MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 43,740: 878 4,730 9,128 29,734 20,027 39,739 33,884: 4,000 9,855
Old : 43,740: 878 4,730 9,128 29,734 20,027 39,739 33,884: 4,000 9,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -4,739: -76 -1,628 -511 -3,669 -1,760 -4,257 -3,899: -482 -840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 10.8 20.9 68.0 45.8 90.9 77.5: 9.1 22.5
Old : 100.0: 2.0 10.8 20.9 68.0 45.8 90.9 77.5: 9.1 22.5
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 : 75: 9 26 20 30 30 55 60:
Old : 75: 9 26 20 30 30 55 60:
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 : 44.1 23.5 57.9 35.9 40.7 19.7 52.7 28.5
Old : 44.1 23.5 57.9 35.9 40.7 19.7 52.7 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 162,322: 29,230 40,399 48,547 61,281 47,186 139,059 136,132: 23,264 26,190
Old : 149,957: 26,836 41,721 43,278 59,775 41,631 129,889 126,631: 20,068 23,326
Other: 12,366: 4,810 1,094 2,853 1,506 5,554 9,169 9,502: 3,196 2,864
: : :
: : Changes in Commitments from: April 28, 2009 :
: -1,872: 4,157 4,864 -1,012 -1,744 -1,990 1,402 1,863: -3,274 -3,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 24.9 29.9 37.8 29.1 85.7 83.9: 14.3 16.1
Old : 100.0: 17.9 27.8 28.9 39.9 27.8 86.6 84.4: 13.4 15.6
Other: 100.0: 38.9 8.8 23.1 12.2 44.9 74.2 76.8: 25.8 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 73 83 90 43 38 166 177:
Old : 226: 70 89 88 43 38 166 175:
Other: 65: 25 14 17 16 18 47 43:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 14.6 29.6 23.8 17.5 13.7 26.2 20.8
Old : 19.7 14.6 31.9 23.0 18.8 14.0 27.3 20.7
Other: 28.0 29.7 44.1 43.1 25.6 24.5 35.2 34.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 245,416: 51,198 41,547 59,589 108,962 106,211 219,749 207,347: 25,666 38,069
Old : 245,416: 51,198 41,547 59,589 108,962 106,211 219,749 207,347: 25,666 38,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 1,444: 1,522 5,698 -1,953 2,668 -1,512 2,237 2,234: -794 -790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 16.9 24.3 44.4 43.3 89.5 84.5: 10.5 15.5
Old : 100.0: 20.9 16.9 24.3 44.4 43.3 89.5 84.5: 10.5 15.5
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 : 313: 80 72 90 98 130 231 250:
Old : 313: 80 72 90 98 130 231 250:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 13.4 27.6 20.5 17.1 11.1 26.8 17.3
Old : 17.1 13.4 27.6 20.5 17.1 11.1 26.8 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,465: 3,027 3,679 1,214 2,472 1,902 6,712 6,794: 1,753 1,671
Old : 8,465: 3,027 3,679 1,214 2,472 1,902 6,712 6,794: 1,753 1,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -228: 173 551 -397 -73 -302 -297 -148: 69 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 43.5 14.3 29.2 22.5 79.3 80.3: 20.7 19.7
Old : 100.0: 35.8 43.5 14.3 29.2 22.5 79.3 80.3: 20.7 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 : 73: 22 26 11 18 19 45 52:
Old : 73: 22 26 11 18 19 45 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 27.0 48.2 37.3 31.7 25.8 46.3 34.3
Old : 31.7 27.0 48.2 37.3 31.7 25.8 46.3 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 22,428: 5,469 3,351 3,917 7,737 6,423 17,123 13,692: 5,305 8,736
Old : 22,428: 5,469 3,351 3,917 7,737 6,423 17,123 13,692: 5,305 8,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -108: -224 305 -416 728 872 89 762: -197 -869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 14.9 17.5 34.5 28.6 76.3 61.0: 23.7 39.0
Old : 100.0: 24.4 14.9 17.5 34.5 28.6 76.3 61.0: 23.7 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 : 134: 37 27 27 39 48 93 88:
Old : 134: 37 27 27 39 48 93 88:
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 : 20.1 20.8 30.6 26.7 16.3 12.6 25.4 17.5
Old : 20.1 20.8 30.6 26.7 16.3 12.6 25.4 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 13,511: 3,146 1,808 85 10,038 11,264 13,269 13,157: 242 354
Old : 13,511: 3,146 1,808 85 10,038 11,264 13,269 13,157: 242 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 380: 384 -77 85 10 402 479 410: -99 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 13.4 0.6 74.3 83.4 98.2 97.4: 1.8 2.6
Old : 100.0: 23.3 13.4 0.6 74.3 83.4 98.2 97.4: 1.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 5 1 12 8 17 13:
Old : 25: 4 5 1 12 8 17 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 : 65.3 73.1 86.2 86.4 62.3 71.9 83.0 84.3
Old : 65.3 73.1 86.2 86.4 62.3 71.9 83.0 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 86,182: 21,597 20,274 5,113 25,331 42,127 52,041 67,515: 34,141 18,668
Old : 86,182: 21,597 20,274 5,113 25,331 42,127 52,041 67,515: 34,141 18,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 9,329: 5,603 -3,712 744 634 10,882 6,981 7,915: 2,348 1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 23.5 5.9 29.4 48.9 60.4 78.3: 39.6 21.7
Old : 100.0: 25.1 23.5 5.9 29.4 48.9 60.4 78.3: 39.6 21.7
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 : 58: 18 14 13 16 19 41 39:
Old : 58: 18 14 13 16 19 41 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 : 25.6 42.0 35.5 53.0 25.0 41.2 33.5 51.2
Old : 25.6 42.0 35.5 53.0 25.0 41.2 33.5 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 33,039: 4,928 4,865 3,180 15,028 12,029 23,136 20,074: 9,903 12,966
Old : 33,039: 4,928 4,865 3,180 15,028 12,029 23,136 20,074: 9,903 12,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -229: -349 -4,660 198 -2,233 5,379 -2,383 917: 2,155 -1,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 14.7 9.6 45.5 36.4 70.0 60.8: 30.0 39.2
Old : 100.0: 14.9 14.7 9.6 45.5 36.4 70.0 60.8: 30.0 39.2
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 : 30: 10 9 5 9 6 20 19:
Old : 30: 10 9 5 9 6 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 38.1 51.7 49.6 35.0 33.2 44.5 39.5
Old : 35.7 38.1 51.7 49.6 35.0 33.2 44.5 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 47,512: 24,744 5,839 408 19,518 39,614 44,670 45,861: 2,842 1,651
Old : 47,512: 24,744 5,839 408 19,518 39,614 44,670 45,861: 2,842 1,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -12,011: -10,412 -186 39 -1,798 -11,276 -12,171 -11,423: 160 -588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 12.3 0.9 41.1 83.4 94.0 96.5: 6.0 3.5
Old : 100.0: 52.1 12.3 0.9 41.1 83.4 94.0 96.5: 6.0 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 20 16 2 8 14 28 32:
Old : 56: 20 16 2 8 14 28 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 : 64.1 65.2 80.6 79.8 64.1 65.2 79.7 79.2
Old : 64.1 65.2 80.6 79.8 64.1 65.2 79.7 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 101,263: 21,994 44,039 4,744 57,397 29,731 84,136 78,514: 17,127 22,749
Old : 101,263: 21,994 44,039 4,744 57,397 29,731 84,136 78,514: 17,127 22,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 8,335: 3,643 2,826 667 -326 4,535 3,983 8,028: 4,351 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 43.5 4.7 56.7 29.4 83.1 77.5: 16.9 22.5
Old : 100.0: 21.7 43.5 4.7 56.7 29.4 83.1 77.5: 16.9 22.5
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 : 64: 20 21 10 15 17 40 43:
Old : 64: 20 21 10 15 17 40 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 39.1 59.5 53.7 46.4 37.8 58.4 52.4
Old : 46.5 39.1 59.5 53.7 46.4 37.8 58.4 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 92,880: 19,961 25,518 12,445 42,524 31,863 74,931 69,827: 17,949 23,053
Old : 92,880: 19,961 25,518 12,445 42,524 31,863 74,931 69,827: 17,949 23,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 2,071: -1,178 440 2,280 2,534 -170 3,636 2,550: -1,565 -478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 27.5 13.4 45.8 34.3 80.7 75.2: 19.3 24.8
Old : 100.0: 21.5 27.5 13.4 45.8 34.3 80.7 75.2: 19.3 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 16 33 17 22 20 51 57:
Old : 76: 16 33 17 22 20 51 57:
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 : 33.5 28.3 47.1 41.2 32.7 23.4 42.7 32.5
Old : 33.5 28.3 47.1 41.2 32.7 23.4 42.7 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 134,289: 34,513 32,453 13,659 46,666 53,389 94,839 99,501: 39,450 34,788
Old : 134,289: 34,513 32,453 13,659 46,666 53,389 94,839 99,501: 39,450 34,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 4,244: 4,648 -829 1,248 -3,293 6,258 2,603 6,677: 1,640 -2,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 24.2 10.2 34.8 39.8 70.6 74.1: 29.4 25.9
Old : 100.0: 25.7 24.2 10.2 34.8 39.8 70.6 74.1: 29.4 25.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 38 37 27 24 32 74 84:
Old : 112: 38 37 27 24 32 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 : 22.7 23.2 31.5 33.4 22.4 18.2 30.7 27.2
Old : 22.7 23.2 31.5 33.4 22.4 18.2 30.7 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 13,993: 4,658 849 0 7,889 11,853 12,547 12,702: 1,446 1,291
Old : 13,993: 4,658 849 0 7,889 11,853 12,547 12,702: 1,446 1,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -102: -197 -358 0 89 554 -108 196: 6 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 6.1 0.0 56.4 84.7 89.7 90.8: 10.3 9.2
Old : 100.0: 33.3 6.1 0.0 56.4 84.7 89.7 90.8: 10.3 9.2
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 : 23: 7 3 0 6 8 13 11:
Old : 23: 7 3 0 6 8 13 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 : 62.1 78.8 79.6 87.7 62.1 75.5 79.3 84.4
Old : 62.1 78.8 79.6 87.7 62.1 75.5 79.3 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,871,578: 620,490 289,087 4,154,255 6,100,659 6,518,369 10,875,403 10,961,711: 996,175 909,867
Old :11,871,578: 620,490 289,087 4,154,255 6,100,659 6,518,369 10,875,403 10,961,711: 996,175 909,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 279,463: 31,655 -4,691 144,676 59,797 129,187 236,127 269,171: 43,336 10,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.4 35.0 51.4 54.9 91.6 92.3: 8.4 7.7
Old : 100.0: 5.2 2.4 35.0 51.4 54.9 91.6 92.3: 8.4 7.7
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 : 230: 71 31 92 115 117 217 214:
Old : 230: 71 31 92 115 117 217 214:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 26.8 34.5 41.9 11.5 15.9 15.4 19.5
Old : 21.3 26.8 34.5 41.9 11.5 15.9 15.4 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 604,764: 58,792 31,872 37,911 389,270 466,402 485,973 536,185: 118,791 68,579
Old : 604,764: 58,792 31,872 37,911 389,270 466,402 485,973 536,185: 118,791 68,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 36,084: 4,849 -895 5,243 28,805 24,343 38,897 28,691: -2,814 7,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 5.3 6.3 64.4 77.1 80.4 88.7: 19.6 11.3
Old : 100.0: 9.7 5.3 6.3 64.4 77.1 80.4 88.7: 19.6 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 28 29 39 84 71 135 117:
Old : 165: 28 29 39 84 71 135 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 25.4 26.1 40.1 15.2 24.1 22.2 34.7
Old : 17.3 25.4 26.1 40.1 15.2 24.1 22.2 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 2,803,469: 491,924 440,398 103,735 2,012,463 1,962,858 2,608,122 2,506,991: 195,347 296,477
Old : 2,803,469: 491,924 440,398 103,735 2,012,463 1,962,858 2,608,122 2,506,991: 195,347 296,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 37,504: -31,630 54,926 13,230 43,112 -4,467 24,712 63,690: 12,792 -26,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 15.7 3.7 71.8 70.0 93.0 89.4: 7.0 10.6
Old : 100.0: 17.5 15.7 3.7 71.8 70.0 93.0 89.4: 7.0 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 437: 95 113 69 155 161 288 305:
Old : 437: 95 113 69 155 161 288 305:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 20.0 31.2 28.1 15.1 13.2 26.8 20.9
Old : 18.6 20.0 31.2 28.1 15.1 13.2 26.8 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 109,649: 15,121 13,793 570 83,195 91,800 98,886 106,162: 10,763 3,487
Old : 109,649: 15,121 13,793 570 83,195 91,800 98,886 106,162: 10,763 3,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -14,480: -14,830 280 393 -549 -14,559 -14,986 -13,886: 506 -594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.6 0.5 75.9 83.7 90.2 96.8: 9.8 3.2
Old : 100.0: 13.8 12.6 0.5 75.9 83.7 90.2 96.8: 9.8 3.2
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 : 85: 10 8 2 47 33 59 41:
Old : 85: 10 8 2 47 33 59 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 52.1 50.2 68.5 31.9 52.1 48.7 68.5
Old : 33.4 52.1 50.2 68.5 31.9 52.1 48.7 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 22,455: 3,968 3,574 0 12,497 15,998 16,465 19,572: 5,990 2,883
Old : 22,455: 3,968 3,574 0 12,497 15,998 16,465 19,572: 5,990 2,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 30: 623 32 0 -1,048 -847 -425 -815: 455 845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 15.9 0.0 55.7 71.2 73.3 87.2: 26.7 12.8
Old : 100.0: 17.7 15.9 0.0 55.7 71.2 73.3 87.2: 26.7 12.8
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 : 38: 6 5 0 15 18 21 23:
Old : 38: 6 5 0 15 18 21 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 : 40.6 49.9 56.0 66.1 40.4 43.6 52.2 59.8
Old : 40.6 49.9 56.0 66.1 40.4 43.6 52.2 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 287,746: 92,710 67,557 4,496 171,137 188,438 268,343 260,491: 19,403 27,255
Old : 287,746: 92,710 67,557 4,496 171,137 188,438 268,343 260,491: 19,403 27,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 9,775: -4,273 14,333 583 15,725 -7,032 12,036 7,884: -2,261 1,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 23.5 1.6 59.5 65.5 93.3 90.5: 6.7 9.5
Old : 100.0: 32.2 23.5 1.6 59.5 65.5 93.3 90.5: 6.7 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 63 41 15 61 63 133 110:
Old : 210: 63 41 15 61 63 133 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 31.0 46.9 43.6 28.8 26.5 38.1 37.8
Old : 36.9 31.0 46.9 43.6 28.8 26.5 38.1 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 88,753: 34,570 11,452 4,460 25,229 62,961 64,258 78,873: 24,495 9,880
Old : 88,753: 34,570 11,452 4,460 25,229 62,961 64,258 78,873: 24,495 9,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 12,348: 8,770 2,579 1,171 -472 8,817 9,469 12,567: 2,879 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 12.9 5.0 28.4 70.9 72.4 88.9: 27.6 11.1
Old : 100.0: 39.0 12.9 5.0 28.4 70.9 72.4 88.9: 27.6 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 : 59: 30 9 9 12 13 44 29:
Old : 59: 30 9 9 12 13 44 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 66.6 40.2 75.5 30.4 65.2 40.2 73.1
Old : 30.4 66.6 40.2 75.5 30.4 65.2 40.2 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 30,680: 6,811 9,881 2 17,269 14,988 24,082 24,871: 6,598 5,809
Old : 30,680: 6,811 9,881 2 17,269 14,988 24,082 24,871: 6,598 5,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 2,767: 1,748 1,013 0 333 795 2,081 1,808: 686 959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 32.2 0.0 56.3 48.9 78.5 81.1: 21.5 18.9
Old : 100.0: 22.2 32.2 0.0 56.3 48.9 78.5 81.1: 21.5 18.9
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 : 52: 12 9 1 16 18 28 28:
Old : 52: 12 9 1 16 18 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 46.5 53.8 59.0 41.9 45.9 53.3 58.4
Old : 41.9 46.5 53.8 59.0 41.9 45.9 53.3 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 53,565: 15,501 16,334 1,853 22,110 34,297 39,464 52,484: 14,101 1,081
Old : 53,565: 15,501 16,334 1,853 22,110 34,297 39,464 52,484: 14,101 1,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 2,827: 1,049 1,762 26 3,829 4,039 4,904 5,827: -2,077 -3,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 30.5 3.5 41.3 64.0 73.7 98.0: 26.3 2.0
Old : 100.0: 28.9 30.5 3.5 41.3 64.0 73.7 98.0: 26.3 2.0
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 : 60: 10 13 2 21 21 31 36:
Old : 60: 10 13 2 21 21 31 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 57.1 39.7 72.7 22.7 56.5 34.1 69.8
Old : 27.4 57.1 39.7 72.7 22.7 56.5 34.1 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 25,713: 3,570 7,714 255 20,131 15,576 23,956 23,545: 1,757 2,168
Old : 25,713: 3,570 7,714 255 20,131 15,576 23,956 23,545: 1,757 2,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -1,339: -23 205 21 -1,190 -2,018 -1,192 -1,792: -147 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 30.0 1.0 78.3 60.6 93.2 91.6: 6.8 8.4
Old : 100.0: 13.9 30.0 1.0 78.3 60.6 93.2 91.6: 6.8 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 9 4 3 11 12 21 18:
Old : 33: 9 4 3 11 12 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 65.2 77.5 81.1 63.4 65.2 75.9 81.1
Old : 65.0 65.2 77.5 81.1 63.4 65.2 75.9 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 with Delta-adjusted Options and Futures Combined, May 5, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,523: 3,727 783 88 9,570 13,087 13,385 13,958: 1,138 565
Old : 14,523: 3,727 783 88 9,570 13,087 13,385 13,958: 1,138 565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -275: -416 -225 86 -201 -200 -531 -339: 256 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 5.4 0.6 65.9 90.1 92.2 96.1: 7.8 3.9
Old : 100.0: 25.7 5.4 0.6 65.9 90.1 92.2 96.1: 7.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 11 3 1 6 3 17 7:
Old : 22: 11 3 1 6 3 17 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 93.9 77.4 96.1 62.9 93.9 76.7 94.8
Old : 63.6 93.9 77.4 96.1 62.9 93.9 76.7 94.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 08, 2009