MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 43,984: 2,466 5,215 9,942 26,401 20,839 38,809 35,996: 5,175 7,987
Old : 43,984: 2,466 5,215 9,942 26,401 20,839 38,809 35,996: 5,175 7,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -5,984: -142 -2,064 -1,271 -4,655 -1,585 -6,068 -4,920: 84 -1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 11.9 22.6 60.0 47.4 88.2 81.8: 11.8 18.2
Old : 100.0: 5.6 11.9 22.6 60.0 47.4 88.2 81.8: 11.8 18.2
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 : 73: 10 25 18 33 29 57 58:
Old : 73: 10 25 18 33 29 57 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 25.5 52.6 38.2 34.3 23.4 45.5 32.6
Old : 37.6 25.5 52.6 38.2 34.3 23.4 45.5 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 164,982: 24,234 44,714 52,833 66,506 39,800 143,573 137,347: 21,409 27,635
Old : 115,689: 21,879 45,546 31,394 48,266 20,094 101,538 97,033: 14,151 18,656
Other: 49,293: 11,315 8,127 12,481 18,240 19,707 42,035 40,314: 7,258 8,979
: : :
: : Changes in Commitments from: June 30, 2009 :
: -2,335: 58 610 -918 276 935 -584 627: -1,751 -2,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 27.1 32.0 40.3 24.1 87.0 83.2: 13.0 16.8
Old : 100.0: 18.9 39.4 27.1 41.7 17.4 87.8 83.9: 12.2 16.1
Other: 100.0: 23.0 16.5 25.3 37.0 40.0 85.3 81.8: 14.7 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 52 81 68 44 35 147 142:
Old : 186: 51 81 57 36 34 128 136:
Other: 113: 42 27 36 30 29 88 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 15.5 31.0 24.5 19.0 12.8 29.8 19.9
Old : 22.3 16.4 34.5 27.9 22.3 14.7 33.7 22.5
Other: 27.8 22.8 41.1 35.3 27.8 18.8 37.9 28.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 263,502: 66,208 39,905 60,107 112,847 118,357 239,162 218,369: 24,341 45,133
Old : 263,502: 66,208 39,905 60,107 112,847 118,357 239,162 218,369: 24,341 45,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 856: -844 -854 1,305 559 1,780 1,019 2,230: -162 -1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 15.1 22.8 42.8 44.9 90.8 82.9: 9.2 17.1
Old : 100.0: 25.1 15.1 22.8 42.8 44.9 90.8 82.9: 9.2 17.1
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 : 331: 97 72 86 92 140 238 257:
Old : 331: 97 72 86 92 140 238 257:
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 : 18.6 13.8 28.4 21.3 18.5 11.6 27.5 17.3
Old : 18.6 13.8 28.4 21.3 18.5 11.6 27.5 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 8,028: 3,135 959 731 2,605 4,776 6,471 6,465: 1,557 1,562
Old : 8,028: 3,135 959 731 2,605 4,776 6,471 6,465: 1,557 1,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -536: -87 -30 -230 -39 -263 -356 -523: -180 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 11.9 9.1 32.5 59.5 80.6 80.5: 19.4 19.5
Old : 100.0: 39.1 11.9 9.1 32.5 59.5 80.6 80.5: 19.4 19.5
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 : 64: 22 10 7 16 24 41 40:
Old : 64: 22 10 7 16 24 41 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 : 34.0 27.2 51.4 43.5 34.0 27.2 51.4 43.4
Old : 34.0 27.2 51.4 43.5 34.0 27.2 51.4 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 27,958: 10,100 1,907 5,726 6,170 9,389 21,995 17,022: 5,963 10,936
Old : 27,958: 10,100 1,907 5,726 6,170 9,389 21,995 17,022: 5,963 10,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 778: 936 -1,168 62 -190 1,891 809 785: -31 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 6.8 20.5 22.1 33.6 78.7 60.9: 21.3 39.1
Old : 100.0: 36.1 6.8 20.5 22.1 33.6 78.7 60.9: 21.3 39.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 40 22 24 36 57 89 93:
Old : 135: 40 22 24 36 57 89 93:
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 : 27.0 22.5 37.0 28.4 18.1 11.8 27.7 16.7
Old : 27.0 22.5 37.0 28.4 18.1 11.8 27.7 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 16,969: 4,856 1,647 0 11,853 15,137 16,709 16,784: 260 185
Old : 16,969: 4,856 1,647 0 11,853 15,137 16,709 16,784: 260 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 968: 276 -190 0 819 1,402 1,095 1,212: -127 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 9.7 0.0 69.9 89.2 98.5 98.9: 1.5 1.1
Old : 100.0: 28.6 9.7 0.0 69.9 89.2 98.5 98.9: 1.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 3 0 10 8 16 11:
Old : 21: 6 3 0 10 8 16 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 : 61.5 82.7 88.4 95.3 55.6 80.8 82.5 88.3
Old : 61.5 82.7 88.4 95.3 55.6 80.8 82.5 88.3
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 92,409: 31,064 24,543 5,888 20,001 45,694 56,954 76,125: 35,455 16,284
Old : 92,409: 31,064 24,543 5,888 20,001 45,694 56,954 76,125: 35,455 16,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -6,394: -1,980 2,080 -4,581 -1,147 -2,923 -7,708 -5,424: 1,315 -970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 26.6 6.4 21.6 49.4 61.6 82.4: 38.4 17.6
Old : 100.0: 33.6 26.6 6.4 21.6 49.4 61.6 82.4: 38.4 17.6
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: 22 19 15 18 16 46 44:
Old : 68: 22 19 15 18 16 46 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 37.1 33.0 54.3 24.6 36.9 32.7 49.9
Old : 24.9 37.1 33.0 54.3 24.6 36.9 32.7 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 36,932: 16,411 5,208 2,023 3,857 21,782 22,291 29,013: 14,641 7,920
Old : 36,932: 16,411 5,208 2,023 3,857 21,782 22,291 29,013: 14,641 7,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -730: -147 -882 -549 -313 1,715 -1,008 285: 279 -1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 14.1 5.5 10.4 59.0 60.4 78.6: 39.6 21.4
Old : 100.0: 44.4 14.1 5.5 10.4 59.0 60.4 78.6: 39.6 21.4
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 : 29: 10 10 4 5 7 19 17:
Old : 29: 10 10 4 5 7 19 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 : 31.3 56.5 44.3 68.7 31.3 54.5 42.2 65.3
Old : 31.3 56.5 44.3 68.7 31.3 54.5 42.2 65.3
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, July 7, 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 : 61,934: 48,769 9,749 344 7,900 49,121 57,013 59,214: 4,921 2,720
Old : 61,934: 48,769 9,749 344 7,900 49,121 57,013 59,214: 4,921 2,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 7,879: 8,413 -1,656 -16 -392 9,911 8,005 8,239: -126 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 15.7 0.6 12.8 79.3 92.1 95.6: 7.9 4.4
Old : 100.0: 78.7 15.7 0.6 12.8 79.3 92.1 95.6: 7.9 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 : 65: 27 16 1 7 17 34 34:
Old : 65: 27 16 1 7 17 34 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 : 65.1 50.0 76.2 73.9 65.1 50.0 76.2 73.9
Old : 65.1 50.0 76.2 73.9 65.1 50.0 76.2 73.9
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, July 7, 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 : 94,135: 26,787 35,223 3,935 42,956 35,913 73,677 75,071: 20,458 19,064
Old : 94,135: 26,787 35,223 3,935 42,956 35,913 73,677 75,071: 20,458 19,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -10,171: -4,193 1,103 -3,640 1,214 -5,203 -6,620 -7,740: -3,551 -2,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 37.4 4.2 45.6 38.2 78.3 79.7: 21.7 20.3
Old : 100.0: 28.5 37.4 4.2 45.6 38.2 78.3 79.7: 21.7 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 : 62: 19 22 9 12 15 35 42:
Old : 62: 19 22 9 12 15 35 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 : 41.4 38.0 57.4 50.1 41.3 37.8 57.1 48.6
Old : 41.4 38.0 57.4 50.1 41.3 37.8 57.1 48.6
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, July 7, 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 : 96,740: 36,301 19,559 3,597 33,562 55,706 73,460 78,861: 23,280 17,879
Old : 96,740: 36,301 19,559 3,597 33,562 55,706 73,460 78,861: 23,280 17,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 14,933: 13,587 -4,643 -1,963 -1,712 20,249 9,913 13,644: 5,020 1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 20.2 3.7 34.7 57.6 75.9 81.5: 24.1 18.5
Old : 100.0: 37.5 20.2 3.7 34.7 57.6 75.9 81.5: 24.1 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 22 24 8 19 18 45 46:
Old : 73: 22 24 8 19 18 45 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 45.6 41.2 58.9 24.9 43.9 40.9 55.4
Old : 24.9 45.6 41.2 58.9 24.9 43.9 40.9 55.4
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, July 7, 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 : 139,503: 48,281 37,933 10,245 29,837 55,591 88,363 103,769: 51,140 35,734
Old : 139,503: 48,281 37,933 10,245 29,837 55,591 88,363 103,769: 51,140 35,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 2,920: 1,316 8,462 -4,157 -1,757 -897 -4,597 3,408: 7,518 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 27.2 7.3 21.4 39.8 63.3 74.4: 36.7 25.6
Old : 100.0: 34.6 27.2 7.3 21.4 39.8 63.3 74.4: 36.7 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 40 40 28 23 29 77 83:
Old : 119: 40 40 28 23 29 77 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 25.0 24.6 38.9 15.7 23.4 23.0 35.9
Old : 16.0 25.0 24.6 38.9 15.7 23.4 23.0 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 21,694: 16,391 1,034 0 3,178 19,513 19,569 20,547: 2,125 1,147
Old : 21,694: 16,391 1,034 0 3,178 19,513 19,569 20,547: 2,125 1,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -2,048: -2,288 38 0 292 -2,006 -1,996 -1,968: -52 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 4.8 0.0 14.6 89.9 90.2 94.7: 9.8 5.3
Old : 100.0: 75.6 4.8 0.0 14.6 89.9 90.2 94.7: 9.8 5.3
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 : 30: 11 4 0 6 11 17 15:
Old : 30: 11 4 0 6 11 17 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 : 64.1 77.6 79.4 90.1 64.1 77.6 79.3 89.5
Old : 64.1 77.6 79.4 90.1 64.1 77.6 79.3 89.5
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, July 7, 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 :11,950,766: 832,562 268,063 4,097,019 5,988,448 6,603,023 10,918,029 10,968,105: 1,032,737 982,661
Old :11,950,766: 832,562 268,063 4,097,019 5,988,448 6,603,023 10,918,029 10,968,105: 1,032,737 982,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 531,019: 87,206 57,215 227,053 157,992 215,707 472,251 499,976: 58,769 31,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 2.2 34.3 50.1 55.3 91.4 91.8: 8.6 8.2
Old : 100.0: 7.0 2.2 34.3 50.1 55.3 91.4 91.8: 8.6 8.2
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 : 245: 74 34 98 126 125 237 226:
Old : 245: 74 34 98 126 125 237 226:
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 28.2 32.1 42.8 11.7 18.8 15.6 22.1
Old : 20.3 28.2 32.1 42.8 11.7 18.8 15.6 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 481,721: 37,607 40,955 37,334 301,382 344,959 376,323 423,247: 105,398 58,474
Old : 481,721: 37,607 40,955 37,334 301,382 344,959 376,323 423,247: 105,398 58,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 13,036: 1,668 3,177 8,878 9,926 2,096 20,472 14,150: -7,436 -1,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 8.5 7.8 62.6 71.6 78.1 87.9: 21.9 12.1
Old : 100.0: 7.8 8.5 7.8 62.6 71.6 78.1 87.9: 21.9 12.1
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 : 155: 30 24 38 80 72 129 116:
Old : 155: 30 24 38 80 72 129 116:
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 : 19.6 24.0 27.9 35.9 18.8 23.8 27.1 34.3
Old : 19.6 24.0 27.9 35.9 18.8 23.8 27.1 34.3
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, July 7, 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 : 2,547,518: 477,377 374,555 70,837 1,819,524 1,805,149 2,367,739 2,250,542: 179,779 296,976
Old : 2,547,518: 477,377 374,555 70,837 1,819,524 1,805,149 2,367,739 2,250,542: 179,779 296,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 101,824: 13,345 67,670 12,953 54,437 37,795 80,734 118,417: 21,090 -16,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 14.7 2.8 71.4 70.9 92.9 88.3: 7.1 11.7
Old : 100.0: 18.7 14.7 2.8 71.4 70.9 92.9 88.3: 7.1 11.7
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 : 433: 92 108 74 154 162 285 305:
Old : 433: 92 108 74 154 162 285 305:
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 17.6 31.1 26.0 17.2 13.6 28.9 21.5
Old : 17.5 17.6 31.1 26.0 17.2 13.6 28.9 21.5
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, July 7, 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 : 101,322: 11,771 9,469 980 79,165 86,588 91,916 97,037: 9,406 4,285
Old : 101,322: 11,771 9,469 980 79,165 86,588 91,916 97,037: 9,406 4,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -135: -2,153 -514 909 1,021 -340 -223 55: 89 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 9.3 1.0 78.1 85.5 90.7 95.8: 9.3 4.2
Old : 100.0: 11.6 9.3 1.0 78.1 85.5 90.7 95.8: 9.3 4.2
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 : 87: 9 9 1 51 29 61 38:
Old : 87: 9 9 1 51 29 61 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 56.1 48.7 70.4 29.1 56.1 45.6 70.4
Old : 31.9 56.1 48.7 70.4 29.1 56.1 45.6 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 15,136: 1,483 5,132 0 9,752 6,094 11,235 11,226: 3,901 3,910
Old : 15,136: 1,483 5,132 0 9,752 6,094 11,235 11,226: 3,901 3,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 546: -1,229 954 0 1,743 -297 514 657: 32 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 33.9 0.0 64.4 40.3 74.2 74.2: 25.8 25.8
Old : 100.0: 9.8 33.9 0.0 64.4 40.3 74.2 74.2: 25.8 25.8
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 : 30: 4 6 0 12 13 16 19:
Old : 30: 4 6 0 12 13 16 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 : 49.4 38.7 62.2 58.6 47.3 38.7 59.9 58.6
Old : 49.4 38.7 62.2 58.6 47.3 38.7 59.9 58.6
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, July 7, 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 : 254,726: 60,749 55,139 7,757 161,895 174,000 230,401 236,897: 24,325 17,829
Old : 254,726: 60,749 55,139 7,757 161,895 174,000 230,401 236,897: 24,325 17,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 5,755: -20,477 5,194 1,885 24,693 -1,556 6,102 5,523: -347 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 21.6 3.0 63.6 68.3 90.5 93.0: 9.5 7.0
Old : 100.0: 23.8 21.6 3.0 63.6 68.3 90.5 93.0: 9.5 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 : 206: 44 56 21 54 67 109 133:
Old : 206: 44 56 21 54 67 109 133:
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 : 32.3 27.0 45.4 37.4 31.0 19.2 42.0 28.7
Old : 32.3 27.0 45.4 37.4 31.0 19.2 42.0 28.7
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, July 7, 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 : 91,711: 44,709 11,961 2,911 21,616 66,084 69,235 80,956: 22,476 10,755
Old : 91,711: 44,709 11,961 2,911 21,616 66,084 69,235 80,956: 22,476 10,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -5,982: -1,800 1,649 -615 -2,852 -7,765 -5,267 -6,731: -715 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 13.0 3.2 23.6 72.1 75.5 88.3: 24.5 11.7
Old : 100.0: 48.7 13.0 3.2 23.6 72.1 75.5 88.3: 24.5 11.7
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 : 49: 22 10 8 10 13 36 27:
Old : 49: 22 10 8 10 13 36 27:
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 58.2 56.5 73.0 47.2 58.2 56.4 71.5
Old : 47.2 58.2 56.5 73.0 47.2 58.2 56.4 71.5
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, July 7, 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 : 26,251: 7,512 6,286 0 7,142 14,213 14,654 20,499: 11,597 5,752
Old : 26,251: 7,512 6,286 0 7,142 14,213 14,654 20,499: 11,597 5,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 1,410: -800 883 0 -4,608 -499 -5,408 384: 6,818 1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 23.9 0.0 27.2 54.1 55.8 78.1: 44.2 21.9
Old : 100.0: 28.6 23.9 0.0 27.2 54.1 55.8 78.1: 44.2 21.9
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 : 46: 9 10 0 10 19 19 29:
Old : 46: 9 10 0 10 19 19 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 : 21.7 23.8 36.5 41.1 21.4 23.7 36.1 41.0
Old : 21.7 23.8 36.5 41.1 21.4 23.7 36.1 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 34,618: 8,416 10,767 846 13,600 18,967 22,862 30,580: 11,756 4,038
Old : 34,618: 8,416 10,767 846 13,600 18,967 22,862 30,580: 11,756 4,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 2,641: -385 1,026 247 3,033 172 2,895 1,445: -254 1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 31.1 2.4 39.3 54.8 66.0 88.3: 34.0 11.7
Old : 100.0: 24.3 31.1 2.4 39.3 54.8 66.0 88.3: 34.0 11.7
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 : 60: 13 15 1 17 20 31 35:
Old : 60: 13 15 1 17 20 31 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 41.3 35.9 57.0 21.6 41.3 33.8 56.1
Old : 22.9 41.3 35.9 57.0 21.6 41.3 33.8 56.1
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, July 7, 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 : 25,947: 3,189 6,259 169 19,955 18,051 23,313 24,479: 2,634 1,468
Old : 25,947: 3,189 6,259 169 19,955 18,051 23,313 24,479: 2,634 1,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -52: -391 -418 32 457 180 98 -206: -150 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 24.1 0.7 76.9 69.6 89.8 94.3: 10.2 5.7
Old : 100.0: 12.3 24.1 0.7 76.9 69.6 89.8 94.3: 10.2 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 : 36: 8 5 3 13 13 23 19:
Old : 36: 8 5 3 13 13 23 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 : 58.7 66.5 71.5 83.5 54.3 66.5 67.2 81.1
Old : 58.7 66.5 71.5 83.5 54.3 66.5 67.2 81.1
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, July 7, 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 : 15,782: 4,012 114 0 10,437 15,129 14,449 15,243: 1,333 539
Old : 15,782: 4,012 114 0 10,437 15,129 14,449 15,243: 1,333 539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -97: -223 0 0 263 -416 40 -416: -137 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 0.7 0.0 66.1 95.9 91.6 96.6: 8.4 3.4
Old : 100.0: 25.4 0.7 0.0 66.1 95.9 91.6 96.6: 8.4 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 : 22: 11 1 0 8 4 19 5:
Old : 22: 11 1 0 8 4 19 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 : 59.4 95.9 73.1 96.6 58.5 95.7 72.2 95.7
Old : 59.4 95.9 73.1 96.6 58.5 95.7 72.2 95.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2009