BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 3,917: 37 218 25 3,424 3,416 3,486 3,659: 431 259
Old : 3,917: 37 218 25 3,424 3,416 3,486 3,659: 431 259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 34: 11 150 0 25 -146 36 4: -2 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 5.6 0.6 87.4 87.2 89.0 93.4: 11.0 6.6
Old : 100.0: 0.9 5.6 0.6 87.4 87.2 89.0 93.4: 11.0 6.6
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 : 25: 1 2 1 20 13 22 15:
Old : 25: 1 2 1 20 13 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 72.8 74.3 88.3 56.6 71.7 73.1 86.1
Old : 57.8 72.8 74.3 88.3 56.6 71.7 73.1 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 37,891: 613 4,780 8,420 22,461 17,281 31,494 30,481: 6,397 7,410
Old : 37,891: 613 4,780 8,420 22,461 17,281 31,494 30,481: 6,397 7,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 428: -73 -165 376 44 -119 346 92: 82 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 12.6 22.2 59.3 45.6 83.1 80.4: 16.9 19.6
Old : 100.0: 1.6 12.6 22.2 59.3 45.6 83.1 80.4: 16.9 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 13 18 22 36 25 63 51:
Old : 71: 13 18 22 36 25 63 51:
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 : 33.2 28.9 46.6 43.5 30.8 28.5 41.2 40.0
Old : 33.2 28.9 46.6 43.5 30.8 28.5 41.2 40.0
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 22, 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 : 178,133: 32,194 40,662 48,954 77,281 56,677 158,430 146,294: 19,704 31,840
Old : 26,643: 9,299 6,707 6,744 6,888 7,291 22,931 20,742: 3,713 5,901
Other: 151,490: 27,693 38,753 37,413 70,393 49,386 135,499 125,552: 15,991 25,939
: : :
: : Changes in Commitments from: September 15, 2009 :
: -953: 1,652 236 -947 173 1,158 878 447: -1,831 -1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 22.8 27.5 43.4 31.8 88.9 82.1: 11.1 17.9
Old : 100.0: 34.9 25.2 25.3 25.9 27.4 86.1 77.9: 13.9 22.1
Other: 100.0: 18.3 25.6 24.7 46.5 32.6 89.4 82.9: 10.6 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 69 77 85 50 52 179 166:
Old : 134: 37 42 27 25 44 77 98:
Other: 214: 65 79 76 47 45 165 154:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 14.4 31.5 23.5 18.0 12.3 30.1 20.4
Old : 22.9 17.3 38.1 27.5 22.9 15.9 37.5 24.3
Other: 21.6 15.1 35.1 24.4 20.3 13.1 33.5 21.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 313,056: 74,490 65,937 74,143 135,995 118,798 284,628 258,878: 28,428 54,178
Old : 313,056: 74,490 65,937 74,143 135,995 118,798 284,628 258,878: 28,428 54,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 7,018: -8,081 9,620 4,409 9,136 -5,512 5,465 8,518: 1,554 -1,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 21.1 23.7 43.4 37.9 90.9 82.7: 9.1 17.3
Old : 100.0: 23.8 21.1 23.7 43.4 37.9 90.9 82.7: 9.1 17.3
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 : 372: 101 103 98 104 135 249 301:
Old : 372: 101 103 98 104 135 249 301:
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 : 17.2 11.7 29.0 18.1 16.4 9.0 25.0 14.5
Old : 17.2 11.7 29.0 18.1 16.4 9.0 25.0 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 9,695: 3,917 3,781 1,036 2,789 3,086 7,742 7,903: 1,954 1,792
Old : 9,695: 3,917 3,781 1,036 2,789 3,086 7,742 7,903: 1,954 1,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 521: 151 0 204 85 300 440 505: 81 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 39.0 10.7 28.8 31.8 79.8 81.5: 20.2 18.5
Old : 100.0: 40.4 39.0 10.7 28.8 31.8 79.8 81.5: 20.2 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 26 32 15 15 19 50 59:
Old : 85: 26 32 15 15 19 50 59:
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 29.2 50.9 41.6 33.6 29.2 50.9 40.9
Old : 33.6 29.2 50.9 41.6 33.6 29.2 50.9 40.9
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 22, 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 : 29,941: 9,931 8,585 3,824 8,634 6,304 22,389 18,714: 7,552 11,227
Old : 29,941: 9,931 8,585 3,824 8,634 6,304 22,389 18,714: 7,552 11,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 1,221: 539 1,950 -492 666 -215 713 1,243: 508 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 28.7 12.8 28.8 21.1 74.8 62.5: 25.2 37.5
Old : 100.0: 33.2 28.7 12.8 28.8 21.1 74.8 62.5: 25.2 37.5
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 : 132: 36 32 28 45 41 94 91:
Old : 132: 36 32 28 45 41 94 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 17.3 28.8 24.2 19.5 17.3 28.0 23.0
Old : 19.5 17.3 28.8 24.2 19.5 17.3 28.0 23.0
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 22, 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 : 97,041: 44,638 10,222 3,480 11,131 67,151 59,250 80,854: 37,792 16,188
Old : 97,041: 44,638 10,222 3,480 11,131 67,151 59,250 80,854: 37,792 16,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -34,292: -1,020 2,776 -5,123 -27,735 -30,876 -33,878 -33,223: -415 -1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 10.5 3.6 11.5 69.2 61.1 83.3: 38.9 16.7
Old : 100.0: 46.0 10.5 3.6 11.5 69.2 61.1 83.3: 38.9 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 25 11 11 21 18 54 32:
Old : 63: 25 11 11 21 18 54 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 54.9 34.8 67.7 26.6 54.8 34.8 67.3
Old : 26.6 54.9 34.8 67.7 26.6 54.8 34.8 67.3
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 22, 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 : 54,727: 28,935 5,051 1,342 2,450 40,532 32,727 46,925: 22,000 7,802
Old : 54,727: 28,935 5,051 1,342 2,450 40,532 32,727 46,925: 22,000 7,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 7,469: 4,859 -579 303 1,157 7,280 6,319 7,004: 1,150 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 9.2 2.5 4.5 74.1 59.8 85.7: 40.2 14.3
Old : 100.0: 52.9 9.2 2.5 4.5 74.1 59.8 85.7: 40.2 14.3
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 : 41: 22 7 5 4 12 29 21:
Old : 41: 22 7 5 4 12 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 56.8 40.2 72.2 29.4 56.8 40.0 70.9
Old : 29.4 56.8 40.2 72.2 29.4 56.8 40.0 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 50,441: 29,213 24,912 0 17,865 22,989 47,078 47,901: 3,363 2,540
Old : 50,441: 29,213 24,912 0 17,865 22,989 47,078 47,901: 3,363 2,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -662: 2,624 -2,969 0 -5,668 1,051 -3,044 -1,918: 2,382 1,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 49.4 0.0 35.4 45.6 93.3 95.0: 6.7 5.0
Old : 100.0: 57.9 49.4 0.0 35.4 45.6 93.3 95.0: 6.7 5.0
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 : 63: 24 17 0 13 12 37 29:
Old : 63: 24 17 0 13 12 37 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 54.6 67.5 72.6 52.4 54.6 67.2 71.9
Old : 52.4 54.6 67.5 72.6 52.4 54.6 67.2 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 84,249: 17,779 49,163 2,686 43,051 11,279 63,516 63,129: 20,733 21,121
Old : 84,249: 17,779 49,163 2,686 43,051 11,279 63,516 63,129: 20,733 21,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 11,972: -6,757 12,409 478 18,258 -2,695 11,979 10,193: -8 1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 58.4 3.2 51.1 13.4 75.4 74.9: 24.6 25.1
Old : 100.0: 21.1 58.4 3.2 51.1 13.4 75.4 74.9: 24.6 25.1
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 : 65: 23 22 9 13 11 40 38:
Old : 65: 23 22 9 13 11 40 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 : 34.7 39.9 49.0 48.3 34.0 39.9 46.4 48.3
Old : 34.7 39.9 49.0 48.3 34.0 39.9 46.4 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 128,750: 63,353 16,751 6,066 27,816 87,712 97,236 110,529: 31,514 18,221
Old : 128,750: 63,353 16,751 6,066 27,816 87,712 97,236 110,529: 31,514 18,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 12,644: 9,212 429 1,159 2,304 11,746 12,675 13,333: -30 -689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 13.0 4.7 21.6 68.1 75.5 85.8: 24.5 14.2
Old : 100.0: 49.2 13.0 4.7 21.6 68.1 75.5 85.8: 24.5 14.2
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 : 79: 32 24 15 16 15 57 45:
Old : 79: 32 24 15 16 15 57 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 54.4 44.6 68.6 30.7 54.3 44.6 66.8
Old : 30.7 54.4 44.6 68.6 30.7 54.3 44.6 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 186,276: 76,191 34,655 16,525 35,140 96,854 127,856 148,033: 58,419 38,243
Old : 186,276: 76,191 34,655 16,525 35,140 96,854 127,856 148,033: 58,419 38,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 9,764: 1,840 626 3,694 8,674 5,622 14,209 9,942: -4,444 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 18.6 8.9 18.9 52.0 68.6 79.5: 31.4 20.5
Old : 100.0: 40.9 18.6 8.9 18.9 52.0 68.6 79.5: 31.4 20.5
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 : 140: 56 39 31 27 33 100 86:
Old : 140: 56 39 31 27 33 100 86:
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 : 15.9 36.7 25.7 47.9 15.9 34.8 24.4 44.3
Old : 15.9 36.7 25.7 47.9 15.9 34.8 24.4 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 23,603: 19,874 1,229 0 442 21,007 20,316 22,236: 3,287 1,367
Old : 23,603: 19,874 1,229 0 442 21,007 20,316 22,236: 3,287 1,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 232: -332 18 0 311 -185 -21 -167: 253 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 5.2 0.0 1.9 89.0 86.1 94.2: 13.9 5.8
Old : 100.0: 84.2 5.2 0.0 1.9 89.0 86.1 94.2: 13.9 5.8
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 : 36: 15 5 0 3 14 18 19:
Old : 36: 15 5 0 3 14 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 71.1 74.6 84.5 60.6 71.1 74.6 84.5
Old : 60.6 71.1 74.6 84.5 60.6 71.1 74.6 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,403,245: 1,129,639 231,952 4,007,512 5,327,457 6,273,281 10,464,607 10,512,745: 938,638 890,500
Old :11,403,245: 1,129,639 231,952 4,007,512 5,327,457 6,273,281 10,464,607 10,512,745: 938,638 890,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 268,404: -29,191 -30,169 261,809 45,671 16,682 278,289 248,322: -9,885 20,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 2.0 35.1 46.7 55.0 91.8 92.2: 8.2 7.8
Old : 100.0: 9.9 2.0 35.1 46.7 55.0 91.8 92.2: 8.2 7.8
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 : 261: 80 42 101 128 130 249 238:
Old : 261: 80 42 101 128 130 249 238:
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 : 18.9 23.6 29.8 36.9 13.9 16.0 18.7 19.2
Old : 18.9 23.6 29.8 36.9 13.9 16.0 18.7 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 469,142: 28,643 36,343 40,520 314,474 343,038 383,637 419,901: 85,505 49,241
Old : 469,142: 28,643 36,343 40,520 314,474 343,038 383,637 419,901: 85,505 49,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -127,613: -1,046 -3,164 -19,704 -67,779 -67,614 -88,529 -90,482: -39,084 -37,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.7 8.6 67.0 73.1 81.8 89.5: 18.2 10.5
Old : 100.0: 6.1 7.7 8.6 67.0 73.1 81.8 89.5: 18.2 10.5
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 : 152: 21 29 31 84 64 129 100:
Old : 152: 21 29 31 84 64 129 100:
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 : 21.0 27.1 29.4 41.0 18.2 27.1 25.5 37.6
Old : 21.0 27.1 29.4 41.0 18.2 27.1 25.5 37.6
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 22, 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 : 2,430,940: 416,251 304,636 96,582 1,740,294 1,796,678 2,253,127 2,197,895: 177,813 233,045
Old : 2,430,940: 416,251 304,636 96,582 1,740,294 1,796,678 2,253,127 2,197,895: 177,813 233,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -871,929: -73,508 -69,908 -72,081 -652,359 -637,622 -797,949 -779,611: -73,980 -92,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 12.5 4.0 71.6 73.9 92.7 90.4: 7.3 9.6
Old : 100.0: 17.1 12.5 4.0 71.6 73.9 92.7 90.4: 7.3 9.6
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 : 426: 97 94 64 155 164 290 284:
Old : 426: 97 94 64 155 164 290 284:
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 : 16.6 20.6 29.0 29.3 16.2 18.0 27.5 26.0
Old : 16.6 20.6 29.0 29.3 16.2 18.0 27.5 26.0
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 22, 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 : 102,570: 18,190 9,639 0 74,623 91,160 92,813 100,799: 9,757 1,771
Old : 102,570: 18,190 9,639 0 74,623 91,160 92,813 100,799: 9,757 1,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -10,288: 2,510 -1,712 -214 -13,193 -5,205 -10,897 -7,131: 609 -3,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 9.4 0.0 72.8 88.9 90.5 98.3: 9.5 1.7
Old : 100.0: 17.7 9.4 0.0 72.8 88.9 90.5 98.3: 9.5 1.7
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 : 80: 15 6 0 43 27 58 33:
Old : 80: 15 6 0 43 27 58 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 53.8 50.6 76.7 26.1 52.3 40.5 71.8
Old : 35.3 53.8 50.6 76.7 26.1 52.3 40.5 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 17,818: 4,661 1,633 0 9,885 10,388 14,546 12,021: 3,272 5,797
Old : 17,818: 4,661 1,633 0 9,885 10,388 14,546 12,021: 3,272 5,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -15,849: 596 -4,267 -134 -14,101 -9,190 -13,639 -13,591: -2,210 -2,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 9.2 0.0 55.5 58.3 81.6 67.5: 18.4 32.5
Old : 100.0: 26.2 9.2 0.0 55.5 58.3 81.6 67.5: 18.4 32.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 4 0 13 14 17 18:
Old : 30: 4 4 0 13 14 17 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 : 49.3 43.9 68.4 55.9 47.6 34.3 61.7 46.3
Old : 49.3 43.9 68.4 55.9 47.6 34.3 61.7 46.3
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 22, 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 : 297,972: 86,524 92,090 4,657 167,275 183,075 258,456 279,823: 39,516 18,149
Old : 297,972: 86,524 92,090 4,657 167,275 183,075 258,456 279,823: 39,516 18,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -129,776: -14,584 11,659 -13,867 -98,148 -125,306 -126,599 -127,514: -3,178 -2,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 30.9 1.6 56.1 61.4 86.7 93.9: 13.3 6.1
Old : 100.0: 29.0 30.9 1.6 56.1 61.4 86.7 93.9: 13.3 6.1
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 : 225: 61 54 19 58 66 128 130:
Old : 225: 61 54 19 58 66 128 130:
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 : 28.7 27.6 39.7 39.4 28.3 26.4 38.6 38.2
Old : 28.7 27.6 39.7 39.4 28.3 26.4 38.6 38.2
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 22, 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 : 113,857: 61,043 9,350 1,936 20,124 93,685 83,103 104,971: 30,754 8,886
Old : 113,857: 61,043 9,350 1,936 20,124 93,685 83,103 104,971: 30,754 8,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 6,172: 2,905 155 180 2,072 4,249 5,156 4,584: 1,016 1,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 8.2 1.7 17.7 82.3 73.0 92.2: 27.0 7.8
Old : 100.0: 53.6 8.2 1.7 17.7 82.3 73.0 92.2: 27.0 7.8
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 : 55: 27 10 9 9 15 42 28:
Old : 55: 27 10 9 9 15 42 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 : 38.2 62.7 51.7 82.1 38.2 62.7 51.7 81.4
Old : 38.2 62.7 51.7 82.1 38.2 62.7 51.7 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 33,463: 10,874 9,400 0 8,250 15,644 19,124 25,044: 14,339 8,419
Old : 33,463: 10,874 9,400 0 8,250 15,644 19,124 25,044: 14,339 8,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 1,324: 302 46 0 176 1,484 478 1,530: 846 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 28.1 0.0 24.7 46.8 57.1 74.8: 42.9 25.2
Old : 100.0: 32.5 28.1 0.0 24.7 46.8 57.1 74.8: 42.9 25.2
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 : 45: 14 9 0 14 11 28 20:
Old : 45: 14 9 0 14 11 28 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 47.4 31.2 61.7 19.9 47.1 31.2 61.1
Old : 19.9 47.4 31.2 61.7 19.9 47.1 31.2 61.1
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 22, 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 : 41,009: 11,126 5,389 130 24,274 13,220 35,530 18,739: 5,479 22,270
Old : 41,009: 11,126 5,389 130 24,274 13,220 35,530 18,739: 5,479 22,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: 3,080: 1,894 1,113 -1,685 3,269 980 3,478 408: -398 2,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 13.1 0.3 59.2 32.2 86.6 45.7: 13.4 54.3
Old : 100.0: 27.1 13.1 0.3 59.2 32.2 86.6 45.7: 13.4 54.3
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 : 50: 9 6 1 21 18 30 25:
Old : 50: 9 6 1 21 18 30 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 : 37.6 22.1 55.0 31.3 35.9 22.1 53.3 31.3
Old : 37.6 22.1 55.0 31.3 35.9 22.1 53.3 31.3
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 22, 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 : 24,332: 4,304 587 191 16,398 21,532 20,893 22,310: 3,439 2,022
Old : 24,332: 4,304 587 191 16,398 21,532 20,893 22,310: 3,439 2,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -390: 1,336 0 46 -300 576 1,082 622: -1,472 -1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 2.4 0.8 67.4 88.5 85.9 91.7: 14.1 8.3
Old : 100.0: 17.7 2.4 0.8 67.4 88.5 85.9 91.7: 14.1 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 8 2 3 12 14 21 18:
Old : 33: 8 2 3 12 14 21 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 : 53.1 64.1 69.2 80.7 48.4 64.1 64.3 79.4
Old : 53.1 64.1 69.2 80.7 48.4 64.1 64.3 79.4
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 22, 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 : 16,550: 3,967 651 0 11,286 15,497 15,253 16,148: 1,297 402
Old : 16,550: 3,967 651 0 11,286 15,497 15,253 16,148: 1,297 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -625: 283 105 -2 -758 -461 -477 -358: -148 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 3.9 0.0 68.2 93.6 92.2 97.6: 7.8 2.4
Old : 100.0: 24.0 3.9 0.0 68.2 93.6 92.2 97.6: 7.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 10 3 0 8 3 18 6:
Old : 23: 10 3 0 8 3 18 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 96.2 73.6 97.6 58.4 96.2 73.6 97.5
Old : 58.4 96.2 73.6 97.6 58.4 96.2 73.6 97.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2008