MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 26,350: 2,918 4,691 1,799 18,052 15,120 22,769 21,610: 3,581 4,740
Old : 26,350: 2,918 4,691 1,799 18,052 15,120 22,769 21,610: 3,581 4,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -4,144: -248 -1,898 -56 -3,763 -1,429 -4,067 -3,383: -77 -761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 17.8 6.8 68.5 57.4 86.4 82.0: 13.6 18.0
Old : 100.0: 11.1 17.8 6.8 68.5 57.4 86.4 82.0: 13.6 18.0
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 : 71: 14 19 14 29 24 49 51:
Old : 71: 14 19 14 29 24 49 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 35.2 55.9 49.3 40.6 33.0 55.7 47.1
Old : 40.6 35.2 55.9 49.3 40.6 33.0 55.7 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, July 7, 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 : 133,709: 23,400 52,879 29,592 62,484 29,001 115,476 111,472: 18,233 22,237
Old : 98,046: 21,570 47,248 17,878 46,616 16,761 86,064 81,887: 11,982 16,159
Other: 35,663: 10,728 14,529 2,816 15,868 12,240 29,412 29,585: 6,251 6,078
: : :
: : Changes in Commitments from: June 30, 2009 :
: -541: -160 -262 582 734 1,887 1,156 2,207: -1,697 -2,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 39.5 22.1 46.7 21.7 86.4 83.4: 13.6 16.6
Old : 100.0: 22.0 48.2 18.2 47.5 17.1 87.8 83.5: 12.2 16.5
Other: 100.0: 30.1 40.7 7.9 44.5 34.3 82.5 83.0: 17.5 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 45 82 57 35 31 126 133:
Old : 178: 44 83 44 29 29 108 126:
Other: 106: 31 34 24 22 26 65 72:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 17.6 37.5 27.5 22.8 15.1 36.1 23.1
Old : 26.3 19.1 40.7 30.7 26.3 17.3 39.8 26.0
Other: 35.9 23.8 49.9 36.7 35.9 21.3 49.8 34.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 7, 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 : 216,834: 58,729 47,770 35,057 102,096 95,515 195,882 178,342: 20,952 38,492
Old : 216,834: 58,729 47,770 35,057 102,096 95,515 195,882 178,342: 20,952 38,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 2,821: 3,220 2,360 -1,280 924 2,873 2,864 3,953: -43 -1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 22.0 16.2 47.1 44.0 90.3 82.2: 9.7 17.8
Old : 100.0: 27.1 22.0 16.2 47.1 44.0 90.3 82.2: 9.7 17.8
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 : 312: 83 72 78 62 131 196 241:
Old : 312: 83 72 78 62 131 196 241:
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 : 22.5 12.6 34.2 20.6 22.4 12.4 33.3 19.0
Old : 22.5 12.6 34.2 20.6 22.4 12.4 33.3 19.0
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 - Futures Only, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,734: 3,164 1,098 497 2,566 4,653 6,227 6,248: 1,507 1,486
Old : 7,734: 3,164 1,098 497 2,566 4,653 6,227 6,248: 1,507 1,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -539: -55 5 -260 -44 -262 -359 -517: -180 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 14.2 6.4 33.2 60.2 80.5 80.8: 19.5 19.2
Old : 100.0: 40.9 14.2 6.4 33.2 60.2 80.5 80.8: 19.5 19.2
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 : 63: 21 11 5 14 23 37 39:
Old : 63: 21 11 5 14 23 37 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 28.2 53.4 44.6 35.3 28.2 53.4 44.6
Old : 35.3 28.2 53.4 44.6 35.3 28.2 53.4 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, July 7, 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 : 24,802: 9,960 2,450 4,137 5,450 8,532 19,547 15,119: 5,255 9,683
Old : 24,802: 9,960 2,450 4,137 5,450 8,532 19,547 15,119: 5,255 9,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 659: 907 -976 -91 -201 1,788 615 721: 44 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 9.9 16.7 22.0 34.4 78.8 61.0: 21.2 39.0
Old : 100.0: 40.2 9.9 16.7 22.0 34.4 78.8 61.0: 21.2 39.0
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 : 126: 38 22 20 26 49 74 84:
Old : 126: 38 22 20 26 49 74 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 24.9 41.7 30.5 20.4 12.5 31.2 17.8
Old : 30.4 24.9 41.7 30.5 20.4 12.5 31.2 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, July 7, 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 : 16,969: 4,856 1,647 0 11,853 15,137 16,709 16,784: 260 185
Old : 16,969: 4,856 1,647 0 11,853 15,137 16,709 16,784: 260 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 968: 276 -190 0 819 1,402 1,095 1,212: -127 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 9.7 0.0 69.9 89.2 98.5 98.9: 1.5 1.1
Old : 100.0: 28.6 9.7 0.0 69.9 89.2 98.5 98.9: 1.5 1.1
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 : 21: 6 3 0 10 8 16 11:
Old : 21: 6 3 0 10 8 16 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 : 61.5 82.7 88.4 95.3 55.6 80.8 82.5 88.3
Old : 61.5 82.7 88.4 95.3 55.6 80.8 82.5 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, July 7, 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 : 80,191: 29,971 23,419 544 16,790 41,993 47,305 65,956: 32,886 14,235
Old : 80,191: 29,971 23,419 544 16,790 41,993 47,305 65,956: 32,886 14,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -345: -2,464 256 54 326 485 -2,084 795: 1,739 -1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 29.2 0.7 20.9 52.4 59.0 82.2: 41.0 17.8
Old : 100.0: 37.4 29.2 0.7 20.9 52.4 59.0 82.2: 41.0 17.8
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 : 66: 22 18 5 14 15 37 37:
Old : 66: 22 18 5 14 15 37 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 : 27.7 42.4 36.7 58.5 27.7 42.4 36.5 56.5
Old : 27.7 42.4 36.7 58.5 27.7 42.4 36.5 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 33,308: 16,476 5,422 20 2,749 20,522 19,245 25,964: 14,063 7,344
Old : 33,308: 16,476 5,422 20 2,749 20,522 19,245 25,964: 14,063 7,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 534: -147 -511 -178 227 1,982 -98 1,293: 632 -759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 16.3 0.1 8.3 61.6 57.8 78.0: 42.2 22.0
Old : 100.0: 49.5 16.3 0.1 8.3 61.6 57.8 78.0: 42.2 22.0
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 : 26: 11 7 1 4 6 15 14:
Old : 26: 11 7 1 4 6 15 14:
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 61.6 48.1 73.5 34.7 61.6 46.8 72.9
Old : 34.7 61.6 48.1 73.5 34.7 61.6 46.8 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, July 7, 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 : 61,934: 48,769 9,749 344 7,900 49,121 57,013 59,214: 4,921 2,720
Old : 61,934: 48,769 9,749 344 7,900 49,121 57,013 59,214: 4,921 2,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 7,879: 8,413 -1,656 -16 -392 9,911 8,005 8,239: -126 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 15.7 0.6 12.8 79.3 92.1 95.6: 7.9 4.4
Old : 100.0: 78.7 15.7 0.6 12.8 79.3 92.1 95.6: 7.9 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 : 65: 27 16 1 7 17 34 34:
Old : 65: 27 16 1 7 17 34 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 : 65.1 50.0 76.2 73.9 65.1 50.0 76.2 73.9
Old : 65.1 50.0 76.2 73.9 65.1 50.0 76.2 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, July 7, 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 : 87,303: 26,280 35,430 209 41,987 34,390 68,476 70,029: 18,827 17,274
Old : 87,303: 26,280 35,430 209 41,987 34,390 68,476 70,029: 18,827 17,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -5,215: -4,758 291 91 2,107 -3,775 -2,560 -3,393: -2,655 -1,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 40.6 0.2 48.1 39.4 78.4 80.2: 21.6 19.8
Old : 100.0: 30.1 40.6 0.2 48.1 39.4 78.4 80.2: 21.6 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 17 23 3 10 15 29 39:
Old : 61: 17 23 3 10 15 29 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 40.5 61.9 53.3 44.5 40.5 61.6 52.2
Old : 44.7 40.5 61.9 53.3 44.5 40.5 61.6 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, July 7, 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 : 89,956: 36,668 19,551 41 31,703 54,421 68,412 74,013: 21,544 15,943
Old : 89,956: 36,668 19,551 41 31,703 54,421 68,412 74,013: 21,544 15,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 16,480: 13,407 -4,757 -321 -1,315 20,639 11,771 15,561: 4,709 919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 21.7 0.0 35.2 60.5 76.1 82.3: 23.9 17.7
Old : 100.0: 40.8 21.7 0.0 35.2 60.5 76.1 82.3: 23.9 17.7
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 : 64: 22 17 3 15 14 39 32:
Old : 64: 22 17 3 15 14 39 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 48.3 44.3 62.5 26.8 47.7 44.0 60.7
Old : 26.8 48.3 44.3 62.5 26.8 47.7 44.0 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 124,035: 49,042 38,730 403 26,172 52,119 75,617 91,252: 48,418 32,783
Old : 124,035: 49,042 38,730 403 26,172 52,119 75,617 91,252: 48,418 32,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 9,114: 1,341 8,248 18 -31 558 1,328 8,824: 7,786 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 31.2 0.3 21.1 42.0 61.0 73.6: 39.0 26.4
Old : 100.0: 39.5 31.2 0.3 21.1 42.0 61.0 73.6: 39.0 26.4
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 : 112: 39 34 8 18 27 59 67:
Old : 112: 39 34 8 18 27 59 67:
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 : 18.0 26.9 27.2 41.3 17.7 25.9 25.8 40.1
Old : 18.0 26.9 27.2 41.3 17.7 25.9 25.8 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, July 7, 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 : 21,694: 16,391 1,034 0 3,178 19,513 19,569 20,547: 2,125 1,147
Old : 21,694: 16,391 1,034 0 3,178 19,513 19,569 20,547: 2,125 1,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -2,048: -2,288 38 0 292 -2,006 -1,996 -1,968: -52 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 4.8 0.0 14.6 89.9 90.2 94.7: 9.8 5.3
Old : 100.0: 75.6 4.8 0.0 14.6 89.9 90.2 94.7: 9.8 5.3
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 : 30: 11 4 0 6 11 17 15:
Old : 30: 11 4 0 6 11 17 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 : 64.1 77.6 79.4 90.1 64.1 77.6 79.3 89.5
Old : 64.1 77.6 79.4 90.1 64.1 77.6 79.3 89.5
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, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 6,414,640: 969,706 205,121 654,554 3,900,273 4,702,085 5,524,533 5,561,760: 890,107 852,880
Old : 6,414,640: 969,706 205,121 654,554 3,900,273 4,702,085 5,524,533 5,561,760: 890,107 852,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 245,784: 85,024 -7,262 95,908 38,840 160,465 219,772 249,111: 26,012 -3,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 3.2 10.2 60.8 73.3 86.1 86.7: 13.9 13.3
Old : 100.0: 15.1 3.2 10.2 60.8 73.3 86.1 86.7: 13.9 13.3
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 : 230: 64 32 74 118 112 216 192:
Old : 230: 64 32 74 118 112 216 192:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 43.4 33.0 52.9 21.3 36.8 28.1 43.4
Old : 23.5 43.4 33.0 52.9 21.3 36.8 28.1 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, July 7, 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 : 388,840: 35,537 44,325 1,830 255,054 294,372 292,421 340,527: 96,419 48,313
Old : 388,840: 35,537 44,325 1,830 255,054 294,372 292,421 340,527: 96,419 48,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -5,197: 616 3,276 -34 4,767 -6,529 5,349 -3,287: -10,546 -1,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 11.4 0.5 65.6 75.7 75.2 87.6: 24.8 12.4
Old : 100.0: 9.1 11.4 0.5 65.6 75.7 75.2 87.6: 24.8 12.4
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 : 140: 19 24 6 66 63 89 89:
Old : 140: 19 24 6 66 63 89 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 : 24.3 29.8 34.4 43.1 23.4 29.4 33.5 42.2
Old : 24.3 29.8 34.4 43.1 23.4 29.4 33.5 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, July 7, 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 : 2,411,917: 475,003 373,519 18,983 1,751,825 1,737,905 2,245,811 2,130,407: 166,106 281,510
Old : 2,411,917: 475,003 373,519 18,983 1,751,825 1,737,905 2,245,811 2,130,407: 166,106 281,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 81,740: 15,976 67,138 3,776 44,544 28,097 64,296 99,011: 17,444 -17,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 15.5 0.8 72.6 72.1 93.1 88.3: 6.9 11.7
Old : 100.0: 19.7 15.5 0.8 72.6 72.1 93.1 88.3: 6.9 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 89 104 30 139 154 240 276:
Old : 426: 89 104 30 139 154 240 276:
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 : 18.5 18.5 32.7 27.4 18.2 14.4 30.5 22.7
Old : 18.5 18.5 32.7 27.4 18.2 14.4 30.5 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, July 7, 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 : 101,318: 11,771 9,469 980 79,164 86,588 91,915 97,037: 9,403 4,281
Old : 101,318: 11,771 9,469 980 79,164 86,588 91,915 97,037: 9,403 4,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -131: -2,153 -514 909 1,020 -340 -224 55: 93 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 9.3 1.0 78.1 85.5 90.7 95.8: 9.3 4.2
Old : 100.0: 11.6 9.3 1.0 78.1 85.5 90.7 95.8: 9.3 4.2
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 : 87: 9 9 1 51 29 61 38:
Old : 87: 9 9 1 51 29 61 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 : 31.9 56.1 48.7 70.4 29.1 56.1 45.6 70.4
Old : 31.9 56.1 48.7 70.4 29.1 56.1 45.6 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, July 7, 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 : 15,130: 1,483 5,132 0 9,752 6,094 11,235 11,226: 3,895 3,904
Old : 15,130: 1,483 5,132 0 9,752 6,094 11,235 11,226: 3,895 3,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 548: -1,229 954 0 1,743 -297 514 657: 34 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 33.9 0.0 64.5 40.3 74.3 74.2: 25.7 25.8
Old : 100.0: 9.8 33.9 0.0 64.5 40.3 74.3 74.2: 25.7 25.8
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 : 30: 4 6 0 12 13 16 19:
Old : 30: 4 6 0 12 13 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 38.8 62.2 58.6 47.3 38.8 59.9 58.6
Old : 49.4 38.8 62.2 58.6 47.3 38.8 59.9 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, July 7, 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 : 247,976: 59,258 55,310 4,939 159,771 170,105 223,968 230,354: 24,008 17,622
Old : 247,976: 59,258 55,310 4,939 159,771 170,105 223,968 230,354: 24,008 17,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 7,091: -20,680 4,269 2,367 25,874 -2,131 7,561 4,505: -470 2,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 22.3 2.0 64.4 68.6 90.3 92.9: 9.7 7.1
Old : 100.0: 23.9 22.3 2.0 64.4 68.6 90.3 92.9: 9.7 7.1
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 : 205: 44 55 14 52 65 104 126:
Old : 205: 44 55 14 52 65 104 126:
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 : 33.1 27.7 46.7 38.4 31.8 19.7 43.1 29.5
Old : 33.1 27.7 46.7 38.4 31.8 19.7 43.1 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, July 7, 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 : 86,620: 44,542 12,656 310 20,443 64,058 65,295 77,024: 21,325 9,596
Old : 86,620: 44,542 12,656 310 20,443 64,058 65,295 77,024: 21,325 9,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -4,796: -1,806 1,298 135 -2,399 -7,036 -4,070 -5,603: -726 807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 14.6 0.4 23.6 74.0 75.4 88.9: 24.6 11.1
Old : 100.0: 51.4 14.6 0.4 23.6 74.0 75.4 88.9: 24.6 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 : 47: 19 11 4 9 11 31 23:
Old : 47: 19 11 4 9 11 31 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 : 50.0 61.7 59.8 76.5 50.0 61.7 59.7 75.8
Old : 50.0 61.7 59.8 76.5 50.0 61.7 59.7 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 26,249: 7,512 6,285 0 7,140 14,213 14,652 20,498: 11,597 5,751
Old : 26,249: 7,512 6,285 0 7,140 14,213 14,652 20,498: 11,597 5,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 1,410: -800 883 0 -4,608 -499 -5,408 384: 6,818 1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 23.9 0.0 27.2 54.1 55.8 78.1: 44.2 21.9
Old : 100.0: 28.6 23.9 0.0 27.2 54.1 55.8 78.1: 44.2 21.9
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 : 46: 9 10 0 10 19 19 29:
Old : 46: 9 10 0 10 19 19 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 23.8 36.5 41.1 21.3 23.7 36.1 41.0
Old : 21.7 23.8 36.5 41.1 21.3 23.7 36.1 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, July 7, 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 : 34,618: 8,416 10,767 846 13,600 18,967 22,862 30,580: 11,756 4,038
Old : 34,618: 8,416 10,767 846 13,600 18,967 22,862 30,580: 11,756 4,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 2,641: -385 1,026 247 3,033 172 2,895 1,445: -254 1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 31.1 2.4 39.3 54.8 66.0 88.3: 34.0 11.7
Old : 100.0: 24.3 31.1 2.4 39.3 54.8 66.0 88.3: 34.0 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 13 15 1 17 20 31 35:
Old : 60: 13 15 1 17 20 31 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 41.3 35.9 57.0 21.6 41.3 33.8 56.1
Old : 22.9 41.3 35.9 57.0 21.6 41.3 33.8 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, July 7, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 25,947: 3,189 6,259 169 19,955 18,051 23,313 24,479: 2,634 1,468
Old : 25,947: 3,189 6,259 169 19,955 18,051 23,313 24,479: 2,634 1,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -52: -391 -418 32 457 180 98 -206: -150 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 24.1 0.7 76.9 69.6 89.8 94.3: 10.2 5.7
Old : 100.0: 12.3 24.1 0.7 76.9 69.6 89.8 94.3: 10.2 5.7
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 : 36: 8 5 3 13 13 23 19:
Old : 36: 8 5 3 13 13 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 66.5 71.5 83.5 54.3 66.5 67.2 81.1
Old : 58.7 66.5 71.5 83.5 54.3 66.5 67.2 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, July 7, 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 : 15,782: 4,012 114 0 10,437 15,129 14,449 15,243: 1,333 539
Old : 15,782: 4,012 114 0 10,437 15,129 14,449 15,243: 1,333 539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -97: -223 0 0 263 -416 40 -416: -137 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 0.7 0.0 66.1 95.9 91.6 96.6: 8.4 3.4
Old : 100.0: 25.4 0.7 0.0 66.1 95.9 91.6 96.6: 8.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 11 1 0 8 4 19 5:
Old : 22: 11 1 0 8 4 19 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 95.9 73.1 96.6 58.5 95.7 72.2 95.7
Old : 59.4 95.9 73.1 96.6 58.5 95.7 72.2 95.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2009