MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 8, 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 : 23,332: 1,123 5,133 618 16,594 13,474 18,335 19,225: 4,997 4,107
Old : 23,332: 1,123 5,133 618 16,594 13,474 18,335 19,225: 4,997 4,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -1,801: -329 196 -440 -247 -1,033 -1,016 -1,277: -785 -524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 22.0 2.6 71.1 57.7 78.6 82.4: 21.4 17.6
Old : 100.0: 4.8 22.0 2.6 71.1 57.7 78.6 82.4: 21.4 17.6
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 : 65: 8 17 13 28 22 44 46:
Old : 65: 8 17 13 28 22 44 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 : 35.5 38.7 51.6 55.3 35.5 36.2 50.8 52.7
Old : 35.5 38.7 51.6 55.3 35.5 36.2 50.8 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, December 8, 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 : 179,364: 49,312 25,625 29,091 76,163 92,342 154,566 147,058: 24,798 32,306
Old : 177,313: 48,990 25,708 29,008 74,860 90,482 152,858 145,198: 24,455 32,115
Other: 2,051: 405 0 0 1,303 1,860 1,708 1,860: 343 191
: : :
: : Changes in Commitments from: December 1, 2009 :
: 3,512: 1,006 -926 3,074 -236 567 3,844 2,715: -332 797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 14.3 16.2 42.5 51.5 86.2 82.0: 13.8 18.0
Old : 100.0: 27.6 14.5 16.4 42.2 51.0 86.2 81.9: 13.8 18.1
Other: 100.0: 19.7 0.0 0.0 63.5 90.7 83.3 90.7: 16.7 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 83 53 75 42 54 173 153:
Old : 222: 81 55 75 42 54 173 153:
Other: 26: 7 0 0 4 15 11 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 : 20.2 29.1 33.3 39.8 20.1 28.4 33.3 37.8
Old : 20.3 29.4 33.0 39.5 20.3 28.0 33.0 37.4
Other: 78.1 76.8 83.1 85.8 78.1 76.8 83.1 85.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 8, 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 : 263,650: 90,096 67,333 30,583 117,584 117,240 238,263 215,156: 25,387 48,494
Old : 263,650: 90,096 67,333 30,583 117,584 117,240 238,263 215,156: 25,387 48,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -3,138: 63 -94 -599 -4,219 -944 -4,755 -1,637: 1,617 -1,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 25.5 11.6 44.6 44.5 90.4 81.6: 9.6 18.4
Old : 100.0: 34.2 25.5 11.6 44.6 44.5 90.4 81.6: 9.6 18.4
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 : 363: 99 96 76 80 134 216 277:
Old : 363: 99 96 76 80 134 216 277:
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 : 19.7 11.4 32.6 18.7 19.7 10.0 32.1 16.8
Old : 19.7 11.4 32.6 18.7 19.7 10.0 32.1 16.8
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, December 8, 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 : 10,050: 4,728 1,512 1,209 2,482 5,778 8,419 8,499: 1,631 1,551
Old : 10,050: 4,728 1,512 1,209 2,482 5,778 8,419 8,499: 1,631 1,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -1,383: -240 -508 -528 -196 -80 -964 -1,116: -419 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 15.0 12.0 24.7 57.5 83.8 84.6: 16.2 15.4
Old : 100.0: 47.0 15.0 12.0 24.7 57.5 83.8 84.6: 16.2 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 29 21 13 14 36 56 59:
Old : 93: 29 21 13 14 36 56 59:
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 : 34.0 27.0 51.7 40.1 34.0 27.0 51.7 39.1
Old : 34.0 27.0 51.7 40.1 34.0 27.0 51.7 39.1
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, December 8, 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 : 29,437: 11,685 12,713 2,192 8,921 4,758 22,798 19,663: 6,639 9,774
Old : 29,437: 11,685 12,713 2,192 8,921 4,758 22,798 19,663: 6,639 9,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 1,461: -704 -216 612 814 160 722 556: 739 905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 43.2 7.4 30.3 16.2 77.4 66.8: 22.6 33.2
Old : 100.0: 39.7 43.2 7.4 30.3 16.2 77.4 66.8: 22.6 33.2
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 : 123: 29 42 25 29 34 73 87:
Old : 123: 29 42 25 29 34 73 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 23.7 39.5 31.3 24.3 23.1 39.5 30.6
Old : 24.3 23.7 39.5 31.3 24.3 23.1 39.5 30.6
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, December 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 20,812: 3,037 214 231 13,336 20,242 16,604 20,687: 4,208 125
Old : 20,812: 3,037 214 231 13,336 20,242 16,604 20,687: 4,208 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -657: -1,108 -15 15 1,465 475 372 475: -1,029 -1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 1.0 1.1 64.1 97.3 79.8 99.4: 20.2 0.6
Old : 100.0: 14.6 1.0 1.1 64.1 97.3 79.8 99.4: 20.2 0.6
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 : 22: 7 1 1 10 11 18 12:
Old : 22: 7 1 1 10 11 18 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 : 45.9 81.1 66.0 93.0 32.7 63.3 44.8 69.0
Old : 45.9 81.1 66.0 93.0 32.7 63.3 44.8 69.0
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, December 8, 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 : 103,218: 33,195 3,736 1,039 34,784 81,851 69,018 86,626: 34,200 16,592
Old : 103,218: 33,195 3,736 1,039 34,784 81,851 69,018 86,626: 34,200 16,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 5,787: -2,769 -1,419 898 14,071 7,565 12,200 7,044: -6,413 -1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 3.6 1.0 33.7 79.3 66.9 83.9: 33.1 16.1
Old : 100.0: 32.2 3.6 1.0 33.7 79.3 66.9 83.9: 33.1 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 : 67: 23 10 4 22 22 48 33:
Old : 67: 23 10 4 22 22 48 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 47.3 35.6 65.0 17.6 44.8 28.2 57.6
Old : 21.5 47.3 35.6 65.0 17.6 44.8 28.2 57.6
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, December 8, 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 : 49,595: 20,177 6,829 28 14,210 32,137 34,415 38,994: 15,180 10,601
Old : 49,595: 20,177 6,829 28 14,210 32,137 34,415 38,994: 15,180 10,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -7,064: -8,727 2,650 27 6,998 -12,930 -1,702 -10,253: -5,362 3,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 13.8 0.1 28.7 64.8 69.4 78.6: 30.6 21.4
Old : 100.0: 40.7 13.8 0.1 28.7 64.8 69.4 78.6: 30.6 21.4
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 : 41: 14 7 1 13 15 27 23:
Old : 41: 14 7 1 13 15 27 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 : 30.6 48.8 44.2 61.6 27.3 46.9 39.6 58.1
Old : 30.6 48.8 44.2 61.6 27.3 46.9 39.6 58.1
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, December 8, 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 : 172,511: 113,628 7,445 1,935 50,365 160,932 165,928 170,312: 6,583 2,199
Old : 172,511: 113,628 7,445 1,935 50,365 160,932 165,928 170,312: 6,583 2,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 46,426: 6,237 439 1,476 37,839 43,746 45,552 45,661: 874 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 4.3 1.1 29.2 93.3 96.2 98.7: 3.8 1.3
Old : 100.0: 65.9 4.3 1.1 29.2 93.3 96.2 98.7: 3.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 48 17 6 14 21 67 42:
Old : 97: 48 17 6 14 21 67 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 : 59.9 44.2 76.4 75.6 50.3 41.1 59.4 61.6
Old : 59.9 44.2 76.4 75.6 50.3 41.1 59.4 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, December 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 103,496: 17,059 33,935 7,906 59,451 41,263 84,416 83,104: 19,080 20,392
Old : 103,496: 17,059 33,935 7,906 59,451 41,263 84,416 83,104: 19,080 20,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 13,881: -6,409 -196 7,860 14,446 5,254 15,897 12,918: -2,016 963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 32.8 7.6 57.4 39.9 81.6 80.3: 18.4 19.7
Old : 100.0: 16.5 32.8 7.6 57.4 39.9 81.6 80.3: 18.4 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 15 18 5 19 19 37 40:
Old : 61: 15 18 5 19 19 37 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 : 35.6 49.1 52.6 61.8 31.1 35.7 42.4 43.7
Old : 35.6 49.1 52.6 61.8 31.1 35.7 42.4 43.7
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, December 8, 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 : 123,501: 48,754 13,572 1,908 52,185 87,033 102,847 102,513: 20,654 20,988
Old : 123,501: 48,754 13,572 1,908 52,185 87,033 102,847 102,513: 20,654 20,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -20,622: -25,039 -3,314 229 14,302 -16,977 -10,508 -20,062: -10,114 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 11.0 1.5 42.3 70.5 83.3 83.0: 16.7 17.0
Old : 100.0: 39.5 11.0 1.5 42.3 70.5 83.3 83.0: 16.7 17.0
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 : 76: 23 20 6 18 23 45 46:
Old : 76: 23 20 6 18 23 45 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 : 42.6 55.8 56.1 66.9 36.2 55.6 49.4 61.4
Old : 42.6 55.8 56.1 66.9 36.2 55.6 49.4 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, December 8, 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 : 179,294: 52,035 52,546 6,028 76,017 92,315 134,080 150,889: 45,214 28,405
Old : 179,294: 52,035 52,546 6,028 76,017 92,315 134,080 150,889: 45,214 28,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 4,139: -19,088 3,574 5,393 26,574 -2,402 12,879 6,565: -8,740 -2,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 29.3 3.4 42.4 51.5 74.8 84.2: 25.2 15.8
Old : 100.0: 29.0 29.3 3.4 42.4 51.5 74.8 84.2: 25.2 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 41 39 17 33 33 84 81:
Old : 132: 41 39 17 33 33 84 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 36.5 43.6 47.9 30.6 36.1 39.0 47.0
Old : 33.0 36.5 43.6 47.9 30.6 36.1 39.0 47.0
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, December 8, 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 : 23,110: 12,583 4,788 0 7,465 16,152 20,048 20,940: 3,062 2,170
Old : 23,110: 12,583 4,788 0 7,465 16,152 20,048 20,940: 3,062 2,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 332: -1,146 -838 0 1,559 609 413 -229: -81 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 20.7 0.0 32.3 69.9 86.8 90.6: 13.2 9.4
Old : 100.0: 54.4 20.7 0.0 32.3 69.9 86.8 90.6: 13.2 9.4
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 : 36: 11 6 0 11 12 22 18:
Old : 36: 11 6 0 11 12 22 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 : 55.0 63.2 72.2 78.1 52.5 63.2 69.7 76.8
Old : 55.0 63.2 72.2 78.1 52.5 63.2 69.7 76.8
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, December 8, 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 : 7,395,806: 1,127,884 551,644 813,364 4,595,508 5,171,567 6,536,756 6,536,575: 859,050 859,231
Old : 7,395,806: 1,127,884 551,644 813,364 4,595,508 5,171,567 6,536,756 6,536,575: 859,050 859,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -144,325: -214,472 -7,387 4,957 104,287 -99,913 -105,228 -102,343: -39,097 -41,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 7.5 11.0 62.1 69.9 88.4 88.4: 11.6 11.6
Old : 100.0: 15.3 7.5 11.0 62.1 69.9 88.4 88.4: 11.6 11.6
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 : 270: 59 62 86 132 131 242 235:
Old : 270: 59 62 86 132 131 242 235:
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 : 29.6 34.7 40.1 43.3 28.6 30.2 35.6 35.8
Old : 29.6 34.7 40.1 43.3 28.6 30.2 35.6 35.8
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, December 8, 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 : 421,508: 24,415 38,455 1,479 248,027 329,183 273,921 369,117: 147,587 52,391
Old : 421,508: 24,415 38,455 1,479 248,027 329,183 273,921 369,117: 147,587 52,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 11,942: -4,884 1,641 264 -5,893 2,226 -10,513 4,131: 22,455 7,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 9.1 0.4 58.8 78.1 65.0 87.6: 35.0 12.4
Old : 100.0: 5.8 9.1 0.4 58.8 78.1 65.0 87.6: 35.0 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 : 138: 15 22 7 69 58 89 82:
Old : 138: 15 22 7 69 58 89 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 33.7 26.9 49.2 17.0 33.0 25.7 48.5
Old : 18.2 33.7 26.9 49.2 17.0 33.0 25.7 48.5
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, December 8, 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 : 2,770,435: 454,000 311,602 44,602 2,062,054 1,928,626 2,560,656 2,284,830: 209,779 485,605
Old : 2,770,435: 454,000 311,602 44,602 2,062,054 1,928,626 2,560,656 2,284,830: 209,779 485,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 112,955: -19,537 -448 6,357 87,906 7,076 74,726 12,985: 38,229 99,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 11.2 1.6 74.4 69.6 92.4 82.5: 7.6 17.5
Old : 100.0: 16.4 11.2 1.6 74.4 69.6 92.4 82.5: 7.6 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 433: 98 82 37 163 175 276 279:
Old : 433: 98 82 37 163 175 276 279:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 22.1 27.1 28.9 14.3 17.0 22.3 22.6
Old : 16.9 22.1 27.1 28.9 14.3 17.0 22.3 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, December 8, 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 : 114,226: 18,262 11,103 0 81,109 99,785 99,371 110,888: 14,855 3,338
Old : 114,226: 18,262 11,103 0 81,109 99,785 99,371 110,888: 14,855 3,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 2,295: -1,606 -186 -1 1,011 1,265 -596 1,078: 2,891 1,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 9.7 0.0 71.0 87.4 87.0 97.1: 13.0 2.9
Old : 100.0: 16.0 9.7 0.0 71.0 87.4 87.0 97.1: 13.0 2.9
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 : 88: 12 9 0 48 35 60 44:
Old : 88: 12 9 0 48 35 60 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 : 29.1 51.3 44.2 71.6 20.5 46.4 33.2 62.2
Old : 29.1 51.3 44.2 71.6 20.5 46.4 33.2 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, December 8, 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 : 24,225: 11,836 570 0 7,729 21,612 19,565 22,182: 4,660 2,043
Old : 24,225: 11,836 570 0 7,729 21,612 19,565 22,182: 4,660 2,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -1,670: -2,749 0 0 869 12 -1,880 12: 210 -1,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 2.4 0.0 31.9 89.2 80.8 91.6: 19.2 8.4
Old : 100.0: 48.9 2.4 0.0 31.9 89.2 80.8 91.6: 19.2 8.4
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 : 33: 6 1 0 12 20 18 21:
Old : 33: 6 1 0 12 20 18 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 : 54.7 55.2 72.3 73.2 54.7 55.0 71.2 73.1
Old : 54.7 55.2 72.3 73.2 54.7 55.0 71.2 73.1
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, December 8, 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 : 349,639: 94,836 101,850 2,721 230,319 225,408 327,876 329,979: 21,763 19,660
Old : 349,639: 94,836 101,850 2,721 230,319 225,408 327,876 329,979: 21,763 19,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -14,450: -23,740 -2,479 1,387 13,110 -18,744 -9,243 -19,836: -5,207 5,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 29.1 0.8 65.9 64.5 93.8 94.4: 6.2 5.6
Old : 100.0: 27.1 29.1 0.8 65.9 64.5 93.8 94.4: 6.2 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 : 220: 63 44 15 61 70 132 123:
Old : 220: 63 44 15 61 70 132 123:
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 : 33.7 32.2 46.1 48.6 32.8 32.2 44.6 48.4
Old : 33.7 32.2 46.1 48.6 32.8 32.2 44.6 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, December 8, 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 : 125,262: 50,719 4,037 4,621 42,746 105,198 98,086 113,856: 27,176 11,406
Old : 125,262: 50,719 4,037 4,621 42,746 105,198 98,086 113,856: 27,176 11,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 7,215: -4,696 -2,940 4,313 10,907 5,836 10,524 7,209: -3,309 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 3.2 3.7 34.1 84.0 78.3 90.9: 21.7 9.1
Old : 100.0: 40.5 3.2 3.7 34.1 84.0 78.3 90.9: 21.7 9.1
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 : 54: 26 6 6 16 14 45 24:
Old : 54: 26 6 6 16 14 45 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 61.0 49.6 79.1 31.5 60.2 40.7 69.2
Old : 32.3 61.0 49.6 79.1 31.5 60.2 40.7 69.2
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, December 8, 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 : 54,995: 10,014 5,957 1,635 26,928 23,350 38,577 30,942: 16,418 24,053
Old : 54,995: 10,014 5,957 1,635 26,928 23,350 38,577 30,942: 16,418 24,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 19,723: 1,105 974 1,580 6,466 6,106 9,151 8,660: 10,572 11,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 10.8 3.0 49.0 42.5 70.1 56.3: 29.9 43.7
Old : 100.0: 18.2 10.8 3.0 49.0 42.5 70.1 56.3: 29.9 43.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 15 13 4 24 20 41 36:
Old : 64: 15 13 4 24 20 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 : 23.2 28.5 36.2 36.7 19.2 22.1 28.3 27.5
Old : 23.2 28.5 36.2 36.7 19.2 22.1 28.3 27.5
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, December 8, 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 : 70,285: 8,723 9,216 6,250 37,205 34,380 52,178 49,846: 18,107 20,439
Old : 70,285: 8,723 9,216 6,250 37,205 34,380 52,178 49,846: 18,107 20,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 10,970: -92 590 1,979 -1,007 7,539 880 10,108: 10,090 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 13.1 8.9 52.9 48.9 74.2 70.9: 25.8 29.1
Old : 100.0: 12.4 13.1 8.9 52.9 48.9 74.2 70.9: 25.8 29.1
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 : 66: 13 12 7 21 31 36 48:
Old : 66: 13 12 7 21 31 36 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 24.8 46.7 37.8 24.2 19.1 33.0 28.5
Old : 34.6 24.8 46.7 37.8 24.2 19.1 33.0 28.5
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, December 8, 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 : 25,029: 4,606 0 52 17,620 23,772 22,278 23,824: 2,751 1,205
Old : 25,029: 4,606 0 52 17,620 23,772 22,278 23,824: 2,751 1,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -155: -474 0 -91 659 -92 94 -183: -249 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 0.0 0.2 70.4 95.0 89.0 95.2: 11.0 4.8
Old : 100.0: 18.4 0.0 0.2 70.4 95.0 89.0 95.2: 11.0 4.8
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 : 39: 10 0 2 17 16 27 18:
Old : 39: 10 0 2 17 16 27 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 : 52.6 67.0 67.0 84.1 48.7 67.0 62.9 82.8
Old : 52.6 67.0 67.0 84.1 48.7 67.0 62.9 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, December 8, 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 : 20,397: 2,829 1,625 0 11,339 18,092 14,168 19,717: 6,229 680
Old : 20,397: 2,829 1,625 0 11,339 18,092 14,168 19,717: 6,229 680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 897: 8 34 0 838 830 846 864: 51 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 8.0 0.0 55.6 88.7 69.5 96.7: 30.5 3.3
Old : 100.0: 13.9 8.0 0.0 55.6 88.7 69.5 96.7: 30.5 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 2 0 9 8 15 10:
Old : 24: 6 2 0 9 8 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 86.2 58.4 94.0 46.8 86.2 56.9 94.0
Old : 48.3 86.2 58.4 94.0 46.8 86.2 56.9 94.0
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, December 8, 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 : 19,694: 5,141 108 0 11,783 18,766 16,924 18,874: 2,770 820
Old : 19,694: 5,141 108 0 11,783 18,766 16,924 18,874: 2,770 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 281: -461 -255 0 156 60 -305 -195: 586 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 0.5 0.0 59.8 95.3 85.9 95.8: 14.1 4.2
Old : 100.0: 26.1 0.5 0.0 59.8 95.3 85.9 95.8: 14.1 4.2
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 : 22: 12 1 0 7 3 19 4:
Old : 22: 12 1 0 7 3 19 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 : 55.6 95.8 68.2 95.8 55.6 95.4 68.2 95.4
Old : 55.6 95.8 68.2 95.8 55.6 95.4 68.2 95.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2009