BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,842: 0 82 0 4,311 4,193 4,311 4,275: 531 566
Old : 4,842: 0 82 0 4,311 4,193 4,311 4,275: 531 566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 89.0 86.6 89.0 88.3: 11.0 11.7
Old : 100.0: 0.0 1.7 0.0 89.0 86.6 89.0 88.3: 11.0 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 16 9 16 10:
Old : 20: 0 1 0 16 9 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 71.2 79.5 86.3 66.2 70.4 79.0 84.9
Old : 66.2 71.2 79.5 86.3 66.2 70.4 79.0 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 45,743: 2,134 6,224 9,886 29,622 20,990 41,643 37,100: 4,100 8,643
Old : 45,743: 2,134 6,224 9,886 29,622 20,990 41,643 37,100: 4,100 8,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 1,162: 927 410 38 1,158 825 2,123 1,273: -961 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 13.6 21.6 64.8 45.9 91.0 81.1: 9.0 18.9
Old : 100.0: 4.7 13.6 21.6 64.8 45.9 91.0 81.1: 9.0 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 : 78: 11 28 19 32 31 58 63:
Old : 78: 11 28 19 32 31 58 63:
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 : 39.9 25.4 53.5 37.7 37.2 21.9 49.2 30.4
Old : 39.9 25.4 53.5 37.7 37.2 21.9 49.2 30.4
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 16, 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 : 157,870: 22,729 39,783 50,602 62,965 40,458 136,296 130,843: 21,574 27,027
Old : 124,259: 22,188 40,460 36,818 50,247 26,890 109,252 104,168: 15,006 20,090
Other: 33,612: 6,756 5,538 7,570 12,718 13,567 27,044 26,675: 6,568 6,937
: : :
: : Changes in Commitments from: June 9, 2009 :
: -20,285: -2,163 704 -15,461 -1,447 -6,281 -19,071 -21,037: -1,214 752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 25.2 32.1 39.9 25.6 86.3 82.9: 13.7 17.1
Old : 100.0: 17.9 32.6 29.6 40.4 21.6 87.9 83.8: 12.1 16.2
Other: 100.0: 20.1 16.5 22.5 37.8 40.4 80.5 79.4: 19.5 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 59 66 68 41 37 142 145:
Old : 190: 59 74 60 37 33 135 134:
Other: 101: 30 30 26 24 26 69 68:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 14.3 32.5 23.1 19.0 11.9 28.0 19.4
Old : 21.9 13.7 34.2 24.5 21.9 12.1 31.5 20.1
Other: 28.5 24.4 42.2 37.7 28.5 22.2 36.7 31.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 253,357: 58,688 58,137 51,983 117,316 99,091 227,987 209,211: 25,370 44,146
Old : 253,357: 58,688 58,137 51,983 117,316 99,091 227,987 209,211: 25,370 44,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -18: -2,255 -2 2,261 1,070 -1,701 1,076 557: -1,094 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 22.9 20.5 46.3 39.1 90.0 82.6: 10.0 17.4
Old : 100.0: 23.2 22.9 20.5 46.3 39.1 90.0 82.6: 10.0 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 : 312: 81 76 67 93 129 202 251:
Old : 312: 81 76 67 93 129 202 251:
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 12.3 29.5 19.2 18.6 9.5 28.6 15.5
Old : 18.6 12.3 29.5 19.2 18.6 9.5 28.6 15.5
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 16, 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 : 9,613: 3,621 1,780 1,129 2,716 5,124 7,467 8,034: 2,146 1,579
Old : 9,613: 3,621 1,780 1,129 2,716 5,124 7,467 8,034: 2,146 1,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -16: -41 -242 -90 71 491 -60 159: 44 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 18.5 11.7 28.3 53.3 77.7 83.6: 22.3 16.4
Old : 100.0: 37.7 18.5 11.7 28.3 53.3 77.7 83.6: 22.3 16.4
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 : 84: 28 16 11 21 33 57 53:
Old : 84: 28 16 11 21 33 57 53:
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 : 28.6 24.4 44.9 41.5 28.6 23.8 44.5 39.2
Old : 28.6 24.4 44.9 41.5 28.6 23.8 44.5 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 24,931: 7,560 5,513 4,385 6,996 5,675 18,940 15,572: 5,992 9,359
Old : 24,931: 7,560 5,513 4,385 6,996 5,675 18,940 15,572: 5,992 9,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 766: 465 1,237 -88 312 -282 689 867: 77 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 22.1 17.6 28.1 22.8 76.0 62.5: 24.0 37.5
Old : 100.0: 30.3 22.1 17.6 28.1 22.8 76.0 62.5: 24.0 37.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 29 24 22 41 44 80 82:
Old : 120: 29 24 22 41 44 80 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 22.9 37.2 30.4 18.9 16.5 28.8 22.3
Old : 26.0 22.9 37.2 30.4 18.9 16.5 28.8 22.3
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 16, 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 : 12,638: 3,513 1,896 0 8,862 10,584 12,375 12,480: 263 158
Old : 12,638: 3,513 1,896 0 8,862 10,584 12,375 12,480: 263 158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -4,044: 152 207 -490 -3,533 -3,444 -3,871 -3,727: -173 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 15.0 0.0 70.1 83.7 97.9 98.7: 2.1 1.3
Old : 100.0: 27.8 15.0 0.0 70.1 83.7 97.9 98.7: 2.1 1.3
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 : 21: 4 5 0 9 8 13 13:
Old : 21: 4 5 0 9 8 13 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 : 64.1 71.9 88.3 89.7 58.9 66.3 78.5 79.1
Old : 64.1 71.9 88.3 89.7 58.9 66.3 78.5 79.1
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 16, 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 : 132,352: 30,595 14,366 12,303 54,238 90,889 97,135 117,558: 35,216 14,794
Old : 132,352: 30,595 14,366 12,303 54,238 90,889 97,135 117,558: 35,216 14,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 22,978: -1,729 -5,482 4,570 22,674 21,828 25,516 20,916: -2,538 2,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 10.9 9.3 41.0 68.7 73.4 88.8: 26.6 11.2
Old : 100.0: 23.1 10.9 9.3 41.0 68.7 73.4 88.8: 26.6 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 : 71: 25 14 16 20 24 53 46:
Old : 71: 25 14 16 20 24 53 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 : 34.9 40.3 45.3 60.2 19.2 35.1 26.2 43.4
Old : 34.9 40.3 45.3 60.2 19.2 35.1 26.2 43.4
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 16, 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 : 34,352: 16,220 8,300 1,910 2,541 16,424 20,671 26,634: 13,681 7,719
Old : 34,352: 16,220 8,300 1,910 2,541 16,424 20,671 26,634: 13,681 7,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -17,475: 1,206 1,544 -1,167 -15,314 -16,321 -15,275 -15,945: -2,200 -1,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 24.2 5.6 7.4 47.8 60.2 77.5: 39.8 22.5
Old : 100.0: 47.2 24.2 5.6 7.4 47.8 60.2 77.5: 39.8 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 : 28: 11 9 3 4 7 16 18:
Old : 28: 11 9 3 4 7 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 46.3 47.9 62.3 34.9 45.2 45.7 59.4
Old : 34.9 46.3 47.9 62.3 34.9 45.2 45.7 59.4
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 16, 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 : 38,677: 23,611 10,870 148 11,426 23,952 35,185 34,970: 3,492 3,707
Old : 38,677: 23,611 10,870 148 11,426 23,952 35,185 34,970: 3,492 3,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -19,610: -2,026 -959 -2,042 -16,356 -17,529 -20,424 -20,530: 814 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 28.1 0.4 29.5 61.9 91.0 90.4: 9.0 9.6
Old : 100.0: 61.0 28.1 0.4 29.5 61.9 91.0 90.4: 9.0 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 22 16 2 10 12 32 30:
Old : 59: 22 16 2 10 12 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 57.9 74.7 71.6 57.8 57.9 74.0 71.6
Old : 57.8 57.9 74.7 71.6 57.8 57.9 74.0 71.6
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 16, 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 : 92,503: 24,367 31,662 6,633 39,299 32,571 70,299 70,866: 22,204 21,636
Old : 92,503: 24,367 31,662 6,633 39,299 32,571 70,299 70,866: 22,204 21,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -18,402: 2,839 -4,369 1,078 -20,370 -14,621 -16,453 -17,912: -1,949 -490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 34.2 7.2 42.5 35.2 76.0 76.6: 24.0 23.4
Old : 100.0: 26.3 34.2 7.2 42.5 35.2 76.0 76.6: 24.0 23.4
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 : 60: 21 17 11 13 17 38 41:
Old : 60: 21 17 11 13 17 38 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 : 38.7 39.4 50.9 50.3 38.6 39.2 49.4 49.1
Old : 38.7 39.4 50.9 50.3 38.6 39.2 49.4 49.1
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 16, 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 : 70,909: 17,801 26,435 4,621 31,822 19,872 54,244 50,927: 16,665 19,982
Old : 70,909: 17,801 26,435 4,621 31,822 19,872 54,244 50,927: 16,665 19,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -30,326: -6,932 -696 -44 -24,047 -28,468 -31,023 -29,209: 697 -1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 37.3 6.5 44.9 28.0 76.5 71.8: 23.5 28.2
Old : 100.0: 25.1 37.3 6.5 44.9 28.0 76.5 71.8: 23.5 28.2
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 : 67: 13 26 8 18 21 36 50:
Old : 67: 13 26 8 18 21 36 50:
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 : 28.1 22.6 44.9 34.7 27.9 20.6 44.3 31.4
Old : 28.1 22.6 44.9 34.7 27.9 20.6 44.3 31.4
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 16, 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 : 125,473: 39,208 26,008 12,412 28,710 53,380 80,330 91,800: 45,143 33,674
Old : 125,473: 39,208 26,008 12,412 28,710 53,380 80,330 91,800: 45,143 33,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -43,673: -9,609 -7,535 -373 -32,445 -40,029 -42,427 -47,937: -1,246 4,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 20.7 9.9 22.9 42.5 64.0 73.2: 36.0 26.8
Old : 100.0: 31.2 20.7 9.9 22.9 42.5 64.0 73.2: 36.0 26.8
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 : 109: 39 32 28 23 27 76 73:
Old : 109: 39 32 28 23 27 76 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 26.2 24.6 40.1 14.7 24.0 23.1 35.1
Old : 15.1 26.2 24.6 40.1 14.7 24.0 23.1 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 20,666: 16,325 865 0 2,081 19,131 18,406 19,996: 2,260 670
Old : 20,666: 16,325 865 0 2,081 19,131 18,406 19,996: 2,260 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -14,094: 613 -74 0 -14,586 -13,867 -13,973 -13,941: -121 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 4.2 0.0 10.1 92.6 89.1 96.8: 10.9 3.2
Old : 100.0: 79.0 4.2 0.0 10.1 92.6 89.1 96.8: 10.9 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 : 27: 12 4 0 1 10 13 14:
Old : 27: 12 4 0 1 10 13 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 : 68.8 82.0 84.1 92.3 68.8 82.0 84.1 92.3
Old : 68.8 82.0 84.1 92.3 68.8 82.0 84.1 92.3
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 16, 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 :10,638,044: 611,478 223,448 3,565,751 5,535,701 5,923,098 9,712,930 9,712,297: 925,114 925,747
Old :10,638,044: 611,478 223,448 3,565,751 5,535,701 5,923,098 9,712,930 9,712,297: 925,114 925,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
:-2,494,123: -19,957 -33,646 -1,135,963 -1,225,780 -1,240,857 -2,381,699 -2,410,465: -112,424 -83,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.1 33.5 52.0 55.7 91.3 91.3: 8.7 8.7
Old : 100.0: 5.7 2.1 33.5 52.0 55.7 91.3 91.3: 8.7 8.7
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 : 238: 67 38 97 118 121 223 225:
Old : 238: 67 38 97 118 121 223 225:
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 : 19.7 28.3 31.3 40.9 11.0 18.9 15.0 22.2
Old : 19.7 28.3 31.3 40.9 11.0 18.9 15.0 22.2
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 16, 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 : 680,892: 55,276 31,924 56,250 425,947 511,217 537,472 599,391: 143,420 81,501
Old : 680,892: 55,276 31,924 56,250 425,947 511,217 537,472 599,391: 143,420 81,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 35,578: 1,395 1,498 4,303 25,555 27,462 31,253 33,262: 4,325 2,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 4.7 8.3 62.6 75.1 78.9 88.0: 21.1 12.0
Old : 100.0: 8.1 4.7 8.3 62.6 75.1 78.9 88.0: 21.1 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 30 24 39 88 79 139 123:
Old : 163: 30 24 39 88 79 139 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 23.1 26.2 36.5 14.0 21.1 20.7 30.8
Old : 16.8 23.1 26.2 36.5 14.0 21.1 20.7 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 3,427,796: 562,288 381,319 147,513 2,493,117 2,557,123 3,202,918 3,085,955: 224,878 341,841
Old : 3,427,796: 562,288 381,319 147,513 2,493,117 2,557,123 3,202,918 3,085,955: 224,878 341,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 439,697: 20,003 -34,490 11,733 380,213 458,380 411,949 435,623: 27,748 4,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 11.1 4.3 72.7 74.6 93.4 90.0: 6.6 10.0
Old : 100.0: 16.4 11.1 4.3 72.7 74.6 93.4 90.0: 6.6 10.0
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 : 444: 100 103 92 179 183 330 327:
Old : 444: 100 103 92 179 183 330 327:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 20.5 32.1 29.6 12.8 11.7 22.7 18.6
Old : 20.4 20.5 32.1 29.6 12.8 11.7 22.7 18.6
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 16, 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 : 121,155: 12,728 13,899 1,820 94,762 98,203 109,310 113,922: 11,846 7,234
Old : 121,155: 12,728 13,899 1,820 94,762 98,203 109,310 113,922: 11,846 7,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 15,825: 203 -297 1,207 10,664 12,173 12,074 13,083: 3,751 2,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 11.5 1.5 78.2 81.1 90.2 94.0: 9.8 6.0
Old : 100.0: 10.5 11.5 1.5 78.2 81.1 90.2 94.0: 9.8 6.0
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 : 88: 9 10 7 55 32 68 46:
Old : 88: 9 10 7 55 32 68 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 : 28.4 48.0 47.1 63.1 26.8 42.2 41.7 57.3
Old : 28.4 48.0 47.1 63.1 26.8 42.2 41.7 57.3
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 16, 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 : 30,925: 2,073 8,824 0 18,456 17,379 20,529 26,203: 10,396 4,722
Old : 30,925: 2,073 8,824 0 18,456 17,379 20,529 26,203: 10,396 4,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 4,205: -1,351 1,712 0 3,645 1,463 2,294 3,175: 1,911 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 28.5 0.0 59.7 56.2 66.4 84.7: 33.6 15.3
Old : 100.0: 6.7 28.5 0.0 59.7 56.2 66.4 84.7: 33.6 15.3
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 : 39: 5 6 0 19 20 24 26:
Old : 39: 5 6 0 19 20 24 26:
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 : 35.8 42.6 49.2 56.6 31.4 32.6 41.0 45.9
Old : 35.8 42.6 49.2 56.6 31.4 32.6 41.0 45.9
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 16, 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 : 401,594: 119,547 59,666 18,239 242,066 280,934 379,852 358,838: 21,742 42,756
Old : 401,594: 119,547 59,666 18,239 242,066 280,934 379,852 358,838: 21,742 42,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 111,444: 27,217 879 11,151 69,586 92,549 107,954 104,578: 3,490 6,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 14.9 4.5 60.3 70.0 94.6 89.4: 5.4 10.6
Old : 100.0: 29.8 14.9 4.5 60.3 70.0 94.6 89.4: 5.4 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 : 214: 57 42 32 73 83 141 146:
Old : 214: 57 42 32 73 83 141 146:
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 : 38.5 29.2 52.5 38.8 23.3 14.5 32.0 22.6
Old : 38.5 29.2 52.5 38.8 23.3 14.5 32.0 22.6
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 16, 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 : 78,880: 41,585 8,574 2,940 12,404 57,805 56,930 69,319: 21,950 9,561
Old : 78,880: 41,585 8,574 2,940 12,404 57,805 56,930 69,319: 21,950 9,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -33,993: 448 -278 -265 -32,287 -34,273 -32,104 -34,815: -1,890 822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 10.9 3.7 15.7 73.3 72.2 87.9: 27.8 12.1
Old : 100.0: 52.7 10.9 3.7 15.7 73.3 72.2 87.9: 27.8 12.1
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 : 52: 27 6 7 11 13 40 24:
Old : 52: 27 6 7 11 13 40 24:
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 : 39.8 61.4 48.3 74.6 39.8 60.7 47.8 73.0
Old : 39.8 61.4 48.3 74.6 39.8 60.7 47.8 73.0
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 16, 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 : 22,784: 5,602 6,256 0 11,497 11,551 17,099 17,807: 5,685 4,977
Old : 22,784: 5,602 6,256 0 11,497 11,551 17,099 17,807: 5,685 4,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -11,367: -1,929 258 -1,704 -6,116 -7,551 -9,749 -8,997: -1,618 -2,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 27.5 0.0 50.5 50.7 75.0 78.2: 25.0 21.8
Old : 100.0: 24.6 27.5 0.0 50.5 50.7 75.0 78.2: 25.0 21.8
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 : 44: 9 11 0 9 17 18 28:
Old : 44: 9 11 0 9 17 18 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 : 35.6 25.8 53.1 42.1 35.2 25.8 52.6 42.1
Old : 35.6 25.8 53.1 42.1 35.2 25.8 52.6 42.1
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 16, 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 : 24,800: 10,087 5,211 567 9,156 16,656 19,810 22,434: 4,990 2,366
Old : 24,800: 10,087 5,211 567 9,156 16,656 19,810 22,434: 4,990 2,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -42,868: -2,143 -8,497 -2,080 -22,939 -25,708 -27,162 -36,285: -15,706 -6,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 21.0 2.3 36.9 67.2 79.9 90.5: 20.1 9.5
Old : 100.0: 40.7 21.0 2.3 36.9 67.2 79.9 90.5: 20.1 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 : 52: 17 10 1 12 17 29 28:
Old : 52: 17 10 1 12 17 29 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 : 28.7 41.4 47.9 57.8 26.7 41.4 43.7 57.8
Old : 28.7 41.4 47.9 57.8 26.7 41.4 43.7 57.8
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, June 16, 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 : 25,801: 2,857 8,078 128 19,440 15,744 22,425 23,950: 3,376 1,851
Old : 25,801: 2,857 8,078 128 19,440 15,744 22,425 23,950: 3,376 1,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 846: -66 -705 -163 -199 1,471 -428 603: 1,274 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 31.3 0.5 75.3 61.0 86.9 92.8: 13.1 7.2
Old : 100.0: 11.1 31.3 0.5 75.3 61.0 86.9 92.8: 13.1 7.2
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 : 32: 6 5 3 12 13 20 19:
Old : 32: 6 5 3 12 13 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 : 58.9 68.8 71.1 84.5 54.5 68.8 66.7 81.8
Old : 58.9 68.8 71.1 84.5 54.5 68.8 66.7 81.8
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 16, 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 : 17,545: 4,567 877 0 11,268 16,254 15,835 17,131: 1,710 414
Old : 17,545: 4,567 877 0 11,268 16,254 15,835 17,131: 1,710 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -24: -73 22 0 1,325 1,500 1,252 1,522: -1,276 -1,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 5.0 0.0 64.2 92.6 90.3 97.6: 9.7 2.4
Old : 100.0: 26.0 5.0 0.0 64.2 92.6 90.3 97.6: 9.7 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 : 25: 13 2 0 8 4 21 6:
Old : 25: 13 2 0 8 4 21 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 : 56.8 96.4 70.7 97.6 52.5 88.8 65.6 89.4
Old : 56.8 96.4 70.7 97.6 52.5 88.8 65.6 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2009