BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 2,734: 42 245 8 2,142 2,247 2,192 2,500: 542 234
Old : 2,734: 42 245 8 2,142 2,247 2,192 2,500: 542 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 9.0 0.3 78.3 82.2 80.2 91.4: 19.8 8.6
Old : 100.0: 1.5 9.0 0.3 78.3 82.2 80.2 91.4: 19.8 8.6
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 : 20: 1 3 1 12 9 14 12:
Old : 20: 1 3 1 12 9 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 : 58.3 66.3 74.1 86.5 58.3 66.3 72.9 83.7
Old : 58.3 66.3 74.1 86.5 58.3 66.3 72.9 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 24, 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 : 24,735: 1,437 4,969 1,041 16,592 14,221 19,070 20,231: 5,665 4,504
Old : 24,735: 1,437 4,969 1,041 16,592 14,221 19,070 20,231: 5,665 4,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 930: -122 287 -44 1,024 471 858 714: 72 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 20.1 4.2 67.1 57.5 77.1 81.8: 22.9 18.2
Old : 100.0: 5.8 20.1 4.2 67.1 57.5 77.1 81.8: 22.9 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 11 18 15 29 21 48 47:
Old : 68: 11 18 15 29 21 48 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 41.1 45.1 57.6 29.3 38.0 44.7 54.4
Old : 29.5 41.1 45.1 57.6 29.3 38.0 44.7 54.4
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 24, 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 : 168,412: 44,691 32,104 26,324 76,363 84,072 147,378 142,500: 21,034 25,912
Old : 166,556: 44,671 32,437 25,991 75,108 82,378 145,770 140,806: 20,786 25,750
Other: 1,856: 353 0 0 1,255 1,694 1,608 1,694: 248 162
: : :
: : Changes in Commitments from: November 17, 2009 :
: -433: 1,628 -3,206 -164 2,140 8,443 3,604 5,073: -4,037 -5,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 19.1 15.6 45.3 49.9 87.5 84.6: 12.5 15.4
Old : 100.0: 26.8 19.5 15.6 45.1 49.5 87.5 84.5: 12.5 15.5
Other: 100.0: 19.0 0.0 0.0 67.6 91.3 86.6 91.3: 13.4 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 68 54 64 38 58 154 150:
Old : 213: 68 54 64 38 58 154 150:
Other: 25: 6 0 0 4 15 10 15:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 26.6 35.3 40.0 21.0 25.0 34.9 36.9
Old : 21.6 26.8 35.0 39.7 21.1 25.2 34.6 36.5
Other: 82.9 77.3 86.5 86.5 82.9 77.3 86.5 86.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 24, 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 : 266,079: 89,409 66,812 31,334 121,359 117,142 242,102 215,288: 23,977 50,791
Old : 266,079: 89,409 66,812 31,334 121,359 117,142 242,102 215,288: 23,977 50,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -5,812: 3,458 3,782 -3,005 2,923 3,154 3,376 3,931: -9,188 -9,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 25.1 11.8 45.6 44.0 91.0 80.9: 9.0 19.1
Old : 100.0: 33.6 25.1 11.8 45.6 44.0 91.0 80.9: 9.0 19.1
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 : 364: 103 92 81 77 144 216 291:
Old : 364: 103 92 81 77 144 216 291:
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 11.7 32.8 18.3 20.4 10.3 32.2 16.3
Old : 20.4 11.7 32.8 18.3 20.4 10.3 32.2 16.3
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 24, 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 : 11,169: 4,781 2,563 1,592 3,021 5,383 9,394 9,538: 1,775 1,631
Old : 11,169: 4,781 2,563 1,592 3,021 5,383 9,394 9,538: 1,775 1,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 573: 224 -216 303 175 769 702 856: -129 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 22.9 14.3 27.0 48.2 84.1 85.4: 15.9 14.6
Old : 100.0: 42.8 22.9 14.3 27.0 48.2 84.1 85.4: 15.9 14.6
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 : 93: 26 25 12 14 35 52 61:
Old : 93: 26 25 12 14 35 52 61:
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 : 32.8 26.9 52.8 40.2 32.8 24.5 50.8 36.5
Old : 32.8 26.9 52.8 40.2 32.8 24.5 50.8 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 24, 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 : 26,211: 12,079 12,185 801 7,350 4,866 20,230 17,852: 5,981 8,359
Old : 26,211: 12,079 12,185 801 7,350 4,866 20,230 17,852: 5,981 8,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -117: 38 370 -14 548 283 572 639: -689 -756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 46.5 3.1 28.0 18.6 77.2 68.1: 22.8 31.9
Old : 100.0: 46.1 46.5 3.1 28.0 18.6 77.2 68.1: 22.8 31.9
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 : 113: 28 38 19 30 27 70 73:
Old : 113: 28 38 19 30 27 70 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 : 25.9 26.8 40.4 35.7 25.9 24.3 38.8 32.1
Old : 25.9 26.8 40.4 35.7 25.9 24.3 38.8 32.1
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 24, 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 : 19,856: 5,769 124 216 9,923 19,487 15,908 19,827: 3,948 29
Old : 19,856: 5,769 124 216 9,923 19,487 15,908 19,827: 3,948 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 58: -885 5 -8 417 260 -476 257: 534 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 0.6 1.1 50.0 98.1 80.1 99.9: 19.9 0.1
Old : 100.0: 29.1 0.6 1.1 50.0 98.1 80.1 99.9: 19.9 0.1
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 : 21: 6 1 1 8 12 15 13:
Old : 21: 6 1 1 8 12 15 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 : 51.6 76.8 70.6 91.4 38.4 64.9 48.7 70.2
Old : 51.6 76.8 70.6 91.4 38.4 64.9 48.7 70.2
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 24, 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 : 89,131: 30,492 5,839 507 21,417 64,297 52,416 70,643: 36,715 18,488
Old : 89,131: 30,492 5,839 507 21,417 64,297 52,416 70,643: 36,715 18,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -5,110: -5,161 -6,208 297 40 979 -4,824 -4,932: -286 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 6.6 0.6 24.0 72.1 58.8 79.3: 41.2 20.7
Old : 100.0: 34.2 6.6 0.6 24.0 72.1 58.8 79.3: 41.2 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 : 71: 27 12 5 21 20 51 34:
Old : 71: 27 12 5 21 20 51 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 49.6 33.2 62.2 20.9 48.9 32.9 60.7
Old : 20.9 49.6 33.2 62.2 20.9 48.9 32.9 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 24, 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 : 54,159: 26,136 4,019 0 8,688 41,395 34,824 45,414: 19,335 8,745
Old : 54,159: 26,136 4,019 0 8,688 41,395 34,824 45,414: 19,335 8,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 141: 825 907 0 -1,037 -286 -212 621: 353 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 7.4 0.0 16.0 76.4 64.3 83.9: 35.7 16.1
Old : 100.0: 48.3 7.4 0.0 16.0 76.4 64.3 83.9: 35.7 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 5 0 5 14 20 19:
Old : 35: 15 5 0 5 14 20 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 : 39.3 62.2 51.7 72.2 37.8 61.9 50.2 72.0
Old : 39.3 62.2 51.7 72.2 37.8 61.9 50.2 72.0
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 24, 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 : 116,667: 98,074 8,808 512 12,831 105,512 111,417 114,832: 5,250 1,835
Old : 116,667: 98,074 8,808 512 12,831 105,512 111,417 114,832: 5,250 1,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 33,493: 32,953 -1,005 93 -112 34,340 32,934 33,428: 559 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 7.5 0.4 11.0 90.4 95.5 98.4: 4.5 1.6
Old : 100.0: 84.1 7.5 0.4 11.0 90.4 95.5 98.4: 4.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 38 19 4 15 19 55 41:
Old : 86: 38 19 4 15 19 55 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 : 66.0 48.0 78.7 78.4 66.0 47.9 78.7 78.1
Old : 66.0 48.0 78.7 78.4 66.0 47.9 78.7 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 24, 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 : 88,875: 22,820 34,175 81 44,355 36,780 67,256 71,036: 21,619 17,839
Old : 88,875: 22,820 34,175 81 44,355 36,780 67,256 71,036: 21,619 17,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -7,741: -6,700 -1,930 73 1,123 -3,376 -5,504 -5,233: -2,237 -2,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 38.5 0.1 49.9 41.4 75.7 79.9: 24.3 20.1
Old : 100.0: 25.7 38.5 0.1 49.9 41.4 75.7 79.9: 24.3 20.1
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 : 63: 20 17 3 18 18 40 36:
Old : 63: 20 17 3 18 18 40 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 : 32.6 52.5 46.0 60.7 32.6 50.5 45.7 58.8
Old : 32.6 52.5 46.0 60.7 32.6 50.5 45.7 58.8
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 131,833: 65,224 13,514 266 38,073 97,133 103,563 110,913: 28,270 20,920
Old : 131,833: 65,224 13,514 266 38,073 97,133 103,563 110,913: 28,270 20,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 5,925: 16,474 316 67 -9,791 4,264 6,750 4,647: -825 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 10.3 0.2 28.9 73.7 78.6 84.1: 21.4 15.9
Old : 100.0: 49.5 10.3 0.2 28.9 73.7 78.6 84.1: 21.4 15.9
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 : 82: 35 19 4 16 21 54 41:
Old : 82: 35 19 4 16 21 54 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 : 32.3 56.0 45.9 68.0 30.7 55.5 43.1 63.8
Old : 32.3 56.0 45.9 68.0 30.7 55.5 43.1 63.8
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 24, 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 : 173,834: 70,841 52,374 502 53,323 89,903 124,666 142,779: 49,168 31,055
Old : 173,834: 70,841 52,374 502 53,323 89,903 124,666 142,779: 49,168 31,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 1,509: 6,573 62 117 636 5,964 7,326 6,143: -5,817 -4,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 30.1 0.3 30.7 51.7 71.7 82.1: 28.3 17.9
Old : 100.0: 40.8 30.1 0.3 30.7 51.7 71.7 82.1: 28.3 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 51 36 14 30 28 88 71:
Old : 134: 51 36 14 30 28 88 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 37.1 32.1 48.8 19.9 36.6 30.3 48.3
Old : 21.7 37.1 32.1 48.8 19.9 36.6 30.3 48.3
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 24, 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: 15,130 3,546 0 3,604 16,942 18,734 20,488: 2,905 1,151
Old : 21,639: 15,130 3,546 0 3,604 16,942 18,734 20,488: 2,905 1,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 0: -546 544 0 785 -484 239 60: -239 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 16.4 0.0 16.7 78.3 86.6 94.7: 13.4 5.3
Old : 100.0: 69.9 16.4 0.0 16.7 78.3 86.6 94.7: 13.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 6 0 8 12 21 18:
Old : 37: 13 6 0 8 12 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 65.5 73.4 83.0 56.6 65.5 73.3 82.9
Old : 56.6 65.5 73.4 83.0 56.6 65.5 73.3 82.9
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 24, 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 : 7,511,687: 1,337,737 546,579 835,925 4,412,998 5,221,715 6,586,660 6,604,219: 925,027 907,468
Old : 7,511,687: 1,337,737 546,579 835,925 4,412,998 5,221,715 6,586,660 6,604,219: 925,027 907,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 79,271: -39,918 81,609 -1,284 106,101 14,008 64,899 94,333: 14,372 -15,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 7.3 11.1 58.7 69.5 87.7 87.9: 12.3 12.1
Old : 100.0: 17.8 7.3 11.1 58.7 69.5 87.7 87.9: 12.3 12.1
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 : 269: 63 62 80 125 126 234 228:
Old : 269: 63 62 80 125 126 234 228:
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 : 28.7 32.2 39.0 41.4 28.4 27.7 35.1 33.2
Old : 28.7 32.2 39.0 41.4 28.4 27.7 35.1 33.2
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 24, 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 : 407,392: 27,672 35,885 1,265 258,196 324,219 287,133 361,369: 120,259 46,023
Old : 407,392: 27,672 35,885 1,265 258,196 324,219 287,133 361,369: 120,259 46,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 8,759: -2,273 -50 478 9,633 15,038 7,838 15,466: 921 -6,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 8.8 0.3 63.4 79.6 70.5 88.7: 29.5 11.3
Old : 100.0: 6.8 8.8 0.3 63.4 79.6 70.5 88.7: 29.5 11.3
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 : 138: 16 21 7 69 55 89 80:
Old : 138: 16 21 7 69 55 89 80:
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 : 19.4 33.6 29.0 50.3 17.8 32.8 26.7 49.2
Old : 19.4 33.6 29.0 50.3 17.8 32.8 26.7 49.2
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 24, 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 : 2,639,563: 470,389 299,610 34,862 1,965,106 1,922,108 2,470,357 2,256,580: 169,206 382,983
Old : 2,639,563: 470,389 299,610 34,862 1,965,106 1,922,108 2,470,357 2,256,580: 169,206 382,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 32,586: 2,583 -385 4,302 74,922 14,686 81,807 18,603: -49,221 13,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 11.4 1.3 74.4 72.8 93.6 85.5: 6.4 14.5
Old : 100.0: 17.8 11.4 1.3 74.4 72.8 93.6 85.5: 6.4 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 : 432: 99 82 33 157 163 271 263:
Old : 432: 99 82 33 157 163 271 263:
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 23.2 26.1 30.3 13.3 18.8 22.4 25.0
Old : 15.4 23.2 26.1 30.3 13.3 18.8 22.4 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, November 24, 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 : 109,884: 18,919 11,774 744 78,936 95,008 98,599 107,526: 11,285 2,358
Old : 109,884: 18,919 11,774 744 78,936 95,008 98,599 107,526: 11,285 2,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -975: 425 -467 22 1,067 -245 1,514 -690: -2,489 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 10.7 0.7 71.8 86.5 89.7 97.9: 10.3 2.1
Old : 100.0: 17.2 10.7 0.7 71.8 86.5 89.7 97.9: 10.3 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 : 94: 15 10 1 50 33 65 44:
Old : 94: 15 10 1 50 33 65 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 : 30.9 54.4 45.2 73.6 22.1 48.7 33.4 63.9
Old : 30.9 54.4 45.2 73.6 22.1 48.7 33.4 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, November 24, 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 : 24,768: 12,566 570 0 7,588 21,292 20,154 21,862: 4,614 2,906
Old : 24,768: 12,566 570 0 7,588 21,292 20,154 21,862: 4,614 2,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 3,274: 2,800 300 0 -207 2,220 2,593 2,520: 681 754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 2.3 0.0 30.6 86.0 81.4 88.3: 18.6 11.7
Old : 100.0: 50.7 2.3 0.0 30.6 86.0 81.4 88.3: 18.6 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 : 33: 6 1 0 13 19 19 20:
Old : 33: 6 1 0 13 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 50.7 70.5 71.4 54.8 48.6 70.0 69.3
Old : 54.8 50.7 70.5 71.4 54.8 48.6 70.0 69.3
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 24, 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 : 354,093: 110,668 96,292 3,036 211,900 240,448 325,604 339,776: 28,489 14,317
Old : 354,093: 110,668 96,292 3,036 211,900 240,448 325,604 339,776: 28,489 14,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 24,645: 6,398 15,762 1,637 13,644 12,573 21,679 29,972: 2,966 -5,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 27.2 0.9 59.8 67.9 92.0 96.0: 8.0 4.0
Old : 100.0: 31.3 27.2 0.9 59.8 67.9 92.0 96.0: 8.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 67 42 11 58 75 130 123:
Old : 223: 67 42 11 58 75 130 123:
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 : 30.4 32.8 43.0 50.3 29.8 32.8 42.3 50.1
Old : 30.4 32.8 43.0 50.3 29.8 32.8 42.3 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 24, 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 : 118,766: 53,743 10,179 132 34,754 97,938 88,629 108,249: 30,137 10,517
Old : 118,766: 53,743 10,179 132 34,754 97,938 88,629 108,249: 30,137 10,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -5,264: -6,892 -3,568 25 4,724 -2,345 -2,143 -5,888: -3,121 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 8.6 0.1 29.3 82.5 74.6 91.1: 25.4 8.9
Old : 100.0: 45.3 8.6 0.1 29.3 82.5 74.6 91.1: 25.4 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 27 11 4 13 14 44 25:
Old : 59: 27 11 4 13 14 44 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 65.2 49.5 81.2 33.5 64.7 43.7 76.2
Old : 35.7 65.2 49.5 81.2 33.5 64.7 43.7 76.2
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 24, 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 : 33,784: 8,546 4,668 0 19,134 17,535 27,680 22,203: 6,104 11,581
Old : 33,784: 8,546 4,668 0 19,134 17,535 27,680 22,203: 6,104 11,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 485: 174 -530 0 -375 255 -201 -275: 686 760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 13.8 0.0 56.6 51.9 81.9 65.7: 18.1 34.3
Old : 100.0: 25.3 13.8 0.0 56.6 51.9 81.9 65.7: 18.1 34.3
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 : 58: 17 9 0 21 16 38 25:
Old : 58: 17 9 0 21 16 38 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 39.0 42.2 47.7 27.7 34.0 39.3 42.7
Old : 29.0 39.0 42.2 47.7 27.7 34.0 39.3 42.7
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 24, 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 : 59,267: 9,861 11,566 3,165 39,626 24,621 52,652 39,352: 6,615 19,915
Old : 59,267: 9,861 11,566 3,165 39,626 24,621 52,652 39,352: 6,615 19,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 7,342: 1,633 -1,115 1,523 4,710 2,974 7,866 3,382: -524 3,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 19.5 5.3 66.9 41.5 88.8 66.4: 11.2 33.6
Old : 100.0: 16.6 19.5 5.3 66.9 41.5 88.8 66.4: 11.2 33.6
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 : 66: 9 16 1 21 26 31 42:
Old : 66: 9 16 1 21 26 31 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 : 49.2 23.6 66.1 38.2 44.7 20.7 58.8 30.6
Old : 49.2 23.6 66.1 38.2 44.7 20.7 58.8 30.6
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 24, 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 : 25,204: 4,647 0 92 17,328 23,835 22,067 23,927: 3,137 1,277
Old : 25,204: 4,647 0 92 17,328 23,835 22,067 23,927: 3,137 1,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 324: -499 0 13 689 844 203 857: 121 -533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 0.0 0.4 68.8 94.6 87.6 94.9: 12.4 5.1
Old : 100.0: 18.4 0.0 0.4 68.8 94.6 87.6 94.9: 12.4 5.1
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 : 38: 11 0 2 15 15 26 17:
Old : 38: 11 0 2 15 15 26 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 67.4 66.5 84.6 47.6 67.4 62.5 83.9
Old : 51.6 67.4 66.5 84.6 47.6 67.4 62.5 83.9
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 24, 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 : 19,479: 3,221 1,328 0 10,034 17,151 13,255 18,479: 6,224 1,000
Old : 19,479: 3,221 1,328 0 10,034 17,151 13,255 18,479: 6,224 1,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 512: 122 204 0 33 228 155 432: 357 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 6.8 0.0 51.5 88.0 68.0 94.9: 32.0 5.1
Old : 100.0: 16.5 6.8 0.0 51.5 88.0 68.0 94.9: 32.0 5.1
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 : 24: 6 2 0 9 9 15 11:
Old : 24: 6 2 0 9 9 15 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 : 50.0 84.0 59.0 91.8 49.3 84.0 58.3 91.7
Old : 50.0 84.0 59.0 91.8 49.3 84.0 58.3 91.7
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 24, 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 : 19,054: 5,407 237 0 11,952 18,387 17,359 18,624: 1,695 430
Old : 19,054: 5,407 237 0 11,952 18,387 17,359 18,624: 1,695 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -8: -172 -45 0 227 48 55 3: -63 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 1.2 0.0 62.7 96.5 91.1 97.7: 8.9 2.3
Old : 100.0: 28.4 1.2 0.0 62.7 96.5 91.1 97.7: 8.9 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 : 25: 13 2 0 7 3 20 5:
Old : 25: 13 2 0 7 3 20 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 : 59.7 97.2 73.0 97.7 59.7 97.2 73.0 97.7
Old : 59.7 97.2 73.0 97.7 59.7 97.2 73.0 97.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2009