BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 4,771: 0 0 0 4,310 4,131 4,310 4,131: 461 640
Old : 4,771: 0 0 0 4,310 4,131 4,310 4,131: 461 640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 31: 0 0 0 84 16 84 16: -53 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.3 86.6 90.3 86.6: 9.7 13.4
Old : 100.0: 0.0 0.0 0.0 90.3 86.6 90.3 86.6: 9.7 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 19 13 19 13:
Old : 23: 0 0 0 19 13 19 13:
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 : 61.3 71.1 75.9 82.8 59.2 70.9 72.5 80.1
Old : 61.3 71.1 75.9 82.8 59.2 70.9 72.5 80.1
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 28, 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 : 45,718: 1,508 7,220 10,332 27,706 20,950 39,546 38,501: 6,172 7,217
Old : 45,718: 1,508 7,220 10,332 27,706 20,950 39,546 38,501: 6,172 7,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 138: 532 185 -3 -22 206 507 388: -369 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 15.8 22.6 60.6 45.8 86.5 84.2: 13.5 15.8
Old : 100.0: 3.3 15.8 22.6 60.6 45.8 86.5 84.2: 13.5 15.8
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 : 78: 17 23 25 33 27 63 62:
Old : 78: 17 23 25 33 27 63 62:
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 : 36.4 25.8 50.1 39.2 32.9 23.5 43.6 33.8
Old : 36.4 25.8 50.1 39.2 32.9 23.5 43.6 33.8
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 28, 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 : 155,855: 26,855 38,620 38,068 67,142 47,926 132,064 124,614: 23,792 31,242
Old : 79,270: 17,405 28,427 12,453 38,346 19,629 68,203 60,509: 11,067 18,762
Other: 76,585: 17,377 18,121 17,688 28,796 28,296 63,860 64,105: 12,725 12,480
: : :
: : Changes in Commitments from: July 21, 2009 :
: -2,050: -1,389 1,886 -2,547 2,894 -1,226 -1,042 -1,886: -1,008 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 24.8 24.4 43.1 30.8 84.7 80.0: 15.3 20.0
Old : 100.0: 22.0 35.9 15.7 48.4 24.8 86.0 76.3: 14.0 23.7
Other: 100.0: 22.7 23.7 23.1 37.6 36.9 83.4 83.7: 16.6 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 70 61 68 45 40 152 145:
Old : 182: 53 76 41 33 35 109 129:
Other: 145: 68 25 43 35 34 114 91:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 16.0 32.4 25.4 19.5 14.5 31.4 22.1
Old : 31.1 15.6 42.1 23.2 31.1 15.6 42.1 22.6
Other: 23.0 25.3 33.4 37.4 22.9 24.3 30.7 32.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 285,947: 75,235 31,594 66,576 115,371 138,034 257,182 236,203: 28,766 49,744
Old : 285,947: 75,235 31,594 66,576 115,371 138,034 257,182 236,203: 28,766 49,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 2,457: 877 1,960 2,173 674 2,026 3,724 6,159: -1,266 -3,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 11.0 23.3 40.3 48.3 89.9 82.6: 10.1 17.4
Old : 100.0: 26.3 11.0 23.3 40.3 48.3 89.9 82.6: 10.1 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 : 354: 111 66 99 105 148 266 276:
Old : 354: 111 66 99 105 148 266 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 14.5 28.9 21.3 17.4 12.0 26.8 17.5
Old : 18.1 14.5 28.9 21.3 17.4 12.0 26.8 17.5
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 28, 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 : 8,994: 3,149 2,313 1,085 2,926 4,096 7,160 7,493: 1,834 1,501
Old : 8,994: 3,149 2,313 1,085 2,926 4,096 7,160 7,493: 1,834 1,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 840: -151 -158 556 296 445 700 843: 140 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 25.7 12.1 32.5 45.5 79.6 83.3: 20.4 16.7
Old : 100.0: 35.0 25.7 12.1 32.5 45.5 79.6 83.3: 20.4 16.7
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 : 77: 26 19 12 18 22 51 48:
Old : 77: 26 19 12 18 22 51 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 : 31.2 26.6 48.6 43.7 31.2 26.6 47.1 43.5
Old : 31.2 26.6 48.6 43.7 31.2 26.6 47.1 43.5
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 28, 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 : 30,669: 10,951 2,113 6,609 6,355 9,988 23,915 18,709: 6,754 11,960
Old : 30,669: 10,951 2,113 6,609 6,355 9,988 23,915 18,709: 6,754 11,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -110: -272 213 566 -764 -732 -470 47: 360 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 6.9 21.5 20.7 32.6 78.0 61.0: 22.0 39.0
Old : 100.0: 35.7 6.9 21.5 20.7 32.6 78.0 61.0: 22.0 39.0
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 : 133: 42 21 23 39 55 92 90:
Old : 133: 42 21 23 39 55 92 90:
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 : 17.0 17.5 26.6 24.4 11.2 10.0 20.0 15.6
Old : 17.0 17.5 26.6 24.4 11.2 10.0 20.0 15.6
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 28, 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 : 20,924: 5,597 171 0 15,108 20,358 20,705 20,529: 219 395
Old : 20,924: 5,597 171 0 15,108 20,358 20,705 20,529: 219 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 1,567: 1,942 -111 0 -132 1,572 1,810 1,461: -243 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 0.8 0.0 72.2 97.3 99.0 98.1: 1.0 1.9
Old : 100.0: 26.7 0.8 0.0 72.2 97.3 99.0 98.1: 1.0 1.9
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 : 21: 7 1 0 11 9 18 10:
Old : 21: 7 1 0 11 9 18 10:
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 85.3 83.1 96.7 52.0 73.4 70.8 76.6
Old : 63.6 85.3 83.1 96.7 52.0 73.4 70.8 76.6
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 28, 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 : 109,265: 46,584 18,512 10,365 16,355 60,737 73,304 89,614: 35,961 19,651
Old : 109,265: 46,584 18,512 10,365 16,355 60,737 73,304 89,614: 35,961 19,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 4,264: 5,995 -6,219 554 -412 8,539 6,138 2,874: -1,874 1,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 16.9 9.5 15.0 55.6 67.1 82.0: 32.9 18.0
Old : 100.0: 42.6 16.9 9.5 15.0 55.6 67.1 82.0: 32.9 18.0
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 : 65: 21 17 14 18 19 49 40:
Old : 65: 21 17 14 18 19 49 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 : 30.1 32.0 37.7 54.2 28.1 31.9 35.5 49.6
Old : 30.1 32.0 37.7 54.2 28.1 31.9 35.5 49.6
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 28, 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 : 40,894: 18,736 4,564 1,946 4,160 26,315 24,842 32,825: 16,052 8,069
Old : 40,894: 18,736 4,564 1,946 4,160 26,315 24,842 32,825: 16,052 8,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -2,293: -1,428 -2,272 -60 722 -302 -767 -2,634: -1,526 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 11.2 4.8 10.2 64.3 60.7 80.3: 39.3 19.7
Old : 100.0: 45.8 11.2 4.8 10.2 64.3 60.7 80.3: 39.3 19.7
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 : 34: 12 11 5 4 10 21 21:
Old : 34: 12 11 5 4 10 21 21:
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 : 26.4 54.6 41.7 66.9 26.4 53.6 41.7 63.9
Old : 26.4 54.6 41.7 66.9 26.4 53.6 41.7 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 56,665: 40,014 9,807 43 12,208 43,869 52,265 53,719: 4,400 2,946
Old : 56,665: 40,014 9,807 43 12,208 43,869 52,265 53,719: 4,400 2,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 13,579: 16,837 -2,155 32 -3,895 16,169 12,974 14,046: 605 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 17.3 0.1 21.5 77.4 92.2 94.8: 7.8 5.2
Old : 100.0: 70.6 17.3 0.1 21.5 77.4 92.2 94.8: 7.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 21 16 2 11 14 32 32:
Old : 59: 21 16 2 11 14 32 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 : 55.7 55.7 71.5 76.4 55.7 55.7 71.5 76.4
Old : 55.7 55.7 71.5 76.4 55.7 55.7 71.5 76.4
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 28, 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 : 100,582: 24,157 31,091 4,929 49,918 44,174 79,004 80,195: 21,578 20,387
Old : 100,582: 24,157 31,091 4,929 49,918 44,174 79,004 80,195: 21,578 20,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -1,678: -3,618 -1,572 363 2,754 -1,354 -501 -2,562: -1,177 884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 30.9 4.9 49.6 43.9 78.5 79.7: 21.5 20.3
Old : 100.0: 24.0 30.9 4.9 49.6 43.9 78.5 79.7: 21.5 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 : 66: 20 23 9 13 15 38 42:
Old : 66: 20 23 9 13 15 38 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 : 40.0 40.9 54.1 52.7 39.9 40.4 52.4 51.3
Old : 40.0 40.9 54.1 52.7 39.9 40.4 52.4 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 99,560: 37,208 13,346 4,678 30,405 64,218 72,291 82,242: 27,269 17,317
Old : 99,560: 37,208 13,346 4,678 30,405 64,218 72,291 82,242: 27,269 17,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -20,120: -15,496 -3,512 -293 -2,386 -16,989 -18,175 -20,794: -1,945 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 13.4 4.7 30.5 64.5 72.6 82.6: 27.4 17.4
Old : 100.0: 37.4 13.4 4.7 30.5 64.5 72.6 82.6: 27.4 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 : 77: 31 19 12 18 19 53 46:
Old : 77: 31 19 12 18 19 53 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 : 21.2 53.9 35.6 63.9 21.2 50.5 35.3 60.4
Old : 21.2 53.9 35.6 63.9 21.2 50.5 35.3 60.4
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 28, 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 : 156,301: 55,177 34,582 12,721 31,703 70,184 99,601 117,487: 56,700 38,814
Old : 156,301: 55,177 34,582 12,721 31,703 70,184 99,601 117,487: 56,700 38,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -7,394: -10,509 4,218 -644 1,696 -14,308 -9,456 -10,733: 2,063 3,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 22.1 8.1 20.3 44.9 63.7 75.2: 36.3 24.8
Old : 100.0: 35.3 22.1 8.1 20.3 44.9 63.7 75.2: 36.3 24.8
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 : 128: 42 42 32 27 31 85 89:
Old : 128: 42 42 32 27 31 85 89:
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 : 19.1 25.4 27.2 37.6 18.7 23.8 25.4 33.9
Old : 19.1 25.4 27.2 37.6 18.7 23.8 25.4 33.9
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 28, 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 : 22,692: 17,990 423 0 2,220 21,440 20,210 21,863: 2,482 829
Old : 22,692: 17,990 423 0 2,220 21,440 20,210 21,863: 2,482 829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 705: 1,031 -353 0 -371 1,343 660 990: 45 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 1.9 0.0 9.8 94.5 89.1 96.3: 10.9 3.7
Old : 100.0: 79.3 1.9 0.0 9.8 94.5 89.1 96.3: 10.9 3.7
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 : 31: 12 3 0 4 13 16 16:
Old : 31: 12 3 0 4 13 16 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 : 61.8 78.9 80.5 89.0 61.8 78.9 80.5 87.7
Old : 61.8 78.9 80.5 89.0 61.8 78.9 80.5 87.7
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 28, 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 :12,311,887: 929,817 262,540 4,231,110 6,081,859 6,773,157 11,242,786 11,266,806: 1,069,101 1,045,081
Old :12,311,887: 929,817 262,540 4,231,110 6,081,859 6,773,157 11,242,786 11,266,806: 1,069,101 1,045,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 148,682: -14,139 39,333 67,806 99,560 20,250 153,227 127,389: -4,545 21,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 2.1 34.4 49.4 55.0 91.3 91.5: 8.7 8.5
Old : 100.0: 7.6 2.1 34.4 49.4 55.0 91.3 91.5: 8.7 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 67 49 99 117 120 231 226:
Old : 244: 67 49 99 117 120 231 226:
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 : 20.5 27.9 32.4 41.9 13.2 19.1 16.6 22.2
Old : 20.5 27.9 32.4 41.9 13.2 19.1 16.6 22.2
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 28, 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 : 490,905: 26,626 40,588 43,419 318,674 348,710 388,720 432,717: 102,185 58,188
Old : 490,905: 26,626 40,588 43,419 318,674 348,710 388,720 432,717: 102,185 58,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 11,659: 1,129 -2,981 6,889 8,270 9,192 16,288 13,101: -4,630 -1,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 8.3 8.8 64.9 71.0 79.2 88.1: 20.8 11.9
Old : 100.0: 5.4 8.3 8.8 64.9 71.0 79.2 88.1: 20.8 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 : 156: 20 32 36 83 72 132 112:
Old : 156: 20 32 36 83 72 132 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 24.7 26.2 36.5 17.6 24.7 25.2 34.6
Old : 18.4 24.7 26.2 36.5 17.6 24.7 25.2 34.6
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 28, 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 : 2,654,635: 481,391 369,202 99,609 1,886,657 1,923,001 2,467,657 2,391,813: 186,978 262,822
Old : 2,654,635: 481,391 369,202 99,609 1,886,657 1,923,001 2,467,657 2,391,813: 186,978 262,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 114,386: 14,682 -17,845 23,319 65,116 148,343 103,117 153,817: 11,269 -39,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 13.9 3.8 71.1 72.4 93.0 90.1: 7.0 9.9
Old : 100.0: 18.1 13.9 3.8 71.1 72.4 93.0 90.1: 7.0 9.9
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 : 428: 96 100 69 153 159 285 292:
Old : 428: 96 100 69 153 159 285 292:
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 : 18.0 21.3 31.0 29.7 16.7 16.5 27.6 24.1
Old : 18.0 21.3 31.0 29.7 16.7 16.5 27.6 24.1
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 28, 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 : 103,990: 17,275 9,395 0 77,180 91,113 94,455 100,508: 9,535 3,482
Old : 103,990: 17,275 9,395 0 77,180 91,113 94,455 100,508: 9,535 3,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 3,712: 3,643 -721 -902 445 5,756 3,186 4,133: 526 -421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 9.0 0.0 74.2 87.6 90.8 96.7: 9.2 3.3
Old : 100.0: 16.6 9.0 0.0 74.2 87.6 90.8 96.7: 9.2 3.3
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 : 81: 10 6 0 47 30 57 36:
Old : 81: 10 6 0 47 30 57 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 51.8 48.8 71.8 27.0 51.8 43.2 69.8
Old : 32.2 51.8 48.8 71.8 27.0 51.8 43.2 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 17,247: 3,817 3,937 0 9,317 8,330 13,134 12,267: 4,113 4,980
Old : 17,247: 3,817 3,937 0 9,317 8,330 13,134 12,267: 4,113 4,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -2,570: 681 -784 0 -3,187 -325 -2,506 -1,109: -64 -1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 22.8 0.0 54.0 48.3 76.2 71.1: 23.8 28.9
Old : 100.0: 22.1 22.8 0.0 54.0 48.3 76.2 71.1: 23.8 28.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 6 0 13 15 17 21:
Old : 34: 4 6 0 13 15 17 21:
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 : 48.8 34.3 64.9 50.6 48.8 34.3 64.8 50.6
Old : 48.8 34.3 64.9 50.6 48.8 34.3 64.8 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 28, 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 : 315,753: 109,998 76,198 8,714 163,566 212,302 282,279 297,214: 33,474 18,539
Old : 315,753: 109,998 76,198 8,714 163,566 212,302 282,279 297,214: 33,474 18,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 28,519: 35,225 10,214 1,551 -8,592 18,622 28,185 30,388: 335 -1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 24.1 2.8 51.8 67.2 89.4 94.1: 10.6 5.9
Old : 100.0: 34.8 24.1 2.8 51.8 67.2 89.4 94.1: 10.6 5.9
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 : 231: 63 61 23 51 72 126 144:
Old : 231: 63 61 23 51 72 126 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 24.3 44.5 36.5 28.4 17.2 39.2 27.9
Old : 32.2 24.3 44.5 36.5 28.4 17.2 39.2 27.9
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 28, 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 : 109,744: 54,100 9,476 3,514 24,938 85,796 82,552 98,787: 27,192 10,957
Old : 109,744: 54,100 9,476 3,514 24,938 85,796 82,552 98,787: 27,192 10,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 5,718: 2,850 -1,979 321 218 5,974 3,390 4,317: 2,328 1,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 8.6 3.2 22.7 78.2 75.2 90.0: 24.8 10.0
Old : 100.0: 49.3 8.6 3.2 22.7 78.2 75.2 90.0: 24.8 10.0
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 : 54: 26 8 6 13 14 42 25:
Old : 54: 26 8 6 13 14 42 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 65.8 51.3 79.3 41.6 65.8 51.2 77.9
Old : 41.6 65.8 51.3 79.3 41.6 65.8 51.2 77.9
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 28, 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 : 32,771: 9,709 10,529 0 10,078 16,973 19,787 27,502: 12,984 5,270
Old : 32,771: 9,709 10,529 0 10,078 16,973 19,787 27,502: 12,984 5,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 3,346: 772 2,758 0 1,729 1,093 2,501 3,851: 845 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 32.1 0.0 30.8 51.8 60.4 83.9: 39.6 16.1
Old : 100.0: 29.6 32.1 0.0 30.8 51.8 60.4 83.9: 39.6 16.1
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 : 55: 11 13 0 16 19 27 32:
Old : 55: 11 13 0 16 19 27 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 : 19.7 37.1 33.6 51.9 19.7 36.3 33.3 51.0
Old : 19.7 37.1 33.6 51.9 19.7 36.3 33.3 51.0
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 28, 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 : 42,757: 12,858 10,692 463 23,283 18,733 36,604 29,888: 6,153 12,869
Old : 42,757: 12,858 10,692 463 23,283 18,733 36,604 29,888: 6,153 12,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 2,953: 2,488 -774 -868 2,882 1,631 4,502 -11: -1,549 2,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 25.0 1.1 54.5 43.8 85.6 69.9: 14.4 30.1
Old : 100.0: 30.1 25.0 1.1 54.5 43.8 85.6 69.9: 14.4 30.1
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 : 67: 16 10 2 27 21 43 33:
Old : 67: 16 10 2 27 21 43 33:
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 : 32.6 25.9 45.1 40.2 29.8 25.9 42.2 40.2
Old : 32.6 25.9 45.1 40.2 29.8 25.9 42.2 40.2
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 28, 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 : 24,666: 3,609 6,981 154 18,097 15,451 21,860 22,586: 2,806 2,080
Old : 24,666: 3,609 6,981 154 18,097 15,451 21,860 22,586: 2,806 2,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -310: 21 215 0 -655 -526 -634 -311: 324 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 28.3 0.6 73.4 62.6 88.6 91.6: 11.4 8.4
Old : 100.0: 14.6 28.3 0.6 73.4 62.6 88.6 91.6: 11.4 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 : 33: 8 4 2 11 13 20 18:
Old : 33: 8 4 2 11 13 20 18:
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 : 60.2 65.0 73.1 81.9 55.3 65.0 68.1 78.9
Old : 60.2 65.0 73.1 81.9 55.3 65.0 68.1 78.9
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 28, 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 : 15,422: 3,433 701 0 10,830 14,219 14,263 14,920: 1,159 502
Old : 15,422: 3,433 701 0 10,830 14,219 14,263 14,920: 1,159 502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 344: 135 158 0 103 386 238 544: 106 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 4.5 0.0 70.2 92.2 92.5 96.7: 7.5 3.3
Old : 100.0: 22.3 4.5 0.0 70.2 92.2 92.5 96.7: 7.5 3.3
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 : 22: 9 3 0 8 4 17 7:
Old : 22: 9 3 0 8 4 17 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 : 62.5 94.4 77.8 96.7 61.6 94.4 76.9 95.8
Old : 62.5 94.4 77.8 96.7 61.6 94.4 76.9 95.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2009