BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 4,740: 0 0 0 4,226 4,115 4,226 4,115: 514 625
Old : 4,740: 0 0 0 4,226 4,115 4,226 4,115: 514 625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 95: 0 0 0 32 -4 32 -4: 63 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.2 86.8 89.2 86.8: 10.8 13.2
Old : 100.0: 0.0 0.0 0.0 89.2 86.8 89.2 86.8: 10.8 13.2
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 : 21: 0 0 0 17 11 17 11:
Old : 21: 0 0 0 17 11 17 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 : 60.7 74.0 75.4 85.0 59.4 73.9 72.0 81.5
Old : 60.7 74.0 75.4 85.0 59.4 73.9 72.0 81.5
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, July 21, 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 : 45,580: 976 7,035 10,335 27,728 20,744 39,039 38,113: 6,541 7,467
Old : 45,580: 976 7,035 10,335 27,728 20,744 39,039 38,113: 6,541 7,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 1,426: -956 1,515 407 949 -441 401 1,481: 1,026 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 15.4 22.7 60.8 45.5 85.6 83.6: 14.4 16.4
Old : 100.0: 2.1 15.4 22.7 60.8 45.5 85.6 83.6: 14.4 16.4
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 : 74: 12 26 21 32 26 59 58:
Old : 74: 12 26 21 32 26 59 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 : 36.7 25.8 50.2 39.1 33.2 23.7 43.9 34.2
Old : 36.7 25.8 50.2 39.1 33.2 23.7 43.9 34.2
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 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 157,906: 28,244 36,734 40,614 64,248 49,151 133,106 126,500: 24,800 31,406
Old : 88,817: 22,591 30,567 14,624 38,113 23,314 75,328 68,504: 13,489 20,313
Other: 69,089: 16,457 16,972 15,186 26,135 25,838 57,778 57,995: 11,311 11,093
: : :
: : Changes in Commitments from: July 14, 2009 :
: -8,654: 1,418 -2,624 -11,414 -547 3,001 -10,543 -11,036: 1,889 2,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 23.3 25.7 40.7 31.1 84.3 80.1: 15.7 19.9
Old : 100.0: 25.4 34.4 16.5 42.9 26.2 84.8 77.1: 15.2 22.9
Other: 100.0: 23.8 24.6 22.0 37.8 37.4 83.6 83.9: 16.4 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 60 64 66 43 39 148 138:
Old : 179: 47 78 41 32 36 109 127:
Other: 131: 57 23 40 35 31 105 82:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 17.0 32.0 25.9 19.1 15.9 30.8 23.5
Old : 27.7 17.2 40.9 25.9 27.7 16.2 40.8 23.5
Other: 25.4 26.6 36.9 39.2 25.2 25.7 34.6 35.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 283,490: 74,358 29,634 64,403 114,697 136,007 253,458 230,044: 30,032 53,446
Old : 283,490: 74,358 29,634 64,403 114,697 136,007 253,458 230,044: 30,032 53,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 12,527: 2,034 -2,963 3,182 3,512 7,905 8,728 8,124: 3,799 4,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 10.5 22.7 40.5 48.0 89.4 81.1: 10.6 18.9
Old : 100.0: 26.2 10.5 22.7 40.5 48.0 89.4 81.1: 10.6 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 109 60 89 102 144 254 263:
Old : 340: 109 60 89 102 144 254 263:
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 : 17.4 13.6 27.2 20.1 17.1 11.5 25.6 17.2
Old : 17.4 13.6 27.2 20.1 17.1 11.5 25.6 17.2
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 21, 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 : 8,154: 3,300 2,471 530 2,630 3,650 6,460 6,651: 1,694 1,503
Old : 8,154: 3,300 2,471 530 2,630 3,650 6,460 6,651: 1,694 1,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 283: 218 764 -14 51 -346 256 403: 28 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 30.3 6.5 32.3 44.8 79.2 81.6: 20.8 18.4
Old : 100.0: 40.5 30.3 6.5 32.3 44.8 79.2 81.6: 20.8 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 : 75: 27 20 10 17 22 48 48:
Old : 75: 27 20 10 17 22 48 48:
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 : 34.1 26.3 50.7 42.5 34.1 26.3 50.7 42.2
Old : 34.1 26.3 50.7 42.5 34.1 26.3 50.7 42.2
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 21, 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 : 30,779: 11,224 1,900 6,043 7,119 10,720 24,385 18,663: 6,394 12,116
Old : 30,779: 11,224 1,900 6,043 7,119 10,720 24,385 18,663: 6,394 12,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 1,615: 377 -67 767 299 944 1,443 1,644: 172 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 6.2 19.6 23.1 34.8 79.2 60.6: 20.8 39.4
Old : 100.0: 36.5 6.2 19.6 23.1 34.8 79.2 60.6: 20.8 39.4
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 : 138: 45 20 24 37 59 93 94:
Old : 138: 45 20 24 37 59 93 94:
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 : 19.3 16.8 29.6 24.3 14.1 9.9 23.3 15.7
Old : 19.3 16.8 29.6 24.3 14.1 9.9 23.3 15.7
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 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 19,357: 3,655 282 0 15,240 18,786 18,895 19,068: 462 289
Old : 19,357: 3,655 282 0 15,240 18,786 18,895 19,068: 462 289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 837: -161 -1,550 0 1,022 2,628 861 1,078: -24 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 1.5 0.0 78.7 97.1 97.6 98.5: 2.4 1.5
Old : 100.0: 18.9 1.5 0.0 78.7 97.1 97.6 98.5: 2.4 1.5
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 : 21: 6 2 0 11 9 17 11:
Old : 21: 6 2 0 11 9 17 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 : 62.0 84.4 81.2 96.4 48.9 70.5 67.1 74.1
Old : 62.0 84.4 81.2 96.4 48.9 70.5 67.1 74.1
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 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 105,001: 40,588 24,731 9,811 16,766 52,198 67,166 86,740: 37,835 18,260
Old : 105,001: 40,588 24,731 9,811 16,766 52,198 67,166 86,740: 37,835 18,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 6,587: 8,600 -1,530 2,802 -6,193 4,343 5,209 5,615: 1,378 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 23.6 9.3 16.0 49.7 64.0 82.6: 36.0 17.4
Old : 100.0: 38.7 23.6 9.3 16.0 49.7 64.0 82.6: 36.0 17.4
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 : 68: 18 21 12 20 17 48 40:
Old : 68: 18 21 12 20 17 48 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 : 27.4 33.0 35.5 53.6 26.7 32.3 33.9 49.0
Old : 27.4 33.0 35.5 53.6 26.7 32.3 33.9 49.0
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 21, 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 : 43,187: 20,164 6,836 2,007 3,438 26,617 25,609 35,459: 17,578 7,728
Old : 43,187: 20,164 6,836 2,007 3,438 26,617 25,609 35,459: 17,578 7,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 5,509: 3,326 942 -154 -744 6,659 2,428 7,446: 3,081 -1,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 15.8 4.6 8.0 61.6 59.3 82.1: 40.7 17.9
Old : 100.0: 46.7 15.8 4.6 8.0 61.6 59.3 82.1: 40.7 17.9
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 : 31: 12 10 5 4 8 20 19:
Old : 31: 12 10 5 4 8 20 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 : 31.6 57.2 45.7 71.1 31.6 56.0 43.4 69.6
Old : 31.6 57.2 45.7 71.1 31.6 56.0 43.4 69.6
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 21, 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 : 43,086: 23,177 11,962 11 16,103 27,700 39,291 39,673: 3,795 3,413
Old : 43,086: 23,177 11,962 11 16,103 27,700 39,291 39,673: 3,795 3,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -2,815: -4,443 -2,044 -293 1,751 217 -2,985 -2,120: 170 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 27.8 0.0 37.4 64.3 91.2 92.1: 8.8 7.9
Old : 100.0: 53.8 27.8 0.0 37.4 64.3 91.2 92.1: 8.8 7.9
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 : 54: 14 18 1 11 15 25 34:
Old : 54: 14 18 1 11 15 25 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 : 56.6 48.0 71.0 67.5 56.6 48.0 70.6 67.5
Old : 56.6 48.0 71.0 67.5 56.6 48.0 70.6 67.5
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 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 102,260: 27,775 32,663 4,566 47,165 45,528 79,505 82,757: 22,754 19,503
Old : 102,260: 27,775 32,663 4,566 47,165 45,528 79,505 82,757: 22,754 19,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 4,219: 4,115 -2,978 225 -2,360 6,998 1,981 4,245: 2,238 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 31.9 4.5 46.1 44.5 77.7 80.9: 22.3 19.1
Old : 100.0: 27.2 31.9 4.5 46.1 44.5 77.7 80.9: 22.3 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 25 23 8 11 16 40 43:
Old : 70: 25 23 8 11 16 40 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 : 38.1 40.9 51.8 53.0 38.0 40.6 51.5 51.2
Old : 38.1 40.9 51.8 53.0 38.0 40.6 51.5 51.2
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 21, 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 : 119,679: 52,704 16,858 4,970 32,791 81,208 90,466 103,037: 29,214 16,643
Old : 119,679: 52,704 16,858 4,970 32,791 81,208 90,466 103,037: 29,214 16,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 133: 443 -2,201 -404 -317 4,373 -278 1,768: 411 -1,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 14.1 4.2 27.4 67.9 75.6 86.1: 24.4 13.9
Old : 100.0: 44.0 14.1 4.2 27.4 67.9 75.6 86.1: 24.4 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 29 21 11 20 20 53 48:
Old : 80: 29 21 11 20 20 53 48:
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 : 22.8 57.3 36.5 67.8 22.8 55.7 36.2 64.8
Old : 22.8 57.3 36.5 67.8 22.8 55.7 36.2 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 163,695: 65,686 30,364 13,365 30,007 84,492 109,058 128,220: 54,637 35,475
Old : 163,695: 65,686 30,364 13,365 30,007 84,492 109,058 128,220: 54,637 35,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 30,721: 21,918 829 2,255 1,367 26,184 25,540 29,268: 5,181 1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 18.5 8.2 18.3 51.6 66.6 78.3: 33.4 21.7
Old : 100.0: 40.1 18.5 8.2 18.3 51.6 66.6 78.3: 33.4 21.7
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 : 133: 44 44 33 26 34 90 91:
Old : 133: 44 44 33 26 34 90 91:
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 : 17.9 31.5 26.6 43.5 17.9 30.4 25.0 40.3
Old : 17.9 31.5 26.6 43.5 17.9 30.4 25.0 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 21,987: 16,959 776 0 2,591 20,097 19,550 20,873: 2,437 1,114
Old : 21,987: 16,959 776 0 2,591 20,097 19,550 20,873: 2,437 1,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -102: 969 -245 0 -1,451 152 -482 -93: 380 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 3.5 0.0 11.8 91.4 88.9 94.9: 11.1 5.1
Old : 100.0: 77.1 3.5 0.0 11.8 91.4 88.9 94.9: 11.1 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 : 29: 9 6 0 5 10 14 16:
Old : 29: 9 6 0 5 10 14 16:
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 : 62.0 80.3 80.8 90.3 62.0 80.3 80.8 88.7
Old : 62.0 80.3 80.8 90.3 62.0 80.3 80.8 88.7
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 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,163,205: 943,956 223,207 4,163,303 5,982,299 6,752,906 11,089,558 11,139,417: 1,073,646 1,023,788
Old :12,163,205: 943,956 223,207 4,163,303 5,982,299 6,752,906 11,089,558 11,139,417: 1,073,646 1,023,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 301,326: -188 3,256 183,838 122,841 111,778 306,491 298,873: -5,165 2,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 1.8 34.2 49.2 55.5 91.2 91.6: 8.8 8.4
Old : 100.0: 7.8 1.8 34.2 49.2 55.5 91.2 91.6: 8.8 8.4
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 : 241: 75 38 99 116 116 231 220:
Old : 241: 75 38 99 116 116 231 220:
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 : 20.7 28.7 32.5 43.1 13.0 19.8 16.8 23.1
Old : 20.7 28.7 32.5 43.1 13.0 19.8 16.8 23.1
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 21, 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 : 479,246: 25,497 43,568 36,530 310,404 339,518 372,431 419,616: 106,815 59,630
Old : 479,246: 25,497 43,568 36,530 310,404 339,518 372,431 419,616: 106,815 59,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -5,703: -9,073 797 -178 6,487 -8,729 -2,764 -8,109: -2,939 2,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 9.1 7.6 64.8 70.8 77.7 87.6: 22.3 12.4
Old : 100.0: 5.3 9.1 7.6 64.8 70.8 77.7 87.6: 22.3 12.4
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 : 150: 22 27 31 81 68 125 105:
Old : 150: 22 27 31 81 68 125 105:
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 : 19.0 24.9 26.9 36.2 18.2 24.9 26.0 34.7
Old : 19.0 24.9 26.9 36.2 18.2 24.9 26.0 34.7
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 21, 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 : 2,540,249: 466,709 387,047 76,290 1,821,541 1,774,658 2,364,540 2,237,996: 175,709 302,253
Old : 2,540,249: 466,709 387,047 76,290 1,821,541 1,774,658 2,364,540 2,237,996: 175,709 302,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -8,137: -6,904 23,498 -481 -8,861 -14,686 -16,246 8,331: 8,109 -16,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 15.2 3.0 71.7 69.9 93.1 88.1: 6.9 11.9
Old : 100.0: 18.4 15.2 3.0 71.7 69.9 93.1 88.1: 6.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 85 105 66 154 162 277 295:
Old : 425: 85 105 66 154 162 277 295:
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 18.8 32.4 26.7 17.4 13.3 29.0 21.1
Old : 18.6 18.8 32.4 26.7 17.4 13.3 29.0 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 100,278: 13,632 10,116 902 76,735 85,357 91,269 96,375: 9,009 3,903
Old : 100,278: 13,632 10,116 902 76,735 85,357 91,269 96,375: 9,009 3,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -139: 1,457 -877 644 -1,870 -230 231 -463: -370 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 10.1 0.9 76.5 85.1 91.0 96.1: 9.0 3.9
Old : 100.0: 13.6 10.1 0.9 76.5 85.1 91.0 96.1: 9.0 3.9
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 : 87: 11 9 1 47 30 59 39:
Old : 87: 11 9 1 47 30 59 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 50.6 49.2 68.2 29.0 50.6 45.8 68.2
Old : 32.0 50.6 49.2 68.2 29.0 50.6 45.8 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 19,818: 3,136 4,721 0 12,504 8,655 15,640 13,376: 4,178 6,442
Old : 19,818: 3,136 4,721 0 12,504 8,655 15,640 13,376: 4,178 6,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 1,975: 633 -166 0 1,253 169 1,886 3: 89 1,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 23.8 0.0 63.1 43.7 78.9 67.5: 21.1 32.5
Old : 100.0: 15.8 23.8 0.0 63.1 43.7 78.9 67.5: 21.1 32.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 5 0 13 15 15 20:
Old : 32: 2 5 0 13 15 15 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 34.7 71.4 50.6 55.4 34.7 71.3 50.6
Old : 55.4 34.7 71.4 50.6 55.4 34.7 71.3 50.6
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 21, 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 : 287,233: 74,774 65,984 7,163 172,158 193,679 254,095 266,826: 33,139 20,407
Old : 287,233: 74,774 65,984 7,163 172,158 193,679 254,095 266,826: 33,139 20,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 25,994: 11,412 7,918 -569 5,305 18,103 16,148 25,452: 9,846 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 23.0 2.5 59.9 67.4 88.5 92.9: 11.5 7.1
Old : 100.0: 26.0 23.0 2.5 59.9 67.4 88.5 92.9: 11.5 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 : 218: 56 55 18 50 72 116 135:
Old : 218: 56 55 18 50 72 116 135:
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 : 31.4 22.9 43.9 34.4 27.0 14.5 37.3 25.4
Old : 31.4 22.9 43.9 34.4 27.0 14.5 37.3 25.4
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 21, 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 : 104,026: 51,250 11,455 3,193 24,720 79,822 79,163 94,470: 24,864 9,556
Old : 104,026: 51,250 11,455 3,193 24,720 79,822 79,163 94,470: 24,864 9,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 10,942: 8,720 -4,453 88 -1,474 17,449 7,334 13,084: 3,608 -2,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 11.0 3.1 23.8 76.7 76.1 90.8: 23.9 9.2
Old : 100.0: 49.3 11.0 3.1 23.8 76.7 76.1 90.8: 23.9 9.2
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 : 56: 26 9 7 13 14 42 27:
Old : 56: 26 9 7 13 14 42 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 : 43.6 63.1 53.5 77.8 43.6 63.1 53.4 76.4
Old : 43.6 63.1 53.5 77.8 43.6 63.1 53.4 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 29,425: 8,937 7,771 0 8,349 15,880 17,286 23,651: 12,139 5,774
Old : 29,425: 8,937 7,771 0 8,349 15,880 17,286 23,651: 12,139 5,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 2,630: 520 2,368 0 1,428 66 1,948 2,434: 682 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 26.4 0.0 28.4 54.0 58.7 80.4: 41.3 19.6
Old : 100.0: 30.4 26.4 0.0 28.4 54.0 58.7 80.4: 41.3 19.6
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 : 50: 12 11 0 13 18 25 29:
Old : 50: 12 11 0 13 18 25 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 : 21.9 31.2 36.6 47.8 21.9 30.7 36.2 47.3
Old : 21.9 31.2 36.6 47.8 21.9 30.7 36.2 47.3
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 21, 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 : 39,804: 10,370 11,466 1,331 20,401 17,102 32,102 29,899: 7,702 9,905
Old : 39,804: 10,370 11,466 1,331 20,401 17,102 32,102 29,899: 7,702 9,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 6,046: 950 1,200 921 5,118 -1,434 6,989 687: -943 5,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 28.8 3.3 51.3 43.0 80.7 75.1: 19.3 24.9
Old : 100.0: 26.1 28.8 3.3 51.3 43.0 80.7 75.1: 19.3 24.9
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 : 65: 17 11 1 24 20 41 32:
Old : 65: 17 11 1 24 20 41 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 : 26.3 28.7 39.8 44.7 21.4 28.7 34.3 44.6
Old : 26.3 28.7 39.8 44.7 21.4 28.7 34.3 44.6
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 21, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 24,976: 3,588 6,766 154 18,752 15,977 22,494 22,897: 2,482 2,079
Old : 24,976: 3,588 6,766 154 18,752 15,977 22,494 22,897: 2,482 2,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -392: 1,013 410 -30 -880 -1,359 103 -979: -495 587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 27.1 0.6 75.1 64.0 90.1 91.7: 9.9 8.3
Old : 100.0: 14.4 27.1 0.6 75.1 64.0 90.1 91.7: 9.9 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 : 35: 8 4 2 12 14 21 19:
Old : 35: 8 4 2 12 14 21 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 : 60.4 65.2 75.0 81.3 55.7 65.2 70.3 78.6
Old : 60.4 65.2 75.0 81.3 55.7 65.2 70.3 78.6
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 21, 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 : 15,078: 3,298 543 0 10,727 13,833 14,025 14,376: 1,053 702
Old : 15,078: 3,298 543 0 10,727 13,833 14,025 14,376: 1,053 702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: -2,680: -642 -183 -27 -1,377 -2,125 -2,046 -2,335: -634 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 3.6 0.0 71.1 91.7 93.0 95.3: 7.0 4.7
Old : 100.0: 21.9 3.6 0.0 71.1 91.7 93.0 95.3: 7.0 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 3 0 8 4 16 7:
Old : 21: 8 3 0 8 4 16 7:
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 : 63.6 93.0 78.8 95.3 62.7 93.0 77.9 94.4
Old : 63.6 93.0 78.8 95.3 62.7 93.0 77.9 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2009