MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 26,143: 2,163 6,943 678 18,662 13,530 21,503 21,151: 4,640 4,992
Old : 26,143: 2,163 6,943 678 18,662 13,530 21,503 21,151: 4,640 4,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 2,001: 40 1,138 96 1,865 586 2,001 1,820: 0 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 26.6 2.6 71.4 51.8 82.3 80.9: 17.7 19.1
Old : 100.0: 8.3 26.6 2.6 71.4 51.8 82.3 80.9: 17.7 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 13 18 14 25 21 45 46:
Old : 65: 13 18 14 25 21 45 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 34.7 57.4 54.7 42.9 33.0 57.0 53.0
Old : 42.9 34.7 57.4 54.7 42.9 33.0 57.0 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 191,579: 53,552 25,059 29,108 84,376 107,664 167,036 161,831: 24,543 29,748
Old : 189,048: 53,467 25,325 28,812 82,897 105,489 165,176 159,626: 23,872 29,422
Other: 2,531: 381 30 0 1,479 2,175 1,860 2,205: 671 326
: : :
: : Changes in Commitments from: January 5, 2010 :
: 6,471: 68 -316 449 5,264 5,777 5,781 5,910: 690 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 13.1 15.2 44.0 56.2 87.2 84.5: 12.8 15.5
Old : 100.0: 28.3 13.4 15.2 43.8 55.8 87.4 84.4: 12.6 15.6
Other: 100.0: 15.1 1.2 0.0 58.4 85.9 73.5 87.1: 26.5 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 75 56 81 42 56 175 160:
Old : 226: 76 56 81 41 56 174 160:
Other: 31: 7 4 0 7 14 14 18:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 35.7 33.5 44.4 20.2 35.6 32.6 42.6
Old : 20.4 35.6 33.3 44.1 20.4 35.5 32.3 42.3
Other: 60.6 68.7 71.1 81.4 60.6 68.7 71.0 81.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 278,461: 99,460 47,968 37,266 118,287 138,285 255,013 223,519: 23,448 54,942
Old : 278,461: 99,460 47,968 37,266 118,287 138,285 255,013 223,519: 23,448 54,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 19,486: 3,542 -463 4,026 4,896 4,362 12,464 7,925: 7,022 11,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 17.2 13.4 42.5 49.7 91.6 80.3: 8.4 19.7
Old : 100.0: 35.7 17.2 13.4 42.5 49.7 91.6 80.3: 8.4 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 : 383: 110 86 90 74 152 232 293:
Old : 383: 110 86 90 74 152 232 293:
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 : 18.8 14.0 30.7 22.0 18.8 12.1 30.7 18.7
Old : 18.8 14.0 30.7 22.0 18.8 12.1 30.7 18.7
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,390: 4,223 1,960 659 2,835 5,135 7,717 7,754: 1,673 1,636
Old : 9,390: 4,223 1,960 659 2,835 5,135 7,717 7,754: 1,673 1,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 801: -79 42 333 184 507 438 882: 363 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 20.9 7.0 30.2 54.7 82.2 82.6: 17.8 17.4
Old : 100.0: 45.0 20.9 7.0 30.2 54.7 82.2 82.6: 17.8 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 : 79: 29 15 6 19 29 52 47:
Old : 79: 29 15 6 19 29 52 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 25.7 55.7 41.5 36.1 25.7 55.7 40.2
Old : 36.1 25.7 55.7 41.5 36.1 25.7 55.7 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,465: 11,002 7,706 3,138 10,762 7,362 24,902 18,206: 5,563 12,259
Old : 30,465: 11,002 7,706 3,138 10,762 7,362 24,902 18,206: 5,563 12,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 853: 580 -1,706 -504 -137 944 -61 -1,266: 914 2,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 25.3 10.3 35.3 24.2 81.7 59.8: 18.3 40.2
Old : 100.0: 36.1 25.3 10.3 35.3 24.2 81.7 59.8: 18.3 40.2
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 : 124: 26 34 26 33 42 77 89:
Old : 124: 26 34 26 33 42 77 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 15.4 38.9 22.6 24.9 14.2 38.8 20.2
Old : 24.9 15.4 38.9 22.6 24.9 14.2 38.8 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 117,310: 60,219 11,524 70 15,139 89,153 75,428 100,747: 41,882 16,563
Old : 117,310: 60,219 11,524 70 15,139 89,153 75,428 100,747: 41,882 16,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 9,756: 8,483 -16 -30 1,424 8,772 9,877 8,726: -121 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 9.8 0.1 12.9 76.0 64.3 85.9: 35.7 14.1
Old : 100.0: 51.3 9.8 0.1 12.9 76.0 64.3 85.9: 35.7 14.1
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 : 77: 33 11 5 18 25 55 37:
Old : 77: 33 11 5 18 25 55 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 43.6 39.0 67.3 26.2 43.3 39.0 66.9
Old : 26.2 43.6 39.0 67.3 26.2 43.3 39.0 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,204: 17,213 3,287 48 6,378 24,458 23,639 27,793: 14,565 10,411
Old : 38,204: 17,213 3,287 48 6,378 24,458 23,639 27,793: 14,565 10,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 3,043: 4,725 -11,981 48 -4,882 15,103 -109 3,170: 3,152 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 8.6 0.1 16.7 64.0 61.9 72.7: 38.1 27.3
Old : 100.0: 45.1 8.6 0.1 16.7 64.0 61.9 72.7: 38.1 27.3
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: 14 5 2 6 11 20 18:
Old : 34: 14 5 2 6 11 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 49.3 46.4 64.2 34.5 49.3 45.9 64.2
Old : 34.8 49.3 46.4 64.2 34.5 49.3 45.9 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 104,662: 81,605 5,708 243 16,012 97,131 97,860 103,082: 6,802 1,580
Old : 104,662: 81,605 5,708 243 16,012 97,131 97,860 103,082: 6,802 1,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 7,903: 12,264 -1,646 -2 -5,302 10,028 6,960 8,380: 943 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 5.5 0.2 15.3 92.8 93.5 98.5: 6.5 1.5
Old : 100.0: 78.0 5.5 0.2 15.3 92.8 93.5 98.5: 6.5 1.5
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 : 88: 47 13 2 13 20 61 34:
Old : 88: 47 13 2 13 20 61 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 : 56.7 70.5 73.0 86.3 56.7 70.5 72.9 85.8
Old : 56.7 70.5 73.0 86.3 56.7 70.5 72.9 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 89,147: 15,182 50,649 110 56,340 11,583 71,632 62,342: 17,515 26,805
Old : 89,147: 15,182 50,649 110 56,340 11,583 71,632 62,342: 17,515 26,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: -3,744: -2,849 -946 66 -3,947 -2,880 -6,730 -3,760: 2,986 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 56.8 0.1 63.2 13.0 80.4 69.9: 19.6 30.1
Old : 100.0: 17.0 56.8 0.1 63.2 13.0 80.4 69.9: 19.6 30.1
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 : 63: 11 29 5 13 15 28 45:
Old : 63: 11 29 5 13 15 28 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 31.8 55.4 43.3 38.6 31.8 54.0 43.3
Old : 39.1 31.8 55.4 43.3 38.6 31.8 54.0 43.3
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 120,568: 21,951 38,695 319 82,160 49,902 104,430 88,916: 16,138 31,652
Old : 120,568: 21,951 38,695 319 82,160 49,902 104,430 88,916: 16,138 31,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 16,337: 1,317 1,250 278 13,177 8,243 14,772 9,771: 1,565 6,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 32.1 0.3 68.1 41.4 86.6 73.7: 13.4 26.3
Old : 100.0: 18.2 32.1 0.3 68.1 41.4 86.6 73.7: 13.4 26.3
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 : 78: 20 29 3 14 22 36 52:
Old : 78: 20 29 3 14 22 36 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 31.5 71.5 46.3 54.9 31.4 66.3 44.1
Old : 59.7 31.5 71.5 46.3 54.9 31.4 66.3 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 161,287: 36,186 54,103 1,833 77,041 65,306 115,060 121,242: 46,227 40,045
Old : 161,287: 36,186 54,103 1,833 77,041 65,306 115,060 121,242: 46,227 40,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 5,132: -1,043 -18,914 965 1,438 19,254 1,360 1,305: 3,772 3,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 33.5 1.1 47.8 40.5 71.3 75.2: 28.7 24.8
Old : 100.0: 22.4 33.5 1.1 47.8 40.5 71.3 75.2: 28.7 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 : 125: 39 41 13 27 27 74 73:
Old : 125: 39 41 13 27 27 74 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 22.6 44.2 35.4 34.9 22.4 41.9 34.4
Old : 37.2 22.6 44.2 35.4 34.9 22.4 41.9 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,732: 21,417 5,734 0 1,196 18,810 22,613 24,544: 3,119 1,188
Old : 25,732: 21,417 5,734 0 1,196 18,810 22,613 24,544: 3,119 1,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 2,679: 3,311 601 0 -261 2,320 3,050 2,921: -371 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 22.3 0.0 4.6 73.1 87.9 95.4: 12.1 4.6
Old : 100.0: 83.2 22.3 0.0 4.6 73.1 87.9 95.4: 12.1 4.6
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 : 37: 17 7 0 4 11 21 18:
Old : 37: 17 7 0 4 11 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 : 64.0 54.1 79.8 77.3 64.0 53.3 79.8 76.5
Old : 64.0 54.1 79.8 77.3 64.0 53.3 79.8 76.5
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 6,786,350: 1,031,850 374,210 820,020 4,153,788 4,711,073 6,005,658 5,905,303: 780,692 881,047
Old : 6,786,350: 1,031,850 374,210 820,020 4,153,788 4,711,073 6,005,658 5,905,303: 780,692 881,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 276,412: 285,552 -47,916 39,413 -46,452 246,321 278,513 237,818: -2,101 38,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 5.5 12.1 61.2 69.4 88.5 87.0: 11.5 13.0
Old : 100.0: 15.2 5.5 12.1 61.2 69.4 88.5 87.0: 11.5 13.0
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 : 251: 60 51 84 120 118 231 212:
Old : 251: 60 51 84 120 118 231 212:
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 : 27.4 33.6 37.9 42.4 26.4 28.5 34.0 33.6
Old : 27.4 33.6 37.9 42.4 26.4 28.5 34.0 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 326,146: 25,149 29,765 265 212,398 258,748 237,812 288,778: 88,334 37,368
Old : 326,146: 25,149 29,765 265 212,398 258,748 237,812 288,778: 88,334 37,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 701: -3,129 3,864 87 5,033 138 1,991 4,089: -1,290 -3,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.1 0.1 65.1 79.3 72.9 88.5: 27.1 11.5
Old : 100.0: 7.7 9.1 0.1 65.1 79.3 72.9 88.5: 27.1 11.5
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 : 134: 16 19 4 69 55 88 75:
Old : 134: 16 19 4 69 55 88 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 36.8 31.5 53.0 21.4 36.6 29.5 52.8
Old : 23.2 36.8 31.5 53.0 21.4 36.6 29.5 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,445,201: 383,303 334,458 15,854 1,846,532 1,826,040 2,245,689 2,176,352: 199,512 268,849
Old : 2,445,201: 383,303 334,458 15,854 1,846,532 1,826,040 2,245,689 2,176,352: 199,512 268,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 38,372: 3,894 48,122 -6,859 34,010 -33,365 31,045 7,898: 7,327 30,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 13.7 0.6 75.5 74.7 91.8 89.0: 8.2 11.0
Old : 100.0: 15.7 13.7 0.6 75.5 74.7 91.8 89.0: 8.2 11.0
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 : 424: 94 87 28 152 159 257 263:
Old : 424: 94 87 28 152 159 257 263:
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 : 22.2 21.2 32.9 29.7 21.4 18.3 30.3 26.5
Old : 22.2 21.2 32.9 29.7 21.4 18.3 30.3 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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 98,226: 8,457 9,701 299 80,640 85,028 89,396 95,028: 8,830 3,198
Old : 98,226: 8,457 9,701 299 80,640 85,028 89,396 95,028: 8,830 3,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: -4,791: -2,273 -215 299 2,002 -1,975 28 -1,891: -4,819 -2,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 9.9 0.3 82.1 86.6 91.0 96.7: 9.0 3.3
Old : 100.0: 8.6 9.9 0.3 82.1 86.6 91.0 96.7: 9.0 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 : 80: 10 4 1 47 32 57 37:
Old : 80: 10 4 1 47 32 57 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 56.0 51.1 73.3 27.4 53.8 40.6 65.9
Old : 34.7 56.0 51.1 73.3 27.4 53.8 40.6 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,549: 4,085 0 625 5,650 11,225 10,360 11,850: 4,189 2,699
Old : 14,549: 4,085 0 625 5,650 11,225 10,360 11,850: 4,189 2,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 1,903: -1,086 0 625 1,798 1,391 1,337 2,016: 566 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 0.0 4.3 38.8 77.2 71.2 81.4: 28.8 18.6
Old : 100.0: 28.1 0.0 4.3 38.8 77.2 71.2 81.4: 28.8 18.6
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 : 23: 4 0 1 12 11 16 12:
Old : 23: 4 0 1 12 11 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 55.8 59.7 74.0 41.9 51.9 54.8 68.2
Old : 46.2 55.8 59.7 74.0 41.9 51.9 54.8 68.2
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 307,193: 108,968 89,294 6,134 164,355 196,721 279,457 292,149: 27,736 15,044
Old : 307,193: 108,968 89,294 6,134 164,355 196,721 279,457 292,149: 27,736 15,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: -2,540: -18,737 15,431 2,614 14,210 -21,498 -1,913 -3,453: -627 913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 29.1 2.0 53.5 64.0 91.0 95.1: 9.0 4.9
Old : 100.0: 35.5 29.1 2.0 53.5 64.0 91.0 95.1: 9.0 4.9
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 : 231: 73 50 15 53 69 134 126:
Old : 231: 73 50 15 53 69 134 126:
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 : 23.1 22.4 34.2 38.6 20.1 22.4 31.1 38.3
Old : 23.1 22.4 34.2 38.6 20.1 22.4 31.1 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 126,970: 73,240 13,888 136 23,798 100,860 97,174 114,884: 29,796 12,086
Old : 126,970: 73,240 13,888 136 23,798 100,860 97,174 114,884: 29,796 12,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 18,242: 11,126 -1,118 95 2,906 17,252 14,127 16,229: 4,115 2,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 10.9 0.1 18.7 79.4 76.5 90.5: 23.5 9.5
Old : 100.0: 57.7 10.9 0.1 18.7 79.4 76.5 90.5: 23.5 9.5
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 : 68: 36 11 2 8 16 44 29:
Old : 68: 36 11 2 8 16 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 : 33.8 55.2 50.2 77.2 33.8 55.0 50.2 76.3
Old : 33.8 55.2 50.2 77.2 33.8 55.0 50.2 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,254: 13,766 14,609 0 18,545 10,762 32,311 25,371: 5,943 12,883
Old : 38,254: 13,766 14,609 0 18,545 10,762 32,311 25,371: 5,943 12,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 2,161: 1,555 4,342 0 1,194 -497 2,749 3,845: -588 -1,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 38.2 0.0 48.5 28.1 84.5 66.3: 15.5 33.7
Old : 100.0: 36.0 38.2 0.0 48.5 28.1 84.5 66.3: 15.5 33.7
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 : 53: 17 11 0 16 17 33 28:
Old : 53: 17 11 0 16 17 33 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 34.8 55.7 46.6 42.7 34.5 54.1 46.3
Old : 43.7 34.8 55.7 46.6 42.7 34.5 54.1 46.3
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,065: 15,799 7,848 388 14,772 20,922 30,959 29,158: 6,106 7,907
Old : 37,065: 15,799 7,848 388 14,772 20,922 30,959 29,158: 6,106 7,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 7,208: 5,638 2,197 -323 2,376 3,049 7,691 4,923: -483 2,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 21.2 1.0 39.9 56.4 83.5 78.7: 16.5 21.3
Old : 100.0: 42.6 21.2 1.0 39.9 56.4 83.5 78.7: 16.5 21.3
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 : 65: 14 12 1 16 29 31 41:
Old : 65: 14 12 1 16 29 31 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 : 37.7 24.6 54.4 38.1 35.9 24.6 51.9 36.8
Old : 37.7 24.6 54.4 38.1 35.9 24.6 51.9 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,717: 5,602 314 40 19,486 26,102 25,128 26,456: 2,589 1,261
Old : 27,717: 5,602 314 40 19,486 26,102 25,128 26,456: 2,589 1,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 1,390: 1,356 314 0 94 1,315 1,450 1,629: -60 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 1.1 0.1 70.3 94.2 90.7 95.5: 9.3 4.5
Old : 100.0: 20.2 1.1 0.1 70.3 94.2 90.7 95.5: 9.3 4.5
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: 11 1 1 16 18 27 20:
Old : 42: 11 1 1 16 18 27 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 : 53.1 67.2 67.4 80.2 50.7 67.2 65.1 79.8
Old : 53.1 67.2 67.4 80.2 50.7 67.2 65.1 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 20,575: 4,135 1,246 0 10,242 17,817 14,377 19,063: 6,198 1,512
Old : 20,575: 4,135 1,246 0 10,242 17,817 14,377 19,063: 6,198 1,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 824: 345 326 0 662 105 1,007 431: -183 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 6.1 0.0 49.8 86.6 69.9 92.7: 30.1 7.3
Old : 100.0: 20.1 6.1 0.0 49.8 86.6 69.9 92.7: 30.1 7.3
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 : 27: 8 3 0 10 8 18 11:
Old : 27: 8 3 0 10 8 18 11:
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 : 47.5 82.3 57.1 89.6 46.6 82.3 56.2 89.4
Old : 47.5 82.3 57.1 89.6 46.6 82.3 56.2 89.4
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 - Futures Only, January 12, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 19,944: 5,894 931 93 11,134 18,622 17,121 19,646: 2,823 298
Old : 19,944: 5,894 931 93 11,134 18,622 17,121 19,646: 2,823 298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 842: 512 405 40 -388 543 164 988: 678 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 4.7 0.5 55.8 93.4 85.8 98.5: 14.2 1.5
Old : 100.0: 29.6 4.7 0.5 55.8 93.4 85.8 98.5: 14.2 1.5
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 : 27: 13 5 2 7 3 22 8:
Old : 27: 13 5 2 7 3 22 8:
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 : 54.9 96.8 66.2 98.5 54.9 96.8 66.2 97.9
Old : 54.9 96.8 66.2 98.5 54.9 96.8 66.2 97.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2010