MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 48,479: 954 6,358 9,638 33,403 21,787 43,996 37,784: 4,483 10,695
Old : 48,479: 954 6,358 9,638 33,403 21,787 43,996 37,784: 4,483 10,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 1,222: 145 -201 314 746 473 1,206 587: 16 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 13.1 19.9 68.9 44.9 90.8 77.9: 9.2 22.1
Old : 100.0: 2.0 13.1 19.9 68.9 44.9 90.8 77.9: 9.2 22.1
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 : 79: 9 31 20 29 29 55 63:
Old : 79: 9 31 20 29 29 55 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 23.1 58.0 34.9 41.6 18.6 53.2 28.1
Old : 44.8 23.1 58.0 34.9 41.6 18.6 53.2 28.1
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 with Delta-adjusted Options and Futures Combined, April 28, 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 : 164,194: 25,073 35,535 49,559 63,025 49,176 137,657 134,270: 26,537 29,924
Old : 151,967: 23,312 37,425 43,788 61,260 43,479 128,360 124,693: 23,607 27,274
Other: 12,227: 4,442 790 3,090 1,764 5,696 9,297 9,577: 2,931 2,650
: : :
: : Changes in Commitments from: April 21, 2009 :
: 10,600: 6,502 6,080 970 863 -555 8,335 6,495: 2,265 4,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 21.6 30.2 38.4 29.9 83.8 81.8: 16.2 18.2
Old : 100.0: 15.3 24.6 28.8 40.3 28.6 84.5 82.1: 15.5 17.9
Other: 100.0: 36.3 6.5 25.3 14.4 46.6 76.0 78.3: 24.0 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 65 79 86 43 40 155 170:
Old : 208: 60 85 84 42 38 152 168:
Other: 60: 20 14 20 15 18 47 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 : 19.4 16.8 29.5 25.1 19.3 14.9 27.5 21.6
Old : 20.8 16.1 31.4 24.3 20.7 14.4 28.7 21.1
Other: 32.1 34.1 48.2 46.1 30.1 27.6 35.7 37.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 243,972: 49,676 35,849 61,541 106,294 107,722 217,512 205,113: 26,460 38,859
Old : 243,972: 49,676 35,849 61,541 106,294 107,722 217,512 205,113: 26,460 38,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 1,383: -1,835 -398 3,893 -1,812 -1,709 245 1,785: 1,138 -402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 14.7 25.2 43.6 44.2 89.2 84.1: 10.8 15.9
Old : 100.0: 20.4 14.7 25.2 43.6 44.2 89.2 84.1: 10.8 15.9
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 : 307: 84 64 88 96 127 228 242:
Old : 307: 84 64 88 96 127 228 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 12.9 27.5 20.2 16.9 10.7 26.7 16.7
Old : 16.9 12.9 27.5 20.2 16.9 10.7 26.7 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 8,693: 2,853 3,128 1,611 2,545 2,203 7,009 6,942: 1,684 1,751
Old : 8,693: 2,853 3,128 1,611 2,545 2,203 7,009 6,942: 1,684 1,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 910: 208 325 503 150 -96 861 732: 48 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 36.0 18.5 29.3 25.3 80.6 79.9: 19.4 20.1
Old : 100.0: 32.8 36.0 18.5 29.3 25.3 80.6 79.9: 19.4 20.1
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 : 68: 21 21 12 19 19 45 49:
Old : 68: 21 21 12 19 19 45 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 26.9 47.6 39.4 29.8 22.8 43.5 33.7
Old : 29.8 26.9 47.6 39.4 29.8 22.8 43.5 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 22,535: 5,692 3,046 4,333 7,008 5,551 17,033 12,930: 5,502 9,606
Old : 22,535: 5,692 3,046 4,333 7,008 5,551 17,033 12,930: 5,502 9,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: -20: 182 901 -152 230 67 259 816: -279 -836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 13.5 19.2 31.1 24.6 75.6 57.4: 24.4 42.6
Old : 100.0: 25.3 13.5 19.2 31.1 24.6 75.6 57.4: 24.4 42.6
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 : 130: 38 26 28 34 46 89 85:
Old : 130: 38 26 28 34 46 89 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 16.1 29.8 22.5 16.1 10.9 25.3 16.2
Old : 18.6 16.1 29.8 22.5 16.1 10.9 25.3 16.2
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 with Delta-adjusted Options and Futures Combined, April 28, 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 : 13,131: 2,762 1,885 0 10,028 10,862 12,790 12,747: 341 384
Old : 13,131: 2,762 1,885 0 10,028 10,862 12,790 12,747: 341 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 1,651: 372 84 -219 1,404 1,815 1,557 1,680: 94 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 14.4 0.0 76.4 82.7 97.4 97.1: 2.6 2.9
Old : 100.0: 21.0 14.4 0.0 76.4 82.7 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 : 25: 3 6 0 12 7 15 13:
Old : 25: 3 6 0 12 7 15 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 : 67.1 75.4 88.6 86.8 67.1 74.1 88.6 85.3
Old : 67.1 75.4 88.6 86.8 67.1 74.1 88.6 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 76,853: 15,994 23,986 4,369 24,697 31,245 45,060 59,600: 31,793 17,253
Old : 76,853: 15,994 23,986 4,369 24,697 31,245 45,060 59,600: 31,793 17,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 5,499: 3,306 -2,015 829 1,427 8,457 5,563 7,271: -64 -1,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 31.2 5.7 32.1 40.7 58.6 77.6: 41.4 22.4
Old : 100.0: 20.8 31.2 5.7 32.1 40.7 58.6 77.6: 41.4 22.4
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 : 54: 16 15 10 13 18 34 38:
Old : 54: 16 15 10 13 18 34 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 : 26.0 39.2 34.6 50.6 25.3 38.3 32.1 48.6
Old : 26.0 39.2 34.6 50.6 25.3 38.3 32.1 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 33,268: 5,277 9,525 2,982 17,261 6,650 25,520 19,156: 7,749 14,112
Old : 33,268: 5,277 9,525 2,982 17,261 6,650 25,520 19,156: 7,749 14,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: -6,854: -1,348 -8,245 274 -5,258 2,384 -6,332 -5,587: -522 -1,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 28.6 9.0 51.9 20.0 76.7 57.6: 23.3 42.4
Old : 100.0: 15.9 28.6 9.0 51.9 20.0 76.7 57.6: 23.3 42.4
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 : 33: 8 13 5 10 6 20 22:
Old : 33: 8 13 5 10 6 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 26.7 58.5 40.5 41.2 25.0 52.3 33.3
Old : 41.2 26.7 58.5 40.5 41.2 25.0 52.3 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 59,522: 35,156 6,025 369 21,316 50,890 56,841 57,284: 2,681 2,238
Old : 59,522: 35,156 6,025 369 21,316 50,890 56,841 57,284: 2,681 2,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 2,429: -1,251 -275 -7 4,564 1,999 3,306 1,717: -877 712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 10.1 0.6 35.8 85.5 95.5 96.2: 4.5 3.8
Old : 100.0: 59.1 10.1 0.6 35.8 85.5 95.5 96.2: 4.5 3.8
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 : 61: 22 17 1 6 17 28 35:
Old : 61: 22 17 1 6 17 28 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 60.1 83.5 79.8 67.6 60.1 82.9 78.0
Old : 67.6 60.1 83.5 79.8 67.6 60.1 82.9 78.0
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 with Delta-adjusted Options and Futures Combined, April 28, 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 : 92,928: 18,352 41,213 4,077 57,724 25,196 80,153 70,486: 12,776 22,442
Old : 92,928: 18,352 41,213 4,077 57,724 25,196 80,153 70,486: 12,776 22,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 1,876: 2,105 911 132 12 -553 2,249 490: -373 1,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 44.3 4.4 62.1 27.1 86.3 75.8: 13.7 24.2
Old : 100.0: 19.7 44.3 4.4 62.1 27.1 86.3 75.8: 13.7 24.2
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 : 59: 17 19 10 16 16 37 41:
Old : 59: 17 19 10 16 16 37 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 : 51.0 39.0 65.6 52.9 50.9 37.5 64.4 51.3
Old : 51.0 39.0 65.6 52.9 50.9 37.5 64.4 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 90,808: 21,139 25,078 10,166 39,990 32,033 71,295 67,277: 19,514 23,531
Old : 90,808: 21,139 25,078 10,166 39,990 32,033 71,295 67,277: 19,514 23,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: -548: 4,292 -3,689 -1,669 -4,763 6,000 -2,140 642: 1,592 -1,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 27.6 11.2 44.0 35.3 78.5 74.1: 21.5 25.9
Old : 100.0: 23.3 27.6 11.2 44.0 35.3 78.5 74.1: 21.5 25.9
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 : 76: 18 32 15 21 18 50 54:
Old : 76: 18 32 15 21 18 50 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 31.6 44.9 45.7 31.9 27.7 42.7 38.4
Old : 31.9 31.6 44.9 45.7 31.9 27.7 42.7 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 130,045: 29,866 33,282 12,411 49,959 47,132 92,235 92,824: 37,810 37,221
Old : 130,045: 29,866 33,282 12,411 49,959 47,132 92,235 92,824: 37,810 37,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 2,295: 499 3,890 68 2,071 -4,483 2,638 -525: -343 2,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 25.6 9.5 38.4 36.2 70.9 71.4: 29.1 28.6
Old : 100.0: 23.0 25.6 9.5 38.4 36.2 70.9 71.4: 29.1 28.6
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 : 108: 36 35 25 24 32 70 82:
Old : 108: 36 35 25 24 32 70 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 20.4 33.8 30.4 23.6 16.1 33.0 24.9
Old : 23.8 20.4 33.8 30.4 23.6 16.1 33.0 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 14,095: 4,855 1,207 0 7,800 11,299 12,655 12,506: 1,440 1,589
Old : 14,095: 4,855 1,207 0 7,800 11,299 12,655 12,506: 1,440 1,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 252: 317 174 0 -361 169 -44 343: 296 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 8.6 0.0 55.3 80.2 89.8 88.7: 10.2 11.3
Old : 100.0: 34.4 8.6 0.0 55.3 80.2 89.8 88.7: 10.2 11.3
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 : 22: 8 3 0 6 6 14 9:
Old : 22: 8 3 0 6 6 14 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 : 63.0 76.1 80.4 87.5 63.0 72.9 80.1 84.3
Old : 63.0 76.1 80.4 87.5 63.0 72.9 80.1 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,592,115: 588,835 293,779 4,009,579 6,040,862 6,389,182 10,639,276 10,692,540: 952,839 899,575
Old :11,592,115: 588,835 293,779 4,009,579 6,040,862 6,389,182 10,639,276 10,692,540: 952,839 899,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 631,594: 79,269 46,869 240,619 270,645 285,482 590,533 572,970: 41,061 58,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 2.5 34.6 52.1 55.1 91.8 92.2: 8.2 7.8
Old : 100.0: 5.1 2.5 34.6 52.1 55.1 91.8 92.2: 8.2 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 71 27 88 118 120 217 213:
Old : 230: 71 27 88 118 120 217 213:
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 : 21.3 27.1 34.6 42.1 12.1 16.3 15.7 19.9
Old : 21.3 27.1 34.6 42.1 12.1 16.3 15.7 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 568,681: 53,943 32,767 32,668 360,465 442,059 447,076 507,494: 121,605 61,187
Old : 568,681: 53,943 32,767 32,668 360,465 442,059 447,076 507,494: 121,605 61,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 8,707: 353 2,329 1,208 -439 802 1,123 4,340: 7,584 4,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 5.8 5.7 63.4 77.7 78.6 89.2: 21.4 10.8
Old : 100.0: 9.5 5.8 5.7 63.4 77.7 78.6 89.2: 21.4 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 29 30 40 84 78 136 126:
Old : 173: 29 30 40 84 78 136 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 25.8 26.0 39.4 16.1 24.9 23.6 35.9
Old : 17.4 25.8 26.0 39.4 16.1 24.9 23.6 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 2,765,964: 523,554 385,472 90,505 1,969,351 1,967,325 2,583,410 2,443,301: 182,555 322,663
Old : 2,765,964: 523,554 385,472 90,505 1,969,351 1,967,325 2,583,410 2,443,301: 182,555 322,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 125,749: 27,406 22,656 4,207 96,185 72,103 127,798 98,967: -2,049 26,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 13.9 3.3 71.2 71.1 93.4 88.3: 6.6 11.7
Old : 100.0: 18.9 13.9 3.3 71.2 71.1 93.4 88.3: 6.6 11.7
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 : 431: 97 102 64 156 160 286 293:
Old : 431: 97 102 64 156 160 286 293:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 20.2 31.0 29.5 15.2 14.1 26.7 22.7
Old : 18.9 20.2 31.0 29.5 15.2 14.1 26.7 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 124,129: 29,951 13,513 177 83,745 106,358 113,872 120,048: 10,257 4,081
Old : 124,129: 29,951 13,513 177 83,745 106,358 113,872 120,048: 10,257 4,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 10,429: 13,596 1,013 -576 -2,620 9,048 10,401 9,485: 29 944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 10.9 0.1 67.5 85.7 91.7 96.7: 8.3 3.3
Old : 100.0: 24.1 10.9 0.1 67.5 85.7 91.7 96.7: 8.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 14 6 2 48 36 62 44:
Old : 91: 14 6 2 48 36 62 44:
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 : 30.9 49.4 52.4 66.2 29.7 49.4 50.9 66.2
Old : 30.9 49.4 52.4 66.2 29.7 49.4 50.9 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 22,425: 3,345 3,542 0 13,545 16,845 16,890 20,387: 5,535 2,038
Old : 22,425: 3,345 3,542 0 13,545 16,845 16,890 20,387: 5,535 2,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 57: 739 905 0 -1,080 -668 -341 237: 398 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 15.8 0.0 60.4 75.1 75.3 90.9: 24.7 9.1
Old : 100.0: 14.9 15.8 0.0 60.4 75.1 75.3 90.9: 24.7 9.1
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 : 37: 5 5 0 15 17 20 22:
Old : 37: 5 5 0 15 17 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 54.0 60.1 69.5 43.4 47.7 56.1 63.2
Old : 43.4 54.0 60.1 69.5 43.4 47.7 56.1 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 277,971: 96,982 53,224 3,912 155,413 195,470 256,307 252,606: 21,664 25,365
Old : 277,971: 96,982 53,224 3,912 155,413 195,470 256,307 252,606: 21,664 25,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 9,875: 2,636 7,523 1,432 3,750 -5,115 7,818 3,840: 2,057 6,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 19.1 1.4 55.9 70.3 92.2 90.9: 7.8 9.1
Old : 100.0: 34.9 19.1 1.4 55.9 70.3 92.2 90.9: 7.8 9.1
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 : 207: 61 41 15 56 65 125 113:
Old : 207: 61 41 15 56 65 125 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 32.0 48.3 44.2 30.6 28.6 39.8 37.1
Old : 38.8 32.0 48.3 44.2 30.6 28.6 39.8 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 76,405: 25,800 8,873 3,289 25,700 54,144 54,789 66,306: 21,616 10,099
Old : 76,405: 25,800 8,873 3,289 25,700 54,144 54,789 66,306: 21,616 10,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 435: -263 401 302 1,147 493 1,186 1,195: -751 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 11.6 4.3 33.6 70.9 71.7 86.8: 28.3 13.2
Old : 100.0: 33.8 11.6 4.3 33.6 70.9 71.7 86.8: 28.3 13.2
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 : 52: 19 12 7 13 13 38 26:
Old : 52: 19 12 7 13 13 38 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 64.8 42.1 74.3 32.3 63.5 42.1 72.4
Old : 32.3 64.8 42.1 74.3 32.3 63.5 42.1 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 27,913: 5,063 8,868 2 16,936 14,193 22,001 23,063: 5,912 4,850
Old : 27,913: 5,063 8,868 2 16,936 14,193 22,001 23,063: 5,912 4,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 1,730: 1,192 983 -0 394 316 1,586 1,299: 144 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 31.8 0.0 60.7 50.8 78.8 82.6: 21.2 17.4
Old : 100.0: 18.1 31.8 0.0 60.7 50.8 78.8 82.6: 21.2 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 8 9 1 15 17 23 27:
Old : 46: 8 9 1 15 17 23 27:
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 : 45.2 45.8 58.1 59.3 45.2 45.2 57.6 58.7
Old : 45.2 45.8 58.1 59.3 45.2 45.2 57.6 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 50,738: 14,452 14,572 1,827 18,281 30,258 34,560 46,657: 16,178 4,081
Old : 50,738: 14,452 14,572 1,827 18,281 30,258 34,560 46,657: 16,178 4,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 1,980: 633 1,678 515 2,207 -251 3,355 1,942: -1,375 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 28.7 3.6 36.0 59.6 68.1 92.0: 31.9 8.0
Old : 100.0: 28.5 28.7 3.6 36.0 59.6 68.1 92.0: 31.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 13 11 2 21 19 34 32:
Old : 59: 13 11 2 21 19 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 54.9 37.9 71.5 22.2 54.2 32.2 67.8
Old : 26.7 54.9 37.9 71.5 22.2 54.2 32.2 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 27,052: 3,593 7,509 234 21,321 17,594 25,148 25,337: 1,904 1,715
Old : 27,052: 3,593 7,509 234 21,321 17,594 25,148 25,337: 1,904 1,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 365: 421 314 193 -441 -64 173 443: 192 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 27.8 0.9 78.8 65.0 93.0 93.7: 7.0 6.3
Old : 100.0: 13.3 27.8 0.9 78.8 65.0 93.0 93.7: 7.0 6.3
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 : 34: 8 4 3 11 13 20 19:
Old : 34: 8 4 3 11 13 20 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 : 67.2 66.0 79.3 81.3 65.5 66.0 77.6 81.3
Old : 67.2 66.0 79.3 81.3 65.5 66.0 77.6 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 14,798: 4,143 1,008 2 9,771 13,287 13,916 14,297: 882 501
Old : 14,798: 4,143 1,008 2 9,771 13,287 13,916 14,297: 882 501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: -808: -379 -1,519 2 -403 904 -780 -613: -28 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 6.8 0.0 66.0 89.8 94.0 96.6: 6.0 3.4
Old : 100.0: 28.0 6.8 0.0 66.0 89.8 94.0 96.6: 6.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 4 1 7 4 18 9:
Old : 24: 11 4 1 7 4 18 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 : 65.3 94.0 78.8 96.6 64.3 94.0 77.8 95.5
Old : 65.3 94.0 78.8 96.6 64.3 94.0 77.8 95.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 1, 2009