BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,630: 0 0 0 4,194 4,117 4,194 4,117: 436 513
Old : 4,630: 0 0 0 4,194 4,117 4,194 4,117: 436 513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -203: 0 -72 0 -74 -165 -74 -237: -129 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.6 88.9 90.6 88.9: 9.4 11.1
Old : 100.0: 0.0 0.0 0.0 90.6 88.9 90.6 88.9: 9.4 11.1
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 : 22: 0 0 0 18 12 18 12:
Old : 22: 0 0 0 18 12 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 75.1 76.4 85.9 60.8 75.0 73.3 83.3
Old : 61.9 75.1 76.4 85.9 60.8 75.0 73.3 83.3
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 - Futures Only, July 14, 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 : 26,710: 2,302 5,326 1,920 18,493 15,283 22,715 22,529: 3,995 4,181
Old : 26,710: 2,302 5,326 1,920 18,493 15,283 22,715 22,529: 3,995 4,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 360: -616 635 121 441 163 -54 919: 414 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 19.9 7.2 69.2 57.2 85.0 84.3: 15.0 15.7
Old : 100.0: 8.6 19.9 7.2 69.2 57.2 85.0 84.3: 15.0 15.7
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 : 72: 10 23 14 29 25 49 52:
Old : 72: 10 23 14 29 25 49 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 34.9 56.1 49.5 40.5 32.7 55.8 47.3
Old : 40.5 34.9 56.1 49.5 40.5 32.7 55.8 47.3
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, July 14, 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 : 135,444: 26,795 48,827 27,911 60,839 35,132 115,545 111,870: 19,899 23,574
Old : 84,620: 22,816 36,380 13,117 38,036 19,546 73,969 69,043: 10,651 15,577
Other: 50,824: 14,573 23,041 4,200 22,803 15,586 41,576 42,827: 9,248 7,997
: : :
: : Changes in Commitments from: July 7, 2009 :
: 1,735: 3,395 -4,052 -1,681 -1,645 6,131 69 398: 1,666 1,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 36.0 20.6 44.9 25.9 85.3 82.6: 14.7 17.4
Old : 100.0: 27.0 43.0 15.5 44.9 23.1 87.4 81.6: 12.6 18.4
Other: 100.0: 28.7 45.3 8.3 44.9 30.7 81.8 84.3: 18.2 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 55 70 60 34 36 133 135:
Old : 177: 48 81 43 27 32 107 125:
Other: 121: 40 35 30 27 29 81 80:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 17.4 36.5 27.3 21.4 15.7 34.9 23.6
Old : 29.0 17.6 43.6 27.4 28.9 15.0 43.2 23.9
Other: 33.6 29.2 47.3 39.9 33.5 27.9 47.2 38.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 14, 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 : 220,377: 63,754 41,748 33,912 100,317 103,160 197,983 178,820: 22,394 41,557
Old : 220,377: 63,754 41,748 33,912 100,317 103,160 197,983 178,820: 22,394 41,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 3,543: 5,025 -6,022 -1,145 -1,779 7,645 2,101 478: 1,442 3,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 18.9 15.4 45.5 46.8 89.8 81.1: 10.2 18.9
Old : 100.0: 28.9 18.9 15.4 45.5 46.8 89.8 81.1: 10.2 18.9
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 : 323: 88 68 76 69 137 208 245:
Old : 323: 88 68 76 69 137 208 245:
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 : 21.8 12.4 34.4 20.0 21.7 11.9 32.4 18.3
Old : 21.8 12.4 34.4 20.0 21.7 11.9 32.4 18.3
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, July 14, 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 : 7,551: 3,080 1,790 353 2,508 3,871 5,941 6,014: 1,610 1,537
Old : 7,551: 3,080 1,790 353 2,508 3,871 5,941 6,014: 1,610 1,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -183: -84 692 -144 -58 -782 -286 -234: 103 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 23.7 4.7 33.2 51.3 78.7 79.6: 21.3 20.4
Old : 100.0: 40.8 23.7 4.7 33.2 51.3 78.7 79.6: 21.3 20.4
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 : 67: 20 20 7 15 22 38 46:
Old : 67: 20 20 7 15 22 38 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 26.2 55.0 42.6 36.8 26.2 55.0 42.5
Old : 36.8 26.2 55.0 42.6 36.8 26.2 55.0 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, July 14, 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 : 25,742: 10,667 2,742 3,463 6,145 8,690 20,275 14,895: 5,467 10,847
Old : 25,742: 10,667 2,742 3,463 6,145 8,690 20,275 14,895: 5,467 10,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 940: 707 292 -674 695 158 728 -224: 212 1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 10.7 13.5 23.9 33.8 78.8 57.9: 21.2 42.1
Old : 100.0: 41.4 10.7 13.5 23.9 33.8 78.8 57.9: 21.2 42.1
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 : 129: 40 21 23 25 54 78 88:
Old : 129: 40 21 23 25 54 78 88:
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 : 23.7 18.2 34.9 25.3 18.4 10.2 29.2 17.2
Old : 23.7 18.2 34.9 25.3 18.4 10.2 29.2 17.2
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, July 14, 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 : 18,520: 3,816 1,832 0 14,218 16,158 18,034 17,990: 486 530
Old : 18,520: 3,816 1,832 0 14,218 16,158 18,034 17,990: 486 530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 1,551: -1,040 185 0 2,365 1,021 1,325 1,206: 226 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 9.9 0.0 76.8 87.2 97.4 97.1: 2.6 2.9
Old : 100.0: 20.6 9.9 0.0 76.8 87.2 97.4 97.1: 2.6 2.9
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 : 22: 6 4 0 10 8 16 12:
Old : 22: 6 4 0 10 8 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 80.9 83.2 92.9 52.1 72.2 71.2 76.8
Old : 63.5 80.9 83.2 92.9 52.1 72.2 71.2 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, July 14, 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 : 85,347: 31,850 25,957 544 19,267 43,860 51,661 70,361: 33,686 14,986
Old : 85,347: 31,850 25,957 544 19,267 43,860 51,661 70,361: 33,686 14,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 5,156: 1,879 2,538 0 2,477 1,867 4,356 4,405: 800 751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 30.4 0.6 22.6 51.4 60.5 82.4: 39.5 17.6
Old : 100.0: 37.3 30.4 0.6 22.6 51.4 60.5 82.4: 39.5 17.6
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 : 67: 25 14 5 16 15 42 33:
Old : 67: 25 14 5 16 15 42 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 : 28.4 42.1 36.3 58.6 28.4 42.1 36.2 57.0
Old : 28.4 42.1 36.3 58.6 28.4 42.1 36.2 57.0
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, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 33,833: 16,950 6,158 0 2,913 18,558 19,863 24,716: 13,970 9,117
Old : 33,833: 16,950 6,158 0 2,913 18,558 19,863 24,716: 13,970 9,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 525: 474 736 -20 164 -1,964 618 -1,248: -93 1,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 18.2 0.0 8.6 54.9 58.7 73.1: 41.3 26.9
Old : 100.0: 50.1 18.2 0.0 8.6 54.9 58.7 73.1: 41.3 26.9
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 : 28: 12 8 0 3 7 15 15:
Old : 28: 12 8 0 3 7 15 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 : 33.4 50.6 48.6 63.7 33.4 50.6 47.4 63.7
Old : 33.4 50.6 48.6 63.7 33.4 50.6 47.4 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, July 14, 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 : 45,901: 27,620 14,006 304 14,352 27,483 42,276 41,793: 3,625 4,108
Old : 45,901: 27,620 14,006 304 14,352 27,483 42,276 41,793: 3,625 4,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -16,033: -21,149 4,257 -40 6,452 -21,638 -14,737 -17,421: -1,296 1,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 30.5 0.7 31.3 59.9 92.1 91.1: 7.9 8.9
Old : 100.0: 60.2 30.5 0.7 31.3 59.9 92.1 91.1: 7.9 8.9
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 : 61: 17 24 3 10 12 29 37:
Old : 61: 17 24 3 10 12 29 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 49.0 68.3 68.8 51.7 49.0 68.3 68.8
Old : 51.7 49.0 68.3 68.8 51.7 49.0 68.3 68.8
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, July 14, 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 : 90,346: 23,263 35,917 120 48,319 36,800 71,702 72,837: 18,644 17,509
Old : 90,346: 23,263 35,917 120 48,319 36,800 71,702 72,837: 18,644 17,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 3,043: -3,017 487 -89 6,332 2,410 3,226 2,808: -183 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 39.8 0.1 53.5 40.7 79.4 80.6: 20.6 19.4
Old : 100.0: 25.7 39.8 0.1 53.5 40.7 79.4 80.6: 20.6 19.4
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 : 63: 17 23 2 12 15 31 38:
Old : 63: 17 23 2 12 15 31 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 : 43.3 38.5 62.0 53.3 43.2 38.5 61.6 52.6
Old : 43.3 38.5 62.0 53.3 43.2 38.5 61.6 52.6
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, July 14, 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 : 110,140: 52,640 19,073 0 30,772 75,058 83,412 94,131: 26,728 16,009
Old : 110,140: 52,640 19,073 0 30,772 75,058 83,412 94,131: 26,728 16,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 20,184: 15,972 -478 -41 -931 20,637 15,000 20,118: 5,184 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 17.3 0.0 27.9 68.1 75.7 85.5: 24.3 14.5
Old : 100.0: 47.8 17.3 0.0 27.9 68.1 75.7 85.5: 24.3 14.5
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: 26 16 0 15 16 41 32:
Old : 69: 26 16 0 15 16 41 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 : 25.6 57.1 41.5 69.2 25.6 57.1 41.3 67.7
Old : 25.6 57.1 41.5 69.2 25.6 57.1 41.3 67.7
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, July 14, 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 : 116,686: 44,406 30,507 433 24,948 54,646 69,787 85,586: 46,899 31,100
Old : 116,686: 44,406 30,507 433 24,948 54,646 69,787 85,586: 46,899 31,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -7,349: -4,636 -8,223 30 -1,224 2,527 -5,830 -5,666: -1,519 -1,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 26.1 0.4 21.4 46.8 59.8 73.3: 40.2 26.7
Old : 100.0: 38.1 26.1 0.4 21.4 46.8 59.8 73.3: 40.2 26.7
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 : 115: 39 33 7 22 30 63 68:
Old : 115: 39 33 7 22 30 63 68:
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 : 15.3 24.8 24.7 38.9 14.7 24.3 23.3 37.6
Old : 15.3 24.8 24.7 38.9 14.7 24.3 23.3 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 22,089: 15,990 1,021 0 4,042 19,945 20,032 20,966: 2,057 1,123
Old : 22,089: 15,990 1,021 0 4,042 19,945 20,032 20,966: 2,057 1,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 395: -401 -13 0 864 432 463 419: -68 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 4.6 0.0 18.3 90.3 90.7 94.9: 9.3 5.1
Old : 100.0: 72.4 4.6 0.0 18.3 90.3 90.7 94.9: 9.3 5.1
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 : 29: 9 6 0 5 10 14 16:
Old : 29: 9 6 0 5 10 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 77.7 81.9 89.2 63.3 77.7 81.9 88.7
Old : 63.3 77.7 81.9 89.2 63.3 77.7 81.9 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, July 14, 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 : 6,530,040: 1,051,209 242,053 660,165 3,882,663 4,742,237 5,594,037 5,644,455: 936,003 885,585
Old : 6,530,040: 1,051,209 242,053 660,165 3,882,663 4,742,237 5,594,037 5,644,455: 936,003 885,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 115,400: 81,503 36,932 5,611 -17,610 40,152 69,504 82,695: 45,896 32,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 3.7 10.1 59.5 72.6 85.7 86.4: 14.3 13.6
Old : 100.0: 16.1 3.7 10.1 59.5 72.6 85.7 86.4: 14.3 13.6
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 : 228: 63 35 76 112 108 210 192:
Old : 228: 63 35 76 112 108 210 192:
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 : 24.0 43.6 34.1 53.1 23.4 37.7 30.2 44.2
Old : 24.0 43.6 34.1 53.1 23.4 37.7 30.2 44.2
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 - Futures Only, July 14, 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 : 397,704: 34,085 44,860 2,360 259,647 303,242 296,092 350,462: 101,612 47,242
Old : 397,704: 34,085 44,860 2,360 259,647 303,242 296,092 350,462: 101,612 47,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 8,864: -1,452 535 530 4,593 8,870 3,671 9,935: 5,193 -1,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 11.3 0.6 65.3 76.2 74.5 88.1: 25.5 11.9
Old : 100.0: 8.6 11.3 0.6 65.3 76.2 74.5 88.1: 25.5 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 : 143: 25 21 9 68 61 97 87:
Old : 143: 25 21 9 68 61 97 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 29.9 32.8 42.9 22.4 29.7 31.9 42.1
Old : 23.2 29.9 32.8 42.9 22.4 29.7 31.9 42.1
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, July 14, 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 : 2,401,740: 470,513 366,019 17,604 1,759,026 1,715,690 2,247,143 2,099,313: 154,597 302,427
Old : 2,401,740: 470,513 366,019 17,604 1,759,026 1,715,690 2,247,143 2,099,313: 154,597 302,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -10,177: -4,490 -7,500 -1,379 7,201 -22,215 1,332 -31,094: -11,509 20,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 15.2 0.7 73.2 71.4 93.6 87.4: 6.4 12.6
Old : 100.0: 19.6 15.2 0.7 73.2 71.4 93.6 87.4: 6.4 12.6
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 : 431: 83 112 29 140 149 236 277:
Old : 431: 83 112 29 140 149 236 277:
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 : 18.7 18.8 33.0 28.0 18.4 14.6 30.8 23.3
Old : 18.7 18.8 33.0 28.0 18.4 14.6 30.8 23.3
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, July 14, 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 : 100,413: 12,175 10,993 258 78,605 85,587 91,038 96,838: 9,375 3,575
Old : 100,413: 12,175 10,993 258 78,605 85,587 91,038 96,838: 9,375 3,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -905: 404 1,524 -722 -559 -1,001 -877 -199: -28 -706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 10.9 0.3 78.3 85.2 90.7 96.4: 9.3 3.6
Old : 100.0: 12.1 10.9 0.3 78.3 85.2 90.7 96.4: 9.3 3.6
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 : 84: 8 9 2 48 30 56 41:
Old : 84: 8 9 2 48 30 56 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 : 32.3 59.1 49.5 71.5 29.3 59.1 46.3 71.5
Old : 32.3 59.1 49.5 71.5 29.3 59.1 46.3 71.5
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, July 14, 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 : 17,837: 2,503 4,887 0 11,251 8,486 13,754 13,373: 4,083 4,464
Old : 17,837: 2,503 4,887 0 11,251 8,486 13,754 13,373: 4,083 4,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 2,707: 1,020 -245 0 1,499 2,392 2,519 2,147: 188 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 27.4 0.0 63.1 47.6 77.1 75.0: 22.9 25.0
Old : 100.0: 14.0 27.4 0.0 63.1 47.6 77.1 75.0: 22.9 25.0
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 : 31: 4 5 0 11 14 15 19:
Old : 31: 4 5 0 11 14 15 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 : 53.4 36.6 68.9 57.8 53.4 36.6 68.8 57.8
Old : 53.4 36.6 68.9 57.8 53.4 36.6 68.8 57.8
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, July 14, 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 : 253,455: 62,933 58,218 3,283 164,192 172,348 230,408 233,849: 23,047 19,606
Old : 253,455: 62,933 58,218 3,283 164,192 172,348 230,408 233,849: 23,047 19,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 5,479: 3,675 2,908 -1,656 4,421 2,243 6,440 3,495: -961 1,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 23.0 1.3 64.8 68.0 90.9 92.3: 9.1 7.7
Old : 100.0: 24.8 23.0 1.3 64.8 68.0 90.9 92.3: 9.1 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 46 54 14 52 69 108 127:
Old : 208: 46 54 14 52 69 108 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 25.5 45.7 36.6 31.4 18.4 41.5 28.9
Old : 32.6 25.5 45.7 36.6 31.4 18.4 41.5 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, July 14, 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 : 87,807: 42,301 16,708 220 25,056 60,259 67,577 77,187: 20,230 10,620
Old : 87,807: 42,301 16,708 220 25,056 60,259 67,577 77,187: 20,230 10,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 1,187: -2,241 4,052 -90 4,613 -3,799 2,282 163: -1,095 1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 19.0 0.3 28.5 68.6 77.0 87.9: 23.0 12.1
Old : 100.0: 48.2 19.0 0.3 28.5 68.6 77.0 87.9: 23.0 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 : 53: 18 15 2 13 10 33 25:
Old : 53: 18 15 2 13 10 33 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 : 50.3 56.7 59.3 71.0 50.3 56.7 59.2 69.9
Old : 50.3 56.7 59.3 71.0 50.3 56.7 59.2 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, July 14, 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 : 26,794: 8,417 5,403 0 6,920 15,814 15,337 21,217: 11,457 5,577
Old : 26,794: 8,417 5,403 0 6,920 15,814 15,337 21,217: 11,457 5,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 545: 905 -882 0 -220 1,601 685 719: -140 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 20.2 0.0 25.8 59.0 57.2 79.2: 42.8 20.8
Old : 100.0: 31.4 20.2 0.0 25.8 59.0 57.2 79.2: 42.8 20.8
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 : 49: 12 10 0 10 19 22 29:
Old : 49: 12 10 0 10 19 22 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 : 21.1 29.3 35.0 45.2 21.1 29.1 34.3 45.0
Old : 21.1 29.3 35.0 45.2 21.1 29.1 34.3 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, July 14, 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 : 33,758: 9,420 10,266 410 15,283 18,536 25,113 29,212: 8,645 4,546
Old : 33,758: 9,420 10,266 410 15,283 18,536 25,113 29,212: 8,645 4,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -860: 1,004 -501 -436 1,683 -431 2,251 -1,368: -3,111 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 30.4 1.2 45.3 54.9 74.4 86.5: 25.6 13.5
Old : 100.0: 27.9 30.4 1.2 45.3 54.9 74.4 86.5: 25.6 13.5
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 : 63: 13 13 1 25 18 38 32:
Old : 63: 13 13 1 25 18 38 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 : 27.8 37.7 41.4 57.8 25.0 37.7 38.6 57.8
Old : 27.8 37.7 41.4 57.8 25.0 37.7 38.6 57.8
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, July 14, 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 : 25,368: 2,575 6,356 184 19,632 17,336 22,391 23,876: 2,977 1,492
Old : 25,368: 2,575 6,356 184 19,632 17,336 22,391 23,876: 2,977 1,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -579: -614 97 15 -323 -715 -922 -603: 343 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 25.1 0.7 77.4 68.3 88.3 94.1: 11.7 5.9
Old : 100.0: 10.2 25.1 0.7 77.4 68.3 88.3 94.1: 11.7 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 5 3 12 13 21 19:
Old : 34: 7 5 3 12 13 21 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 : 59.9 64.4 73.1 82.7 55.1 64.4 68.3 79.8
Old : 59.9 64.4 73.1 82.7 55.1 64.4 68.3 79.8
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, July 14, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 17,758: 3,940 726 27 12,104 15,958 16,071 16,711: 1,687 1,047
Old : 17,758: 3,940 726 27 12,104 15,958 16,071 16,711: 1,687 1,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 1,976: -72 612 27 1,667 829 1,622 1,468: 354 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 4.1 0.2 68.2 89.9 90.5 94.1: 9.5 5.9
Old : 100.0: 22.2 4.1 0.2 68.2 89.9 90.5 94.1: 9.5 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 4 2 10 4 20 9:
Old : 24: 9 4 2 10 4 20 9:
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 : 56.9 91.4 70.6 94.0 52.9 86.5 66.2 87.6
Old : 56.9 91.4 70.6 94.0 52.9 86.5 66.2 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2009