1 28.5 18.4 12.3 27.7 18.2
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, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 16,001: 4,580 1,837 0 11,034 13,735 15,614 15,572: 387 429
Old : 16,001: 4,580 1,837 0 11,034 13,735 15,614 15,572: 387 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 1,840: 137 -98 0 1,648 1,825 1,785 1,727: 55 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 11.5 0.0 69.0 85.8 97.6 97.3: 2.4 2.7
Old : 100.0: 28.6 11.5 0.0 69.0 85.8 97.6 97.3: 2.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 4 0 10 8 15 12:
Old : 21: 5 4 0 10 8 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 79.1 87.5 92.2 54.8 76.6 81.3 83.8
Old : 58.9 79.1 87.5 92.2 54.8 76.6 81.3 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 98,803: 33,044 22,463 10,470 21,149 48,617 64,662 81,549: 34,140 17,253
Old : 98,803: 33,044 22,463 10,470 21,149 48,617 64,662 81,549: 34,140 17,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 9,184: 2,612 4,880 853 5,267 1,681 8,732 7,414: 452 1,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 22.7 10.6 21.4 49.2 65.4 82.5: 34.6 17.5
Old : 100.0: 33.4 22.7 10.6 21.4 49.2 65.4 82.5: 34.6 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 24 19 16 19 16 51 43:
Old : 70: 24 19 16 19 16 51 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 : 25.2 33.1 33.8 51.8 22.7 32.9 30.0 47.4
Old : 25.2 33.1 33.8 51.8 22.7 32.9 30.0 47.4
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, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 37,662: 16,558 6,090 2,571 4,170 20,066 23,299 28,728: 14,363 8,934
Old : 37,662: 16,558 6,090 2,571 4,170 20,066 23,299 28,728: 14,363 8,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -6,160: -5,465 -1,865 656 642 -6,307 -4,167 -7,517: -1,993 1,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 16.2 6.8 11.1 53.3 61.9 76.3: 38.1 23.7
Old : 100.0: 44.0 16.2 6.8 11.1 53.3 61.9 76.3: 38.1 23.7
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 : 30: 11 10 4 5 8 19 19:
Old : 30: 11 10 4 5 8 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 50.5 42.5 63.9 29.8 48.3 39.8 60.5
Old : 30.3 50.5 42.5 63.9 29.8 48.3 39.8 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 54,055: 40,356 11,405 360 8,292 39,210 49,008 50,975: 5,047 3,080
Old : 54,055: 40,356 11,405 360 8,292 39,210 49,008 50,975: 5,047 3,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 13,905: 14,282 578 339 -2,026 13,868 12,595 14,785: 1,310 -880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 21.1 0.7 15.3 72.5 90.7 94.3: 9.3 5.7
Old : 100.0: 74.7 21.1 0.7 15.3 72.5 90.7 94.3: 9.3 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 24 16 2 8 16 32 34:
Old : 62: 24 16 2 8 16 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 45.2 74.4 69.1 62.4 45.2 74.4 68.9
Old : 62.4 45.2 74.4 69.1 62.4 45.2 74.4 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 104,306: 30,980 34,120 7,575 41,742 41,116 80,297 82,812: 24,009 21,495
Old : 104,306: 30,980 34,120 7,575 41,742 41,116 80,297 82,812: 24,009 21,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 8,540: 6,855 -949 394 1,283 10,566 8,531 10,010: 9 -1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 32.7 7.3 40.0 39.4 77.0 79.4: 23.0 20.6
Old : 100.0: 29.7 32.7 7.3 40.0 39.4 77.0 79.4: 23.0 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 : 68: 23 22 9 15 17 41 45:
Old : 68: 23 22 9 15 17 41 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 : 34.3 39.0 49.7 51.3 34.2 38.9 49.1 49.5
Old : 34.3 39.0 49.7 51.3 34.2 38.9 49.1 49.5
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, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 81,807: 22,713 24,202 5,559 35,274 35,457 63,546 65,218: 18,260 16,589
Old : 81,807: 22,713 24,202 5,559 35,274 35,457 63,546 65,218: 18,260 16,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -1,101: 1,074 -1,581 -256 1,308 3,147 2,126 1,309: -3,226 -2,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 29.6 6.8 43.1 43.3 77.7 79.7: 22.3 20.3
Old : 100.0: 27.8 29.6 6.8 43.1 43.3 77.7 79.7: 22.3 20.3
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 : 79: 18 34 13 19 17 47 54:
Old : 79: 18 34 13 19 17 47 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 32.7 42.8 46.6 27.2 29.5 42.3 42.5
Old : 27.5 32.7 42.8 46.6 27.2 29.5 42.3 42.5
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, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 136,583: 46,965 29,471 14,402 31,594 56,488 92,961 100,361: 43,622 36,222
Old : 136,583: 46,965 29,471 14,402 31,594 56,488 92,961 100,361: 43,622 36,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -4,995: -486 143 -572 -827 -2,500 -1,885 -2,928: -3,110 -2,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 21.6 10.5 23.1 41.4 68.1 73.5: 31.9 26.5
Old : 100.0: 34.4 21.6 10.5 23.1 41.4 68.1 73.5: 31.9 26.5
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 : 123: 42 43 35 24 27 85 86:
Old : 123: 42 43 35 24 27 85 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 24.3 25.5 37.7 15.6 22.3 23.4 33.0
Old : 15.9 24.3 25.5 37.7 15.6 22.3 23.4 33.0
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, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 23,742: 18,679 996 0 2,886 21,519 21,565 22,515: 2,177 1,227
Old : 23,742: 18,679 996 0 2,886 21,519 21,565 22,515: 2,177 1,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 1,136: 702 -25 0 332 725 1,034 700: 102 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 4.2 0.0 12.2 90.6 90.8 94.8: 9.2 5.2
Old : 100.0: 78.7 4.2 0.0 12.2 90.6 90.8 94.8: 9.2 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 13 5 0 3 10 16 15:
Old : 31: 13 5 0 3 10 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 75.9 83.2 89.6 67.1 75.9 83.2 89.6
Old : 67.1 75.9 83.2 89.6 67.1 75.9 83.2 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,419,747: 745,357 210,847 3,869,966 5,830,456 6,387,316 10,445,778 10,468,129: 973,969 951,618
Old :11,419,747: 745,357 210,847 3,869,966 5,830,456 6,387,316 10,445,778 10,468,129: 973,969 951,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 282,230: 71,357 -9,493 118,954 87,628 174,381 277,939 283,842: 4,291 -1,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.8 33.9 51.1 55.9 91.5 91.7: 8.5 8.3
Old : 100.0: 6.5 1.8 33.9 51.1 55.9 91.5 91.7: 8.5 8.3
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 : 239: 74 34 95 123 122 230 221:
Old : 239: 74 34 95 123 122 230 221:
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 : 20.0 28.6 32.2 42.5 11.2 18.9 14.9 22.4
Old : 20.0 28.6 32.2 42.5 11.2 18.9 14.9 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 468,685: 35,939 37,778 28,456 291,456 342,863 355,851 409,097: 112,834 59,588
Old : 468,685: 35,939 37,778 28,456 291,456 342,863 355,851 409,097: 112,834 59,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -7,805: -2,838 -1,353 -1,770 -3,950 -391 -8,558 -3,514: 753 -4,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.1 6.1 62.2 73.2 75.9 87.3: 24.1 12.7
Old : 100.0: 7.7 8.1 6.1 62.2 73.2 75.9 87.3: 24.1 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 28 27 39 77 71 126 116:
Old : 153: 28 27 39 77 71 126 116:
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 : 20.0 25.7 28.6 37.8 19.3 24.5 27.9 35.3
Old : 20.0 25.7 28.6 37.8 19.3 24.5 27.9 35.3
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, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,445,694: 464,033 306,886 57,884 1,765,087 1,767,355 2,287,004 2,132,124: 158,689 313,569
Old : 2,445,694: 464,033 306,886 57,884 1,765,087 1,767,355 2,287,004 2,132,124: 158,689 313,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 34,400: -13,847 22,199 -1,809 70,861 -21,107 55,204 -717: -20,804 35,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 12.5 2.4 72.2 72.3 93.5 87.2: 6.5 12.8
Old : 100.0: 19.0 12.5 2.4 72.2 72.3 93.5 87.2: 6.5 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 91 103 65 151 153 279 284:
Old : 421: 91 103 65 151 153 279 284:
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 18.3 32.8 27.0 18.2 14.4 30.8 22.7
Old : 18.4 18.3 32.8 27.0 18.2 14.4 30.8 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 101,457: 13,924 9,983 71 78,144 86,928 92,139 96,982: 9,318 4,475
Old : 101,457: 13,924 9,983 71 78,144 86,928 92,139 96,982: 9,318 4,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -717: -370 574 -16 234 -2,989 -152 -2,431: -565 1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 9.8 0.1 77.0 85.7 90.8 95.6: 9.2 4.4
Old : 100.0: 13.7 9.8 0.1 77.0 85.7 90.8 95.6: 9.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 11 9 1 49 32 60 42:
Old : 91: 11 9 1 49 32 60 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 54.2 48.1 70.8 29.0 54.2 45.5 70.8
Old : 31.2 54.2 48.1 70.8 29.0 54.2 45.5 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 14,590: 2,712 4,178 0 8,009 6,391 10,721 10,569: 3,869 4,021
Old : 14,590: 2,712 4,178 0 8,009 6,391 10,721 10,569: 3,869 4,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 1,221: 1,372 -284 0 -181 223 1,191 -61: 30 1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 28.6 0.0 54.9 43.8 73.5 72.4: 26.5 27.6
Old : 100.0: 18.6 28.6 0.0 54.9 43.8 73.5 72.4: 26.5 27.6
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 : 30: 4 5 0 12 12 16 17:
Old : 30: 4 5 0 12 12 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 35.3 62.2 54.3 44.1 35.3 60.0 54.3
Old : 45.2 35.3 62.2 54.3 44.1 35.3 60.0 54.3
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, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 248,971: 81,225 49,945 5,872 137,202 175,556 224,299 231,374: 24,672 17,597
Old : 248,971: 81,225 49,945 5,872 137,202 175,556 224,299 231,374: 24,672 17,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 5,005: 4,026 1,735 1,328 -4,824 4,088 530 7,152: 4,475 -2,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 20.1 2.4 55.1 70.5 90.1 92.9: 9.9 7.1
Old : 100.0: 32.6 20.1 2.4 55.1 70.5 90.1 92.9: 9.9 7.1
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 : 192: 52 44 17 46 65 106 118:
Old : 192: 52 44 17 46 65 106 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 28.8 42.5 41.2 29.5 21.7 38.5 33.8
Old : 32.2 28.8 42.5 41.2 29.5 21.7 38.5 33.8
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, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 97,694: 46,508 10,312 3,526 24,468 73,849 74,502 87,687: 23,192 10,007
Old : 97,694: 46,508 10,312 3,526 24,468 73,849 74,502 87,687: 23,192 10,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 13,834: 6,601 996 -110 6,510 13,327 13,001 14,212: 834 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 10.6 3.6 25.0 75.6 76.3 89.8: 23.7 10.2
Old : 100.0: 47.6 10.6 3.6 25.0 75.6 76.3 89.8: 23.7 10.2
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 : 53: 24 8 8 12 15 38 29:
Old : 53: 24 8 8 12 15 38 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 62.3 55.4 76.9 45.2 62.3 55.3 75.6
Old : 45.2 62.3 55.4 76.9 45.2 62.3 55.3 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 24,841: 8,312 5,403 0 11,750 14,712 20,062 20,115: 4,779 4,726
Old : 24,841: 8,312 5,403 0 11,750 14,712 20,062 20,115: 4,779 4,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 1,734: 1,062 -310 0 1,322 1,741 2,384 1,431: -650 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 21.8 0.0 47.3 59.2 80.8 81.0: 19.2 19.0
Old : 100.0: 33.5 21.8 0.0 47.3 59.2 80.8 81.0: 19.2 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 11 12 0 12 20 23 32:
Old : 53: 11 12 0 12 20 23 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 25.1 55.8 41.5 39.1 25.1 55.4 41.4
Old : 39.1 25.1 55.8 41.5 39.1 25.1 55.4 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 31,977: 8,801 9,741 599 10,567 18,795 19,967 29,135: 12,010 2,842
Old : 31,977: 8,801 9,741 599 10,567 18,795 19,967 29,135: 12,010 2,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 1,451: 463 1,350 -235 -2,335 -313 -2,107 802: 3,558 649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 30.5 1.9 33.0 58.8 62.4 91.1: 37.6 8.9
Old : 100.0: 27.5 30.5 1.9 33.0 58.8 62.4 91.1: 37.6 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 14 15 1 15 20 29 36:
Old : 58: 14 15 1 15 20 29 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 38.1 38.5 55.7 22.8 38.1 35.9 55.7
Old : 24.7 38.1 38.5 55.7 22.8 38.1 35.9 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 25,999: 3,580 6,677 137 19,498 17,871 23,215 24,685: 2,784 1,314
Old : 25,999: 3,580 6,677 137 19,498 17,871 23,215 24,685: 2,784 1,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: -687: -424 -731 24 -287 358 -687 -349: 0 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 25.7 0.5 75.0 68.7 89.3 94.9: 10.7 5.1
Old : 100.0: 13.8 25.7 0.5 75.0 68.7 89.3 94.9: 10.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 8 5 2 13 13 22 19:
Old : 36: 8 5 2 13 13 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 68.2 67.8 84.8 51.4 68.2 63.5 82.3
Old : 55.7 68.2 67.8 84.8 51.4 68.2 63.5 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,879: 4,235 114 0 10,174 15,545 14,409 15,659: 1,470 220
Old : 15,879: 4,235 114 0 10,174 15,545 14,409 15,659: 1,470 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 152: -161 -115 0 159 216 -2 101: 154 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 0.7 0.0 64.1 97.9 90.7 98.6: 9.3 1.4
Old : 100.0: 26.7 0.7 0.0 64.1 97.9 90.7 98.6: 9.3 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 12 1 0 8 5 20 6:
Old : 23: 12 1 0 8 5 20 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 97.8 72.0 98.6 57.3 97.6 71.1 97.6
Old : 58.1 97.8 72.0 98.6 57.3 97.6 71.1 97.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 6, 2009