CFTC Commitments of Traders Long Report - CME (Combined) MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 38,499: 2,926 5,945 6,622 23,147 17,748 32,695 30,315: 5,803 8,184 Old : 38,499: 2,926 5,945 6,622 23,147 17,748 32,695 30,315: 5,803 8,184 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 2,315: 50 1,148 246 2,014 616 2,309 2,010: 6 305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 15.4 17.2 60.1 46.1 84.9 78.7: 15.1 21.3 Old : 100.0: 7.6 15.4 17.2 60.1 46.1 84.9 78.7: 15.1 21.3 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 : 68: 16 16 22 31 25 56 54: Old : 68: 16 16 22 31 25 56 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 : 36.2 30.4 48.7 45.2 36.2 29.3 45.9 43.9 Old : 36.2 30.4 48.7 45.2 36.2 29.3 45.9 43.9 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 216,169: 53,420 13,619 50,003 86,839 119,016 190,262 182,638: 25,907 33,532 Old : 213,627: 53,354 13,907 49,678 85,360 116,841 188,392 180,426: 25,235 33,201 Other: 2,542: 386 32 5 1,479 2,175 1,870 2,212: 672 330 : : : : : Changes in Commitments from: January 5, 2010 : : 6,906: 81 -429 702 5,459 6,157 6,242 6,430: 663 476 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 6.3 23.1 40.2 55.1 88.0 84.5: 12.0 15.5 Old : 100.0: 25.0 6.5 23.3 40.0 54.7 88.2 84.5: 11.8 15.5 Other: 100.0: 15.2 1.3 0.2 58.2 85.6 73.6 87.0: 26.4 13.0 : : : :# Traders : Number of Traders in Each Category : All : 229: 84 50 87 51 59 190 165: Old : 229: 84 51 87 50 59 189 165: Other: 36: 8 8 3 7 14 17 23: :---------------------------------------------------------------------------------------------------- : 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 : 18.0 33.7 29.7 42.4 18.0 33.2 28.9 39.6 Old : 18.1 33.5 29.5 42.2 18.1 33.1 28.7 39.4 Other: 60.3 68.4 70.8 81.0 60.3 68.4 70.6 81.0 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 337,335: 111,380 42,255 66,033 133,499 166,214 310,912 274,501: 26,423 62,834 Old : 337,335: 111,380 42,255 66,033 133,499 166,214 310,912 274,501: 26,423 62,834 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 16,388: 3,300 -206 2,360 3,876 2,951 9,535 5,105: 6,853 11,283 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.0 12.5 19.6 39.6 49.3 92.2 81.4: 7.8 18.6 Old : 100.0: 33.0 12.5 19.6 39.6 49.3 92.2 81.4: 7.8 18.6 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 : 401: 115 93 104 103 165 276 314: Old : 401: 115 93 104 103 165 276 314: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.5 15.0 26.4 22.4 16.5 12.6 26.3 18.6 Old : 16.5 15.0 26.4 22.4 16.5 12.6 26.3 18.6 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 9,686: 4,223 1,750 894 2,838 5,310 7,956 7,955: 1,730 1,731 Old : 9,686: 4,223 1,750 894 2,838 5,310 7,956 7,955: 1,730 1,731 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 857: -80 -3 386 184 549 490 931: 366 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.6 18.1 9.2 29.3 54.8 82.1 82.1: 17.9 17.9 Old : 100.0: 43.6 18.1 9.2 29.3 54.8 82.1 82.1: 17.9 17.9 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 : 80: 31 14 8 20 29 55 48: Old : 80: 31 14 8 20 29 55 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.0 25.1 54.0 40.5 35.0 25.0 54.0 39.5 Old : 35.0 25.1 54.0 40.5 35.0 25.0 54.0 39.5 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 33,034: 11,161 6,394 4,949 10,968 8,186 27,078 19,528: 5,957 13,506 Old : 33,034: 11,161 6,394 4,949 10,968 8,186 27,078 19,528: 5,957 13,506 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 1,067: 591 -1,986 -241 -216 1,051 134 -1,175: 932 2,242 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.8 19.4 15.0 33.2 24.8 82.0 59.1: 18.0 40.9 Old : 100.0: 33.8 19.4 15.0 33.2 24.8 82.0 59.1: 18.0 40.9 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 : 127: 32 30 31 40 43 90 91: Old : 127: 32 30 31 40 43 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 : 23.0 14.2 35.9 21.5 23.0 13.1 35.8 19.3 Old : 23.0 14.2 35.9 21.5 23.0 13.1 35.8 19.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 128,029: 60,689 11,598 3,462 18,003 93,318 82,154 108,379: 45,875 19,650 Old : 128,029: 60,689 11,598 3,462 18,003 93,318 82,154 108,379: 45,875 19,650 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 8,645: 8,721 448 -879 791 8,280 8,634 7,849: 11 795 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.4 9.1 2.7 14.1 72.9 64.2 84.7: 35.8 15.3 Old : 100.0: 47.4 9.1 2.7 14.1 72.9 64.2 84.7: 35.8 15.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 79: 35 10 12 22 27 62 44: Old : 79: 35 10 12 22 27 62 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 : 24.0 40.5 35.8 62.7 24.0 40.0 35.8 62.0 Old : 24.0 40.5 35.8 62.7 24.0 40.0 35.8 62.0 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 40,405: 17,059 3,261 1,314 6,874 24,994 25,248 29,570: 15,157 10,835 Old : 40,405: 17,059 3,261 1,314 6,874 24,994 25,248 29,570: 15,157 10,835 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 2,411: 4,534 -11,829 -503 -4,945 14,770 -913 2,438: 3,324 -27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.2 8.1 3.3 17.0 61.9 62.5 73.2: 37.5 26.8 Old : 100.0: 42.2 8.1 3.3 17.0 61.9 62.5 73.2: 37.5 26.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 14 5 4 7 12 22 20: Old : 34: 14 5 4 7 12 22 20: 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 46.8 44.2 60.8 32.7 46.6 43.4 60.7 Old : 32.9 46.8 44.2 60.8 32.7 46.6 43.4 60.7 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 104,668: 81,605 5,702 249 16,012 97,131 97,866 103,082: 6,802 1,586 Old : 104,668: 81,605 5,702 249 16,012 97,131 97,866 103,082: 6,802 1,586 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 7,897: 12,264 -1,642 -6 -5,302 10,028 6,956 8,380: 942 -483 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.0 5.4 0.2 15.3 92.8 93.5 98.5: 6.5 1.5 Old : 100.0: 78.0 5.4 0.2 15.3 92.8 93.5 98.5: 6.5 1.5 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 : 88: 47 13 2 13 20 61 34: Old : 88: 47 13 2 13 20 61 34: 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 : 56.7 70.5 73.0 86.3 56.7 70.5 72.9 85.8 Old : 56.7 70.5 73.0 86.3 56.7 70.5 72.9 85.8 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 94,471: 15,290 50,666 2,685 57,106 12,322 75,080 65,673: 19,391 28,798 Old : 94,471: 15,290 50,666 2,685 57,106 12,322 75,080 65,673: 19,391 28,798 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : -7,052: -1,778 -903 -2,214 -4,425 -3,987 -8,417 -7,104: 1,365 52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 53.6 2.8 60.4 13.0 79.5 69.5: 20.5 30.5 Old : 100.0: 16.2 53.6 2.8 60.4 13.0 79.5 69.5: 20.5 30.5 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 : 65: 14 28 9 16 15 34 48: Old : 65: 14 28 9 16 15 34 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.9 30.0 53.1 40.9 36.4 30.0 50.9 40.9 Old : 36.9 30.0 53.1 40.9 36.4 30.0 50.9 40.9 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 132,222: 21,713 37,301 8,457 83,904 51,833 114,074 97,591: 18,148 34,631 Old : 132,222: 21,713 37,301 8,457 83,904 51,833 114,074 97,591: 18,148 34,631 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 11,890: 1,506 1,969 -3,463 12,911 6,972 10,954 5,478: 936 6,413 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 28.2 6.4 63.5 39.2 86.3 73.8: 13.7 26.2 Old : 100.0: 16.4 28.2 6.4 63.5 39.2 86.3 73.8: 13.7 26.2 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: 23 33 19 16 24 51 64: Old : 85: 23 33 19 16 24 51 64: 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 : 54.6 29.6 65.3 43.2 50.1 27.9 60.5 39.2 Old : 54.6 29.6 65.3 43.2 50.1 27.9 60.5 39.2 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 187,577: 36,437 52,362 20,628 80,743 69,656 137,808 142,645: 49,769 44,932 Old : 187,577: 36,437 52,362 20,628 80,743 69,656 137,808 142,645: 49,769 44,932 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : -8,695: -903 -17,503 -9,705 258 14,140 -10,350 -13,068: 1,655 4,373 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.4 27.9 11.0 43.0 37.1 73.5 76.0: 26.5 24.0 Old : 100.0: 19.4 27.9 11.0 43.0 37.1 73.5 76.0: 26.5 24.0 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 : 139: 45 46 43 31 32 97 100: Old : 139: 45 46 43 31 32 97 100: 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 : 32.4 19.8 39.1 32.0 30.0 19.3 36.0 29.5 Old : 32.4 19.8 39.1 32.0 30.0 19.3 36.0 29.5 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 25,732: 21,417 5,734 0 1,196 18,810 22,613 24,544: 3,119 1,188 Old : 25,732: 21,417 5,734 0 1,196 18,810 22,613 24,544: 3,119 1,188 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 2,679: 3,311 601 0 -261 2,320 3,050 2,921: -371 -242 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.2 22.3 0.0 4.6 73.1 87.9 95.4: 12.1 4.6 Old : 100.0: 83.2 22.3 0.0 4.6 73.1 87.9 95.4: 12.1 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 : 37: 17 7 0 4 11 21 18: Old : 37: 17 7 0 4 11 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 : 64.0 54.1 79.8 77.3 64.0 53.3 79.8 76.5 Old : 64.0 54.1 79.8 77.3 64.0 53.3 79.8 76.5 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000) : : : : All :11,917,555: 1,258,210 296,127 4,053,006 5,752,934 6,606,636 11,064,149 10,955,769: 853,406 961,787 Old :11,917,555: 1,258,210 296,127 4,053,006 5,752,934 6,606,636 11,064,149 10,955,769: 853,406 961,787 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 576,052: 292,869 -59,690 236,609 43,607 356,532 573,085 533,451: 2,967 42,601 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 2.5 34.0 48.3 55.4 92.8 91.9: 7.2 8.1 Old : 100.0: 10.6 2.5 34.0 48.3 55.4 92.8 91.9: 7.2 8.1 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 : 282: 71 62 113 136 137 266 260: Old : 282: 71 62 113 136 137 266 260: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.3 24.9 32.5 37.3 15.1 16.4 20.1 19.4 Old : 21.3 24.9 32.5 37.3 15.1 16.4 20.1 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 402,209: 26,312 27,742 27,646 252,910 301,134 306,868 356,522: 95,341 45,687 Old : 402,209: 26,312 27,742 27,646 252,910 301,134 306,868 356,522: 95,341 45,687 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 5,175: -2,573 3,778 2,822 6,053 1,553 6,302 8,153: -1,127 -2,978 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 6.9 6.9 62.9 74.9 76.3 88.6: 23.7 11.4 Old : 100.0: 6.5 6.9 6.9 62.9 74.9 76.3 88.6: 23.7 11.4 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 : 155: 26 26 33 85 69 130 109: Old : 155: 26 26 33 85 69 130 109: 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 : 18.8 29.9 25.7 43.5 17.2 29.7 23.8 43.3 Old : 18.8 29.9 25.7 43.5 17.2 29.7 23.8 43.3 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 2,591,973: 375,240 332,857 74,642 1,932,175 1,902,375 2,382,056 2,309,874: 209,916 282,099 Old : 2,591,973: 375,240 332,857 74,642 1,932,175 1,902,375 2,382,056 2,309,874: 209,916 282,099 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 54,477: -406 48,931 3,369 44,338 -28,339 47,301 23,961: 7,176 30,516 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 12.8 2.9 74.5 73.4 91.9 89.1: 8.1 10.9 Old : 100.0: 14.5 12.8 2.9 74.5 73.4 91.9 89.1: 8.1 10.9 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 : 436: 97 95 65 169 167 299 294: Old : 436: 97 95 65 169 167 299 294: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.0 20.2 31.2 28.1 20.1 17.3 28.6 25.0 Old : 21.0 20.2 31.2 28.1 20.1 17.3 28.6 25.0 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 98,268: 8,457 9,701 299 80,665 85,028 89,421 95,028: 8,847 3,240 Old : 98,268: 8,457 9,701 299 80,665 85,028 89,421 95,028: 8,847 3,240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : -4,788: -2,273 -215 299 2,027 -1,975 53 -1,891: -4,841 -2,897 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 9.9 0.3 82.1 86.5 91.0 96.7: 9.0 3.3 Old : 100.0: 8.6 9.9 0.3 82.1 86.5 91.0 96.7: 9.0 3.3 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 : 80: 10 4 1 47 32 57 37: Old : 80: 10 4 1 47 32 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 : 34.7 56.0 51.0 73.2 27.4 53.7 40.6 65.9 Old : 34.7 56.0 51.0 73.2 27.4 53.7 40.6 65.9 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 14,564: 4,083 0 627 5,650 11,225 10,360 11,852: 4,204 2,713 Old : 14,564: 4,083 0 627 5,650 11,225 10,360 11,852: 4,204 2,713 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 1,904: -1,088 0 627 1,798 1,391 1,337 2,018: 567 -114 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 0.0 4.3 38.8 77.1 71.1 81.4: 28.9 18.6 Old : 100.0: 28.0 0.0 4.3 38.8 77.1 71.1 81.4: 28.9 18.6 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 : 23: 4 0 1 12 11 16 12: Old : 23: 4 0 1 12 11 16 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 : 46.2 55.7 59.6 74.0 41.9 51.9 54.8 68.2 Old : 46.2 55.7 59.6 74.0 41.9 51.9 54.8 68.2 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 317,283: 109,615 89,761 8,202 171,121 203,682 288,938 301,645: 28,345 15,638 Old : 317,283: 109,615 89,761 8,202 171,121 203,682 288,938 301,645: 28,345 15,638 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : -3,592: -18,822 15,296 2,686 13,105 -22,506 -3,030 -4,523: -562 930 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.5 28.3 2.6 53.9 64.2 91.1 95.1: 8.9 4.9 Old : 100.0: 34.5 28.3 2.6 53.9 64.2 91.1 95.1: 8.9 4.9 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 : 234: 74 52 22 55 71 142 132: Old : 234: 74 52 22 55 71 142 132: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.4 22.1 33.2 37.8 19.5 20.5 30.1 35.6 Old : 22.4 22.1 33.2 37.8 19.5 20.5 30.1 35.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 131,877: 73,210 13,771 2,277 24,665 101,858 100,152 117,906: 31,725 13,971 Old : 131,877: 73,210 13,771 2,277 24,665 101,858 100,152 117,906: 31,725 13,971 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 16,924: 10,528 -1,046 -712 2,651 16,583 12,468 14,825: 4,456 2,099 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.5 10.4 1.7 18.7 77.2 75.9 89.4: 24.1 10.6 Old : 100.0: 55.5 10.4 1.7 18.7 77.2 75.9 89.4: 24.1 10.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 68: 36 11 9 11 17 51 33: Old : 68: 36 11 9 11 17 51 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 : 32.6 53.3 48.4 75.0 32.6 53.0 48.4 73.5 Old : 32.6 53.3 48.4 75.0 32.6 53.0 48.4 73.5 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 38,254: 13,766 14,609 0 18,545 10,762 32,311 25,371: 5,943 12,883 Old : 38,254: 13,766 14,609 0 18,545 10,762 32,311 25,371: 5,943 12,883 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 2,160: 1,555 4,341 0 1,193 -497 2,748 3,844: -588 -1,684 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.0 38.2 0.0 48.5 28.1 84.5 66.3: 15.5 33.7 Old : 100.0: 36.0 38.2 0.0 48.5 28.1 84.5 66.3: 15.5 33.7 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 : 54: 17 12 0 16 17 33 29: Old : 54: 17 12 0 16 17 33 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 : 43.7 34.8 55.7 46.6 42.7 34.5 54.1 46.3 Old : 43.7 34.8 55.7 46.6 42.7 34.5 54.1 46.3 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 37,065: 15,799 7,848 388 14,772 20,922 30,959 29,158: 6,106 7,907 Old : 37,065: 15,799 7,848 388 14,772 20,922 30,959 29,158: 6,106 7,907 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 7,208: 5,638 2,197 -323 2,376 3,049 7,691 4,923: -483 2,285 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.6 21.2 1.0 39.9 56.4 83.5 78.7: 16.5 21.3 Old : 100.0: 42.6 21.2 1.0 39.9 56.4 83.5 78.7: 16.5 21.3 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 : 65: 14 12 1 16 29 31 41: Old : 65: 14 12 1 16 29 31 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.7 24.6 54.4 38.1 35.9 24.6 51.9 36.8 Old : 37.7 24.6 54.4 38.1 35.9 24.6 51.9 36.8 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 27,717: 5,602 314 40 19,486 26,102 25,128 26,456: 2,589 1,261 Old : 27,717: 5,602 314 40 19,486 26,102 25,128 26,456: 2,589 1,261 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 1,390: 1,356 314 0 94 1,315 1,450 1,629: -60 -239 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.2 1.1 0.1 70.3 94.2 90.7 95.5: 9.3 4.5 Old : 100.0: 20.2 1.1 0.1 70.3 94.2 90.7 95.5: 9.3 4.5 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 : 42: 11 1 1 16 18 27 20: Old : 42: 11 1 1 16 18 27 20: 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 : 53.1 67.2 67.4 80.2 50.7 67.2 65.1 79.8 Old : 53.1 67.2 67.4 80.2 50.7 67.2 65.1 79.8 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : 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 : 20,575: 4,135 1,246 0 10,242 17,817 14,377 19,063: 6,198 1,512 Old : 20,575: 4,135 1,246 0 10,242 17,817 14,377 19,063: 6,198 1,512 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 824: 345 326 0 662 105 1,007 431: -183 393 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 6.1 0.0 49.8 86.6 69.9 92.7: 30.1 7.3 Old : 100.0: 20.1 6.1 0.0 49.8 86.6 69.9 92.7: 30.1 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 : 27: 8 3 0 10 8 18 11: Old : 27: 8 3 0 10 8 18 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 82.3 57.1 89.6 46.6 82.3 56.2 89.4 Old : 47.5 82.3 57.1 89.6 46.6 82.3 56.2 89.4 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, January 12, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (GSCI X $250) : : : : All : 19,944: 5,894 931 93 11,134 18,622 17,121 19,646: 2,823 298 Old : 19,944: 5,894 931 93 11,134 18,622 17,121 19,646: 2,823 298 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 842: 512 405 40 -388 543 164 988: 678 -146 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 4.7 0.5 55.8 93.4 85.8 98.5: 14.2 1.5 Old : 100.0: 29.6 4.7 0.5 55.8 93.4 85.8 98.5: 14.2 1.5 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 : 27: 13 5 2 7 3 22 8: Old : 27: 13 5 2 7 3 22 8: 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 : 54.9 96.8 66.2 98.5 54.9 96.8 66.2 97.9 Old : 54.9 96.8 66.2 98.5 54.9 96.8 66.2 97.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Updated January 15, 2010