MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 12, 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 : 28,074: 2,366 5,040 1,006 21,778 16,002 25,150 22,048: 2,924 6,026
Old : 28,074: 2,366 5,040 1,006 21,778 16,002 25,150 22,048: 2,924 6,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 932: -328 895 171 743 609 586 1,675: 346 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 18.0 3.6 77.6 57.0 89.6 78.5: 10.4 21.5
Old : 100.0: 8.4 18.0 3.6 77.6 57.0 89.6 78.5: 10.4 21.5
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 : 77: 11 27 13 25 25 41 60:
Old : 77: 11 27 13 25 25 41 60:
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 34.3 63.0 47.6 49.3 29.2 62.3 42.1
Old : 49.3 34.3 63.0 47.6 49.3 29.2 62.3 42.1
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 - Futures Only, May 12, 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 : 145,717: 26,513 45,405 36,198 60,680 42,317 123,391 123,920: 22,326 21,797
Old : 136,177: 25,207 46,304 32,422 59,374 37,780 117,003 116,506: 19,174 19,671
Other: 9,540: 4,577 2,372 505 1,306 4,537 6,388 7,414: 3,152 2,126
: : :
: : Changes in Commitments from: May 5, 2009 :
: 9,542: -2,075 -61 6,752 3,254 3,168 7,931 9,859: 1,611 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 31.2 24.8 41.6 29.0 84.7 85.0: 15.3 15.0
Old : 100.0: 18.5 34.0 23.8 43.6 27.7 85.9 85.6: 14.1 14.4
Other: 100.0: 48.0 24.9 5.3 13.7 47.6 67.0 77.7: 33.0 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 60 80 81 39 41 147 173:
Old : 212: 62 82 75 37 38 143 166:
Other: 67: 17 20 7 16 19 39 41:
:----------------------------------------------------------------------------------------------------
: 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 16.8 34.4 26.6 18.8 14.0 28.3 21.8
Old : 22.3 17.7 36.6 26.8 20.1 14.5 29.3 22.0
Other: 36.0 28.9 47.1 44.2 36.0 28.8 45.8 43.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 12, 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 : 205,439: 48,893 52,207 29,565 100,547 86,396 179,005 168,168: 26,434 37,271
Old : 205,439: 48,893 52,207 29,565 100,547 86,396 179,005 168,168: 26,434 37,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -1,059: 1,030 167 -5,857 520 -89 -4,307 -5,779: 3,248 4,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 25.4 14.4 48.9 42.1 87.1 81.9: 12.9 18.1
Old : 100.0: 23.8 25.4 14.4 48.9 42.1 87.1 81.9: 12.9 18.1
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 : 289: 66 76 77 62 114 179 225:
Old : 289: 66 76 77 62 114 179 225:
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 13.3 33.9 20.0 20.6 13.3 33.7 19.6
Old : 20.6 13.3 33.9 20.0 20.6 13.3 33.7 19.6
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 - Futures Only, May 12, 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 : 7,556: 3,368 3,546 585 2,180 1,947 6,133 6,078: 1,423 1,478
Old : 7,556: 3,368 3,546 585 2,180 1,947 6,133 6,078: 1,423 1,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -451: 172 -160 -346 -79 161 -253 -345: -198 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 46.9 7.7 28.9 25.8 81.2 80.4: 18.8 19.6
Old : 100.0: 44.6 46.9 7.7 28.9 25.8 81.2 80.4: 18.8 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 : 77: 26 24 10 16 21 48 51:
Old : 77: 26 24 10 16 21 48 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 : 35.5 31.0 53.2 43.5 35.5 31.0 52.5 43.2
Old : 35.5 31.0 53.2 43.5 35.5 31.0 52.5 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, May 12, 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 : 21,633: 5,651 3,077 3,344 7,629 7,128 16,624 13,549: 5,009 8,084
Old : 21,633: 5,651 3,077 3,344 7,629 7,128 16,624 13,549: 5,009 8,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 1,322: 436 -490 394 378 1,043 1,208 947: 114 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 14.2 15.5 35.3 32.9 76.8 62.6: 23.2 37.4
Old : 100.0: 26.1 14.2 15.5 35.3 32.9 76.8 62.6: 23.2 37.4
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 : 118: 28 26 22 29 45 73 79:
Old : 118: 28 26 22 29 45 73 79:
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 : 23.8 24.9 34.4 32.5 16.7 15.8 26.3 21.6
Old : 23.8 24.9 34.4 32.5 16.7 15.8 26.3 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, May 12, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 12,015: 3,146 1,500 0 8,520 9,916 11,666 11,416: 349 599
Old : 12,015: 3,146 1,500 0 8,520 9,916 11,666 11,416: 349 599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -1,496: 0 -308 -85 -1,518 -1,348 -1,603 -1,741: 107 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 12.5 0.0 70.9 82.5 97.1 95.0: 2.9 5.0
Old : 100.0: 26.2 12.5 0.0 70.9 82.5 97.1 95.0: 2.9 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 : 24: 4 4 0 13 9 17 13:
Old : 24: 4 4 0 13 9 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 68.6 80.6 85.2 51.9 65.0 75.1 79.6
Old : 56.0 68.6 80.6 85.2 51.9 65.0 75.1 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, May 12, 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 : 81,402: 25,180 19,731 1,014 21,653 44,929 47,847 65,674: 33,555 15,728
Old : 81,402: 25,180 19,731 1,014 21,653 44,929 47,847 65,674: 33,555 15,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 6,826: 3,173 -262 140 333 6,689 3,646 6,567: 3,180 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 24.2 1.2 26.6 55.2 58.8 80.7: 41.2 19.3
Old : 100.0: 30.9 24.2 1.2 26.6 55.2 58.8 80.7: 41.2 19.3
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: 16 10 6 12 19 30 33:
Old : 50: 16 10 6 12 19 30 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 : 30.6 50.2 42.0 63.2 30.4 49.5 40.8 62.5
Old : 30.6 50.2 42.0 63.2 30.4 49.5 40.8 62.5
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 - Futures Only, May 12, 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 : 32,340: 8,692 7,073 247 10,312 14,559 19,251 21,879: 13,089 10,461
Old : 32,340: 8,692 7,073 247 10,312 14,559 19,251 21,879: 13,089 10,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 5,974: 3,936 1,574 85 -2,410 5,363 1,611 7,022: 4,363 -1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 21.9 0.8 31.9 45.0 59.5 67.7: 40.5 32.3
Old : 100.0: 26.9 21.9 0.8 31.9 45.0 59.5 67.7: 40.5 32.3
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 : 32: 12 10 4 7 5 20 18:
Old : 32: 12 10 4 7 5 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 50.1 46.1 59.8 34.8 49.7 45.0 59.4
Old : 34.8 50.1 46.1 59.8 34.8 49.7 45.0 59.4
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 - Futures Only, May 12, 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 : 48,168: 30,478 9,010 375 13,976 37,319 44,829 46,704: 3,339 1,464
Old : 48,168: 30,478 9,010 375 13,976 37,319 44,829 46,704: 3,339 1,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 657: 5,734 3,171 -33 -5,542 -2,295 159 843: 498 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 18.7 0.8 29.0 77.5 93.1 97.0: 6.9 3.0
Old : 100.0: 63.3 18.7 0.8 29.0 77.5 93.1 97.0: 6.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 20 20 1 9 15 29 36:
Old : 60: 20 20 1 9 15 29 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 : 59.1 60.1 75.8 73.1 59.1 60.0 75.0 73.0
Old : 59.1 60.1 75.8 73.1 59.1 60.0 75.0 73.0
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 - Futures Only, May 12, 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 : 91,329: 19,205 41,711 132 55,436 30,782 74,773 72,625: 16,556 18,704
Old : 91,329: 19,205 41,711 132 55,436 30,782 74,773 72,625: 16,556 18,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 103: -1,653 -1,584 82 399 3,751 -1,172 2,249: 1,275 -2,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 45.7 0.1 60.7 33.7 81.9 79.5: 18.1 20.5
Old : 100.0: 21.0 45.7 0.1 60.7 33.7 81.9 79.5: 18.1 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 : 59: 18 18 3 14 16 33 36:
Old : 59: 18 18 3 14 16 33 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 : 51.8 43.9 64.3 60.1 51.8 43.9 62.8 60.1
Old : 51.8 43.9 64.3 60.1 51.8 43.9 62.8 60.1
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 - Futures Only, May 12, 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 : 85,709: 28,513 26,125 381 36,879 39,091 65,773 65,597: 19,936 20,112
Old : 85,709: 28,513 26,125 381 36,879 39,091 65,773 65,597: 19,936 20,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 10,114: 6,925 -1,981 -1 -1,123 12,474 5,801 10,492: 4,313 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 30.5 0.4 43.0 45.6 76.7 76.5: 23.3 23.5
Old : 100.0: 33.3 30.5 0.4 43.0 45.6 76.7 76.5: 23.3 23.5
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: 21 26 7 15 17 43 43:
Old : 69: 21 26 7 15 17 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 44.5 48.9 56.0 35.4 44.5 48.5 54.6
Old : 35.5 44.5 48.9 56.0 35.4 44.5 48.5 54.6
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 - Futures Only, May 12, 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 : 124,499: 41,355 30,940 888 40,143 60,005 82,386 91,833: 42,113 32,666
Old : 124,499: 41,355 30,940 888 40,143 60,005 82,386 91,833: 42,113 32,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 13,731: 6,330 -717 410 724 12,363 7,464 12,056: 6,267 1,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 24.9 0.7 32.2 48.2 66.2 73.8: 33.8 26.2
Old : 100.0: 33.2 24.9 0.7 32.2 48.2 66.2 73.8: 33.8 26.2
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 : 102: 39 26 11 22 26 65 59:
Old : 102: 39 26 11 22 26 65 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 : 23.6 29.9 35.1 41.0 23.4 28.1 34.5 38.7
Old : 23.6 29.9 35.1 41.0 23.4 28.1 34.5 38.7
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 - Futures Only, May 12, 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 : 16,914: 7,031 773 0 7,898 15,194 14,929 15,967: 1,985 947
Old : 16,914: 7,031 773 0 7,898 15,194 14,929 15,967: 1,985 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 2,921: 2,373 -76 0 9 3,341 2,382 3,265: 539 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 4.6 0.0 46.7 89.8 88.3 94.4: 11.7 5.6
Old : 100.0: 41.6 4.6 0.0 46.7 89.8 88.3 94.4: 11.7 5.6
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 : 26: 8 3 0 6 10 14 13:
Old : 26: 8 3 0 6 10 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 78.1 74.1 89.0 52.0 75.3 74.1 86.2
Old : 52.0 78.1 74.1 89.0 52.0 75.3 74.1 86.2
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 - Futures Only, May 12, 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 : 6,420,445: 909,528 374,826 619,704 3,969,206 4,650,752 5,498,438 5,645,282: 922,007 775,163
Old : 6,420,445: 909,528 374,826 619,704 3,969,206 4,650,752 5,498,438 5,645,282: 922,007 775,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 143,655: 117,186 -9,066 11,718 -5,954 189,648 122,950 192,300: 20,705 -48,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 5.8 9.7 61.8 72.4 85.6 87.9: 14.4 12.1
Old : 100.0: 14.2 5.8 9.7 61.8 72.4 85.6 87.9: 14.4 12.1
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 : 222: 59 36 73 109 112 201 195:
Old : 222: 59 36 73 109 112 201 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 37.1 36.5 46.8 22.5 30.7 29.9 37.6
Old : 24.9 37.1 36.5 46.8 22.5 30.7 29.9 37.6
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 - Futures Only, May 12, 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 : 457,849: 53,475 28,383 4,529 295,385 370,268 353,389 403,180: 104,460 54,669
Old : 457,849: 53,475 28,383 4,529 295,385 370,268 353,389 403,180: 104,460 54,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -541: -412 -2,949 744 3,439 1,377 3,771 -828: -4,312 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 6.2 1.0 64.5 80.9 77.2 88.1: 22.8 11.9
Old : 100.0: 11.7 6.2 1.0 64.5 80.9 77.2 88.1: 22.8 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 28 23 14 76 62 108 95:
Old : 155: 28 23 14 76 62 108 95:
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 : 20.3 32.7 30.0 48.8 19.8 31.7 28.9 46.1
Old : 20.3 32.7 30.0 48.8 19.8 31.7 28.9 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, May 12, 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 : 2,645,720: 517,888 478,817 23,513 1,911,069 1,864,149 2,452,470 2,366,479: 193,250 279,241
Old : 2,645,720: 517,888 478,817 23,513 1,911,069 1,864,149 2,452,470 2,366,479: 193,250 279,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 15,932: 16,066 29,054 3,725 -15,002 -20,605 4,789 12,174: 11,143 3,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 18.1 0.9 72.2 70.5 92.7 89.4: 7.3 10.6
Old : 100.0: 19.6 18.1 0.9 72.2 70.5 92.7 89.4: 7.3 10.6
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 : 425: 95 110 32 138 151 248 278:
Old : 425: 95 110 32 138 151 248 278:
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 : 20.3 20.7 33.8 30.1 17.2 14.0 29.7 22.8
Old : 20.3 20.7 33.8 30.1 17.2 14.0 29.7 22.8
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 - Futures Only, May 12, 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 : 107,707: 14,175 13,160 437 83,598 91,183 98,210 104,780: 9,497 2,927
Old : 107,707: 14,175 13,160 437 83,598 91,183 98,210 104,780: 9,497 2,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -1,734: -1,046 -613 -17 506 -593 -557 -1,223: -1,177 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.2 0.4 77.6 84.7 91.2 97.3: 8.8 2.7
Old : 100.0: 13.2 12.2 0.4 77.6 84.7 91.2 97.3: 8.8 2.7
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 : 86: 9 7 1 49 33 59 40:
Old : 86: 9 7 1 49 33 59 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 51.6 52.0 68.5 33.0 51.6 50.4 68.5
Old : 34.6 51.6 52.0 68.5 33.0 51.6 50.4 68.5
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 - Futures Only, May 12, 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 : 22,959: 2,100 4,528 0 12,626 15,622 14,726 20,150: 8,233 2,809
Old : 22,959: 2,100 4,528 0 12,626 15,622 14,726 20,150: 8,233 2,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 566: -1,868 954 0 133 -374 -1,735 580: 2,301 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 19.7 0.0 55.0 68.0 64.1 87.8: 35.9 12.2
Old : 100.0: 9.1 19.7 0.0 55.0 68.0 64.1 87.8: 35.9 12.2
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 : 39: 5 6 0 15 18 20 24:
Old : 39: 5 6 0 15 18 20 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 : 35.0 46.8 48.1 60.6 32.6 40.6 44.3 54.4
Old : 35.0 46.8 48.1 60.6 32.6 40.6 44.3 54.4
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 - Futures Only, May 12, 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 : 286,699: 83,646 64,479 7,262 173,260 174,379 264,168 246,120: 22,531 40,579
Old : 286,699: 83,646 64,479 7,262 173,260 174,379 264,168 246,120: 22,531 40,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 3,236: -8,399 -2,326 4,625 3,687 -12,953 -87 -10,654: 3,323 13,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 22.5 2.5 60.4 60.8 92.1 85.8: 7.9 14.2
Old : 100.0: 29.2 22.5 2.5 60.4 60.8 92.1 85.8: 7.9 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 : 213: 55 54 16 62 56 126 117:
Old : 213: 55 54 16 62 56 126 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 28.8 48.7 40.3 26.0 21.4 36.8 31.4
Old : 36.7 28.8 48.7 40.3 26.0 21.4 36.8 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, May 12, 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 : 84,347: 39,484 11,253 223 22,705 64,760 62,412 76,236: 21,935 8,111
Old : 84,347: 39,484 11,253 223 22,705 64,760 62,412 76,236: 21,935 8,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 5,138: 5,298 131 165 -209 4,328 5,254 4,624: -116 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 13.3 0.3 26.9 76.8 74.0 90.4: 26.0 9.6
Old : 100.0: 46.8 13.3 0.3 26.9 76.8 74.0 90.4: 26.0 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 : 56: 27 8 2 11 15 40 23:
Old : 56: 27 8 2 11 15 40 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 73.7 46.9 82.3 34.6 73.5 46.9 82.1
Old : 34.6 73.7 46.9 82.3 34.6 73.5 46.9 82.1
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 - Futures Only, May 12, 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 : 30,625: 7,541 11,116 1 17,087 13,943 24,629 25,060: 5,996 5,565
Old : 30,625: 7,541 11,116 1 17,087 13,943 24,629 25,060: 5,996 5,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -52: 728 1,236 1 -179 -1,045 550 192: -602 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 36.3 0.0 55.8 45.5 80.4 81.8: 19.6 18.2
Old : 100.0: 24.6 36.3 0.0 55.8 45.5 80.4 81.8: 19.6 18.2
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 : 51: 14 11 1 13 16 27 28:
Old : 51: 14 11 1 13 16 27 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 : 41.1 46.4 53.4 59.7 41.1 45.8 52.8 59.1
Old : 41.1 46.4 53.4 59.7 41.1 45.8 52.8 59.1
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 - Futures Only, May 12, 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 : 56,968: 18,126 17,921 1,781 21,121 31,748 41,028 51,450: 15,940 5,518
Old : 56,968: 18,126 17,921 1,781 21,121 31,748 41,028 51,450: 15,940 5,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 3,403: 2,625 1,587 -72 -989 -2,549 1,564 -1,034: 1,839 4,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 31.5 3.1 37.1 55.7 72.0 90.3: 28.0 9.7
Old : 100.0: 31.8 31.5 3.1 37.1 55.7 72.0 90.3: 28.0 9.7
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 : 71: 16 17 5 22 21 40 41:
Old : 71: 16 17 5 22 21 40 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 53.8 37.2 66.3 21.9 53.2 31.7 61.8
Old : 26.5 53.8 37.2 66.3 21.9 53.2 31.7 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, May 12, 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 : 25,529: 3,347 8,344 125 20,322 14,652 23,794 23,121: 1,735 2,408
Old : 25,529: 3,347 8,344 125 20,322 14,652 23,794 23,121: 1,735 2,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: -184: -223 630 -130 191 -924 -162 -424: -22 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 32.7 0.5 79.6 57.4 93.2 90.6: 6.8 9.4
Old : 100.0: 13.1 32.7 0.5 79.6 57.4 93.2 90.6: 6.8 9.4
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: 8 5 3 11 14 21 20:
Old : 35: 8 5 3 11 14 21 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 : 66.3 60.4 79.2 76.7 62.5 60.4 75.4 75.3
Old : 66.3 60.4 79.2 76.7 62.5 60.4 75.4 75.3
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 - Futures Only, May 12, 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 : 16,629: 4,204 656 0 10,774 15,262 14,978 15,918: 1,651 711
Old : 16,629: 4,204 656 0 10,774 15,262 14,978 15,918: 1,651 711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 2,106: 477 -127 -88 1,204 2,175 1,593 1,960: 513 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 3.9 0.0 64.8 91.8 90.1 95.7: 9.9 4.3
Old : 100.0: 25.3 3.9 0.0 64.8 91.8 90.1 95.7: 9.9 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 12 2 0 8 3 20 5:
Old : 23: 12 2 0 8 3 20 5:
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 95.1 70.6 95.7 54.6 89.0 66.6 89.0
Old : 57.8 95.1 70.6 95.7 54.6 89.0 66.6 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2009