MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 44,581: 1,207 5,813 9,849 28,464 20,165 39,520 35,827: 5,061 8,754
Old : 44,581: 1,207 5,813 9,849 28,464 20,165 39,520 35,827: 5,061 8,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -4,152: 671 -839 -393 -3,857 -2,166 -3,579 -3,398: -573 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 13.0 22.1 63.8 45.2 88.6 80.4: 11.4 19.6
Old : 100.0: 2.7 13.0 22.1 63.8 45.2 88.6 80.4: 11.4 19.6
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 : 78: 10 29 19 32 30 58 62:
Old : 78: 10 29 19 32 30 58 62:
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 24.9 53.1 37.4 36.6 21.8 48.7 30.2
Old : 39.3 24.9 53.1 37.4 36.6 21.8 48.7 30.2
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, June 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 178,155: 24,893 39,079 66,063 64,412 46,739 155,368 151,880: 22,787 26,275
Old : 149,839: 23,840 41,673 52,920 56,033 34,882 132,793 129,476: 17,046 20,364
Other: 28,316: 8,522 4,875 5,674 8,379 11,856 22,574 22,405: 5,741 5,911
: : :
: : Changes in Commitments from: June 2, 2009 :
: -1,724: -2,162 -1,989 4,374 -3,902 -4,103 -1,690 -1,718: -34 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 21.9 37.1 36.2 26.2 87.2 85.3: 12.8 14.7
Old : 100.0: 15.9 27.8 35.3 37.4 23.3 88.6 86.4: 11.4 13.6
Other: 100.0: 30.1 17.2 20.0 29.6 41.9 79.7 79.1: 20.3 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 66 76 80 43 38 159 159:
Old : 207: 68 78 71 41 37 151 153:
Other: 96: 37 20 27 24 23 72 60:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 14.3 29.4 23.8 16.6 11.1 24.9 17.9
Old : 19.6 15.8 32.1 24.4 18.9 11.9 27.6 18.1
Other: 24.0 28.5 38.3 40.8 21.9 26.9 33.0 37.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 253,375: 60,943 58,140 49,722 116,246 100,791 226,911 208,654: 26,464 44,721
Old : 253,375: 60,943 58,140 49,722 116,246 100,791 226,911 208,654: 26,464 44,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -7,430: 3,324 2,171 -8,659 -132 -16 -5,467 -6,504: -1,963 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 22.9 19.6 45.9 39.8 89.6 82.3: 10.4 17.7
Old : 100.0: 24.1 22.9 19.6 45.9 39.8 89.6 82.3: 10.4 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 79 85 71 91 128 207 253:
Old : 318: 79 85 71 91 128 207 253:
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 : 18.4 11.7 28.9 18.5 18.3 9.1 28.5 15.0
Old : 18.4 11.7 28.9 18.5 18.3 9.1 28.5 15.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 9,629: 3,663 2,023 1,219 2,645 4,633 7,527 7,875: 2,102 1,754
Old : 9,629: 3,663 2,023 1,219 2,645 4,633 7,527 7,875: 2,102 1,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -111: 235 -336 -271 72 795 36 188: -147 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 21.0 12.7 27.5 48.1 78.2 81.8: 21.8 18.2
Old : 100.0: 38.0 21.0 12.7 27.5 48.1 78.2 81.8: 21.8 18.2
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 : 86: 27 20 14 23 33 61 57:
Old : 86: 27 20 14 23 33 61 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 : 29.0 22.0 44.8 39.7 29.0 21.8 44.6 37.4
Old : 29.0 22.0 44.8 39.7 29.0 21.8 44.6 37.4
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, June 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 24,166: 7,095 4,275 4,473 6,684 5,957 18,251 14,705: 5,915 9,461
Old : 24,166: 7,095 4,275 4,473 6,684 5,957 18,251 14,705: 5,915 9,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -456: -636 2,688 136 -477 -2,752 -978 72: 522 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 17.7 18.5 27.7 24.7 75.5 60.9: 24.5 39.1
Old : 100.0: 29.4 17.7 18.5 27.7 24.7 75.5 60.9: 24.5 39.1
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 : 120: 31 26 23 35 42 78 80:
Old : 120: 31 26 23 35 42 78 80:
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 22.2 36.8 28.6 18.8 15.2 28.4 20.1
Old : 25.6 22.2 36.8 28.6 18.8 15.2 28.4 20.1
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, June 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 16,682: 3,361 1,689 490 12,395 14,028 16,246 16,207: 436 475
Old : 16,682: 3,361 1,689 490 12,395 14,028 16,246 16,207: 436 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 2,745: 9 513 490 2,120 1,618 2,619 2,621: 126 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 10.1 2.9 74.3 84.1 97.4 97.2: 2.6 2.8
Old : 100.0: 20.1 10.1 2.9 74.3 84.1 97.4 97.2: 2.6 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 5 1 13 9 18 14:
Old : 25: 4 5 1 13 9 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 65.7 81.9 86.4 58.5 62.8 75.3 75.7
Old : 64.4 65.7 81.9 86.4 58.5 62.8 75.3 75.7
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, June 9, 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 : 109,374: 32,323 19,848 7,733 31,563 69,061 71,620 96,642: 37,754 12,732
Old : 109,374: 32,323 19,848 7,733 31,563 69,061 71,620 96,642: 37,754 12,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -1,185: 1,163 -5,676 -2,056 1,111 11,934 219 4,202: -1,404 -5,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 18.1 7.1 28.9 63.1 65.5 88.4: 34.5 11.6
Old : 100.0: 29.6 18.1 7.1 28.9 63.1 65.5 88.4: 34.5 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 : 66: 23 15 16 16 21 48 45:
Old : 66: 23 15 16 16 21 48 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 45.3 38.7 61.1 25.7 44.2 32.8 56.1
Old : 28.0 45.3 38.7 61.1 25.7 44.2 32.8 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 51,827: 15,014 6,756 3,077 17,855 32,745 35,946 42,578: 15,881 9,249
Old : 51,827: 15,014 6,756 3,077 17,855 32,745 35,946 42,578: 15,881 9,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 2,018: -602 -485 -194 3,728 3,856 2,931 3,177: -913 -1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 13.0 5.9 34.5 63.2 69.4 82.2: 30.6 17.8
Old : 100.0: 29.0 13.0 5.9 34.5 63.2 69.4 82.2: 30.6 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 9 6 9 10 25 22:
Old : 34: 13 9 6 9 10 25 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 : 35.2 57.5 48.8 68.9 29.0 53.2 39.7 59.2
Old : 35.2 57.5 48.8 68.9 29.0 53.2 39.7 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 58,287: 25,637 11,829 2,190 27,782 41,481 55,609 55,500: 2,678 2,787
Old : 58,287: 25,637 11,829 2,190 27,782 41,481 55,609 55,500: 2,678 2,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 7,464: -6,460 5,120 1,581 12,860 -570 7,981 6,131: -517 1,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 20.3 3.8 47.7 71.2 95.4 95.2: 4.6 4.8
Old : 100.0: 44.0 20.3 3.8 47.7 71.2 95.4 95.2: 4.6 4.8
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 : 65: 22 21 5 15 14 39 38:
Old : 65: 22 21 5 15 14 39 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 : 52.6 46.0 74.5 68.2 49.5 43.0 61.6 57.7
Old : 52.6 46.0 74.5 68.2 49.5 43.0 61.6 57.7
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, June 9, 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 : 110,905: 21,529 36,031 5,555 59,669 47,192 86,752 88,779: 24,152 22,126
Old : 110,905: 21,529 36,031 5,555 59,669 47,192 86,752 88,779: 24,152 22,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -6,732: 1,328 -3,682 -6,720 -718 9,534 -6,110 -868: -622 -5,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 32.5 5.0 53.8 42.6 78.2 80.0: 21.8 20.0
Old : 100.0: 19.4 32.5 5.0 53.8 42.6 78.2 80.0: 21.8 20.0
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 : 64: 21 18 9 16 20 40 44:
Old : 64: 21 18 9 16 20 40 44:
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 : 41.8 40.5 54.7 54.5 41.7 39.6 52.7 51.5
Old : 41.8 40.5 54.7 54.5 41.7 39.6 52.7 51.5
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, June 9, 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 : 101,235: 24,733 27,131 4,665 55,869 48,340 85,267 80,136: 15,968 21,099
Old : 101,235: 24,733 27,131 4,665 55,869 48,340 85,267 80,136: 15,968 21,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -8,792: -7,654 4,192 -4,582 9,932 -9,666 -2,304 -10,056: -6,487 1,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 26.8 4.6 55.2 47.8 84.2 79.2: 15.8 20.8
Old : 100.0: 24.4 26.8 4.6 55.2 47.8 84.2 79.2: 15.8 20.8
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 : 73: 18 26 10 24 21 48 51:
Old : 73: 18 26 10 24 21 48 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 32.4 52.4 44.0 37.2 31.3 50.1 41.4
Old : 39.0 32.4 52.4 44.0 37.2 31.3 50.1 41.4
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, June 9, 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 : 169,146: 48,816 33,543 12,785 61,156 93,409 122,757 139,737: 46,389 29,410
Old : 169,146: 48,816 33,543 12,785 61,156 93,409 122,757 139,737: 46,389 29,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -22,877: 3,354 -9,394 -11,365 -8,124 8,445 -16,135 -12,314: -6,742 -10,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 19.8 7.6 36.2 55.2 72.6 82.6: 27.4 17.4
Old : 100.0: 28.9 19.8 7.6 36.2 55.2 72.6 82.6: 27.4 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 41 35 25 31 32 83 81:
Old : 120: 41 35 25 31 32 83 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 36.0 30.8 46.8 18.1 34.3 27.1 43.2
Old : 20.0 36.0 30.8 46.8 18.1 34.3 27.1 43.2
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, June 9, 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 : 34,760: 15,712 939 0 16,667 32,998 32,379 33,937: 2,381 823
Old : 34,760: 15,712 939 0 16,667 32,998 32,379 33,937: 2,381 823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 7,487: 415 -226 0 7,318 7,827 7,733 7,601: -246 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 2.7 0.0 47.9 94.9 93.2 97.6: 6.8 2.4
Old : 100.0: 45.2 2.7 0.0 47.9 94.9 93.2 97.6: 6.8 2.4
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: 12 4 0 11 14 23 18:
Old : 33: 12 4 0 11 14 23 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 : 60.8 71.0 77.2 89.0 47.0 66.1 58.7 71.8
Old : 60.8 71.0 77.2 89.0 47.0 66.1 58.7 71.8
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, June 9, 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 :13,132,167: 631,435 257,094 4,701,713 6,761,481 7,163,955 12,094,629 12,122,762: 1,037,538 1,009,405
Old :13,132,167: 631,435 257,094 4,701,713 6,761,481 7,163,955 12,094,629 12,122,762: 1,037,538 1,009,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 249,737: -229,144 48,462 274,107 296,075 -114,816 341,037 207,753: -91,300 41,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 2.0 35.8 51.5 54.6 92.1 92.3: 7.9 7.7
Old : 100.0: 4.8 2.0 35.8 51.5 54.6 92.1 92.3: 7.9 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 : 257: 76 37 108 131 129 246 243:
Old : 257: 76 37 108 131 129 246 243:
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 : 20.3 26.6 33.2 41.1 11.3 17.4 14.7 20.7
Old : 20.3 26.6 33.2 41.1 11.3 17.4 14.7 20.7
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, June 9, 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 : 645,314: 53,880 30,426 51,947 400,392 483,756 506,219 566,129: 139,095 79,185
Old : 645,314: 53,880 30,426 51,947 400,392 483,756 506,219 566,129: 139,095 79,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 18,752: 1,453 1,095 7,373 2,652 4,874 11,479 13,342: 7,273 5,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 4.7 8.0 62.0 75.0 78.4 87.7: 21.6 12.3
Old : 100.0: 8.3 4.7 8.0 62.0 75.0 78.4 87.7: 21.6 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 : 158: 27 28 35 84 73 132 115:
Old : 158: 27 28 35 84 73 132 115:
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 : 17.2 23.7 26.9 38.8 14.7 22.6 21.8 34.0
Old : 17.2 23.7 26.9 38.8 14.7 22.6 21.8 34.0
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, June 9, 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 : 2,988,098: 542,286 415,809 135,780 2,112,903 2,098,743 2,790,968 2,650,332: 197,130 337,766
Old : 2,988,098: 542,286 415,809 135,780 2,112,903 2,098,743 2,790,968 2,650,332: 197,130 337,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 62,227: -4,671 3,354 21,312 37,314 47,683 53,955 72,349: 8,272 -10,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 13.9 4.5 70.7 70.2 93.4 88.7: 6.6 11.3
Old : 100.0: 18.1 13.9 4.5 70.7 70.2 93.4 88.7: 6.6 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 : 439: 99 103 74 165 165 304 302:
Old : 439: 99 103 74 165 165 304 302:
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 : 17.0 19.1 29.4 27.1 14.1 13.1 25.5 20.4
Old : 17.0 19.1 29.4 27.1 14.1 13.1 25.5 20.4
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, June 9, 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 : 105,331: 12,525 14,196 612 84,098 86,030 97,236 100,838: 8,095 4,492
Old : 105,331: 12,525 14,196 612 84,098 86,030 97,236 100,838: 8,095 4,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: -1,258: -1,270 2,869 118 1,209 -5,459 56 -2,473: -1,315 1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 13.5 0.6 79.8 81.7 92.3 95.7: 7.7 4.3
Old : 100.0: 11.9 13.5 0.6 79.8 81.7 92.3 95.7: 7.7 4.3
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 : 82: 8 8 4 47 31 57 42:
Old : 82: 8 8 4 47 31 57 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 : 33.0 48.9 50.6 64.3 31.1 48.9 47.6 64.3
Old : 33.0 48.9 50.6 64.3 31.1 48.9 47.6 64.3
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 with Delta-adjusted Options and Futures Combined, June 9, 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 : 26,720: 3,424 7,112 0 14,811 15,916 18,235 23,028: 8,485 3,692
Old : 26,720: 3,424 7,112 0 14,811 15,916 18,235 23,028: 8,485 3,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 279: 379 15 0 -164 -383 215 -368: 64 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 26.6 0.0 55.4 59.6 68.2 86.2: 31.8 13.8
Old : 100.0: 12.8 26.6 0.0 55.4 59.6 68.2 86.2: 31.8 13.8
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 : 36: 5 5 0 15 16 20 21:
Old : 36: 5 5 0 15 16 20 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 : 40.5 45.5 58.0 62.2 37.9 35.1 49.2 51.8
Old : 40.5 45.5 58.0 62.2 37.9 35.1 49.2 51.8
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, June 9, 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 : 290,150: 92,330 58,787 7,088 172,480 188,385 271,898 254,259: 18,252 35,891
Old : 290,150: 92,330 58,787 7,088 172,480 188,385 271,898 254,259: 18,252 35,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 131: -4,672 5,306 -1,137 5,753 -2,851 -57 1,317: 188 -1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 20.3 2.4 59.4 64.9 93.7 87.6: 6.3 12.4
Old : 100.0: 31.8 20.3 2.4 59.4 64.9 93.7 87.6: 6.3 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 55 51 22 58 70 123 133:
Old : 212: 55 51 22 58 70 123 133:
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 : 40.2 30.3 50.6 41.2 27.5 20.7 37.6 30.3
Old : 40.2 30.3 50.6 41.2 27.5 20.7 37.6 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 112,873: 41,137 8,852 3,205 44,691 92,078 89,033 104,135: 23,840 8,739
Old : 112,873: 41,137 8,852 3,205 44,691 92,078 89,033 104,135: 23,840 8,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 7,076: -1,273 -1,886 -4,133 14,663 14,268 9,256 8,248: -2,180 -1,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 7.8 2.8 39.6 81.6 78.9 92.3: 21.1 7.7
Old : 100.0: 36.4 7.8 2.8 39.6 81.6 78.9 92.3: 21.1 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 : 59: 29 6 8 17 19 48 31:
Old : 59: 29 6 8 17 19 48 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 68.2 51.2 79.8 34.4 60.9 42.6 68.7
Old : 37.7 68.2 51.2 79.8 34.4 60.9 42.6 68.7
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 with Delta-adjusted Options and Futures Combined, June 9, 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 : 34,151: 7,531 5,998 1,704 17,613 19,102 26,848 26,804: 7,303 7,347
Old : 34,151: 7,531 5,998 1,704 17,613 19,102 26,848 26,804: 7,303 7,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 6,836: -263 253 1,501 4,289 3,048 5,527 4,802: 1,309 2,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 17.6 5.0 51.6 55.9 78.6 78.5: 21.4 21.5
Old : 100.0: 22.1 17.6 5.0 51.6 55.9 78.6 78.5: 21.4 21.5
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 : 53: 13 12 6 18 19 33 35:
Old : 53: 13 12 6 18 19 33 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 30.8 37.9 46.0 21.6 26.9 34.5 39.1
Old : 23.4 30.8 37.9 46.0 21.6 26.9 34.5 39.1
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, June 9, 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 : 67,668: 12,230 13,708 2,647 32,095 42,364 46,972 58,719: 20,696 8,949
Old : 67,668: 12,230 13,708 2,647 32,095 42,364 46,972 58,719: 20,696 8,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 12,975: 503 -570 -142 7,700 9,730 8,061 9,018: 4,914 3,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 20.3 3.9 47.4 62.6 69.4 86.8: 30.6 13.2
Old : 100.0: 18.1 20.3 3.9 47.4 62.6 69.4 86.8: 30.6 13.2
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 : 70: 16 17 3 25 28 43 46:
Old : 70: 16 17 3 25 28 43 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 45.6 34.5 61.6 14.6 42.2 23.0 51.0
Old : 22.5 45.6 34.5 61.6 14.6 42.2 23.0 51.0
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 with Delta-adjusted Options and Futures Combined, June 9, 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 : 24,955: 2,923 8,783 291 19,639 14,273 22,853 23,347: 2,102 1,608
Old : 24,955: 2,923 8,783 291 19,639 14,273 22,853 23,347: 2,102 1,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 1,316: -295 798 10 1,337 405 1,052 1,213: 264 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 35.2 1.2 78.7 57.2 91.6 93.6: 8.4 6.4
Old : 100.0: 11.7 35.2 1.2 78.7 57.2 91.6 93.6: 8.4 6.4
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 : 31: 8 5 4 11 10 21 17:
Old : 31: 8 5 4 11 10 21 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 : 62.4 70.2 74.6 86.5 57.8 70.2 70.1 83.7
Old : 62.4 70.2 74.6 86.5 57.8 70.2 70.1 83.7
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, June 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 17,569: 4,640 855 0 9,943 14,754 14,583 15,609: 2,986 1,960
Old : 17,569: 4,640 855 0 9,943 14,754 14,583 15,609: 2,986 1,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 1,392: -9 102 0 -213 -350 -222 -248: 1,614 1,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 4.9 0.0 56.6 84.0 83.0 88.8: 17.0 11.2
Old : 100.0: 26.4 4.9 0.0 56.6 84.0 83.0 88.8: 17.0 11.2
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 : 24: 12 2 0 7 4 19 6:
Old : 24: 12 2 0 7 4 19 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 : 54.2 87.6 67.2 88.8 53.4 87.5 66.4 88.0
Old : 54.2 87.6 67.2 88.8 53.4 87.5 66.4 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2009