MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,770: 1,378 3,831 1,194 14,704 13,749 17,276 18,774: 5,494 3,996
Old : 22,770: 1,378 3,831 1,194 14,704 13,749 17,276 18,774: 5,494 3,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 638: 91 229 -87 289 120 293 262: 345 376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 16.8 5.2 64.6 60.4 75.9 82.5: 24.1 17.5
Old : 100.0: 6.1 16.8 5.2 64.6 60.4 75.9 82.5: 24.1 17.5
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 : 63: 12 13 12 27 22 46 41:
Old : 63: 12 13 12 27 22 46 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 : 28.6 43.6 43.1 60.0 28.1 40.3 42.2 56.7
Old : 28.6 43.6 43.1 60.0 28.1 40.3 42.2 56.7
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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 162,476: 45,068 38,317 27,887 70,502 69,943 143,457 136,147: 19,019 26,329
Old : 161,044: 45,090 38,429 27,743 69,417 68,681 142,250 134,853: 18,794 26,191
Other: 1,432: 122 32 0 1,085 1,262 1,207 1,294: 225 138
: : :
: : Changes in Commitments from: November 3, 2009 :
: 1,473: 3,059 -345 -2,235 807 2,934 1,631 354: -158 1,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 23.6 17.2 43.4 43.0 88.3 83.8: 11.7 16.2
Old : 100.0: 28.0 23.9 17.2 43.1 42.6 88.3 83.7: 11.7 16.3
Other: 100.0: 8.5 2.2 0.0 75.8 88.1 84.3 90.4: 15.7 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 64 69 65 33 55 147 154:
Old : 215: 65 69 65 33 55 147 154:
Other: 22: 2 1 0 4 15 6 16:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 23.1 36.1 36.3 21.4 21.5 36.0 32.6
Old : 21.5 23.3 35.7 36.0 21.5 21.6 35.7 32.2
Other: 83.5 74.0 84.3 82.8 83.5 74.0 84.3 82.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 265,070: 78,822 51,457 45,763 118,634 118,447 243,219 215,667: 21,851 49,403
Old : 265,070: 78,822 51,457 45,763 118,634 118,447 243,219 215,667: 21,851 49,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -3,071: -377 -4,816 -1,760 -814 -2,129 -2,951 -8,705: -120 5,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 19.4 17.3 44.8 44.7 91.8 81.4: 8.2 18.6
Old : 100.0: 29.7 19.4 17.3 44.8 44.7 91.8 81.4: 8.2 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 : 355: 92 91 81 79 141 216 280:
Old : 355: 92 91 81 79 141 216 280:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 11.3 33.0 18.8 20.4 10.6 32.0 17.0
Old : 20.4 11.3 33.0 18.8 20.4 10.6 32.0 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,422: 4,192 3,576 686 2,905 3,574 7,783 7,836: 1,639 1,586
Old : 9,422: 4,192 3,576 686 2,905 3,574 7,783 7,836: 1,639 1,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 46: -31 -300 218 -50 274 137 192: -91 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 38.0 7.3 30.8 37.9 82.6 83.2: 17.4 16.8
Old : 100.0: 44.5 38.0 7.3 30.8 37.9 82.6 83.2: 17.4 16.8
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 : 78: 21 24 10 18 28 47 55:
Old : 78: 21 24 10 18 28 47 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 28.8 57.2 41.9 38.4 28.8 57.2 41.9
Old : 38.4 28.8 57.2 41.9 38.4 28.8 57.2 41.9
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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 25,444: 11,250 9,791 1,356 7,283 5,238 19,889 16,385: 5,555 9,059
Old : 25,444: 11,250 9,791 1,356 7,283 5,238 19,889 16,385: 5,555 9,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -297: -44 -531 -752 72 518 -724 -765: 427 468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 38.5 5.3 28.6 20.6 78.2 64.4: 21.8 35.6
Old : 100.0: 44.2 38.5 5.3 28.6 20.6 78.2 64.4: 21.8 35.6
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 : 110: 27 30 23 33 30 73 73:
Old : 110: 27 30 23 33 30 73 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 24.8 41.4 34.0 27.0 23.9 39.8 30.3
Old : 27.9 24.8 41.4 34.0 27.0 23.9 39.8 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 20,378: 6,668 176 216 10,365 19,715 17,249 20,107: 3,129 271
Old : 20,378: 6,668 176 216 10,365 19,715 17,249 20,107: 3,129 271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -422: -549 -273 0 -103 354 -652 81: 230 -503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 0.9 1.1 50.9 96.7 84.6 98.7: 15.4 1.3
Old : 100.0: 32.7 0.9 1.1 50.9 96.7 84.6 98.7: 15.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 1 1 7 11 14 12:
Old : 20: 6 1 1 7 11 14 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 : 57.3 77.7 76.4 93.8 43.8 69.7 55.7 74.5
Old : 57.3 77.7 76.4 93.8 43.8 69.7 55.7 74.5
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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 85,919: 30,168 8,184 1 18,935 59,276 49,104 67,461: 36,815 18,458
Old : 85,919: 30,168 8,184 1 18,935 59,276 49,104 67,461: 36,815 18,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 3,023: 2,306 3,691 -579 -709 -1,235 1,018 1,877: 2,005 1,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 9.5 0.0 22.0 69.0 57.2 78.5: 42.8 21.5
Old : 100.0: 35.1 9.5 0.0 22.0 69.0 57.2 78.5: 42.8 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 25 12 1 18 20 44 32:
Old : 69: 25 12 1 18 20 44 32:
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 : 24.2 50.5 34.6 63.7 24.2 49.7 34.6 62.9
Old : 24.2 50.5 34.6 63.7 24.2 49.7 34.6 62.9
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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 53,280: 25,717 2,419 21 6,965 43,210 32,703 45,650: 20,577 7,630
Old : 53,280: 25,717 2,419 21 6,965 43,210 32,703 45,650: 20,577 7,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 6,866: 4,546 -87 -44 -897 6,952 3,605 6,821: 3,261 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 4.5 0.0 13.1 81.1 61.4 85.7: 38.6 14.3
Old : 100.0: 48.3 4.5 0.0 13.1 81.1 61.4 85.7: 38.6 14.3
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 : 35: 14 5 2 4 15 19 21:
Old : 35: 14 5 2 4 15 19 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 : 39.0 67.2 51.1 75.6 38.3 67.0 50.4 75.4
Old : 39.0 67.2 51.1 75.6 38.3 67.0 50.4 75.4
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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 67,557: 49,221 8,771 70 14,096 56,212 63,387 65,053: 4,170 2,504
Old : 67,557: 49,221 8,771 70 14,096 56,212 63,387 65,053: 4,170 2,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -14,732: -17,607 1,870 6 2,406 -17,054 -15,195 -15,178: 463 446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 13.0 0.1 20.9 83.2 93.8 96.3: 6.2 3.7
Old : 100.0: 72.9 13.0 0.1 20.9 83.2 93.8 96.3: 6.2 3.7
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 : 74: 35 14 1 15 15 50 30:
Old : 74: 35 14 1 15 15 50 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 55.7 70.0 75.7 56.7 55.6 70.0 75.6
Old : 56.7 55.7 70.0 75.7 56.7 55.6 70.0 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 103,817: 28,677 44,534 24 53,486 38,763 82,187 83,321: 21,630 20,496
Old : 103,817: 28,677 44,534 24 53,486 38,763 82,187 83,321: 21,630 20,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 6,481: 3,575 527 -12 746 4,967 4,309 5,482: 2,172 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 42.9 0.0 51.5 37.3 79.2 80.3: 20.8 19.7
Old : 100.0: 27.6 42.9 0.0 51.5 37.3 79.2 80.3: 20.8 19.7
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 : 64: 18 18 3 17 17 37 36:
Old : 64: 18 18 3 17 17 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 51.8 49.6 62.5 35.0 50.7 49.6 61.3
Old : 35.0 51.8 49.6 62.5 35.0 50.7 49.6 61.3
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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 117,344: 42,044 20,166 90 52,058 78,906 94,192 99,162: 23,152 18,182
Old : 117,344: 42,044 20,166 90 52,058 78,906 94,192 99,162: 23,152 18,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 7,312: 3,016 970 -75 3,367 8,611 6,308 9,506: 1,004 -2,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 17.2 0.1 44.4 67.2 80.3 84.5: 19.7 15.5
Old : 100.0: 35.8 17.2 0.1 44.4 67.2 80.3 84.5: 19.7 15.5
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 : 74: 27 21 4 12 20 42 42:
Old : 74: 27 21 4 12 20 42 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 52.9 54.8 66.0 37.8 52.8 49.5 62.4
Old : 43.1 52.9 54.8 66.0 37.8 52.8 49.5 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 164,192: 67,904 42,731 711 43,340 87,461 111,955 130,903: 52,237 33,289
Old : 164,192: 67,904 42,731 711 43,340 87,461 111,955 130,903: 52,237 33,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 2,935: 3,881 899 -163 -1,403 1,015 2,315 1,751: 620 1,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 26.0 0.4 26.4 53.3 68.2 79.7: 31.8 20.3
Old : 100.0: 41.4 26.0 0.4 26.4 53.3 68.2 79.7: 31.8 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 : 125: 45 35 9 27 28 76 68:
Old : 125: 45 35 9 27 28 76 68:
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 : 22.8 35.7 32.2 48.4 22.8 35.3 31.2 46.6
Old : 22.8 35.7 32.2 48.4 22.8 35.3 31.2 46.6
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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 21,106: 14,709 3,454 0 3,476 16,196 18,185 19,650: 2,921 1,456
Old : 21,106: 14,709 3,454 0 3,476 16,196 18,185 19,650: 2,921 1,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -792: -1,093 968 0 268 -2,111 -825 -1,143: 33 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 16.4 0.0 16.5 76.7 86.2 93.1: 13.8 6.9
Old : 100.0: 69.7 16.4 0.0 16.5 76.7 86.2 93.1: 13.8 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 14 5 0 8 11 22 16:
Old : 36: 14 5 0 8 11 22 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 : 53.6 64.3 68.9 83.3 53.6 64.3 68.9 83.2
Old : 53.6 64.3 68.9 83.3 53.6 64.3 68.9 83.2
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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 7,271,464: 1,248,244 490,521 871,341 4,260,668 5,059,060 6,380,253 6,420,922: 891,211 850,542
Old : 7,271,464: 1,248,244 490,521 871,341 4,260,668 5,059,060 6,380,253 6,420,922: 891,211 850,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 53,545: 53,985 -65,206 -53,181 37,059 128,250 37,863 9,863: 15,682 43,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 6.7 12.0 58.6 69.6 87.7 88.3: 12.3 11.7
Old : 100.0: 17.2 6.7 12.0 58.6 69.6 87.7 88.3: 12.3 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 65 61 86 119 131 233 234:
Old : 268: 65 61 86 119 131 233 234:
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 : 28.3 30.9 38.9 41.0 27.1 25.7 34.2 31.6
Old : 28.3 30.9 38.9 41.0 27.1 25.7 34.2 31.6
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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 389,329: 25,826 37,584 787 244,654 306,652 271,267 345,023: 118,062 44,306
Old : 389,329: 25,826 37,584 787 244,654 306,652 271,267 345,023: 118,062 44,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -5,594: 981 -1,611 44 -5,504 -1,467 -4,479 -3,034: -1,115 -2,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 9.7 0.2 62.8 78.8 69.7 88.6: 30.3 11.4
Old : 100.0: 6.6 9.7 0.2 62.8 78.8 69.7 88.6: 30.3 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 : 133: 17 21 4 63 55 82 78:
Old : 133: 17 21 4 63 55 82 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 34.2 28.6 49.3 18.7 33.4 27.2 48.4
Old : 20.0 34.2 28.6 49.3 18.7 33.4 27.2 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,560,834: 475,362 342,296 24,273 1,889,569 1,823,572 2,389,204 2,190,141: 171,630 370,693
Old : 2,560,834: 475,362 342,296 24,273 1,889,569 1,823,572 2,389,204 2,190,141: 171,630 370,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 29,085: -11,948 63,434 -9,669 49,875 -53,172 28,258 593: 827 28,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 13.4 0.9 73.8 71.2 93.3 85.5: 6.7 14.5
Old : 100.0: 18.6 13.4 0.9 73.8 71.2 93.3 85.5: 6.7 14.5
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 : 442: 92 99 32 153 168 261 283:
Old : 442: 92 99 32 153 168 261 283:
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 : 15.6 20.7 26.6 28.2 14.4 16.7 24.6 23.6
Old : 15.6 20.7 26.6 28.2 14.4 16.7 24.6 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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 105,921: 15,567 11,402 353 78,677 90,924 94,597 102,679: 11,324 3,242
Old : 105,921: 15,567 11,402 353 78,677 90,924 94,597 102,679: 11,324 3,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -630: -1,880 325 353 1,142 -1,767 -385 -1,089: -245 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 10.8 0.3 74.3 85.8 89.3 96.9: 10.7 3.1
Old : 100.0: 14.7 10.8 0.3 74.3 85.8 89.3 96.9: 10.7 3.1
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 : 88: 11 10 1 47 33 58 44:
Old : 88: 11 10 1 47 33 58 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 : 32.6 53.7 47.4 69.3 23.3 47.7 35.0 59.8
Old : 32.6 53.7 47.4 69.3 23.3 47.7 35.0 59.8
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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 20,065: 6,724 270 0 10,430 17,745 17,154 18,015: 2,911 2,050
Old : 20,065: 6,724 270 0 10,430 17,745 17,154 18,015: 2,911 2,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 1,678: 1,118 0 0 1,610 4,905 2,728 4,905: -1,050 -3,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 1.3 0.0 52.0 88.4 85.5 89.8: 14.5 10.2
Old : 100.0: 33.5 1.3 0.0 52.0 88.4 85.5 89.8: 14.5 10.2
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 : 36: 6 1 0 15 20 21 21:
Old : 36: 6 1 0 15 20 21 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 : 47.8 47.8 67.7 69.9 46.1 37.2 59.4 59.3
Old : 47.8 47.8 67.7 69.9 46.1 37.2 59.4 59.3
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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 301,986: 86,593 78,253 4,240 189,647 201,341 280,480 283,834: 21,506 18,152
Old : 301,986: 86,593 78,253 4,240 189,647 201,341 280,480 283,834: 21,506 18,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -14,092: -9,008 -16,842 -532 10,176 -3,864 636 -21,238: -14,728 7,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 25.9 1.4 62.8 66.7 92.9 94.0: 7.1 6.0
Old : 100.0: 28.7 25.9 1.4 62.8 66.7 92.9 94.0: 7.1 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 62 45 15 60 79 129 133:
Old : 230: 62 45 15 60 79 129 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 29.3 45.3 39.9 31.6 29.3 43.8 39.0
Old : 32.3 29.3 45.3 39.9 31.6 29.3 43.8 39.0
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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 111,424: 54,402 6,968 69 26,289 93,706 80,760 100,743: 30,664 10,681
Old : 111,424: 54,402 6,968 69 26,289 93,706 80,760 100,743: 30,664 10,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -3,094: -1,423 1,526 4 -2,267 -4,012 -3,686 -2,482: 592 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 6.3 0.1 23.6 84.1 72.5 90.4: 27.5 9.6
Old : 100.0: 48.8 6.3 0.1 23.6 84.1 72.5 90.4: 27.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 25 8 3 11 13 39 21:
Old : 52: 25 8 3 11 13 39 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 : 36.2 65.7 50.9 82.8 36.2 65.2 48.9 79.5
Old : 36.2 65.7 50.9 82.8 36.2 65.2 48.9 79.5
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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 31,018: 9,727 3,784 0 15,785 16,966 25,512 20,750: 5,506 10,268
Old : 31,018: 9,727 3,784 0 15,785 16,966 25,512 20,750: 5,506 10,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 816: 651 39 0 974 359 1,625 398: -809 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 12.2 0.0 50.9 54.7 82.2 66.9: 17.8 33.1
Old : 100.0: 31.4 12.2 0.0 50.9 54.7 82.2 66.9: 17.8 33.1
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 : 53: 14 7 0 21 16 35 23:
Old : 53: 14 7 0 21 16 35 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 42.8 42.3 51.4 25.0 38.4 40.7 47.0
Old : 25.0 42.8 42.3 51.4 25.0 38.4 40.7 47.0
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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 46,821: 8,765 12,749 2,275 28,358 21,447 39,398 36,471: 7,423 10,350
Old : 46,821: 8,765 12,749 2,275 28,358 21,447 39,398 36,471: 7,423 10,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 4,661: 1,030 593 232 3,980 -772 5,242 53: -581 4,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 27.2 4.9 60.6 45.8 84.1 77.9: 15.9 22.1
Old : 100.0: 18.7 27.2 4.9 60.6 45.8 84.1 77.9: 15.9 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 6 15 1 21 23 28 38:
Old : 60: 6 15 1 21 23 28 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 35.2 60.4 49.7 39.4 30.3 55.1 44.0
Old : 42.6 35.2 60.4 49.7 39.4 30.3 55.1 44.0
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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 25,001: 5,559 222 123 15,972 23,289 21,654 23,634: 3,347 1,367
Old : 25,001: 5,559 222 123 15,972 23,289 21,654 23,634: 3,347 1,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -490: -77 -57 18 -652 -446 -711 -485: 221 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 0.9 0.5 63.9 93.2 86.6 94.5: 13.4 5.5
Old : 100.0: 22.2 0.9 0.5 63.9 93.2 86.6 94.5: 13.4 5.5
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 : 39: 10 1 2 16 15 26 18:
Old : 39: 10 1 2 16 15 26 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 : 47.3 65.0 65.6 82.9 42.7 65.0 61.0 82.0
Old : 47.3 65.0 65.6 82.9 42.7 65.0 61.0 82.0
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 - Futures Only, November 9, 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 : 17,752: 2,306 480 0 9,850 15,871 12,156 16,351: 5,596 1,401
Old : 17,752: 2,306 480 0 9,850 15,871 12,156 16,351: 5,596 1,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 490: 535 0 0 157 263 692 263: -202 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 2.7 0.0 55.5 89.4 68.5 92.1: 31.5 7.9
Old : 100.0: 13.0 2.7 0.0 55.5 89.4 68.5 92.1: 31.5 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 1 0 9 8 15 9:
Old : 22: 6 1 0 9 8 15 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 : 48.1 84.2 58.4 91.6 47.6 84.2 57.9 91.2
Old : 48.1 84.2 58.4 91.6 47.6 84.2 57.9 91.2
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 - Futures Only, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 20,035: 5,862 493 0 12,340 18,917 18,202 19,410: 1,833 625
Old : 20,035: 5,862 493 0 12,340 18,917 18,202 19,410: 1,833 625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -10: -342 -173 0 164 -200 -178 -373: 168 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 2.5 0.0 61.6 94.4 90.9 96.9: 9.1 3.1
Old : 100.0: 29.3 2.5 0.0 61.6 94.4 90.9 96.9: 9.1 3.1
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 : 28: 15 3 0 9 2 24 5:
Old : 28: 15 3 0 9 2 24 5:
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 : 55.1 96.3 68.5 96.9 55.1 96.3 68.5 96.9
Old : 55.1 96.3 68.5 96.9 55.1 96.3 68.5 96.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2009