BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,811: 178 0 0 3,187 3,572 3,365 3,572: 446 239
Old : 3,811: 178 0 0 3,187 3,572 3,365 3,572: 446 239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -633: 92 -94 -28 -676 -429 -612 -551: -21 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 0.0 83.6 93.7 88.3 93.7: 11.7 6.3
Old : 100.0: 4.7 0.0 0.0 83.6 93.7 88.3 93.7: 11.7 6.3
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 : 22: 1 0 0 17 13 18 13:
Old : 22: 1 0 0 17 13 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 78.6 76.7 90.6 59.3 77.7 75.5 88.9
Old : 60.5 78.6 76.7 90.6 59.3 77.7 75.5 88.9
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, September 8, 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 : 37,056: 796 4,474 7,973 21,625 16,986 30,394 29,433: 6,662 7,623
Old : 37,056: 796 4,474 7,973 21,625 16,986 30,394 29,433: 6,662 7,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -5,283: -171 -757 -911 -4,347 -2,964 -5,428 -4,632: 145 -651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 12.1 21.5 58.4 45.8 82.0 79.4: 18.0 20.6
Old : 100.0: 2.1 12.1 21.5 58.4 45.8 82.0 79.4: 18.0 20.6
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 : 68: 11 18 21 33 26 58 52:
Old : 68: 11 18 21 33 26 58 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 27.8 48.7 41.4 31.7 27.0 42.4 39.2
Old : 34.8 27.8 48.7 41.4 31.7 27.0 42.4 39.2
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, September 8, 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 : 178,305: 29,471 47,782 48,562 77,390 51,661 155,422 148,006: 22,883 30,300
Old : 57,119: 15,652 27,431 6,142 29,178 12,447 50,972 46,019: 6,148 11,100
Other: 121,186: 27,241 33,774 28,998 48,212 39,214 104,451 101,986: 16,735 19,200
: : :
: : Changes in Commitments from: September 1, 2009 :
: 3,087: -331 2,498 1,442 2,306 1,261 3,416 5,201: -329 -2,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 26.8 27.2 43.4 29.0 87.2 83.0: 12.8 17.0
Old : 100.0: 27.4 48.0 10.8 51.1 21.8 89.2 80.6: 10.8 19.4
Other: 100.0: 22.5 27.9 23.9 39.8 32.4 86.2 84.2: 13.8 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 74 74 88 49 47 179 168:
Old : 186: 51 78 24 29 41 96 127:
Other: 198: 79 58 70 47 42 162 135:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 14.2 31.6 22.7 18.0 12.2 29.5 19.3
Old : 36.7 17.7 47.6 26.3 36.7 17.7 47.1 26.1
Other: 20.9 17.2 31.5 28.2 19.8 15.9 29.6 24.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 290,869: 77,638 57,516 60,889 126,944 118,572 265,470 236,976: 25,399 53,893
Old : 290,869: 77,638 57,516 60,889 126,944 118,572 265,470 236,976: 25,399 53,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -1,895: -4,436 -4,347 -1,090 1,701 665 -3,826 -4,772: 1,930 2,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 19.8 20.9 43.6 40.8 91.3 81.5: 8.7 18.5
Old : 100.0: 26.7 19.8 20.9 43.6 40.8 91.3 81.5: 8.7 18.5
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 : 351: 98 85 90 103 140 241 284:
Old : 351: 98 85 90 103 140 241 284:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 13.2 30.2 20.9 18.2 11.5 28.1 17.5
Old : 18.5 13.2 30.2 20.9 18.2 11.5 28.1 17.5
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, September 8, 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 : 9,600: 3,899 3,640 795 2,923 3,096 7,617 7,531: 1,983 2,070
Old : 9,600: 3,899 3,640 795 2,923 3,096 7,617 7,531: 1,983 2,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -249: 331 134 22 -66 -306 286 -150: -535 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 37.9 8.3 30.5 32.2 79.3 78.4: 20.7 21.6
Old : 100.0: 40.6 37.9 8.3 30.5 32.2 79.3 78.4: 20.7 21.6
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 : 82: 30 25 11 17 20 50 54:
Old : 82: 30 25 11 17 20 50 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 28.9 50.8 42.3 33.5 28.9 50.8 42.1
Old : 33.5 28.9 50.8 42.3 33.5 28.9 50.8 42.1
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, September 8, 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 : 28,848: 8,838 7,623 4,253 8,184 6,295 21,275 18,170: 7,574 10,678
Old : 28,848: 8,838 7,623 4,253 8,184 6,295 21,275 18,170: 7,574 10,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 1,201: 143 1,037 407 -113 127 437 1,571: 764 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 26.4 14.7 28.4 21.8 73.7 63.0: 26.3 37.0
Old : 100.0: 30.6 26.4 14.7 28.4 21.8 73.7 63.0: 26.3 37.0
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 : 128: 35 27 31 41 41 90 91:
Old : 128: 35 27 31 41 41 90 91:
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 : 19.3 16.8 29.3 25.3 17.0 14.7 24.5 22.0
Old : 19.3 16.8 29.3 25.3 17.0 14.7 24.5 22.0
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, September 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 111,455: 43,802 6,649 5,492 24,240 81,830 73,534 93,971: 37,921 17,484
Old : 111,455: 43,802 6,649 5,492 24,240 81,830 73,534 93,971: 37,921 17,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 6,394: 4,046 875 -2,674 4,247 10,931 5,619 9,132: 775 -2,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 6.0 4.9 21.7 73.4 66.0 84.3: 34.0 15.7
Old : 100.0: 39.3 6.0 4.9 21.7 73.4 66.0 84.3: 34.0 15.7
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 : 67: 25 10 11 21 21 55 36:
Old : 67: 25 10 11 21 21 55 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 45.4 36.4 64.7 22.5 38.6 29.3 53.3
Old : 25.1 45.4 36.4 64.7 22.5 38.6 29.3 53.3
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, September 8, 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 : 53,976: 23,371 5,107 1,460 8,706 39,404 33,537 45,971: 20,439 8,005
Old : 53,976: 23,371 5,107 1,460 8,706 39,404 33,537 45,971: 20,439 8,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 5,971: 3,744 126 -370 848 6,700 4,222 6,457: 1,748 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 9.5 2.7 16.1 73.0 62.1 85.2: 37.9 14.8
Old : 100.0: 43.3 9.5 2.7 16.1 73.0 62.1 85.2: 37.9 14.8
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 : 43: 20 6 4 9 15 31 23:
Old : 43: 20 6 4 9 15 31 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 55.1 36.3 69.2 23.5 54.8 35.0 68.1
Old : 23.8 55.1 36.3 69.2 23.5 54.8 35.0 68.1
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, September 8, 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 : 75,534: 27,141 23,077 503 44,973 48,986 72,617 72,566: 2,917 2,968
Old : 75,534: 27,141 23,077 503 44,973 48,986 72,617 72,566: 2,917 2,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -2,626: -17,622 8,368 -40 17,024 -9,889 -638 -1,561: -1,988 -1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 30.6 0.7 59.5 64.9 96.1 96.1: 3.9 3.9
Old : 100.0: 35.9 30.6 0.7 59.5 64.9 96.1 96.1: 3.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 23 18 3 16 15 41 35:
Old : 67: 23 18 3 16 15 41 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 : 48.5 50.9 70.7 75.0 47.7 48.0 69.3 72.1
Old : 48.5 50.9 70.7 75.0 47.7 48.0 69.3 72.1
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, September 8, 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 : 110,255: 29,379 34,970 3,806 58,918 51,433 92,102 90,208: 18,153 20,047
Old : 110,255: 29,379 34,970 3,806 58,918 51,433 92,102 90,208: 18,153 20,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 3,161: 6,299 -5,459 -877 -431 13,895 4,991 7,560: -1,830 -4,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 31.7 3.5 53.4 46.6 83.5 81.8: 16.5 18.2
Old : 100.0: 26.6 31.7 3.5 53.4 46.6 83.5 81.8: 16.5 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 : 67: 23 18 11 17 19 44 44:
Old : 67: 23 18 11 17 19 44 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 : 36.7 37.6 52.7 49.7 33.9 35.3 47.5 47.2
Old : 36.7 37.6 52.7 49.7 33.9 35.3 47.5 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 121,437: 56,739 15,280 4,307 31,763 82,942 92,808 102,529: 28,629 18,908
Old : 121,437: 56,739 15,280 4,307 31,763 82,942 92,808 102,529: 28,629 18,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 4,292: 4,651 -3,502 -1,685 -49 9,405 2,917 4,218: 1,374 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 12.6 3.5 26.2 68.3 76.4 84.4: 23.6 15.6
Old : 100.0: 46.7 12.6 3.5 26.2 68.3 76.4 84.4: 23.6 15.6
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 : 86: 34 19 15 21 23 62 50:
Old : 86: 34 19 15 21 23 62 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 : 24.6 49.4 37.1 61.2 24.6 47.9 36.9 58.4
Old : 24.6 49.4 37.1 61.2 24.6 47.9 36.9 58.4
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, September 8, 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 : 166,850: 56,531 36,497 12,798 42,116 83,842 111,445 133,137: 55,404 33,713
Old : 166,850: 56,531 36,497 12,798 42,116 83,842 111,445 133,137: 55,404 33,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 17,904: 13,876 3,737 -1,163 321 15,538 13,034 18,113: 4,870 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 21.9 7.7 25.2 50.3 66.8 79.8: 33.2 20.2
Old : 100.0: 33.9 21.9 7.7 25.2 50.3 66.8 79.8: 33.2 20.2
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 : 129: 45 37 29 33 35 93 86:
Old : 129: 45 37 29 33 35 93 86:
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 : 14.4 30.2 23.8 41.1 13.9 25.6 21.2 36.0
Old : 14.4 30.2 23.8 41.1 13.9 25.6 21.2 36.0
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, September 8, 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 : 29,859: 18,988 865 0 7,950 28,358 26,938 29,223: 2,921 636
Old : 29,859: 18,988 865 0 7,950 28,358 26,938 29,223: 2,921 636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 3,800: 386 -73 0 3,216 4,132 3,602 4,059: 198 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 2.9 0.0 26.6 95.0 90.2 97.9: 9.8 2.1
Old : 100.0: 63.6 2.9 0.0 26.6 95.0 90.2 97.9: 9.8 2.1
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 : 35: 14 4 0 7 14 21 18:
Old : 35: 14 4 0 7 14 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 64.3 75.5 85.9 49.3 63.1 65.4 76.4
Old : 55.2 64.3 75.5 85.9 49.3 63.1 65.4 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 :13,711,573: 1,151,728 304,582 5,004,975 6,486,045 7,403,609 12,642,748 12,713,165: 1,068,826 998,408
Old :13,711,573: 1,151,728 304,582 5,004,975 6,486,045 7,403,609 12,642,748 12,713,165: 1,068,826 998,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 248,079: 64,625 2,095 125,243 84,776 156,642 274,644 283,981: -26,565 -35,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 2.2 36.5 47.3 54.0 92.2 92.7: 7.8 7.3
Old : 100.0: 8.4 2.2 36.5 47.3 54.0 92.2 92.7: 7.8 7.3
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 : 259: 82 42 99 125 128 244 237:
Old : 259: 82 42 99 125 128 244 237:
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 24.0 32.3 39.3 12.3 14.9 16.6 18.0
Old : 20.4 24.0 32.3 39.3 12.3 14.9 16.6 18.0
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, September 8, 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 : 530,259: 26,492 38,943 42,962 345,721 375,379 415,175 457,284: 115,084 72,975
Old : 530,259: 26,492 38,943 42,962 345,721 375,379 415,175 457,284: 115,084 72,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 20,150: 2,823 3,387 894 9,385 12,710 13,102 16,991: 7,048 3,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.3 8.1 65.2 70.8 78.3 86.2: 21.7 13.8
Old : 100.0: 5.0 7.3 8.1 65.2 70.8 78.3 86.2: 21.7 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 : 159: 25 31 39 83 71 135 115:
Old : 159: 25 31 39 83 71 135 115:
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 : 18.2 22.8 26.7 36.0 15.5 21.5 22.2 31.4
Old : 18.2 22.8 26.7 36.0 15.5 21.5 22.2 31.4
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, September 8, 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 : 2,870,478: 458,316 367,281 125,028 2,078,515 2,121,940 2,661,859 2,614,249: 208,619 256,229
Old : 2,870,478: 458,316 367,281 125,028 2,078,515 2,121,940 2,661,859 2,614,249: 208,619 256,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 28,598: 2,914 17,749 4,100 42,204 1,845 49,218 23,694: -20,620 4,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.8 4.4 72.4 73.9 92.7 91.1: 7.3 8.9
Old : 100.0: 16.0 12.8 4.4 72.4 73.9 92.7 91.1: 7.3 8.9
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 : 453: 103 100 80 177 167 322 305:
Old : 453: 103 100 80 177 167 322 305:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 19.9 28.9 27.7 14.6 15.4 24.7 22.2
Old : 17.5 19.9 28.9 27.7 14.6 15.4 24.7 22.2
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, September 8, 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 : 99,471: 17,096 11,537 0 75,303 83,968 92,399 95,505: 7,072 3,966
Old : 99,471: 17,096 11,537 0 75,303 83,968 92,399 95,505: 7,072 3,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 3,493: 2,736 614 -194 568 3,168 3,110 3,588: 383 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 11.6 0.0 75.7 84.4 92.9 96.0: 7.1 4.0
Old : 100.0: 17.2 11.6 0.0 75.7 84.4 92.9 96.0: 7.1 4.0
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: 10 12 0 48 28 58 40:
Old : 88: 10 12 0 48 28 58 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 51.0 50.2 69.5 27.7 48.8 41.3 65.2
Old : 34.1 51.0 50.2 69.5 27.7 48.8 41.3 65.2
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, September 8, 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 : 23,184: 3,509 6,605 0 15,615 12,444 19,124 19,049: 4,060 4,135
Old : 23,184: 3,509 6,605 0 15,615 12,444 19,124 19,049: 4,060 4,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 416: 1,178 -507 0 -653 139 525 -368: -109 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 28.5 0.0 67.4 53.7 82.5 82.2: 17.5 17.8
Old : 100.0: 15.1 28.5 0.0 67.4 53.7 82.5 82.2: 17.5 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 : 33: 2 5 0 12 17 14 22:
Old : 33: 2 5 0 12 17 14 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 : 52.7 37.1 76.7 58.4 52.5 37.1 76.5 58.4
Old : 52.7 37.1 76.7 58.4 52.5 37.1 76.5 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 377,171: 115,760 115,578 10,909 221,614 230,506 348,283 356,992: 28,888 20,178
Old : 377,171: 115,760 115,578 10,909 221,614 230,506 348,283 356,992: 28,888 20,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 17,771: 27,221 13,862 -3,560 -11,664 6,920 11,997 17,223: 5,774 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 30.6 2.9 58.8 61.1 92.3 94.7: 7.7 5.3
Old : 100.0: 30.7 30.6 2.9 58.8 61.1 92.3 94.7: 7.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 62 57 28 55 71 134 139:
Old : 226: 62 57 28 55 71 134 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 30.0 45.1 40.8 27.2 24.8 39.3 34.1
Old : 31.2 30.0 45.1 40.8 27.2 24.8 39.3 34.1
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, September 8, 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 : 116,732: 54,870 6,304 1,936 28,647 96,428 85,453 104,669: 31,279 12,063
Old : 116,732: 54,870 6,304 1,936 28,647 96,428 85,453 104,669: 31,279 12,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 6,970: 3,002 -2,866 -2,342 2,387 12,656 3,046 7,448: 3,923 -478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 5.4 1.7 24.5 82.6 73.2 89.7: 26.8 10.3
Old : 100.0: 47.0 5.4 1.7 24.5 82.6 73.2 89.7: 26.8 10.3
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 : 52: 22 9 8 13 17 40 29:
Old : 52: 22 9 8 13 17 40 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 62.8 50.9 77.9 37.7 62.5 47.8 73.6
Old : 39.1 62.8 50.9 77.9 37.7 62.5 47.8 73.6
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, September 8, 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 : 46,440: 11,466 13,611 1,111 15,347 19,145 27,924 33,867: 18,516 12,573
Old : 46,440: 11,466 13,611 1,111 15,347 19,145 27,924 33,867: 18,516 12,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 9,162: 1,271 -555 910 2,474 3,046 4,655 3,401: 4,507 5,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 29.3 2.4 33.0 41.2 60.1 72.9: 39.9 27.1
Old : 100.0: 24.7 29.3 2.4 33.0 41.2 60.1 72.9: 39.9 27.1
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 : 60: 14 15 4 21 18 36 36:
Old : 60: 14 15 4 21 18 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 31.7 25.0 43.6 15.2 27.2 23.5 38.4
Old : 15.8 31.7 25.0 43.6 15.2 27.2 23.5 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 70,711: 17,058 13,762 825 40,528 28,433 58,411 43,020: 12,300 27,691
Old : 70,711: 17,058 13,762 825 40,528 28,433 58,411 43,020: 12,300 27,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 13,468: 735 1,443 -19 6,974 4,825 7,690 6,249: 5,778 7,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 19.5 1.2 57.3 40.2 82.6 60.8: 17.4 39.2
Old : 100.0: 24.1 19.5 1.2 57.3 40.2 82.6 60.8: 17.4 39.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 16 11 4 29 23 47 36:
Old : 67: 16 11 4 29 23 47 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 26.0 47.2 39.8 31.3 24.2 40.5 33.8
Old : 36.2 26.0 47.2 39.8 31.3 24.2 40.5 33.8
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, September 8, 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 : 24,142: 3,586 6,840 129 17,100 15,257 20,815 22,226: 3,327 1,916
Old : 24,142: 3,586 6,840 129 17,100 15,257 20,815 22,226: 3,327 1,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -366: 37 -90 0 -431 -307 -394 -397: 28 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 28.3 0.5 70.8 63.2 86.2 92.1: 13.8 7.9
Old : 100.0: 14.9 28.3 0.5 70.8 63.2 86.2 92.1: 13.8 7.9
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 : 36: 9 3 2 13 13 23 17:
Old : 36: 9 3 2 13 13 23 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 : 54.4 65.6 69.0 82.7 50.0 65.6 63.7 80.0
Old : 54.4 65.6 69.0 82.7 50.0 65.6 63.7 80.0
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, September 8, 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 : 16,591: 3,412 221 0 11,616 15,713 15,028 15,934: 1,563 657
Old : 16,591: 3,412 221 0 11,616 15,713 15,028 15,934: 1,563 657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -577: -517 -12 0 -74 -902 -591 -914: 14 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 1.3 0.0 70.0 94.7 90.6 96.0: 9.4 4.0
Old : 100.0: 20.6 1.3 0.0 70.0 94.7 90.6 96.0: 9.4 4.0
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 : 21: 9 2 0 10 2 19 4:
Old : 21: 9 2 0 10 2 19 4:
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 96.0 74.0 96.0 58.9 96.0 74.0 96.0
Old : 58.9 96.0 74.0 96.0 58.9 96.0 74.0 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2009