BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,247: 0 129 75 2,730 2,811 2,805 3,015: 441 231
Old : 3,247: 0 129 75 2,730 2,811 2,805 3,015: 441 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -22: -42 78 -26 46 -20 -22 33: 0 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 2.3 84.1 86.6 86.4 92.9: 13.6 7.1
Old : 100.0: 0.0 4.0 2.3 84.1 86.6 86.4 92.9: 13.6 7.1
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 : 23: 0 2 2 16 11 18 13:
Old : 23: 0 2 2 16 11 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 70.4 73.4 88.0 56.6 69.2 73.4 85.0
Old : 56.6 70.4 73.4 88.0 56.6 69.2 73.4 85.0
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, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 36,471: 1,199 4,476 7,550 20,390 17,028 29,139 29,054: 7,332 7,417
Old : 36,471: 1,199 4,476 7,550 20,390 17,028 29,139 29,054: 7,332 7,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 780: 22 185 -326 939 806 635 665: 145 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 12.3 20.7 55.9 46.7 79.9 79.7: 20.1 20.3
Old : 100.0: 3.3 12.3 20.7 55.9 46.7 79.9 79.7: 20.1 20.3
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 : 66: 8 19 18 34 26 58 47:
Old : 66: 8 19 18 34 26 58 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 34.4 40.3 48.5 26.1 32.1 35.6 43.6
Old : 28.0 34.4 40.3 48.5 26.1 32.1 35.6 43.6
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, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 178,576: 34,499 35,313 49,547 74,332 63,053 158,378 147,913: 20,198 30,664
Old : 177,273: 34,504 35,281 49,405 73,306 62,059 157,215 146,745: 20,058 30,529
Other: 1,303: 136 173 1 1,026 994 1,163 1,168: 140 135
: : :
: : Changes in Commitments from: October 13, 2009 :
: -8,864: -201 -2,661 -3,996 -3,680 -845 -7,877 -7,503: -987 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 19.8 27.7 41.6 35.3 88.7 82.8: 11.3 17.2
Old : 100.0: 19.5 19.9 27.9 41.4 35.0 88.7 82.8: 11.3 17.2
Other: 100.0: 10.4 13.3 0.1 78.7 76.3 89.3 89.6: 10.7 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 73 68 83 48 53 176 165:
Old : 224: 75 66 83 48 53 176 165:
Other: 19: 2 3 1 3 11 6 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 16.7 31.7 26.8 19.3 14.8 31.3 22.8
Old : 18.9 16.5 31.3 26.5 18.8 14.6 31.0 22.5
Other: 89.1 74.0 89.3 85.1 89.1 74.0 89.2 85.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 322,887: 76,566 55,711 78,228 140,784 137,923 295,579 271,863: 27,308 51,025
Old : 322,887: 76,566 55,711 78,228 140,784 137,923 295,579 271,863: 27,308 51,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 9,206: 1,886 -5,761 4,328 -311 9,851 5,902 8,418: 3,304 788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 17.3 24.2 43.6 42.7 91.5 84.2: 8.5 15.8
Old : 100.0: 23.7 17.3 24.2 43.6 42.7 91.5 84.2: 8.5 15.8
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 : 375: 101 92 85 106 151 250 293:
Old : 375: 101 92 85 106 151 250 293:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 13.9 28.3 20.5 16.7 10.8 25.7 15.7
Old : 17.1 13.9 28.3 20.5 16.7 10.8 25.7 15.7
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, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,562: 3,772 4,352 766 3,030 2,644 7,569 7,762: 1,993 1,800
Old : 9,562: 3,772 4,352 766 3,030 2,644 7,569 7,762: 1,993 1,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -894: -211 -322 -209 52 130 -368 -401: -526 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 45.5 8.0 31.7 27.6 79.2 81.2: 20.8 18.8
Old : 100.0: 39.5 45.5 8.0 31.7 27.6 79.2 81.2: 20.8 18.8
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 : 75: 23 27 9 17 18 45 50:
Old : 75: 23 27 9 17 18 45 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 : 32.9 34.2 50.4 49.2 32.9 34.2 50.4 48.7
Old : 32.9 34.2 50.4 49.2 32.9 34.2 50.4 48.7
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, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 28,995: 10,078 10,097 3,564 7,997 5,089 21,639 18,750: 7,356 10,245
Old : 28,995: 10,078 10,097 3,564 7,997 5,089 21,639 18,750: 7,356 10,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -1,254: 498 3 -453 -559 -90 -514 -540: -740 -714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 34.8 12.3 27.6 17.6 74.6 64.7: 25.4 35.3
Old : 100.0: 34.8 34.8 12.3 27.6 17.6 74.6 64.7: 25.4 35.3
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 : 127: 33 34 28 42 33 90 85:
Old : 127: 33 34 28 42 33 90 85:
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 : 20.8 21.9 30.1 29.7 20.4 21.9 28.9 27.9
Old : 20.8 21.9 30.1 29.7 20.4 21.9 28.9 27.9
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, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 20,067: 7,829 339 216 9,476 19,199 17,521 19,754: 2,546 313
Old : 20,067: 7,829 339 216 9,476 19,199 17,521 19,754: 2,546 313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 844: 721 -198 20 61 1,082 802 904: 42 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 1.7 1.1 47.2 95.7 87.3 98.4: 12.7 1.6
Old : 100.0: 39.0 1.7 1.1 47.2 95.7 87.3 98.4: 12.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 1 1 7 11 15 12:
Old : 21: 7 1 1 7 11 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 76.2 79.4 94.2 52.7 70.6 63.2 77.8
Old : 66.4 76.2 79.4 94.2 52.7 70.6 63.2 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 122,792: 53,233 9,149 4,922 20,891 89,859 79,046 103,930: 43,746 18,863
Old : 122,792: 53,233 9,149 4,922 20,891 89,859 79,046 103,930: 43,746 18,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 10,659: 2,529 2,242 645 4,482 8,385 7,656 11,271: 3,003 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 7.5 4.0 17.0 73.2 64.4 84.6: 35.6 15.4
Old : 100.0: 43.4 7.5 4.0 17.0 73.2 64.4 84.6: 35.6 15.4
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 : 80: 32 15 16 22 22 62 45:
Old : 80: 32 15 16 22 22 62 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 49.9 34.9 65.0 23.9 48.8 34.9 63.7
Old : 23.9 49.9 34.9 65.0 23.9 48.8 34.9 63.7
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, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 57,755: 30,030 6,206 1,239 4,512 42,178 35,781 49,624: 21,974 8,132
Old : 57,755: 30,030 6,206 1,239 4,512 42,178 35,781 49,624: 21,974 8,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 5,085: 2,479 820 362 605 3,323 3,446 4,506: 1,639 579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 10.7 2.1 7.8 73.0 62.0 85.9: 38.0 14.1
Old : 100.0: 52.0 10.7 2.1 7.8 73.0 62.0 85.9: 38.0 14.1
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 : 40: 18 8 5 5 14 25 25:
Old : 40: 18 8 5 5 14 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 57.8 45.0 71.0 32.2 57.7 44.1 70.4
Old : 32.7 57.8 45.0 71.0 32.2 57.7 44.1 70.4
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, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 83,530: 63,913 8,729 176 14,438 72,569 78,527 81,474: 5,003 2,056
Old : 83,530: 63,913 8,729 176 14,438 72,569 78,527 81,474: 5,003 2,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 25,497: 31,698 -15,537 53 -6,402 40,967 25,349 25,483: 148 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 10.5 0.2 17.3 86.9 94.0 97.5: 6.0 2.5
Old : 100.0: 76.5 10.5 0.2 17.3 86.9 94.0 97.5: 6.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 38 17 3 11 18 50 37:
Old : 81: 38 17 3 11 18 50 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 52.0 68.7 76.1 52.7 52.0 68.7 74.4
Old : 52.7 52.0 68.7 76.1 52.7 52.0 68.7 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 110,194: 16,062 59,034 2,782 70,983 18,535 89,827 80,350: 20,367 29,844
Old : 110,194: 16,062 59,034 2,782 70,983 18,535 89,827 80,350: 20,367 29,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -12,005: 6,370 -16,029 81 -18,831 5,428 -12,381 -10,520: 375 -1,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 53.6 2.5 64.4 16.8 81.5 72.9: 18.5 27.1
Old : 100.0: 14.6 53.6 2.5 64.4 16.8 81.5 72.9: 18.5 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 : 70: 16 27 8 18 16 38 47:
Old : 70: 16 27 8 18 16 38 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 36.4 57.4 43.9 44.1 36.4 55.4 43.6
Old : 45.9 36.4 57.4 43.9 44.1 36.4 55.4 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 131,480: 49,518 17,545 6,745 47,602 84,628 103,865 108,918: 27,615 22,562
Old : 131,480: 49,518 17,545 6,745 47,602 84,628 103,865 108,918: 27,615 22,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 2,772: -218 1,705 594 6,107 -231 6,483 2,068: -3,711 705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 13.3 5.1 36.2 64.4 79.0 82.8: 21.0 17.2
Old : 100.0: 37.7 13.3 5.1 36.2 64.4 79.0 82.8: 21.0 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 30 30 19 17 17 59 54:
Old : 85: 30 30 19 17 17 59 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 : 36.1 54.8 47.4 65.1 32.3 54.7 43.6 61.0
Old : 36.1 54.8 47.4 65.1 32.3 54.7 43.6 61.0
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, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 194,143: 77,390 37,302 17,457 41,154 100,037 136,001 154,796: 58,142 39,347
Old : 194,143: 77,390 37,302 17,457 41,154 100,037 136,001 154,796: 58,142 39,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 8,486: -2,176 4,396 4,480 7,830 -1,856 10,133 7,020: -1,647 1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 19.2 9.0 21.2 51.5 70.1 79.7: 29.9 20.3
Old : 100.0: 39.9 19.2 9.0 21.2 51.5 70.1 79.7: 29.9 20.3
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 : 141: 53 42 36 27 35 99 94:
Old : 141: 53 42 36 27 35 99 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 36.2 27.6 46.3 18.4 35.1 26.9 42.8
Old : 18.4 36.2 27.6 46.3 18.4 35.1 26.9 42.8
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, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 24,862: 19,531 2,373 0 1,880 21,600 21,411 23,973: 3,451 889
Old : 24,862: 19,531 2,373 0 1,880 21,600 21,411 23,973: 3,451 889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 486: 99 571 0 352 -107 451 464: 35 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 9.5 0.0 7.6 86.9 86.1 96.4: 13.9 3.6
Old : 100.0: 78.6 9.5 0.0 7.6 86.9 86.1 96.4: 13.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 18 5 0 6 11 24 16:
Old : 38: 18 5 0 6 11 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 67.1 69.5 82.9 57.2 65.7 69.5 81.5
Old : 57.2 67.1 69.5 82.9 57.2 65.7 69.5 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,229,549: 1,173,407 367,344 4,270,582 5,825,138 6,670,940 11,269,128 11,308,866: 960,421 920,683
Old :12,229,549: 1,173,407 367,344 4,270,582 5,825,138 6,670,940 11,269,128 11,308,866: 960,421 920,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -124,209: -44,261 38,456 -70,584 -41,512 -155,214 -156,357 -187,342: 32,149 63,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 3.0 34.9 47.6 54.5 92.1 92.5: 7.9 7.5
Old : 100.0: 9.6 3.0 34.9 47.6 54.5 92.1 92.5: 7.9 7.5
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 : 278: 75 60 108 134 137 265 253:
Old : 278: 75 60 108 134 137 265 253:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 22.5 30.1 36.2 14.5 15.7 19.3 19.4
Old : 18.7 22.5 30.1 36.2 14.5 15.7 19.3 19.4
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, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 485,164: 28,685 38,742 36,149 308,136 355,886 372,970 430,777: 112,194 54,386
Old : 485,164: 28,685 38,742 36,149 308,136 355,886 372,970 430,777: 112,194 54,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -11,691: 1,680 -568 -8,274 -2,177 -3,904 -8,772 -12,745: -2,920 1,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 8.0 7.5 63.5 73.4 76.9 88.8: 23.1 11.2
Old : 100.0: 5.9 8.0 7.5 63.5 73.4 76.9 88.8: 23.1 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 : 150: 19 34 33 80 61 127 100:
Old : 150: 19 34 33 80 61 127 100:
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 27.8 27.3 41.8 15.3 27.0 23.2 38.7
Old : 18.5 27.8 27.3 41.8 15.3 27.0 23.2 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,534,300: 430,121 346,714 92,626 1,821,844 1,783,779 2,344,590 2,223,119: 189,710 311,181
Old : 2,534,300: 430,121 346,714 92,626 1,821,844 1,783,779 2,344,590 2,223,119: 189,710 311,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 18,402: -5,579 57,315 -28,059 46,525 3,405 12,887 32,661: 5,516 -14,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 13.7 3.7 71.9 70.4 92.5 87.7: 7.5 12.3
Old : 100.0: 17.0 13.7 3.7 71.9 70.4 92.5 87.7: 7.5 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 91 104 65 163 171 292 302:
Old : 440: 91 104 65 163 171 292 302:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 20.3 27.1 28.2 15.1 16.4 25.2 23.6
Old : 15.8 20.3 27.1 28.2 15.1 16.4 25.2 23.6
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, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 105,138: 16,977 10,451 2,030 72,529 87,862 91,536 100,343: 13,602 4,795
Old : 105,138: 16,977 10,451 2,030 72,529 87,862 91,536 100,343: 13,602 4,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -1,259: -1,656 278 420 153 -2,933 -1,083 -2,235: -176 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 9.9 1.9 69.0 83.6 87.1 95.4: 12.9 4.6
Old : 100.0: 16.1 9.9 1.9 69.0 83.6 87.1 95.4: 12.9 4.6
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 : 83: 12 8 1 45 28 57 37:
Old : 83: 12 8 1 45 28 57 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 53.5 45.3 71.8 22.4 50.6 35.2 66.2
Old : 32.4 53.5 45.3 71.8 22.4 50.6 35.2 66.2
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, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 20,327: 6,786 582 0 9,361 12,115 16,147 12,697: 4,180 7,630
Old : 20,327: 6,786 582 0 9,361 12,115 16,147 12,697: 4,180 7,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 584: -328 17 0 928 -22 600 -5: -16 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 2.9 0.0 46.1 59.6 79.4 62.5: 20.6 37.5
Old : 100.0: 33.4 2.9 0.0 46.1 59.6 79.4 62.5: 20.6 37.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 7 2 0 16 19 23 21:
Old : 38: 7 2 0 16 19 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 36.3 58.3 48.4 39.1 27.3 52.1 39.4
Old : 44.2 36.3 58.3 48.4 39.1 27.3 52.1 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 330,192: 81,580 106,256 8,826 189,365 197,119 279,770 312,201: 50,422 17,991
Old : 330,192: 81,580 106,256 8,826 189,365 197,119 279,770 312,201: 50,422 17,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 3,624: -15,077 7,412 591 15,953 -5,068 1,468 2,935: 2,156 689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 32.2 2.7 57.3 59.7 84.7 94.6: 15.3 5.4
Old : 100.0: 24.7 32.2 2.7 57.3 59.7 84.7 94.6: 15.3 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 64 50 18 59 73 129 135:
Old : 229: 64 50 18 59 73 129 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 29.5 39.9 40.2 29.2 28.7 38.6 39.4
Old : 29.7 29.5 39.9 40.2 29.2 28.7 38.6 39.4
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, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 126,059: 62,391 8,647 2,113 28,131 98,887 92,635 109,647: 33,424 16,412
Old : 126,059: 62,391 8,647 2,113 28,131 98,887 92,635 109,647: 33,424 16,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 1,971: 2,493 1,118 366 2,333 -1,848 5,192 -363: -3,221 2,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 6.9 1.7 22.3 78.4 73.5 87.0: 26.5 13.0
Old : 100.0: 49.5 6.9 1.7 22.3 78.4 73.5 87.0: 26.5 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 27 11 9 15 15 49 28:
Old : 60: 27 11 9 15 15 49 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 : 33.4 59.8 48.3 76.8 33.0 59.3 46.6 74.5
Old : 33.4 59.8 48.3 76.8 33.0 59.3 46.6 74.5
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, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 31,122: 11,914 4,077 0 13,442 18,398 25,356 22,475: 5,766 8,647
Old : 31,122: 11,914 4,077 0 13,442 18,398 25,356 22,475: 5,766 8,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 1,089: 425 933 0 1,164 -165 1,589 768: -500 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 13.1 0.0 43.2 59.1 81.5 72.2: 18.5 27.8
Old : 100.0: 38.3 13.1 0.0 43.2 59.1 81.5 72.2: 18.5 27.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 14 9 0 19 15 33 24:
Old : 52: 14 9 0 19 15 33 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 : 31.8 44.6 45.8 56.2 31.1 42.8 44.7 54.0
Old : 31.8 44.6 45.8 56.2 31.1 42.8 44.7 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 44,986: 8,175 9,974 2,911 27,490 18,908 38,576 31,793: 6,410 13,193
Old : 44,986: 8,175 9,974 2,911 27,490 18,908 38,576 31,793: 6,410 13,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 587: -1,040 -377 1,222 938 657 1,120 1,502: -533 -915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 22.2 6.5 61.1 42.0 85.8 70.7: 14.2 29.3
Old : 100.0: 18.2 22.2 6.5 61.1 42.0 85.8 70.7: 14.2 29.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 7 12 1 22 21 30 33:
Old : 56: 7 12 1 22 21 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 31.5 59.7 45.2 39.0 25.0 53.2 38.0
Old : 43.0 31.5 59.7 45.2 39.0 25.0 53.2 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 24,479: 4,870 392 40 16,421 21,963 21,331 22,395: 3,148 2,084
Old : 24,479: 4,870 392 40 16,421 21,963 21,331 22,395: 3,148 2,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 644: 131 0 -38 507 414 600 376: 44 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 1.6 0.2 67.1 89.7 87.1 91.5: 12.9 8.5
Old : 100.0: 19.9 1.6 0.2 67.1 89.7 87.1 91.5: 12.9 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 9 1 1 15 15 24 17:
Old : 36: 9 1 1 15 15 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 61.8 67.0 80.3 46.6 61.8 62.2 79.6
Old : 51.2 61.8 67.0 80.3 46.6 61.8 62.2 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 17,664: 2,584 480 0 9,628 16,134 12,212 16,614: 5,452 1,050
Old : 17,664: 2,584 480 0 9,628 16,134 12,212 16,614: 5,452 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: -73: -551 -272 0 -473 279 -1,024 7: 951 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 2.7 0.0 54.5 91.3 69.1 94.1: 30.9 5.9
Old : 100.0: 14.6 2.7 0.0 54.5 91.3 69.1 94.1: 30.9 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 1 0 7 8 13 9:
Old : 21: 6 1 0 7 8 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 85.8 61.5 92.8 49.9 85.8 60.0 92.6
Old : 51.4 85.8 61.5 92.8 49.9 85.8 60.0 92.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 19,778: 6,012 885 0 12,158 18,664 18,170 19,549: 1,608 229
Old : 19,778: 6,012 885 0 12,158 18,664 18,170 19,549: 1,608 229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 681: 1,902 40 0 -1,054 935 848 975: -167 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 4.5 0.0 61.5 94.4 91.9 98.8: 8.1 1.2
Old : 100.0: 30.4 4.5 0.0 61.5 94.4 91.9 98.8: 8.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 16 3 0 7 3 23 6:
Old : 29: 16 3 0 7 3 23 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 97.8 68.6 98.8 55.6 97.8 68.6 98.8
Old : 55.6 97.8 68.6 98.8 55.6 97.8 68.6 98.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2009