BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 4,431: 0 0 0 3,946 3,954 3,946 3,954: 485 477
Old : 4,431: 0 0 0 3,946 3,954 3,946 3,954: 485 477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 48: 0 0 0 52 3 52 3: -4 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.1 89.2 89.1 89.2: 10.9 10.8
Old : 100.0: 0.0 0.0 0.0 89.1 89.2 89.1 89.2: 10.9 10.8
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 : 21: 0 0 0 16 12 16 12:
Old : 21: 0 0 0 16 12 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 72.5 79.0 86.4 62.9 72.1 77.1 83.8
Old : 64.7 72.5 79.0 86.4 62.9 72.1 77.1 83.8
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, August 18, 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 : 40,740: 896 5,406 8,430 24,967 19,593 34,293 33,429: 6,447 7,311
Old : 40,740: 896 5,406 8,430 24,967 19,593 34,293 33,429: 6,447 7,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 837: 70 175 43 543 263 656 481: 181 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 13.3 20.7 61.3 48.1 84.2 82.1: 15.8 17.9
Old : 100.0: 2.2 13.3 20.7 61.3 48.1 84.2 82.1: 15.8 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 : 67: 11 17 19 33 25 56 50:
Old : 67: 11 17 19 33 25 56 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 26.4 50.1 39.8 32.6 25.6 43.2 36.8
Old : 35.8 26.4 50.1 39.8 32.6 25.6 43.2 36.8
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, August 18, 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 : 161,839: 31,283 41,405 40,124 67,929 50,946 139,335 132,474: 22,503 29,364
Old : 63,506: 16,947 30,711 5,962 34,186 12,999 57,095 49,672: 6,411 13,834
Other: 98,332: 23,223 19,582 25,274 33,743 37,946 82,240 82,802: 16,092 15,530
: : :
: : Changes in Commitments from: August 11, 2009 :
: -2,507: 2,955 3,875 -2,848 -1,386 -2,073 -1,279 -1,046: -1,228 -1,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 25.6 24.8 42.0 31.5 86.1 81.9: 13.9 18.1
Old : 100.0: 26.7 48.4 9.4 53.8 20.5 89.9 78.2: 10.1 21.8
Other: 100.0: 23.6 19.9 25.7 34.3 38.6 83.6 84.2: 16.4 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 82 64 76 47 44 170 154:
Old : 184: 47 83 25 31 36 95 127:
Other: 166: 83 29 51 37 41 136 105:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 17.0 32.8 26.6 20.0 15.0 31.9 23.3
Old : 38.4 15.6 50.9 23.9 38.4 15.2 50.9 22.3
Other: 22.5 23.8 32.7 36.4 21.3 22.7 27.3 32.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 277,194: 81,210 48,849 57,698 115,293 119,915 254,202 226,462: 22,992 50,733
Old : 277,194: 81,210 48,849 57,698 115,293 119,915 254,202 226,462: 22,992 50,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 6,634: 4,369 5,497 923 580 -414 5,872 6,006: 762 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 17.6 20.8 41.6 43.3 91.7 81.7: 8.3 18.3
Old : 100.0: 29.3 17.6 20.8 41.6 43.3 91.7 81.7: 8.3 18.3
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 : 341: 95 75 89 101 143 240 273:
Old : 341: 95 75 89 101 143 240 273:
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 : 22.1 14.4 33.6 21.3 21.7 11.7 31.9 17.7
Old : 22.1 14.4 33.6 21.3 21.7 11.7 31.9 17.7
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, August 18, 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 : 9,392: 3,464 2,415 1,014 2,948 4,242 7,426 7,671: 1,966 1,721
Old : 9,392: 3,464 2,415 1,014 2,948 4,242 7,426 7,671: 1,966 1,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 76: 251 -12 -32 -220 -145 -1 -190: 77 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 25.7 10.8 31.4 45.2 79.1 81.7: 20.9 18.3
Old : 100.0: 36.9 25.7 10.8 31.4 45.2 79.1 81.7: 20.9 18.3
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 : 74: 26 18 12 15 22 48 49:
Old : 74: 26 18 12 15 22 48 49:
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 : 31.1 28.0 47.1 42.4 31.1 28.0 45.9 42.1
Old : 31.1 28.0 47.1 42.4 31.1 28.0 45.9 42.1
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, August 18, 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 : 26,504: 7,917 3,534 5,184 7,047 6,686 20,147 15,404: 6,357 11,100
Old : 26,504: 7,917 3,534 5,184 7,047 6,686 20,147 15,404: 6,357 11,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 615: -928 1,241 205 813 -751 90 695: 524 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 13.3 19.6 26.6 25.2 76.0 58.1: 24.0 41.9
Old : 100.0: 29.9 13.3 19.6 26.6 25.2 76.0 58.1: 24.0 41.9
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 : 116: 31 24 27 37 48 81 89:
Old : 116: 31 24 27 37 48 81 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 : 20.2 17.4 29.8 24.1 15.9 12.6 24.4 17.8
Old : 20.2 17.4 29.8 24.1 15.9 12.6 24.4 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 108,888: 48,101 9,843 8,824 14,467 71,937 71,392 90,605: 37,496 18,284
Old : 108,888: 48,101 9,843 8,824 14,467 71,937 71,392 90,605: 37,496 18,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 544: 991 -3,140 1,618 -1,031 3,330 1,578 1,808: -1,034 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 9.0 8.1 13.3 66.1 65.6 83.2: 34.4 16.8
Old : 100.0: 44.2 9.0 8.1 13.3 66.1 65.6 83.2: 34.4 16.8
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 : 62: 24 12 12 17 18 48 35:
Old : 62: 24 12 12 17 18 48 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 42.4 38.4 63.3 28.8 42.3 36.4 59.4
Old : 28.8 42.4 38.4 63.3 28.8 42.3 36.4 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 33,396: 12,121 5,182 1,568 5,838 18,596 19,527 25,346: 13,869 8,050
Old : 33,396: 12,121 5,182 1,568 5,838 18,596 19,527 25,346: 13,869 8,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -2,560: 1,159 -5,721 -42 -3,405 2,588 -2,288 -3,174: -272 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 15.5 4.7 17.5 55.7 58.5 75.9: 41.5 24.1
Old : 100.0: 36.3 15.5 4.7 17.5 55.7 58.5 75.9: 41.5 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 10 4 6 12 20 22:
Old : 33: 10 10 4 6 12 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 44.8 39.7 59.3 24.2 43.2 36.7 57.3
Old : 24.2 44.8 39.7 59.3 24.2 43.2 36.7 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 89,816: 72,367 7,954 100 12,168 78,587 84,635 86,641: 5,181 3,175
Old : 89,816: 72,367 7,954 100 12,168 78,587 84,635 86,641: 5,181 3,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 12,043: 15,101 -850 -156 -171 15,296 14,774 14,290: -2,731 -2,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 8.9 0.1 13.5 87.5 94.2 96.5: 5.8 3.5
Old : 100.0: 80.6 8.9 0.1 13.5 87.5 94.2 96.5: 5.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 39 13 2 13 19 52 34:
Old : 80: 39 13 2 13 19 52 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 : 64.3 59.5 76.4 79.2 64.3 59.3 76.4 78.2
Old : 64.3 59.5 76.4 79.2 64.3 59.3 76.4 78.2
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, August 18, 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 : 103,167: 27,479 27,565 4,203 53,147 46,998 84,829 78,766: 18,338 24,401
Old : 103,167: 27,479 27,565 4,203 53,147 46,998 84,829 78,766: 18,338 24,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 1,013: 2,405 -641 469 1,665 -2,112 4,540 -2,285: -3,527 3,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 26.7 4.1 51.5 45.6 82.2 76.3: 17.8 23.7
Old : 100.0: 26.6 26.7 4.1 51.5 45.6 82.2 76.3: 17.8 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 24 17 8 15 17 40 41:
Old : 67: 24 17 8 15 17 40 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 41.3 58.5 52.5 44.0 40.9 56.0 51.8
Old : 44.3 41.3 58.5 52.5 44.0 40.9 56.0 51.8
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, August 18, 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 : 80,987: 25,209 21,816 5,047 30,980 32,973 61,237 59,836: 19,751 21,151
Old : 80,987: 25,209 21,816 5,047 30,980 32,973 61,237 59,836: 19,751 21,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 1,887: 1,090 -779 512 -593 5,597 1,009 5,330: 878 -3,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 26.9 6.2 38.3 40.7 75.6 73.9: 24.4 26.1
Old : 100.0: 31.1 26.9 6.2 38.3 40.7 75.6 73.9: 24.4 26.1
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 : 77: 18 28 14 20 22 48 54:
Old : 77: 18 28 14 20 22 48 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 27.9 42.8 41.0 26.7 26.0 42.2 36.2
Old : 26.7 27.9 42.8 41.0 26.7 26.0 42.2 36.2
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, August 18, 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 : 145,564: 39,740 33,127 10,693 40,125 62,263 90,558 106,083: 55,007 39,482
Old : 145,564: 39,740 33,127 10,693 40,125 62,263 90,558 106,083: 55,007 39,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -2,663: -6,147 4,791 -1,082 9,301 -5,017 2,072 -1,308: -4,735 -1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 22.8 7.3 27.6 42.8 62.2 72.9: 37.8 27.1
Old : 100.0: 27.3 22.8 7.3 27.6 42.8 62.2 72.9: 37.8 27.1
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 : 124: 42 39 28 31 30 88 82:
Old : 124: 42 39 28 31 30 88 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 24.3 25.5 35.9 16.9 22.8 23.0 32.6
Old : 17.3 24.3 25.5 35.9 16.9 22.8 23.0 32.6
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, August 18, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 24,783: 18,515 1,079 0 3,647 22,957 22,162 24,036: 2,621 747
Old : 24,783: 18,515 1,079 0 3,647 22,957 22,162 24,036: 2,621 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -251: -1,381 -6 0 1,296 -43 -85 -49: -166 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 4.4 0.0 14.7 92.6 89.4 97.0: 10.6 3.0
Old : 100.0: 74.7 4.4 0.0 14.7 92.6 89.4 97.0: 10.6 3.0
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 : 34: 13 5 0 5 13 18 18:
Old : 34: 13 5 0 5 13 18 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 : 57.3 69.6 74.5 87.1 57.3 69.6 74.5 86.6
Old : 57.3 69.6 74.5 87.1 57.3 69.6 74.5 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 :12,751,581: 982,972 243,906 4,515,510 6,258,004 7,016,995 11,756,486 11,776,411: 995,096 975,171
Old :12,751,581: 982,972 243,906 4,515,510 6,258,004 7,016,995 11,756,486 11,776,411: 995,096 975,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 1,482: 183,569 -36,775 -67,625 -108,696 150,739 7,248 46,339: -5,766 -44,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.9 35.4 49.1 55.0 92.2 92.4: 7.8 7.6
Old : 100.0: 7.7 1.9 35.4 49.1 55.0 92.2 92.4: 7.8 7.6
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 : 257: 82 43 102 121 123 244 233:
Old : 257: 82 43 102 121 123 244 233:
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 : 20.8 26.5 32.7 41.2 12.8 17.3 16.2 20.4
Old : 20.8 26.5 32.7 41.2 12.8 17.3 16.2 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 513,357: 25,589 34,319 55,220 330,949 357,044 411,758 446,582: 101,599 66,775
Old : 513,357: 25,589 34,319 55,220 330,949 357,044 411,758 446,582: 101,599 66,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 5,508: -1,622 -2,694 1,028 3,980 -1,000 3,385 -2,667: 2,122 8,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 6.7 10.8 64.5 69.6 80.2 87.0: 19.8 13.0
Old : 100.0: 5.0 6.7 10.8 64.5 69.6 80.2 87.0: 19.8 13.0
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 : 160: 29 27 43 82 73 136 119:
Old : 160: 29 27 43 82 73 136 119:
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 : 17.7 22.8 26.0 34.6 16.8 22.8 24.0 32.1
Old : 17.7 22.8 26.0 34.6 16.8 22.8 24.0 32.1
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, August 18, 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 : 2,833,247: 511,215 386,978 137,587 1,973,135 2,083,219 2,621,937 2,607,784: 211,310 225,463
Old : 2,833,247: 511,215 386,978 137,587 1,973,135 2,083,219 2,621,937 2,607,784: 211,310 225,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 47,079: 28,388 10,153 6,322 27,555 60,923 62,265 77,398: -15,186 -30,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 13.7 4.9 69.6 73.5 92.5 92.0: 7.5 8.0
Old : 100.0: 18.0 13.7 4.9 69.6 73.5 92.5 92.0: 7.5 8.0
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 : 454: 107 103 88 172 165 324 311:
Old : 454: 107 103 88 172 165 324 311:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 20.6 28.7 28.7 15.1 16.6 25.8 23.6
Old : 16.8 20.6 28.7 28.7 15.1 16.6 25.8 23.6
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, August 18, 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 : 103,921: 19,184 11,818 0 75,854 87,620 95,038 99,438: 8,882 4,483
Old : 103,921: 19,184 11,818 0 75,854 87,620 95,038 99,438: 8,882 4,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 2,454: 3,143 1,399 -250 -158 786 2,735 1,935: -281 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 11.4 0.0 73.0 84.3 91.5 95.7: 8.5 4.3
Old : 100.0: 18.5 11.4 0.0 73.0 84.3 91.5 95.7: 8.5 4.3
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 : 91: 11 12 0 50 30 61 42:
Old : 91: 11 12 0 50 30 61 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 : 32.7 52.8 47.6 69.5 26.4 50.3 38.5 64.4
Old : 32.7 52.8 47.6 69.5 26.4 50.3 38.5 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 20,367: 3,663 4,265 80 12,883 12,512 16,626 16,857: 3,741 3,510
Old : 20,367: 3,663 4,265 80 12,883 12,512 16,626 16,857: 3,741 3,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -48: 697 37 16 867 1,871 1,580 1,924: -1,628 -1,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 20.9 0.4 63.3 61.4 81.6 82.8: 18.4 17.2
Old : 100.0: 18.0 20.9 0.4 63.3 61.4 81.6 82.8: 18.4 17.2
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 : 38: 5 5 1 14 18 20 23:
Old : 38: 5 5 1 14 18 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 36.9 67.9 57.9 41.6 36.5 67.9 57.5
Old : 41.6 36.9 67.9 57.9 41.6 36.5 67.9 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 340,874: 121,467 88,746 10,322 182,566 224,125 314,356 323,194: 26,518 17,680
Old : 340,874: 121,467 88,746 10,322 182,566 224,125 314,356 323,194: 26,518 17,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -9,416: -13,693 3,994 -1,174 16,074 -1,848 1,207 972: -10,624 -10,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 26.0 3.0 53.6 65.8 92.2 94.8: 7.8 5.2
Old : 100.0: 35.6 26.0 3.0 53.6 65.8 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 : 225: 59 55 27 57 69 126 141:
Old : 225: 59 55 27 57 69 126 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 29.4 42.8 41.8 29.8 26.0 41.7 38.0
Old : 29.8 29.4 42.8 41.8 29.8 26.0 41.7 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 107,640: 51,882 6,743 3,397 24,160 86,339 79,440 96,479: 28,200 11,160
Old : 107,640: 51,882 6,743 3,397 24,160 86,339 79,440 96,479: 28,200 11,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -5,197: -5,434 -802 90 737 -3,522 -4,607 -4,235: -590 -963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 6.3 3.2 22.4 80.2 73.8 89.6: 26.2 10.4
Old : 100.0: 48.2 6.3 3.2 22.4 80.2 73.8 89.6: 26.2 10.4
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 : 55: 25 9 5 15 15 43 26:
Old : 55: 25 9 5 15 15 43 26:
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 : 41.7 66.6 50.2 78.4 41.7 66.6 50.1 76.9
Old : 41.7 66.6 50.2 78.4 41.7 66.6 50.1 76.9
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, August 18, 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 : 35,355: 10,557 13,387 0 12,240 15,338 22,797 28,725: 12,558 6,630
Old : 35,355: 10,557 13,387 0 12,240 15,338 22,797 28,725: 12,558 6,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -1,252: -1,357 -300 0 305 -396 -1,052 -696: -200 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 37.9 0.0 34.6 43.4 64.5 81.2: 35.5 18.8
Old : 100.0: 29.9 37.9 0.0 34.6 43.4 64.5 81.2: 35.5 18.8
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 : 60: 13 17 0 17 17 30 34:
Old : 60: 13 17 0 17 17 30 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 : 21.1 35.1 33.6 49.4 21.1 34.0 32.9 47.9
Old : 21.1 35.1 33.6 49.4 21.1 34.0 32.9 47.9
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, August 18, 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 : 48,693: 15,201 13,274 248 28,440 21,527 43,889 35,049: 4,804 13,644
Old : 48,693: 15,201 13,274 248 28,440 21,527 43,889 35,049: 4,804 13,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 140: 437 -254 57 1,444 621 1,938 424: -1,798 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 27.3 0.5 58.4 44.2 90.1 72.0: 9.9 28.0
Old : 100.0: 31.2 27.3 0.5 58.4 44.2 90.1 72.0: 9.9 28.0
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 : 66: 16 10 2 24 22 40 34:
Old : 66: 16 10 2 24 22 40 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 : 38.6 33.7 51.6 46.8 36.8 33.7 49.8 46.8
Old : 38.6 33.7 51.6 46.8 36.8 33.7 49.8 46.8
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, August 18, 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 : 24,233: 3,008 6,841 129 18,028 15,403 21,165 22,373: 3,068 1,860
Old : 24,233: 3,008 6,841 129 18,028 15,403 21,165 22,373: 3,068 1,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 241: -340 -81 0 168 299 -172 218: 413 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 28.2 0.5 74.4 63.6 87.3 92.3: 12.7 7.7
Old : 100.0: 12.4 28.2 0.5 74.4 63.6 87.3 92.3: 12.7 7.7
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 : 37: 8 4 2 14 13 23 18:
Old : 37: 8 4 2 14 13 23 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 : 57.4 64.6 70.3 81.5 52.8 64.6 65.5 78.7
Old : 57.4 64.6 70.3 81.5 52.8 64.6 65.5 78.7
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, August 18, 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 : 17,218: 4,296 114 0 11,262 16,879 15,558 16,993: 1,660 225
Old : 17,218: 4,296 114 0 11,262 16,879 15,558 16,993: 1,660 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -525: -325 -624 -2 -80 473 -407 -153: -118 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 0.7 0.0 65.4 98.0 90.4 98.7: 9.6 1.3
Old : 100.0: 25.0 0.7 0.0 65.4 98.0 90.4 98.7: 9.6 1.3
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 : 21: 11 1 0 7 2 18 3:
Old : 21: 11 1 0 7 2 18 3:
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 : 57.5 98.7 71.3 98.7 57.5 98.7 71.3 98.7
Old : 57.5 98.7 71.3 98.7 57.5 98.7 71.3 98.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2008