BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 20, 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 : 3,183: 0 126 75 2,670 2,758 2,745 2,959: 438 224
Old : 3,183: 0 126 75 2,670 2,758 2,745 2,959: 438 224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -27: -42 78 -26 41 -24 -27 28: 0 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 2.4 83.9 86.6 86.2 93.0: 13.8 7.0
Old : 100.0: 0.0 4.0 2.4 83.9 86.6 86.2 93.0: 13.8 7.0
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 : 23: 0 2 2 16 11 18 13:
Old : 23: 0 2 2 16 11 18 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 : 55.9 70.1 73.0 88.0 55.9 69.0 73.0 84.9
Old : 55.9 70.1 73.0 88.0 55.9 69.0 73.0 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 20, 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 : 24,334: 1,496 5,205 1,356 15,770 13,238 18,622 19,799: 5,712 4,535
Old : 24,334: 1,496 5,205 1,356 15,770 13,238 18,622 19,799: 5,712 4,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 877: -80 576 -383 1,106 841 643 1,034: 234 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 21.4 5.6 64.8 54.4 76.5 81.4: 23.5 18.6
Old : 100.0: 6.1 21.4 5.6 64.8 54.4 76.5 81.4: 23.5 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 : 59: 10 13 13 27 19 44 38:
Old : 59: 10 13 13 27 19 44 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 : 30.8 41.6 44.4 58.9 30.2 38.4 43.8 55.1
Old : 30.8 41.6 44.4 58.9 30.2 38.4 43.8 55.1
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, October 20, 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 : 152,052: 33,523 44,289 28,473 71,370 53,556 133,366 126,318: 18,686 25,734
Old : 150,749: 33,546 44,275 28,313 70,344 52,562 132,203 125,150: 18,546 25,599
Other: 1,303: 136 173 1 1,026 994 1,163 1,168: 140 135
: : :
: : Changes in Commitments from: October 13, 2009 :
: -3,627: -1,202 -5,013 1,218 -2,818 924 -2,802 -2,871: -825 -756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 29.1 18.7 46.9 35.2 87.7 83.1: 12.3 16.9
Old : 100.0: 22.3 29.4 18.8 46.7 34.9 87.7 83.0: 12.3 17.0
Other: 100.0: 10.4 13.3 0.1 78.7 76.3 89.3 89.6: 10.7 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 65 72 66 30 50 144 158:
Old : 220: 66 71 66 30 50 144 158:
Other: 19: 2 3 1 3 11 6 14:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 18.4 36.6 29.8 22.0 16.2 36.2 25.3
Old : 21.6 18.1 36.2 29.5 21.5 15.9 35.8 25.0
Other: 89.1 74.0 89.3 85.1 89.1 74.0 89.2 85.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 20, 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 : 262,458: 70,883 65,445 44,208 124,188 109,547 239,279 219,200: 23,179 43,258
Old : 262,458: 70,883 65,445 44,208 124,188 109,547 239,279 219,200: 23,179 43,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 5,635: 1,190 -4,270 1,905 81 7,650 3,176 5,285: 2,459 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 24.9 16.8 47.3 41.7 91.2 83.5: 8.8 16.5
Old : 100.0: 27.0 24.9 16.8 47.3 41.7 91.2 83.5: 8.8 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 : 353: 87 93 75 78 133 204 272:
Old : 353: 87 93 75 78 133 204 272:
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 : 20.2 12.9 33.5 20.2 20.0 11.3 31.0 17.4
Old : 20.2 12.9 33.5 20.2 20.0 11.3 31.0 17.4
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, October 20, 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 : 9,124: 3,795 4,412 483 2,936 2,554 7,214 7,449: 1,910 1,675
Old : 9,124: 3,795 4,412 483 2,936 2,554 7,214 7,449: 1,910 1,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -883: -243 -306 -209 81 118 -371 -397: -512 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 48.4 5.3 32.2 28.0 79.1 81.6: 20.9 18.4
Old : 100.0: 41.6 48.4 5.3 32.2 28.0 79.1 81.6: 20.9 18.4
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 : 73: 24 24 7 15 18 43 47:
Old : 73: 24 24 7 15 18 43 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 : 34.5 35.9 52.9 51.5 34.5 35.9 52.9 51.0
Old : 34.5 35.9 52.9 51.5 34.5 35.9 52.9 51.0
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, October 20, 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 : 26,425: 9,913 10,629 2,068 7,750 4,605 19,731 17,302: 6,694 9,123
Old : 26,425: 9,913 10,629 2,068 7,750 4,605 19,731 17,302: 6,694 9,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -1,121: 371 0 -329 -389 -205 -347 -534: -774 -587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 40.2 7.8 29.3 17.4 74.7 65.5: 25.3 34.5
Old : 100.0: 37.5 40.2 7.8 29.3 17.4 74.7 65.5: 25.3 34.5
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 : 122: 29 35 25 37 32 81 82:
Old : 122: 29 35 25 37 32 81 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 24.0 33.0 32.6 22.4 24.0 31.7 30.7
Old : 22.9 24.0 33.0 32.6 22.4 24.0 31.7 30.7
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, October 20, 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 : 20,067: 7,829 339 216 9,476 19,199 17,521 19,754: 2,546 313
Old : 20,067: 7,829 339 216 9,476 19,199 17,521 19,754: 2,546 313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 844: 721 -198 20 61 1,082 802 904: 42 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 1.7 1.1 47.2 95.7 87.3 98.4: 12.7 1.6
Old : 100.0: 39.0 1.7 1.1 47.2 95.7 87.3 98.4: 12.7 1.6
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: 7 1 1 7 11 15 12:
Old : 21: 7 1 1 7 11 15 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 : 66.4 76.2 79.4 94.2 52.7 70.6 63.2 77.8
Old : 66.4 76.2 79.4 94.2 52.7 70.6 63.2 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, October 20, 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 : 111,244: 52,689 9,152 224 17,831 85,802 70,744 95,178: 40,500 16,066
Old : 111,244: 52,689 9,152 224 17,831 85,802 70,744 95,178: 40,500 16,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 8,286: 1,950 2,609 -555 4,199 6,917 5,594 8,971: 2,692 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 8.2 0.2 16.0 77.1 63.6 85.6: 36.4 14.4
Old : 100.0: 47.4 8.2 0.2 16.0 77.1 63.6 85.6: 36.4 14.4
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: 32 14 5 18 21 51 39:
Old : 79: 32 14 5 18 21 51 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 : 26.4 54.6 38.5 70.9 26.4 53.7 38.5 70.0
Old : 26.4 54.6 38.5 70.9 26.4 53.7 38.5 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, October 20, 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 : 54,748: 30,017 6,164 22 3,379 41,095 33,418 47,281: 21,330 7,467
Old : 54,748: 30,017 6,164 22 3,379 41,095 33,418 47,281: 21,330 7,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 4,335: 2,480 906 0 377 3,032 2,857 3,938: 1,478 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 11.3 0.0 6.2 75.1 61.0 86.4: 39.0 13.6
Old : 100.0: 54.8 11.3 0.0 6.2 75.1 61.0 86.4: 39.0 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 17 8 2 2 14 20 23:
Old : 39: 17 8 2 2 14 20 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 : 34.5 60.3 47.4 73.8 34.0 60.3 46.6 73.8
Old : 34.5 60.3 47.4 73.8 34.0 60.3 46.6 73.8
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 - Futures Only, October 20, 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 : 83,524: 63,913 8,729 176 14,438 72,569 78,527 81,474: 4,997 2,050
Old : 83,524: 63,913 8,729 176 14,438 72,569 78,527 81,474: 4,997 2,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 25,491: 31,698 -15,537 53 -6,402 40,967 25,349 25,483: 142 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 10.5 0.2 17.3 86.9 94.0 97.5: 6.0 2.5
Old : 100.0: 76.5 10.5 0.2 17.3 86.9 94.0 97.5: 6.0 2.5
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 : 81: 38 17 3 11 18 50 37:
Old : 81: 38 17 3 11 18 50 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 : 52.7 52.0 68.7 76.1 52.7 52.0 68.7 74.4
Old : 52.7 52.0 68.7 76.1 52.7 52.0 68.7 74.4
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, October 20, 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 : 103,138: 15,644 58,962 24 69,913 17,588 85,581 76,574: 17,557 26,564
Old : 103,138: 15,644 58,962 24 69,913 17,588 85,581 76,574: 17,557 26,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -13,311: 5,746 -16,282 6 -18,961 5,412 -13,209 -10,864: -102 -2,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 57.2 0.0 67.8 17.1 83.0 74.2: 17.0 25.8
Old : 100.0: 15.2 57.2 0.0 67.8 17.1 83.0 74.2: 17.0 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 : 68: 15 26 3 17 16 35 42:
Old : 68: 15 26 3 17 16 35 42:
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 : 49.0 38.9 61.1 46.9 47.1 38.9 59.0 46.6
Old : 49.0 38.9 61.1 46.9 47.1 38.9 59.0 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 20, 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 : 120,630: 49,401 18,216 10 45,911 82,789 95,322 101,015: 25,308 19,615
Old : 120,630: 49,401 18,216 10 45,911 82,789 95,322 101,015: 25,308 19,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 1,578: -416 1,738 -123 6,009 -416 5,470 1,199: -3,892 379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 15.1 0.0 38.1 68.6 79.0 83.7: 21.0 16.3
Old : 100.0: 41.0 15.1 0.0 38.1 68.6 79.0 83.7: 21.0 16.3
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 : 75: 27 23 2 14 17 43 40:
Old : 75: 27 23 2 14 17 43 40:
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 : 39.3 59.6 51.6 69.9 35.2 59.5 47.5 67.1
Old : 39.3 59.6 51.6 69.9 35.2 59.5 47.5 67.1
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, October 20, 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 : 170,291: 77,829 41,796 452 38,176 94,579 116,457 136,827: 53,834 33,464
Old : 170,291: 77,829 41,796 452 38,176 94,579 116,457 136,827: 53,834 33,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 3,965: -1,933 5,401 75 7,301 -2,343 5,443 3,133: -1,478 832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 24.5 0.3 22.4 55.5 68.4 80.3: 31.6 19.7
Old : 100.0: 45.7 24.5 0.3 22.4 55.5 68.4 80.3: 31.6 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 : 133: 52 36 10 26 30 80 74:
Old : 133: 52 36 10 26 30 80 74:
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 : 21.0 38.6 30.9 50.0 21.0 38.4 30.6 48.7
Old : 21.0 38.6 30.9 50.0 21.0 38.4 30.6 48.7
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, October 20, 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 : 24,862: 19,531 2,373 0 1,880 21,600 21,411 23,973: 3,451 889
Old : 24,862: 19,531 2,373 0 1,880 21,600 21,411 23,973: 3,451 889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 486: 99 571 0 352 -107 451 464: 35 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 9.5 0.0 7.6 86.9 86.1 96.4: 13.9 3.6
Old : 100.0: 78.6 9.5 0.0 7.6 86.9 86.1 96.4: 13.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 18 5 0 6 11 24 16:
Old : 38: 18 5 0 6 11 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 67.1 69.5 82.9 57.2 65.7 69.5 81.5
Old : 57.2 67.1 69.5 82.9 57.2 65.7 69.5 81.5
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, October 20, 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 : 6,941,140: 1,046,836 457,810 963,148 4,069,841 4,715,642 6,079,825 6,136,600: 861,315 804,540
Old : 6,941,140: 1,046,836 457,810 963,148 4,069,841 4,715,642 6,079,825 6,136,600: 861,315 804,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 52,231: -50,805 66,998 52,841 18,454 -133,221 20,490 -13,382: 31,741 65,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 6.6 13.9 58.6 67.9 87.6 88.4: 12.4 11.6
Old : 100.0: 15.1 6.6 13.9 58.6 67.9 87.6 88.4: 12.4 11.6
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 : 254: 63 52 76 119 122 223 216:
Old : 254: 63 52 76 119 122 223 216:
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 : 27.6 31.7 38.7 43.7 25.6 26.5 32.6 32.8
Old : 27.6 31.7 38.7 43.7 25.6 26.5 32.6 32.8
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, October 20, 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 : 390,719: 29,360 36,006 943 255,921 308,960 286,224 345,909: 104,495 44,810
Old : 390,719: 29,360 36,006 943 255,921 308,960 286,224 345,909: 104,495 44,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 6,749: 2,296 375 -83 7,089 5,337 9,302 5,629: -2,553 1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 9.2 0.2 65.5 79.1 73.3 88.5: 26.7 11.5
Old : 100.0: 7.5 9.2 0.2 65.5 79.1 73.3 88.5: 26.7 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 : 133: 18 22 6 62 52 83 77:
Old : 133: 18 22 6 62 52 83 77:
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 : 20.4 34.3 30.9 50.1 19.1 33.6 28.9 49.3
Old : 20.4 34.3 30.9 50.1 19.1 33.6 28.9 49.3
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, October 20, 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 : 2,392,419: 436,555 359,342 19,703 1,759,016 1,718,612 2,215,274 2,097,657: 177,145 294,762
Old : 2,392,419: 436,555 359,342 19,703 1,759,016 1,718,612 2,215,274 2,097,657: 177,145 294,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 68,487: -12,132 62,394 699 76,412 18,479 64,979 81,572: 3,508 -13,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 15.0 0.8 73.5 71.8 92.6 87.7: 7.4 12.3
Old : 100.0: 18.2 15.0 0.8 73.5 71.8 92.6 87.7: 7.4 12.3
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 : 431: 84 104 25 150 161 247 277:
Old : 431: 84 104 25 150 161 247 277:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 21.4 28.6 29.8 16.0 17.4 26.7 25.0
Old : 16.6 21.4 28.6 29.8 16.0 17.4 26.7 25.0
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, October 20, 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 : 104,972: 16,977 10,451 2,030 72,529 87,862 91,536 100,343: 13,436 4,629
Old : 104,972: 16,977 10,451 2,030 72,529 87,862 91,536 100,343: 13,436 4,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -1,277: -1,656 278 420 184 -2,865 -1,052 -2,167: -225 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 10.0 1.9 69.1 83.7 87.2 95.6: 12.8 4.4
Old : 100.0: 16.2 10.0 1.9 69.1 83.7 87.2 95.6: 12.8 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 : 83: 12 8 1 45 28 57 37:
Old : 83: 12 8 1 45 28 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 : 32.4 53.6 45.3 71.9 22.5 50.7 35.2 66.3
Old : 32.4 53.6 45.3 71.9 22.5 50.7 35.2 66.3
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, October 20, 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 : 20,306: 6,786 582 0 9,361 12,115 16,147 12,697: 4,159 7,609
Old : 20,306: 6,786 582 0 9,361 12,115 16,147 12,697: 4,159 7,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 596: -328 17 0 928 -22 600 -5: -4 601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 2.9 0.0 46.1 59.7 79.5 62.5: 20.5 37.5
Old : 100.0: 33.4 2.9 0.0 46.1 59.7 79.5 62.5: 20.5 37.5
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 : 38: 7 2 0 16 19 23 21:
Old : 38: 7 2 0 16 19 23 21:
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 : 44.3 36.4 58.4 48.4 39.2 27.3 52.2 39.4
Old : 44.3 36.4 58.4 48.4 39.2 27.3 52.2 39.4
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, October 20, 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 : 322,237: 82,268 107,649 5,479 184,785 191,868 272,532 304,996: 49,705 17,241
Old : 322,237: 82,268 107,649 5,479 184,785 191,868 272,532 304,996: 49,705 17,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 7,628: -15,780 7,105 2,522 18,597 -2,745 5,339 6,882: 2,289 746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 33.4 1.7 57.3 59.5 84.6 94.6: 15.4 5.4
Old : 100.0: 25.5 33.4 1.7 57.3 59.5 84.6 94.6: 15.4 5.4
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 : 228: 63 50 10 56 72 123 128:
Old : 228: 63 50 10 56 72 123 128:
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 30.0 40.8 41.0 29.9 30.0 39.5 41.0
Old : 30.4 30.0 40.8 41.0 29.9 30.0 39.5 41.0
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, October 20, 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 : 120,590: 62,429 8,439 65 27,039 97,669 89,533 106,173: 31,057 14,417
Old : 120,590: 62,429 8,439 65 27,039 97,669 89,533 106,173: 31,057 14,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 915: 2,499 1,156 -16 2,201 -1,992 4,684 -852: -3,769 1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 7.0 0.1 22.4 81.0 74.2 88.0: 25.8 12.0
Old : 100.0: 51.8 7.0 0.1 22.4 81.0 74.2 88.0: 25.8 12.0
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 : 57: 27 8 3 12 14 42 22:
Old : 57: 27 8 3 12 14 42 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 : 35.0 62.5 50.5 79.5 34.5 62.0 48.7 77.7
Old : 35.0 62.5 50.5 79.5 34.5 62.0 48.7 77.7
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, October 20, 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 : 31,120: 11,914 4,075 0 13,440 18,398 25,354 22,473: 5,766 8,647
Old : 31,120: 11,914 4,075 0 13,440 18,398 25,354 22,473: 5,766 8,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 1,088: 425 932 0 1,163 -165 1,588 767: -500 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 13.1 0.0 43.2 59.1 81.5 72.2: 18.5 27.8
Old : 100.0: 38.3 13.1 0.0 43.2 59.1 81.5 72.2: 18.5 27.8
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 : 51: 14 8 0 19 15 33 23:
Old : 51: 14 8 0 19 15 33 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 : 31.8 44.6 45.8 56.2 31.1 42.8 44.7 54.0
Old : 31.8 44.6 45.8 56.2 31.1 42.8 44.7 54.0
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, October 20, 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 : 44,986: 8,175 9,974 2,911 27,490 18,908 38,576 31,793: 6,410 13,193
Old : 44,986: 8,175 9,974 2,911 27,490 18,908 38,576 31,793: 6,410 13,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 587: -1,040 -377 1,222 938 657 1,120 1,502: -533 -915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 22.2 6.5 61.1 42.0 85.8 70.7: 14.2 29.3
Old : 100.0: 18.2 22.2 6.5 61.1 42.0 85.8 70.7: 14.2 29.3
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 : 56: 7 12 1 22 21 30 33:
Old : 56: 7 12 1 22 21 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 31.5 59.7 45.2 39.0 25.0 53.2 38.0
Old : 43.0 31.5 59.7 45.2 39.0 25.0 53.2 38.0
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, October 20, 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 : 24,479: 4,870 392 40 16,421 21,963 21,331 22,395: 3,148 2,084
Old : 24,479: 4,870 392 40 16,421 21,963 21,331 22,395: 3,148 2,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 644: 131 0 -38 507 414 600 376: 44 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 1.6 0.2 67.1 89.7 87.1 91.5: 12.9 8.5
Old : 100.0: 19.9 1.6 0.2 67.1 89.7 87.1 91.5: 12.9 8.5
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 : 36: 9 1 1 15 15 24 17:
Old : 36: 9 1 1 15 15 24 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 : 51.2 61.8 67.0 80.3 46.6 61.8 62.2 79.6
Old : 51.2 61.8 67.0 80.3 46.6 61.8 62.2 79.6
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, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,664: 2,584 480 0 9,628 16,134 12,212 16,614: 5,452 1,050
Old : 17,664: 2,584 480 0 9,628 16,134 12,212 16,614: 5,452 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -73: -551 -272 0 -473 279 -1,024 7: 951 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 2.7 0.0 54.5 91.3 69.1 94.1: 30.9 5.9
Old : 100.0: 14.6 2.7 0.0 54.5 91.3 69.1 94.1: 30.9 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 1 0 7 8 13 9:
Old : 21: 6 1 0 7 8 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 85.8 61.5 92.8 49.9 85.8 60.0 92.6
Old : 51.4 85.8 61.5 92.8 49.9 85.8 60.0 92.6
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, October 20, 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 : 19,778: 6,012 885 0 12,158 18,664 18,170 19,549: 1,608 229
Old : 19,778: 6,012 885 0 12,158 18,664 18,170 19,549: 1,608 229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 681: 1,902 40 0 -1,054 935 848 975: -167 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 4.5 0.0 61.5 94.4 91.9 98.8: 8.1 1.2
Old : 100.0: 30.4 4.5 0.0 61.5 94.4 91.9 98.8: 8.1 1.2
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 : 29: 16 3 0 7 3 23 6:
Old : 29: 16 3 0 7 3 23 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 : 55.6 97.8 68.6 98.8 55.6 97.8 68.6 98.8
Old : 55.6 97.8 68.6 98.8 55.6 97.8 68.6 98.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2009