MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 17, 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 : 23,805: 1,559 4,682 1,085 15,568 13,750 18,212 19,517: 5,593 4,288
Old : 23,805: 1,559 4,682 1,085 15,568 13,750 18,212 19,517: 5,593 4,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 1,035: 181 851 -109 864 1 936 743: 99 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 19.7 4.6 65.4 57.8 76.5 82.0: 23.5 18.0
Old : 100.0: 6.5 19.7 4.6 65.4 57.8 76.5 82.0: 23.5 18.0
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 : 69: 12 19 14 28 20 48 46:
Old : 69: 12 19 14 28 20 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 42.1 43.1 58.4 27.8 39.0 42.5 55.3
Old : 28.4 42.1 43.1 58.4 27.8 39.0 42.5 55.3
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 17, 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 : 168,845: 43,063 35,310 26,488 74,223 75,629 143,774 137,427: 25,071 31,418
Old : 167,318: 43,073 35,341 26,397 73,009 74,323 142,479 136,061: 24,839 31,257
Other: 1,527: 81 60 0 1,214 1,306 1,295 1,366: 232 161
: : :
: : Changes in Commitments from: November 9, 2009 :
: 6,369: -2,005 -3,007 -1,399 3,721 5,686 317 1,280: 6,052 5,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 20.9 15.7 44.0 44.8 85.2 81.4: 14.8 18.6
Old : 100.0: 25.7 21.1 15.8 43.6 44.4 85.2 81.3: 14.8 18.7
Other: 100.0: 5.3 3.9 0.0 79.5 85.5 84.8 89.5: 15.2 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 60 67 65 38 61 148 160:
Old : 215: 61 66 65 38 61 148 160:
Other: 23: 3 1 0 4 15 7 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 : 21.3 23.1 35.2 35.1 21.1 21.5 34.9 32.5
Old : 21.1 23.3 34.8 34.8 20.9 21.3 34.6 32.2
Other: 84.0 72.0 84.8 82.1 84.0 72.0 84.8 82.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 17, 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 : 271,891: 85,951 63,030 34,339 118,436 113,988 238,726 211,357: 33,165 60,534
Old : 271,891: 85,951 63,030 34,339 118,436 113,988 238,726 211,357: 33,165 60,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 6,821: 7,129 11,573 -11,424 -198 -4,459 -4,493 -4,310: 11,314 11,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 23.2 12.6 43.6 41.9 87.8 77.7: 12.2 22.3
Old : 100.0: 31.6 23.2 12.6 43.6 41.9 87.8 77.7: 12.2 22.3
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 : 360: 102 99 82 72 134 212 285:
Old : 360: 102 99 82 72 134 212 285:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 11.3 32.0 17.9 19.9 10.1 31.4 15.9
Old : 19.9 11.3 32.0 17.9 19.9 10.1 31.4 15.9
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 17, 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 : 10,596: 4,557 2,779 1,289 2,846 4,614 8,692 8,682: 1,904 1,914
Old : 10,596: 4,557 2,779 1,289 2,846 4,614 8,692 8,682: 1,904 1,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 1,174: 365 -797 603 -59 1,040 909 846: 265 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 26.2 12.2 26.9 43.5 82.0 81.9: 18.0 18.1
Old : 100.0: 43.0 26.2 12.2 26.9 43.5 82.0 81.9: 18.0 18.1
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 : 91: 25 26 9 15 35 49 62:
Old : 91: 25 26 9 15 35 49 62:
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 : 34.2 24.8 53.3 37.1 34.2 21.8 51.5 33.0
Old : 34.2 24.8 53.3 37.1 34.2 21.8 51.5 33.0
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 17, 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 : 26,328: 12,041 11,815 815 6,802 4,583 19,658 17,213: 6,670 9,115
Old : 26,328: 12,041 11,815 815 6,802 4,583 19,658 17,213: 6,670 9,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 884: 791 2,024 -541 -481 -655 -231 828: 1,115 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 44.9 3.1 25.8 17.4 74.7 65.4: 25.3 34.6
Old : 100.0: 45.7 44.9 3.1 25.8 17.4 74.7 65.4: 25.3 34.6
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: 26 39 18 29 25 65 73:
Old : 110: 26 39 18 29 25 65 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 : 26.6 26.0 40.8 34.5 26.6 24.1 39.6 31.1
Old : 26.6 26.0 40.8 34.5 26.6 24.1 39.6 31.1
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 17, 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 : 19,798: 6,654 119 224 9,506 19,227 16,384 19,570: 3,414 228
Old : 19,798: 6,654 119 224 9,506 19,227 16,384 19,570: 3,414 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: -580: -14 -57 8 -859 -488 -865 -537: 285 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 0.6 1.1 48.0 97.1 82.8 98.8: 17.2 1.2
Old : 100.0: 33.6 0.6 1.1 48.0 97.1 82.8 98.8: 17.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 1 1 7 12 14 13:
Old : 21: 6 1 1 7 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 76.7 74.2 92.9 39.6 68.2 52.8 73.3
Old : 53.5 76.7 74.2 92.9 39.6 68.2 52.8 73.3
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 - Futures Only, November 17, 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 : 94,241: 35,653 12,047 210 21,377 63,318 57,240 75,575: 37,001 18,666
Old : 94,241: 35,653 12,047 210 21,377 63,318 57,240 75,575: 37,001 18,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 8,322: 5,485 3,863 209 2,442 4,042 8,136 8,114: 186 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 12.8 0.2 22.7 67.2 60.7 80.2: 39.3 19.8
Old : 100.0: 37.8 12.8 0.2 22.7 67.2 60.7 80.2: 39.3 19.8
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 : 74: 29 12 4 19 21 50 35:
Old : 74: 29 12 4 19 21 50 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 48.8 35.2 62.6 22.9 48.4 35.1 61.2
Old : 22.9 48.8 35.2 62.6 22.9 48.4 35.1 61.2
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 17, 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 : 54,018: 25,311 3,112 0 9,725 41,681 35,036 44,793: 18,982 9,225
Old : 54,018: 25,311 3,112 0 9,725 41,681 35,036 44,793: 18,982 9,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 738: -406 693 -21 2,760 -1,529 2,333 -857: -1,595 1,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 5.8 0.0 18.0 77.2 64.9 82.9: 35.1 17.1
Old : 100.0: 46.9 5.8 0.0 18.0 77.2 64.9 82.9: 35.1 17.1
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 : 37: 16 5 0 5 14 21 19:
Old : 37: 16 5 0 5 14 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 62.9 48.2 73.0 33.4 62.7 47.5 72.9
Old : 34.1 62.9 48.2 73.0 33.4 62.7 47.5 72.9
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 83,174: 65,121 9,813 419 12,943 71,172 78,483 81,404: 4,691 1,770
Old : 83,174: 65,121 9,813 419 12,943 71,172 78,483 81,404: 4,691 1,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 15,617: 15,900 1,042 349 -1,153 14,960 15,096 16,351: 521 -734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 11.8 0.5 15.6 85.6 94.4 97.9: 5.6 2.1
Old : 100.0: 78.3 11.8 0.5 15.6 85.6 94.4 97.9: 5.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 37 19 5 15 17 54 40:
Old : 84: 37 19 5 15 17 54 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 53.2 74.5 78.2 62.0 53.0 74.5 78.0
Old : 62.0 53.2 74.5 78.2 62.0 53.0 74.5 78.0
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 17, 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 : 96,616: 29,520 36,105 8 43,232 40,156 72,760 76,269: 23,856 20,347
Old : 96,616: 29,520 36,105 8 43,232 40,156 72,760 76,269: 23,856 20,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: -7,201: 843 -8,429 -16 -10,254 1,393 -9,427 -7,052: 2,226 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 37.4 0.0 44.7 41.6 75.3 78.9: 24.7 21.1
Old : 100.0: 30.6 37.4 0.0 44.7 41.6 75.3 78.9: 24.7 21.1
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 : 67: 18 19 3 20 17 41 36:
Old : 67: 18 19 3 20 17 41 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 : 28.6 49.5 43.8 59.0 28.6 48.2 43.5 57.6
Old : 28.6 49.5 43.8 59.0 28.6 48.2 43.5 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 17, 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 : 125,908: 48,750 13,198 199 47,864 92,869 96,813 106,266: 29,095 19,642
Old : 125,908: 48,750 13,198 199 47,864 92,869 96,813 106,266: 29,095 19,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 8,564: 6,706 -6,968 109 -4,194 13,963 2,621 7,104: 5,943 1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 10.5 0.2 38.0 73.8 76.9 84.4: 23.1 15.6
Old : 100.0: 38.7 10.5 0.2 38.0 73.8 76.9 84.4: 23.1 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 27 20 5 15 21 46 42:
Old : 76: 27 20 5 15 21 46 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 : 37.2 55.6 49.6 67.7 31.3 55.4 43.7 63.2
Old : 37.2 55.6 49.6 67.7 31.3 55.4 43.7 63.2
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 - Futures Only, November 17, 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 : 172,325: 64,268 52,312 385 52,687 83,939 117,340 136,636: 54,985 35,689
Old : 172,325: 64,268 52,312 385 52,687 83,939 117,340 136,636: 54,985 35,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 8,133: -3,636 9,581 -326 9,347 -3,522 5,385 5,733: 2,748 2,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 30.4 0.2 30.6 48.7 68.1 79.3: 31.9 20.7
Old : 100.0: 37.3 30.4 0.2 30.6 48.7 68.1 79.3: 31.9 20.7
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 : 135: 46 40 9 30 31 82 74:
Old : 135: 46 40 9 30 31 82 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 32.7 32.4 43.4 22.1 32.5 30.6 43.3
Old : 23.8 32.7 32.4 43.4 22.1 32.5 30.6 43.3
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 17, 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 : 21,639: 15,676 3,002 0 2,819 17,426 18,495 20,428: 3,144 1,211
Old : 21,639: 15,676 3,002 0 2,819 17,426 18,495 20,428: 3,144 1,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 533: 967 -452 0 -657 1,230 310 778: 223 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 13.9 0.0 13.0 80.5 85.5 94.4: 14.5 5.6
Old : 100.0: 72.4 13.9 0.0 13.0 80.5 85.5 94.4: 14.5 5.6
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: 15 5 0 7 12 22 17:
Old : 37: 15 5 0 7 12 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 64.3 70.7 82.1 56.9 64.3 70.7 82.0
Old : 56.9 64.3 70.7 82.1 56.9 64.3 70.7 82.0
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 17, 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 : 7,432,416: 1,377,655 464,970 837,209 4,306,897 5,207,707 6,521,761 6,509,886: 910,655 922,530
Old : 7,432,416: 1,377,655 464,970 837,209 4,306,897 5,207,707 6,521,761 6,509,886: 910,655 922,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 160,952: 129,411 -25,551 -34,132 46,229 148,647 141,508 88,964: 19,444 71,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 6.3 11.3 57.9 70.1 87.7 87.6: 12.3 12.4
Old : 100.0: 18.5 6.3 11.3 57.9 70.1 87.7 87.6: 12.3 12.4
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 : 266: 62 61 80 125 129 234 227:
Old : 266: 62 61 80 125 129 234 227:
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 : 28.5 31.5 39.1 41.0 28.0 27.0 34.7 32.2
Old : 28.5 31.5 39.1 41.0 28.0 27.0 34.7 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 17, 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 : 398,633: 29,945 35,935 787 248,563 309,181 279,295 345,903: 119,338 52,730
Old : 398,633: 29,945 35,935 787 248,563 309,181 279,295 345,903: 119,338 52,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 9,304: 4,119 -1,649 0 3,909 2,529 8,028 880: 1,276 8,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 9.0 0.2 62.4 77.6 70.1 86.8: 29.9 13.2
Old : 100.0: 7.5 9.0 0.2 62.4 77.6 70.1 86.8: 29.9 13.2
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 : 136: 20 20 4 65 53 87 75:
Old : 136: 20 20 4 65 53 87 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 33.3 28.2 49.2 18.3 32.6 26.7 48.2
Old : 19.6 33.3 28.2 49.2 18.3 32.6 26.7 48.2
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 17, 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 : 2,606,977: 467,806 299,995 30,560 1,890,184 1,907,422 2,388,550 2,237,977: 218,427 369,000
Old : 2,606,977: 467,806 299,995 30,560 1,890,184 1,907,422 2,388,550 2,237,977: 218,427 369,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 46,143: -7,556 -42,301 6,287 615 83,850 -654 47,836: 46,797 -1,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 11.5 1.2 72.5 73.2 91.6 85.8: 8.4 14.2
Old : 100.0: 17.9 11.5 1.2 72.5 73.2 91.6 85.8: 8.4 14.2
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 : 443: 102 92 31 161 163 277 272:
Old : 443: 102 92 31 161 163 277 272:
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 : 15.4 23.6 26.2 30.5 13.3 19.3 22.8 25.3
Old : 15.4 23.6 26.2 30.5 13.3 19.3 22.8 25.3
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 17, 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 : 110,859: 18,494 12,241 722 77,869 95,253 97,085 108,216: 13,774 2,643
Old : 110,859: 18,494 12,241 722 77,869 95,253 97,085 108,216: 13,774 2,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 4,938: 2,927 839 369 -808 4,329 2,488 5,537: 2,450 -599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 11.0 0.7 70.2 85.9 87.6 97.6: 12.4 2.4
Old : 100.0: 16.7 11.0 0.7 70.2 85.9 87.6 97.6: 12.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 13 10 2 49 33 62 45:
Old : 91: 13 10 2 49 33 62 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 52.8 45.8 71.1 22.8 46.8 34.2 61.5
Old : 31.5 52.8 45.8 71.1 22.8 46.8 34.2 61.5
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 17, 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 : 21,494: 9,766 270 0 7,795 19,072 17,561 19,342: 3,933 2,152
Old : 21,494: 9,766 270 0 7,795 19,072 17,561 19,342: 3,933 2,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 1,429: 3,042 0 0 -2,635 1,327 407 1,327: 1,022 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 1.3 0.0 36.3 88.7 81.7 90.0: 18.3 10.0
Old : 100.0: 45.4 1.3 0.0 36.3 88.7 81.7 90.0: 18.3 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 1 0 14 20 20 21:
Old : 35: 6 1 0 14 20 20 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 : 49.7 45.9 66.5 69.3 49.7 38.9 61.7 62.2
Old : 49.7 45.9 66.5 69.3 49.7 38.9 61.7 62.2
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 - Futures Only, November 17, 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 : 329,448: 104,270 80,530 1,399 198,256 227,875 303,925 309,804: 25,523 19,644
Old : 329,448: 104,270 80,530 1,399 198,256 227,875 303,925 309,804: 25,523 19,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 27,462: 17,677 2,277 -2,841 8,609 26,534 23,445 25,970: 4,017 1,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 24.4 0.4 60.2 69.2 92.3 94.0: 7.7 6.0
Old : 100.0: 31.6 24.4 0.4 60.2 69.2 92.3 94.0: 7.7 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 : 227: 69 40 7 55 80 127 124:
Old : 227: 69 40 7 55 80 127 124:
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 : 30.5 30.1 43.6 45.7 30.0 30.1 42.7 45.6
Old : 30.5 30.1 43.6 45.7 30.0 30.1 42.7 45.6
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 - Futures Only, November 17, 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 : 124,030: 60,635 13,747 107 30,030 100,283 90,772 114,137: 33,258 9,893
Old : 124,030: 60,635 13,747 107 30,030 100,283 90,772 114,137: 33,258 9,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 12,606: 6,233 6,779 38 3,741 6,577 10,012 13,394: 2,594 -788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 11.1 0.1 24.2 80.9 73.2 92.0: 26.8 8.0
Old : 100.0: 48.9 11.1 0.1 24.2 80.9 73.2 92.0: 26.8 8.0
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 : 59: 30 8 5 14 14 48 23:
Old : 59: 30 8 5 14 14 48 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 : 32.9 62.0 46.6 79.9 32.9 61.5 44.7 75.9
Old : 32.9 62.0 46.6 79.9 32.9 61.5 44.7 75.9
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 17, 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 : 33,299: 8,372 5,198 0 19,509 17,280 27,881 22,478: 5,418 10,821
Old : 33,299: 8,372 5,198 0 19,509 17,280 27,881 22,478: 5,418 10,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 2,281: -1,355 1,414 0 3,724 314 2,369 1,728: -88 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 15.6 0.0 58.6 51.9 83.7 67.5: 16.3 32.5
Old : 100.0: 25.1 15.6 0.0 58.6 51.9 83.7 67.5: 16.3 32.5
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 : 57: 15 10 0 21 16 36 26:
Old : 57: 15 10 0 21 16 36 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 40.8 40.2 48.8 23.2 36.6 38.6 44.5
Old : 23.8 40.8 40.2 48.8 23.2 36.6 38.6 44.5
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 17, 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 : 51,925: 8,228 12,681 1,642 34,916 21,647 44,786 35,970: 7,139 15,955
Old : 51,925: 8,228 12,681 1,642 34,916 21,647 44,786 35,970: 7,139 15,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 5,104: -537 -68 -633 6,558 200 5,388 -501: -284 5,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 24.4 3.2 67.2 41.7 86.3 69.3: 13.7 30.7
Old : 100.0: 15.8 24.4 3.2 67.2 41.7 86.3 69.3: 13.7 30.7
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 : 60: 7 11 2 22 25 31 36:
Old : 60: 7 11 2 22 25 31 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 : 46.4 31.4 61.5 44.0 43.2 28.4 57.5 39.7
Old : 46.4 31.4 61.5 44.0 43.2 28.4 57.5 39.7
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 24,880: 5,146 0 79 16,639 22,991 21,864 23,070: 3,016 1,810
Old : 24,880: 5,146 0 79 16,639 22,991 21,864 23,070: 3,016 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: -121: -413 -222 -44 667 -298 210 -564: -331 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 0.0 0.3 66.9 92.4 87.9 92.7: 12.1 7.3
Old : 100.0: 20.7 0.0 0.3 66.9 92.4 87.9 92.7: 12.1 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 : 37: 11 0 2 14 15 25 17:
Old : 37: 11 0 2 14 15 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 64.7 67.4 82.5 46.4 64.7 63.0 81.4
Old : 50.9 64.7 67.4 82.5 46.4 64.7 63.0 81.4
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 17, 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 : 18,967: 3,099 1,124 0 10,001 16,923 13,100 18,047: 5,867 920
Old : 18,967: 3,099 1,124 0 10,001 16,923 13,100 18,047: 5,867 920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 1,215: 793 644 0 151 1,052 944 1,696: 271 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 5.9 0.0 52.7 89.2 69.1 95.1: 30.9 4.9
Old : 100.0: 16.3 5.9 0.0 52.7 89.2 69.1 95.1: 30.9 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 : 25: 7 2 0 9 9 16 11:
Old : 25: 7 2 0 9 9 16 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 : 49.3 84.6 58.1 92.2 48.7 84.6 57.4 92.0
Old : 49.3 84.6 58.1 92.2 48.7 84.6 57.4 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 19,062: 5,579 282 0 11,725 18,339 17,304 18,621: 1,758 441
Old : 19,062: 5,579 282 0 11,725 18,339 17,304 18,621: 1,758 441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: -973: -283 -211 0 -615 -578 -898 -789: -75 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 1.5 0.0 61.5 96.2 90.8 97.7: 9.2 2.3
Old : 100.0: 29.3 1.5 0.0 61.5 96.2 90.8 97.7: 9.2 2.3
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 : 24: 13 2 0 7 2 20 4:
Old : 24: 13 2 0 7 2 20 4:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 97.7 72.5 97.7 59.2 97.7 72.5 97.7
Old : 59.2 97.7 72.5 97.7 59.2 97.7 72.5 97.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2009