BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,942: 37 215 35 3,412 3,383 3,484 3,633: 458 309
Old : 3,942: 37 215 35 3,412 3,383 3,484 3,633: 458 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 24: 0 -3 10 -12 -33 -2 -26: 27 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 5.5 0.9 86.6 85.8 88.4 92.2: 11.6 7.8
Old : 100.0: 0.9 5.5 0.9 86.6 85.8 88.4 92.2: 11.6 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 : 25: 1 2 1 19 13 21 15:
Old : 25: 1 2 1 19 13 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 71.5 72.8 87.1 56.3 70.4 71.6 84.7
Old : 57.4 71.5 72.8 87.1 56.3 70.4 71.6 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 38,272: 641 5,225 8,390 22,705 17,110 31,736 30,725: 6,536 7,547
Old : 38,272: 641 5,225 8,390 22,705 17,110 31,736 30,725: 6,536 7,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 381: 28 445 -30 244 -171 242 244: 139 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 13.7 21.9 59.3 44.7 82.9 80.3: 17.1 19.7
Old : 100.0: 1.7 13.7 21.9 59.3 44.7 82.9 80.3: 17.1 19.7
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 : 69: 9 20 20 36 26 61 50:
Old : 69: 9 20 20 36 26 61 50:
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 : 32.9 30.1 46.6 44.4 30.5 29.7 40.9 41.4
Old : 32.9 30.1 46.6 44.4 30.5 29.7 40.9 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 178,408: 30,954 38,492 50,834 77,627 58,471 159,414 147,798: 18,994 30,610
Old : 20,663: 6,290 3,767 6,644 5,247 6,020 18,180 16,430: 2,484 4,233
Other: 157,745: 28,072 38,134 40,782 72,380 52,452 141,235 131,368: 16,510 26,377
: : :
: : Changes in Commitments from: September 22, 2009 :
: 275: -1,241 -2,170 1,880 346 1,794 985 1,504: -710 -1,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 21.6 28.5 43.5 32.8 89.4 82.8: 10.6 17.2
Old : 100.0: 30.4 18.2 32.2 25.4 29.1 88.0 79.5: 12.0 20.5
Other: 100.0: 17.8 24.2 25.9 45.9 33.3 89.5 83.3: 10.5 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 69 73 75 53 54 174 160:
Old : 115: 29 34 27 20 44 64 90:
Other: 213: 70 71 70 49 49 165 151:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 14.3 32.2 23.2 18.4 12.5 30.7 20.1
Old : 28.7 18.7 42.4 30.4 28.6 16.0 38.9 23.4
Other: 21.6 15.0 35.4 24.2 20.2 12.8 33.8 21.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 309,703: 73,232 59,904 74,174 137,603 124,556 285,009 258,634: 24,693 51,068
Old : 309,703: 73,232 59,904 74,174 137,603 124,556 285,009 258,634: 24,693 51,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -3,354: -1,258 -6,033 30 1,608 5,759 381 -244: -3,735 -3,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 19.3 24.0 44.4 40.2 92.0 83.5: 8.0 16.5
Old : 100.0: 23.6 19.3 24.0 44.4 40.2 92.0 83.5: 8.0 16.5
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 : 366: 103 93 94 104 140 244 298:
Old : 366: 103 93 94 104 140 244 298:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 12.4 29.6 19.5 16.8 9.4 25.6 15.0
Old : 17.7 12.4 29.6 19.5 16.8 9.4 25.6 15.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 10,654: 3,909 3,834 1,519 2,968 3,108 8,396 8,461: 2,258 2,193
Old : 10,654: 3,909 3,834 1,519 2,968 3,108 8,396 8,461: 2,258 2,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 959: -7 54 483 179 22 654 558: 305 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 36.0 14.3 27.9 29.2 78.8 79.4: 21.2 20.6
Old : 100.0: 36.7 36.0 14.3 27.9 29.2 78.8 79.4: 21.2 20.6
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 : 87: 24 31 18 18 23 54 64:
Old : 87: 24 31 18 18 23 54 64:
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 : 29.9 27.2 45.6 38.4 29.9 27.2 45.5 37.8
Old : 29.9 27.2 45.6 38.4 29.9 27.2 45.5 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 28,708: 9,377 8,492 3,221 8,615 6,249 21,212 17,961: 7,496 10,747
Old : 28,708: 9,377 8,492 3,221 8,615 6,249 21,212 17,961: 7,496 10,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -1,233: -554 -94 -603 -19 -55 -1,177 -752: -56 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 29.6 11.2 30.0 21.8 73.9 62.6: 26.1 37.4
Old : 100.0: 32.7 29.6 11.2 30.0 21.8 73.9 62.6: 26.1 37.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 31 32 24 41 34 83 81:
Old : 121: 31 32 24 41 34 83 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 20.0 30.7 27.7 19.9 19.7 28.9 24.9
Old : 20.5 20.0 30.7 27.7 19.9 19.7 28.9 24.9
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, September 29, 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 : 15,774: 5,584 415 164 9,216 14,780 14,964 15,359: 810 415
Old : 15,774: 5,584 415 164 9,216 14,780 14,964 15,359: 810 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 2.6 1.0 58.4 93.7 94.9 97.4: 5.1 2.6
Old : 100.0: 35.4 2.6 1.0 58.4 93.7 94.9 97.4: 5.1 2.6
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 : 21: 6 2 1 7 11 14 13:
Old : 21: 6 2 1 7 11 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 79.4 89.4 92.6 69.9 78.8 83.1 87.0
Old : 76.2 79.4 89.4 92.6 69.9 78.8 83.1 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 80,072: 24,883 6,081 4,224 16,153 53,330 45,260 63,635: 34,813 16,437
Old : 80,072: 24,883 6,081 4,224 16,153 53,330 45,260 63,635: 34,813 16,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -16,969: -19,756 -4,141 744 5,022 -13,822 -13,990 -17,219: -2,979 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 7.6 5.3 20.2 66.6 56.5 79.5: 43.5 20.5
Old : 100.0: 31.1 7.6 5.3 20.2 66.6 56.5 79.5: 43.5 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 23 15 13 22 16 55 34:
Old : 65: 23 15 13 22 16 55 34:
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 : 18.2 52.9 27.3 62.6 18.2 52.6 27.3 61.1
Old : 18.2 52.9 27.3 62.6 18.2 52.6 27.3 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 47,903: 22,825 5,037 1,265 3,614 34,635 27,704 40,937: 20,198 6,965
Old : 47,903: 22,825 5,037 1,265 3,614 34,635 27,704 40,937: 20,198 6,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -6,825: -6,110 -14 -77 1,164 -5,896 -5,023 -5,987: -1,802 -837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 10.5 2.6 7.5 72.3 57.8 85.5: 42.2 14.5
Old : 100.0: 47.6 10.5 2.6 7.5 72.3 57.8 85.5: 42.2 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 : 42: 19 8 5 6 14 28 24:
Old : 42: 19 8 5 6 14 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 58.4 38.0 71.1 27.2 58.3 37.8 69.8
Old : 27.2 58.4 38.0 71.1 27.2 58.3 37.8 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 58,508: 25,928 36,787 7 29,439 19,413 55,374 56,207: 3,134 2,301
Old : 58,508: 25,928 36,787 7 29,439 19,413 55,374 56,207: 3,134 2,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 8,067: -3,285 11,875 7 11,574 -3,576 8,296 8,306: -229 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 62.9 0.0 50.3 33.2 94.6 96.1: 5.4 3.9
Old : 100.0: 44.3 62.9 0.0 50.3 33.2 94.6 96.1: 5.4 3.9
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 : 69: 29 18 1 14 11 44 29:
Old : 69: 29 18 1 14 11 44 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 : 55.7 65.7 69.4 82.6 55.7 65.7 69.2 82.3
Old : 55.7 65.7 69.4 82.6 55.7 65.7 69.2 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 106,161: 15,262 63,387 4,616 67,724 11,819 87,602 79,821: 18,559 26,340
Old : 106,161: 15,262 63,387 4,616 67,724 11,819 87,602 79,821: 18,559 26,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 21,912: -2,517 14,223 1,930 24,673 539 24,086 16,693: -2,174 5,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 59.7 4.3 63.8 11.1 82.5 75.2: 17.5 24.8
Old : 100.0: 14.4 59.7 4.3 63.8 11.1 82.5 75.2: 17.5 24.8
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 : 76: 17 32 12 19 13 43 50:
Old : 76: 17 32 12 19 13 43 50:
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 : 42.2 38.3 58.2 46.1 41.3 38.3 56.9 46.1
Old : 42.2 38.3 58.2 46.1 41.3 38.3 56.9 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 130,723: 63,521 17,523 6,882 28,676 84,284 99,079 108,689: 31,644 22,034
Old : 130,723: 63,521 17,523 6,882 28,676 84,284 99,079 108,689: 31,644 22,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 1,973: 168 772 816 859 -3,428 1,843 -1,840: 130 3,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 13.4 5.3 21.9 64.5 75.8 83.1: 24.2 16.9
Old : 100.0: 48.6 13.4 5.3 21.9 64.5 75.8 83.1: 24.2 16.9
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 : 80: 37 20 13 15 15 57 43:
Old : 80: 37 20 13 15 15 57 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 54.4 41.7 66.3 28.0 54.4 41.7 64.3
Old : 28.0 54.4 41.7 66.3 28.0 54.4 41.7 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 189,512: 78,050 34,067 16,464 35,789 101,730 130,303 152,261: 59,209 37,252
Old : 189,512: 78,050 34,067 16,464 35,789 101,730 130,303 152,261: 59,209 37,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 3,237: 1,859 -587 -61 649 4,876 2,447 4,228: 790 -991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 18.0 8.7 18.9 53.7 68.8 80.3: 31.2 19.7
Old : 100.0: 41.2 18.0 8.7 18.9 53.7 68.8 80.3: 31.2 19.7
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 : 141: 61 37 36 24 35 98 95:
Old : 141: 61 37 36 24 35 98 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 38.1 30.4 47.6 21.0 35.5 29.3 43.8
Old : 21.6 38.1 30.4 47.6 21.0 35.5 29.3 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 23,776: 19,045 1,542 0 1,342 21,187 20,387 22,729: 3,389 1,047
Old : 23,776: 19,045 1,542 0 1,342 21,187 20,387 22,729: 3,389 1,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 173: -829 313 0 900 180 71 493: 102 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 6.5 0.0 5.6 89.1 85.7 95.6: 14.3 4.4
Old : 100.0: 80.1 6.5 0.0 5.6 89.1 85.7 95.6: 14.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 5 0 4 12 19 17:
Old : 35: 15 5 0 4 12 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 70.5 73.2 85.5 59.5 70.5 73.2 84.5
Old : 59.5 70.5 73.2 85.5 59.5 70.5 73.2 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 :11,710,208: 1,106,059 272,989 4,179,200 5,502,838 6,384,417 10,788,097 10,836,606: 922,112 873,602
Old :11,710,208: 1,106,059 272,989 4,179,200 5,502,838 6,384,417 10,788,097 10,836,606: 922,112 873,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 306,963: -23,580 41,037 171,688 175,381 111,136 323,489 323,861: -16,526 -16,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.3 35.7 47.0 54.5 92.1 92.5: 7.9 7.5
Old : 100.0: 9.4 2.3 35.7 47.0 54.5 92.1 92.5: 7.9 7.5
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 : 263: 71 52 104 131 132 253 242:
Old : 263: 71 52 104 131 132 253 242:
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 : 18.6 22.5 28.9 36.2 13.1 14.9 17.8 18.5
Old : 18.6 22.5 28.9 36.2 13.1 14.9 17.8 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 476,349: 26,439 37,876 39,621 312,553 346,139 378,613 423,636: 97,736 52,713
Old : 476,349: 26,439 37,876 39,621 312,553 346,139 378,613 423,636: 97,736 52,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 7,207: -2,204 1,533 -899 -1,921 3,101 -5,024 3,735: 12,231 3,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 8.0 8.3 65.6 72.7 79.5 88.9: 20.5 11.1
Old : 100.0: 5.6 8.0 8.3 65.6 72.7 79.5 88.9: 20.5 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 : 150: 23 29 35 80 62 128 101:
Old : 150: 23 29 35 80 62 128 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 27.1 28.7 41.3 17.5 26.4 24.8 38.1
Old : 20.7 27.1 28.7 41.3 17.5 26.4 24.8 38.1
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 with Delta-adjusted Options and Futures Combined, September 29, 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 : 2,497,313: 435,298 285,853 96,537 1,775,761 1,849,809 2,307,595 2,232,198: 189,718 265,115
Old : 2,497,313: 435,298 285,853 96,537 1,775,761 1,849,809 2,307,595 2,232,198: 189,718 265,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 66,373: 19,047 -18,783 -45 35,466 53,131 54,468 34,303: 11,906 32,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 11.4 3.9 71.1 74.1 92.4 89.4: 7.6 10.6
Old : 100.0: 17.4 11.4 3.9 71.1 74.1 92.4 89.4: 7.6 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 97 91 62 156 160 290 276:
Old : 423: 97 91 62 156 160 290 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 20.5 28.4 29.6 16.2 17.8 27.3 26.5
Old : 16.6 20.5 28.4 29.6 16.2 17.8 27.3 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 108,993: 21,005 10,274 211 74,131 94,651 95,347 105,136: 13,646 3,857
Old : 108,993: 21,005 10,274 211 74,131 94,651 95,347 105,136: 13,646 3,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 6,423: 2,815 635 211 -492 3,491 2,534 4,337: 3,888 2,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 9.4 0.2 68.0 86.8 87.5 96.5: 12.5 3.5
Old : 100.0: 19.3 9.4 0.2 68.0 86.8 87.5 96.5: 12.5 3.5
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 : 89: 17 8 1 45 30 63 38:
Old : 89: 17 8 1 45 30 63 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 : 33.9 52.8 47.9 74.7 25.3 51.5 38.3 69.8
Old : 33.9 52.8 47.9 74.7 25.3 51.5 38.3 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 17,639: 4,937 908 0 8,890 11,191 13,827 12,099: 3,812 5,540
Old : 17,639: 4,937 908 0 8,890 11,191 13,827 12,099: 3,812 5,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -179: 276 -725 0 -995 803 -719 78: 540 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 5.1 0.0 50.4 63.4 78.4 68.6: 21.6 31.4
Old : 100.0: 28.0 5.1 0.0 50.4 63.4 78.4 68.6: 21.6 31.4
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 : 32: 5 3 0 13 17 18 20:
Old : 32: 5 3 0 13 17 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 43.6 64.2 55.0 43.7 33.9 56.7 45.3
Old : 45.0 43.6 64.2 55.0 43.7 33.9 56.7 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 324,595: 109,778 86,395 7,143 164,710 210,483 281,631 304,021: 42,964 20,574
Old : 324,595: 109,778 86,395 7,143 164,710 210,483 281,631 304,021: 42,964 20,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 26,623: 23,254 -5,695 2,486 -2,565 27,408 23,175 24,199: 3,448 2,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 26.6 2.2 50.7 64.8 86.8 93.7: 13.2 6.3
Old : 100.0: 33.8 26.6 2.2 50.7 64.8 86.8 93.7: 13.2 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 : 226: 65 49 20 60 69 134 129:
Old : 226: 65 49 20 60 69 134 129:
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 : 28.3 30.1 39.9 43.5 27.9 28.8 39.4 42.2
Old : 28.3 30.1 39.9 43.5 27.9 28.8 39.4 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 108,555: 55,772 7,835 2,123 21,523 89,068 79,417 99,026: 29,138 9,530
Old : 108,555: 55,772 7,835 2,123 21,523 89,068 79,417 99,026: 29,138 9,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -5,302: -5,272 -1,515 187 1,399 -4,617 -3,686 -5,946: -1,616 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 7.2 2.0 19.8 82.0 73.2 91.2: 26.8 8.8
Old : 100.0: 51.4 7.2 2.0 19.8 82.0 73.2 91.2: 26.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 25 9 7 9 12 39 23:
Old : 50: 25 9 7 9 12 39 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 66.7 52.5 83.5 39.0 66.7 52.5 82.4
Old : 39.0 66.7 52.5 83.5 39.0 66.7 52.5 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 31,499: 12,795 4,398 0 11,396 18,714 24,191 23,112: 7,308 8,387
Old : 31,499: 12,795 4,398 0 11,396 18,714 24,191 23,112: 7,308 8,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -1,964: 1,921 -5,002 0 3,146 3,070 5,067 -1,932: -7,031 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 14.0 0.0 36.2 59.4 76.8 73.4: 23.2 26.6
Old : 100.0: 40.6 14.0 0.0 36.2 59.4 76.8 73.4: 23.2 26.6
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 : 50: 16 8 0 16 14 32 22:
Old : 50: 16 8 0 16 14 32 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 : 33.9 43.9 49.1 58.3 33.9 43.3 48.6 57.3
Old : 33.9 43.9 49.1 58.3 33.9 43.3 48.6 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 43,466: 9,492 8,380 649 27,672 13,774 37,813 22,803: 5,653 20,663
Old : 43,466: 9,492 8,380 649 27,672 13,774 37,813 22,803: 5,653 20,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 2,457: -1,634 2,991 519 3,398 554 2,283 4,064: 174 -1,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 19.3 1.5 63.7 31.7 87.0 52.5: 13.0 47.5
Old : 100.0: 21.8 19.3 1.5 63.7 31.7 87.0 52.5: 13.0 47.5
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 : 56: 9 9 1 24 19 33 29:
Old : 56: 9 9 1 24 19 33 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 : 38.0 21.2 54.7 33.5 34.1 21.2 50.1 32.3
Old : 38.0 21.2 54.7 33.5 34.1 21.2 50.1 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 24,604: 4,618 587 207 15,758 21,983 20,583 22,777: 4,021 1,827
Old : 24,604: 4,618 587 207 15,758 21,983 20,583 22,777: 4,021 1,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 272: 314 0 16 -640 451 -310 467: 582 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 2.4 0.8 64.0 89.3 83.7 92.6: 16.3 7.4
Old : 100.0: 18.8 2.4 0.8 64.0 89.3 83.7 92.6: 16.3 7.4
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 : 34: 9 2 3 11 14 21 18:
Old : 34: 9 2 3 11 14 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 63.3 66.1 81.6 46.8 63.3 61.3 80.4
Old : 51.4 63.3 66.1 81.6 46.8 63.3 61.3 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 17,498: 3,604 1,127 0 12,799 15,731 16,403 16,858: 1,095 640
Old : 17,498: 3,604 1,127 0 12,799 15,731 16,403 16,858: 1,095 640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 948: -363 476 0 1,513 234 1,150 710: -202 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 6.4 0.0 73.1 89.9 93.7 96.3: 6.3 3.7
Old : 100.0: 20.6 6.4 0.0 73.1 89.9 93.7 96.3: 6.3 3.7
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 : 21: 8 4 0 8 2 16 6:
Old : 21: 8 4 0 8 2 16 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 95.1 78.4 96.3 62.9 95.0 78.4 96.3
Old : 62.9 95.1 78.4 96.3 62.9 95.0 78.4 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2009