BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 4,444: 86 94 28 3,863 4,001 3,977 4,123: 467 321
Old : 4,444: 86 94 28 3,863 4,001 3,977 4,123: 467 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 11: 86 94 28 -61 -22 53 100: -42 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 2.1 0.6 86.9 90.0 89.5 92.8: 10.5 7.2
Old : 100.0: 1.9 2.1 0.6 86.9 90.0 89.5 92.8: 10.5 7.2
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 : 23: 1 1 1 16 13 18 14:
Old : 23: 1 1 1 16 13 18 14:
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 : 62.8 71.4 77.0 86.3 60.9 70.8 75.2 84.5
Old : 62.8 71.4 77.0 86.3 60.9 70.8 75.2 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 42,340: 966 5,231 8,884 25,972 19,950 35,822 34,066: 6,517 8,274
Old : 42,340: 966 5,231 8,884 25,972 19,950 35,822 34,066: 6,517 8,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 1,439: 293 206 306 1,013 -27 1,613 485: -174 954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 12.4 21.0 61.3 47.1 84.6 80.5: 15.4 19.5
Old : 100.0: 2.3 12.4 21.0 61.3 47.1 84.6 80.5: 15.4 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 10 19 21 34 26 59 52:
Old : 69: 10 19 21 34 26 59 52:
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 : 36.0 26.4 49.7 39.6 32.9 25.5 43.7 37.5
Old : 36.0 26.4 49.7 39.6 32.9 25.5 43.7 37.5
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, September 1, 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 : 175,218: 29,802 45,284 47,120 75,084 50,400 152,006 142,805: 23,212 32,414
Old : 60,807: 16,027 27,943 6,717 31,935 13,335 54,678 47,994: 6,129 12,813
Other: 114,411: 26,530 30,097 27,648 43,149 37,065 97,328 94,810: 17,083 19,601
: : :
: : Changes in Commitments from: August 25, 2009 :
: 9,943: -990 345 6,360 5,835 1,071 11,205 7,776: -1,262 2,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 25.8 26.9 42.9 28.8 86.8 81.5: 13.2 18.5
Old : 100.0: 26.4 46.0 11.0 52.5 21.9 89.9 78.9: 10.1 21.1
Other: 100.0: 23.2 26.3 24.2 37.7 32.4 85.1 82.9: 14.9 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 76 64 83 47 46 172 157:
Old : 179: 51 72 31 29 39 98 125:
Other: 178: 78 41 61 42 42 147 120:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 15.0 31.9 23.7 18.2 12.9 29.8 20.1
Old : 36.0 17.6 47.4 26.5 36.0 17.6 47.2 26.5
Other: 21.4 18.9 31.2 30.8 21.2 17.5 30.0 26.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 292,765: 82,074 61,863 61,979 125,243 117,906 269,296 241,749: 23,469 51,016
Old : 292,765: 82,074 61,863 61,979 125,243 117,906 269,296 241,749: 23,469 51,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 4,751: -2,539 10,106 808 5,876 -5,540 4,145 5,374: 606 -623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 21.1 21.2 42.8 40.3 92.0 82.6: 8.0 17.4
Old : 100.0: 28.0 21.1 21.2 42.8 40.3 92.0 82.6: 8.0 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 93 89 88 106 143 243 288:
Old : 354: 93 89 88 106 143 243 288:
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 : 20.4 13.2 32.1 20.6 20.0 11.0 30.0 17.2
Old : 20.4 13.2 32.1 20.6 20.0 11.0 30.0 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 9,850: 3,568 3,506 773 2,990 3,402 7,331 7,681: 2,518 2,169
Old : 9,850: 3,568 3,506 773 2,990 3,402 7,331 7,681: 2,518 2,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 674: 31 787 4 161 -492 196 299: 478 376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 35.6 7.9 30.4 34.5 74.4 78.0: 25.6 22.0
Old : 100.0: 36.2 35.6 7.9 30.4 34.5 74.4 78.0: 25.6 22.0
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 : 78: 24 26 10 18 22 49 52:
Old : 78: 24 26 10 18 22 49 52:
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 27.9 49.1 42.6 32.2 27.9 49.1 40.8
Old : 32.2 27.9 49.1 42.6 32.2 27.9 49.1 40.8
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, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 27,647: 8,695 6,586 3,845 8,297 6,168 20,837 16,599: 6,810 11,048
Old : 27,647: 8,695 6,586 3,845 8,297 6,168 20,837 16,599: 6,810 11,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 1,069: 223 1,758 -782 978 -154 419 822: 651 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 23.8 13.9 30.0 22.3 75.4 60.0: 24.6 40.0
Old : 100.0: 31.4 23.8 13.9 30.0 22.3 75.4 60.0: 24.6 40.0
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 : 125: 30 29 28 40 39 86 85:
Old : 125: 30 29 28 40 39 86 85:
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 : 19.5 16.0 29.9 24.6 17.2 14.8 25.4 21.4
Old : 19.5 16.0 29.9 24.6 17.2 14.8 25.4 21.4
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, September 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 105,061: 39,756 5,774 8,166 19,993 70,899 67,915 84,839: 37,147 20,222
Old : 105,061: 39,756 5,774 8,166 19,993 70,899 67,915 84,839: 37,147 20,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -9,905: -10,429 -4,180 -1,098 3,442 -6,189 -8,085 -11,468: -1,819 1,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 5.5 7.8 19.0 67.5 64.6 80.8: 35.4 19.2
Old : 100.0: 37.8 5.5 7.8 19.0 67.5 64.6 80.8: 35.4 19.2
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 : 67: 25 12 13 22 19 53 38:
Old : 67: 25 12 13 22 19 53 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 41.1 32.6 59.8 22.2 41.0 31.0 54.9
Old : 22.9 41.1 32.6 59.8 22.2 41.0 31.0 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 48,005: 19,627 4,981 1,829 7,858 32,704 29,314 39,514: 18,691 8,491
Old : 48,005: 19,627 4,981 1,829 7,858 32,704 29,314 39,514: 18,691 8,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -1,532: -4,022 -1,437 46 2,221 -1,465 -1,756 -2,857: 224 1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 10.4 3.8 16.4 68.1 61.1 82.3: 38.9 17.7
Old : 100.0: 40.9 10.4 3.8 16.4 68.1 61.1 82.3: 38.9 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 15 9 4 8 15 27 24:
Old : 41: 15 9 4 8 15 27 24:
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 : 23.2 52.2 37.0 64.9 23.2 51.4 34.9 63.7
Old : 23.2 52.2 37.0 64.9 23.2 51.4 34.9 63.7
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, September 1, 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 : 78,160: 44,763 14,709 543 27,949 58,875 73,255 74,127: 4,905 4,033
Old : 78,160: 44,763 14,709 543 27,949 58,875 73,255 74,127: 4,905 4,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -21,120: -34,787 6,002 543 14,342 -28,559 -19,902 -22,014: -1,218 894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 18.8 0.7 35.8 75.3 93.7 94.8: 6.3 5.2
Old : 100.0: 57.3 18.8 0.7 35.8 75.3 93.7 94.8: 6.3 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 : 75: 29 18 2 18 17 48 36:
Old : 75: 29 18 2 18 17 48 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 : 46.0 56.4 64.7 75.9 45.1 55.2 63.7 74.6
Old : 46.0 56.4 64.7 75.9 45.1 55.2 63.7 74.6
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, September 1, 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 : 107,094: 23,079 40,428 4,682 59,349 37,538 87,111 82,648: 19,983 24,446
Old : 107,094: 23,079 40,428 4,682 59,349 37,538 87,111 82,648: 19,983 24,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 5: -3,644 7,532 312 3,621 -9,504 288 -1,660: -283 1,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 37.8 4.4 55.4 35.1 81.3 77.2: 18.7 22.8
Old : 100.0: 21.6 37.8 4.4 55.4 35.1 81.3 77.2: 18.7 22.8
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 : 71: 19 25 8 18 18 40 48:
Old : 71: 19 25 8 18 18 40 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 : 41.8 30.5 59.5 42.0 40.5 29.2 53.0 40.0
Old : 41.8 30.5 59.5 42.0 40.5 29.2 53.0 40.0
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, September 1, 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 : 117,145: 52,087 18,782 5,991 31,812 73,537 89,891 98,311: 27,254 18,834
Old : 117,145: 52,087 18,782 5,991 31,812 73,537 89,891 98,311: 27,254 18,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 22,383: 17,948 -2,589 849 291 24,927 19,088 23,187: 3,295 -803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 16.0 5.1 27.2 62.8 76.7 83.9: 23.3 16.1
Old : 100.0: 44.5 16.0 5.1 27.2 62.8 76.7 83.9: 23.3 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 : 87: 29 25 16 21 24 62 53:
Old : 87: 29 25 16 21 24 62 53:
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 : 23.5 44.3 38.3 57.5 23.5 42.0 38.1 53.3
Old : 23.5 44.3 38.3 57.5 23.5 42.0 38.1 53.3
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, September 1, 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 : 148,946: 42,655 32,760 13,961 41,795 68,304 98,411 115,024: 50,535 33,922
Old : 148,946: 42,655 32,760 13,961 41,795 68,304 98,411 115,024: 50,535 33,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -163: -5,203 4,144 -38 6,843 -5,506 1,603 -1,399: -1,766 1,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 22.0 9.4 28.1 45.9 66.1 77.2: 33.9 22.8
Old : 100.0: 28.6 22.0 9.4 28.1 45.9 66.1 77.2: 33.9 22.8
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 : 137: 45 46 31 33 31 97 89:
Old : 137: 45 46 31 33 31 97 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 : 16.0 29.4 24.2 39.3 15.6 25.1 22.4 33.9
Old : 16.0 29.4 24.2 39.3 15.6 25.1 22.4 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, September 1, 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 : 26,059: 18,602 938 0 4,734 24,226 23,336 25,164: 2,723 895
Old : 26,059: 18,602 938 0 4,734 24,226 23,336 25,164: 2,723 895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 324: -1,233 -248 0 1,660 491 427 243: -103 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 3.6 0.0 18.2 93.0 89.6 96.6: 10.4 3.4
Old : 100.0: 71.4 3.6 0.0 18.2 93.0 89.6 96.6: 10.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 4 0 5 13 20 17:
Old : 35: 15 4 0 5 13 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 69.6 72.8 85.9 56.2 69.6 72.8 84.9
Old : 56.2 69.6 72.8 85.9 56.2 69.6 72.8 84.9
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, September 1, 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 :13,463,494: 1,087,103 302,487 4,879,731 6,401,269 7,246,967 12,368,104 12,429,184: 1,095,390 1,034,310
Old :13,463,494: 1,087,103 302,487 4,879,731 6,401,269 7,246,967 12,368,104 12,429,184: 1,095,390 1,034,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 330,933: 62,807 54,737 199,574 45,083 68,338 307,465 322,650: 23,468 8,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 2.2 36.2 47.5 53.8 91.9 92.3: 8.1 7.7
Old : 100.0: 8.1 2.2 36.2 47.5 53.8 91.9 92.3: 8.1 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 : 260: 75 48 102 126 129 247 238:
Old : 260: 75 48 102 126 129 247 238:
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 : 20.6 24.7 32.6 40.0 12.2 15.7 16.2 18.7
Old : 20.6 24.7 32.6 40.0 12.2 15.7 16.2 18.7
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, September 1, 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 : 510,109: 23,669 35,555 42,068 336,336 362,670 402,073 440,293: 108,036 69,816
Old : 510,109: 23,669 35,555 42,068 336,336 362,670 402,073 440,293: 108,036 69,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 11,556: -4,080 1,628 1,107 9,154 12,399 6,180 15,134: 5,376 -3,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 7.0 8.2 65.9 71.1 78.8 86.3: 21.2 13.7
Old : 100.0: 4.6 7.0 8.2 65.9 71.1 78.8 86.3: 21.2 13.7
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 : 155: 27 25 36 85 70 132 112:
Old : 155: 27 25 36 85 70 132 112:
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 : 18.8 23.2 28.0 36.2 16.6 22.2 23.7 32.6
Old : 18.8 23.2 28.0 36.2 16.6 22.2 23.7 32.6
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, September 1, 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 : 2,841,880: 455,402 349,532 120,928 2,036,311 2,120,095 2,612,641 2,590,555: 229,239 251,325
Old : 2,841,880: 455,402 349,532 120,928 2,036,311 2,120,095 2,612,641 2,590,555: 229,239 251,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 32,162: 16,458 -47,766 8,272 13,932 21,062 38,662 -18,432: -6,500 50,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.3 4.3 71.7 74.6 91.9 91.2: 8.1 8.8
Old : 100.0: 16.0 12.3 4.3 71.7 74.6 91.9 91.2: 8.1 8.8
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 : 441: 101 95 81 174 162 315 298:
Old : 441: 101 95 81 174 162 315 298:
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 : 17.1 21.6 28.7 29.3 14.7 17.6 24.9 24.4
Old : 17.1 21.6 28.7 29.3 14.7 17.6 24.9 24.4
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, September 1, 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 : 95,979: 14,360 10,923 194 74,735 80,800 89,289 91,917: 6,690 4,062
Old : 95,979: 14,360 10,923 194 74,735 80,800 89,289 91,917: 6,690 4,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -5,764: -3,104 -261 194 -1,224 -6,015 -4,134 -6,082: -1,630 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 11.4 0.2 77.9 84.2 93.0 95.8: 7.0 4.2
Old : 100.0: 15.0 11.4 0.2 77.9 84.2 93.0 95.8: 7.0 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 10 10 1 48 28 58 39:
Old : 86: 10 10 1 48 28 58 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 52.2 51.3 69.1 27.9 49.6 41.5 63.9
Old : 34.7 52.2 51.3 69.1 27.9 49.6 41.5 63.9
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, September 1, 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 : 22,768: 2,331 7,112 0 16,268 12,305 18,599 19,417: 4,169 3,351
Old : 22,768: 2,331 7,112 0 16,268 12,305 18,599 19,417: 4,169 3,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -509: -3,824 1,472 0 3,214 -962 -610 510: 101 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 31.2 0.0 71.5 54.0 81.7 85.3: 18.3 14.7
Old : 100.0: 10.2 31.2 0.0 71.5 54.0 81.7 85.3: 18.3 14.7
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 : 38: 4 7 0 13 18 17 25:
Old : 38: 4 7 0 13 18 17 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 : 47.6 36.9 72.0 58.6 47.4 36.9 71.9 58.6
Old : 47.6 36.9 72.0 58.6 47.4 36.9 71.9 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 359,400: 88,539 101,715 14,469 233,278 223,586 336,286 339,769: 23,114 19,630
Old : 359,400: 88,539 101,715 14,469 233,278 223,586 336,286 339,769: 23,114 19,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 17,843: -20,059 8,103 7,493 36,243 968 23,678 16,565: -5,834 1,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 28.3 4.0 64.9 62.2 93.6 94.5: 6.4 5.5
Old : 100.0: 24.6 28.3 4.0 64.9 62.2 93.6 94.5: 6.4 5.5
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 : 218: 50 57 30 58 70 127 138:
Old : 218: 50 57 30 58 70 127 138:
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 : 33.6 28.2 48.4 39.1 30.1 21.9 42.6 31.3
Old : 33.6 28.2 48.4 39.1 30.1 21.9 42.6 31.3
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, September 1, 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 : 109,762: 51,868 9,170 4,279 26,260 83,772 82,406 97,221: 27,356 12,541
Old : 109,762: 51,868 9,170 4,279 26,260 83,772 82,406 97,221: 27,356 12,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -3,427: -3,444 2,852 388 1,138 -8,287 -1,918 -5,047: -1,510 1,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 8.4 3.9 23.9 76.3 75.1 88.6: 24.9 11.4
Old : 100.0: 47.3 8.4 3.9 23.9 76.3 75.1 88.6: 24.9 11.4
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 : 53: 23 11 7 13 15 41 28:
Old : 53: 23 11 7 13 15 41 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 62.8 49.0 74.4 37.4 62.8 49.0 73.5
Old : 37.4 62.8 49.0 74.4 37.4 62.8 49.0 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 37,278: 10,195 14,166 201 12,873 16,099 23,269 30,466: 14,009 6,812
Old : 37,278: 10,195 14,166 201 12,873 16,099 23,269 30,466: 14,009 6,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -1,813: -1,500 -1,854 200 -1,191 -273 -2,491 -1,927: 678 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 38.0 0.5 34.5 43.2 62.4 81.7: 37.6 18.3
Old : 100.0: 27.3 38.0 0.5 34.5 43.2 62.4 81.7: 37.6 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 : 61: 11 17 2 19 18 32 35:
Old : 61: 11 17 2 19 18 32 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 : 19.6 38.0 30.8 51.7 19.6 35.1 30.5 48.5
Old : 19.6 38.0 30.8 51.7 19.6 35.1 30.5 48.5
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, September 1, 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 : 57,243: 16,323 12,319 844 33,554 23,608 50,721 36,771: 6,522 20,472
Old : 57,243: 16,323 12,319 844 33,554 23,608 50,721 36,771: 6,522 20,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 3,677: 691 540 533 1,166 1,419 2,390 2,492: 1,287 1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 21.5 1.5 58.6 41.2 88.6 64.2: 11.4 35.8
Old : 100.0: 28.5 21.5 1.5 58.6 41.2 88.6 64.2: 11.4 35.8
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 : 72: 18 11 2 25 24 43 37:
Old : 72: 18 11 2 25 24 43 37:
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 : 41.5 30.4 53.6 43.7 36.2 27.9 47.1 38.9
Old : 41.5 30.4 53.6 43.7 36.2 27.9 47.1 38.9
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, September 1, 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 : 24,508: 3,549 6,930 129 17,531 15,564 21,209 22,623: 3,299 1,885
Old : 24,508: 3,549 6,930 129 17,531 15,564 21,209 22,623: 3,299 1,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 150: 14 106 0 -600 357 -586 463: 736 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 28.3 0.5 71.5 63.5 86.5 92.3: 13.5 7.7
Old : 100.0: 14.5 28.3 0.5 71.5 63.5 86.5 92.3: 13.5 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 : 35: 8 3 2 13 15 22 19:
Old : 35: 8 3 2 13 15 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 65.5 70.9 82.0 51.5 65.5 66.5 79.3
Old : 55.8 65.5 70.9 82.0 51.5 65.5 66.5 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 17,168: 3,929 233 0 11,690 16,615 15,619 16,848: 1,549 320
Old : 17,168: 3,929 233 0 11,690 16,615 15,619 16,848: 1,549 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: -551: -528 -22 0 -18 -596 -546 -618: -5 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 1.4 0.0 68.1 96.8 91.0 98.1: 9.0 1.9
Old : 100.0: 22.9 1.4 0.0 68.1 96.8 91.0 98.1: 9.0 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: 9 2 0 10 2 19 4:
Old : 21: 9 2 0 10 2 19 4:
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 : 57.6 98.1 72.1 98.1 57.6 98.1 72.1 98.1
Old : 57.6 98.1 72.1 98.1 57.6 98.1 72.1 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2009