MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 22, 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 : 25,868: 2,655 5,164 724 17,667 14,831 21,046 20,719: 4,822 5,149
Old : 25,868: 2,655 5,164 724 17,667 14,831 21,046 20,719: 4,822 5,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 1,060: 804 -418 37 478 745 1,319 364: -259 696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 20.0 2.8 68.3 57.3 81.4 80.1: 18.6 19.9
Old : 100.0: 10.3 20.0 2.8 68.3 57.3 81.4 80.1: 18.6 19.9
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 : 70: 13 16 16 29 24 50 49:
Old : 70: 13 16 16 29 24 50 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 39.6 51.4 56.1 36.1 37.4 50.8 53.9
Old : 36.4 39.6 51.4 56.1 36.1 37.4 50.8 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, December 22, 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 : 170,491: 49,457 24,292 24,757 75,490 93,338 149,704 142,387: 20,787 28,104
Old : 168,344: 49,409 24,623 24,423 74,156 91,448 147,988 140,494: 20,356 27,850
Other: 2,147: 379 0 3 1,334 1,890 1,716 1,893: 431 254
: : :
: : Changes in Commitments from: December 15, 2009 :
: -664: 1,012 561 -1,092 724 1,225 644 694: -1,308 -1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 14.2 14.5 44.3 54.7 87.8 83.5: 12.2 16.5
Old : 100.0: 29.4 14.6 14.5 44.1 54.3 87.9 83.5: 12.1 16.5
Other: 100.0: 17.7 0.0 0.1 62.1 88.0 79.9 88.2: 20.1 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 71 59 65 41 55 162 147:
Old : 217: 71 59 65 41 55 162 147:
Other: 24: 5 0 1 4 15 9 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 32.1 35.3 42.3 21.2 31.7 35.1 41.2
Old : 21.4 32.4 35.0 42.0 21.4 32.0 34.8 40.9
Other: 74.6 73.4 79.9 83.0 74.6 73.4 79.7 83.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 22, 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 : 259,625: 91,045 58,526 28,879 116,662 124,078 236,586 211,483: 23,039 48,142
Old : 259,625: 91,045 58,526 28,879 116,662 124,078 236,586 211,483: 23,039 48,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -983: -743 -6,895 740 327 4,637 324 -1,518: -1,307 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 22.5 11.1 44.9 47.8 91.1 81.5: 8.9 18.5
Old : 100.0: 35.1 22.5 11.1 44.9 47.8 91.1 81.5: 8.9 18.5
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 : 364: 103 89 73 70 142 210 276:
Old : 364: 103 89 73 70 142 210 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 13.4 32.5 21.2 19.6 12.0 32.1 18.6
Old : 19.6 13.4 32.5 21.2 19.6 12.0 32.1 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, December 22, 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 : 8,793: 4,314 1,534 419 2,466 5,420 7,199 7,373: 1,594 1,420
Old : 8,793: 4,314 1,534 419 2,466 5,420 7,199 7,373: 1,594 1,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -622: -180 243 -380 56 -303 -504 -440: -118 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 17.4 4.8 28.0 61.6 81.9 83.9: 18.1 16.1
Old : 100.0: 49.1 17.4 4.8 28.0 61.6 81.9 83.9: 18.1 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 : 87: 28 19 8 17 34 51 56:
Old : 87: 28 19 8 17 34 51 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 31.0 57.1 44.9 37.2 30.8 57.1 43.8
Old : 37.2 31.0 57.1 44.9 37.2 30.8 57.1 43.8
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 22, 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 : 30,267: 9,704 11,749 3,260 11,166 5,400 24,130 20,409: 6,137 9,858
Old : 30,267: 9,704 11,749 3,260 11,166 5,400 24,130 20,409: 6,137 9,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -372: -1,052 -989 354 722 382 24 -253: -396 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 38.8 10.8 36.9 17.8 79.7 67.4: 20.3 32.6
Old : 100.0: 32.1 38.8 10.8 36.9 17.8 79.7 67.4: 20.3 32.6
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 : 128: 31 35 29 36 35 85 88:
Old : 128: 31 35 29 36 35 85 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 19.7 38.3 29.0 23.5 19.7 37.8 27.6
Old : 24.0 19.7 38.3 29.0 23.5 19.7 37.8 27.6
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 22, 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 : 19,028: 2,548 335 120 11,959 18,282 14,627 18,737: 4,401 291
Old : 19,028: 2,548 335 120 11,959 18,282 14,627 18,737: 4,401 291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -4,030: 59 -560 -111 -3,882 -3,259 -3,934 -3,930: -96 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 1.8 0.6 62.8 96.1 76.9 98.5: 23.1 1.5
Old : 100.0: 13.4 1.8 0.6 62.8 96.1 76.9 98.5: 23.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 1 1 8 11 14 13:
Old : 20: 6 1 1 8 11 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 84.9 71.0 92.6 43.3 72.4 54.1 77.4
Old : 52.8 84.9 71.0 92.6 43.3 72.4 54.1 77.4
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 22, 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 : 79,423: 31,381 8,680 136 13,443 55,997 44,960 64,813: 34,463 14,610
Old : 79,423: 31,381 8,680 136 13,443 55,997 44,960 64,813: 34,463 14,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -30,472: 2,016 4,940 -5,712 -23,550 -24,285 -27,246 -25,057: -3,226 -5,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 10.9 0.2 16.9 70.5 56.6 81.6: 43.4 18.4
Old : 100.0: 39.5 10.9 0.2 16.9 70.5 56.6 81.6: 43.4 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 : 60: 18 13 2 14 22 33 36:
Old : 60: 18 13 2 14 22 33 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 : 25.5 38.6 40.8 59.8 25.5 38.6 40.8 59.4
Old : 25.5 38.6 40.8 59.8 25.5 38.6 40.8 59.4
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 22, 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 : 34,198: 9,084 13,652 0 13,697 8,888 22,781 22,540: 11,417 11,658
Old : 34,198: 9,084 13,652 0 13,697 8,888 22,781 22,540: 11,417 11,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 607: -2,221 2,808 -430 5,780 -2,920 3,129 -542: -2,522 1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 39.9 0.0 40.1 26.0 66.6 65.9: 33.4 34.1
Old : 100.0: 26.6 39.9 0.0 40.1 26.0 66.6 65.9: 33.4 34.1
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 : 33: 10 11 0 7 8 17 19:
Old : 33: 10 11 0 7 8 17 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 : 40.0 35.2 53.8 51.9 39.8 35.2 53.3 51.9
Old : 40.0 35.2 53.8 51.9 39.8 35.2 53.3 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, December 22, 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 : 103,531: 78,578 5,580 1,112 17,816 95,073 97,506 101,765: 6,025 1,766
Old : 103,531: 78,578 5,580 1,112 17,816 95,073 97,506 101,765: 6,025 1,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -11,465: -19,153 -589 871 7,276 -11,946 -11,006 -11,664: -459 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 5.4 1.1 17.2 91.8 94.2 98.3: 5.8 1.7
Old : 100.0: 75.9 5.4 1.1 17.2 91.8 94.2 98.3: 5.8 1.7
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 : 85: 47 13 3 13 16 61 31:
Old : 85: 47 13 3 13 16 61 31:
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 : 56.8 71.6 71.6 86.9 56.8 71.6 70.8 86.5
Old : 56.8 71.6 71.6 86.9 56.8 71.6 70.8 86.5
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 22, 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 : 74,083: 13,551 38,128 50 43,857 15,317 57,458 53,495: 16,625 20,588
Old : 74,083: 13,551 38,128 50 43,857 15,317 57,458 53,495: 16,625 20,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 1,906: -259 874 36 2,441 1,200 2,218 2,110: -312 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 51.5 0.1 59.2 20.7 77.6 72.2: 22.4 27.8
Old : 100.0: 18.3 51.5 0.1 59.2 20.7 77.6 72.2: 22.4 27.8
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 : 63: 15 24 4 13 16 30 42:
Old : 63: 15 24 4 13 16 30 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 : 39.2 35.4 56.4 43.6 38.8 35.1 55.4 43.1
Old : 39.2 35.4 56.4 43.6 38.8 35.1 55.4 43.1
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 22, 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 : 93,224: 29,477 30,488 0 46,118 41,644 75,595 72,132: 17,629 21,092
Old : 93,224: 29,477 30,488 0 46,118 41,644 75,595 72,132: 17,629 21,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 4,786: -4,333 5,050 0 11,453 -2,346 7,120 2,704: -2,334 2,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 32.7 0.0 49.5 44.7 81.1 77.4: 18.9 22.6
Old : 100.0: 31.6 32.7 0.0 49.5 44.7 81.1 77.4: 18.9 22.6
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 : 71: 19 29 0 12 15 31 44:
Old : 71: 19 29 0 12 15 31 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 : 44.0 39.9 59.3 51.2 39.8 39.9 54.7 48.7
Old : 44.0 39.9 59.3 51.2 39.8 39.9 54.7 48.7
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 22, 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 : 134,600: 40,925 55,252 462 45,292 46,838 86,679 102,552: 47,921 32,048
Old : 134,600: 40,925 55,252 462 45,292 46,838 86,679 102,552: 47,921 32,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 2,583: -2,062 -4,183 -209 5,623 6,110 3,352 1,718: -769 865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 41.0 0.3 33.6 34.8 64.4 76.2: 35.6 23.8
Old : 100.0: 30.4 41.0 0.3 33.6 34.8 64.4 76.2: 35.6 23.8
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 : 128: 38 48 11 24 25 69 77:
Old : 128: 38 48 11 24 25 69 77:
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 : 23.7 22.7 32.4 34.6 22.4 21.6 30.9 33.6
Old : 23.7 22.7 32.4 34.6 22.4 21.6 30.9 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, December 22, 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 : 19,372: 15,164 5,418 0 1,705 12,386 16,869 17,804: 2,503 1,568
Old : 19,372: 15,164 5,418 0 1,705 12,386 16,869 17,804: 2,503 1,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 725: 929 635 0 107 162 1,036 797: -311 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 28.0 0.0 8.8 63.9 87.1 91.9: 12.9 8.1
Old : 100.0: 78.3 28.0 0.0 8.8 63.9 87.1 91.9: 12.9 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 9 7 0 5 7 14 14:
Old : 27: 9 7 0 5 7 14 14:
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 : 66.7 53.6 81.3 79.0 66.7 53.6 81.3 78.6
Old : 66.7 53.6 81.3 79.0 66.7 53.6 81.3 78.6
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 22, 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 : 6,519,423: 877,153 446,296 743,952 4,121,706 4,514,224 5,742,811 5,704,472: 776,612 814,951
Old : 6,519,423: 877,153 446,296 743,952 4,121,706 4,514,224 5,742,811 5,704,472: 776,612 814,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 29,601: 41,151 69,277 -46,065 117,498 55,984 112,584 79,196: -82,983 -49,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 6.8 11.4 63.2 69.2 88.1 87.5: 11.9 12.5
Old : 100.0: 13.5 6.8 11.4 63.2 69.2 88.1 87.5: 11.9 12.5
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 : 245: 55 48 81 123 117 225 210:
Old : 245: 55 48 81 123 117 225 210:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 35.2 39.3 43.0 27.3 30.5 33.6 35.0
Old : 28.3 35.2 39.3 43.0 27.3 30.5 33.6 35.0
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 22, 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 : 319,530: 23,182 23,676 104 207,062 258,469 230,348 282,249: 89,182 37,281
Old : 319,530: 23,182 23,676 104 207,062 258,469 230,348 282,249: 89,182 37,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -138,739: -4,115 -15,334 -3,883 -56,962 -89,382 -64,960 -108,599: -73,779 -30,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 7.4 0.0 64.8 80.9 72.1 88.3: 27.9 11.7
Old : 100.0: 7.3 7.4 0.0 64.8 80.9 72.1 88.3: 27.9 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 : 128: 13 15 1 64 58 77 74:
Old : 128: 13 15 1 64 58 77 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 37.9 32.6 53.1 22.1 37.9 30.8 53.0
Old : 23.9 37.9 32.6 53.1 22.1 37.9 30.8 53.0
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 22, 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 : 2,375,469: 377,440 304,897 7,040 1,801,931 1,822,904 2,186,411 2,134,841: 189,058 240,628
Old : 2,375,469: 377,440 304,897 7,040 1,801,931 1,822,904 2,186,411 2,134,841: 189,058 240,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
:-1,003,514: -154,996 -26,824 -54,267 -740,039 -638,331 -949,302 -719,422: -54,212 -284,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 12.8 0.3 75.9 76.7 92.0 89.9: 8.0 10.1
Old : 100.0: 15.9 12.8 0.3 75.9 76.7 92.0 89.9: 8.0 10.1
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 : 402: 83 80 18 141 159 230 251:
Old : 402: 83 80 18 141 159 230 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 25.3 33.0 34.1 21.2 22.6 30.8 31.0
Old : 22.2 25.3 33.0 34.1 21.2 22.6 30.8 31.0
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, December 22, 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 : 103,015: 14,784 10,441 63 75,730 86,440 90,577 96,944: 12,438 6,071
Old : 103,015: 14,784 10,441 63 75,730 86,440 90,577 96,944: 12,438 6,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -17,008: -5,137 -574 -1 -14,187 -16,664 -19,325 -17,239: 2,317 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 10.1 0.1 73.5 83.9 87.9 94.1: 12.1 5.9
Old : 100.0: 14.4 10.1 0.1 73.5 83.9 87.9 94.1: 12.1 5.9
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 : 81: 13 6 1 45 29 58 36:
Old : 81: 13 6 1 45 29 58 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 : 30.2 56.3 46.5 73.3 24.4 54.4 38.4 66.1
Old : 30.2 56.3 46.5 73.3 24.4 54.4 38.4 66.1
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 22, 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 : 9,800: 2,518 710 0 3,852 6,717 6,370 7,427: 3,430 2,373
Old : 9,800: 2,518 710 0 3,852 6,717 6,370 7,427: 3,430 2,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -18,008: -7,882 140 -220 -6,599 -16,911 -14,701 -16,991: -3,307 -1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 7.2 0.0 39.3 68.5 65.0 75.8: 35.0 24.2
Old : 100.0: 25.7 7.2 0.0 39.3 68.5 65.0 75.8: 35.0 24.2
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: 4 1 0 9 11 13 12:
Old : 22: 4 1 0 9 11 13 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 : 43.6 56.8 55.9 68.6 43.6 56.8 55.9 68.6
Old : 43.6 56.8 55.9 68.6 43.6 56.8 55.9 68.6
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 22, 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 : 274,954: 111,341 71,614 3,700 134,397 183,128 249,438 258,442: 25,516 16,512
Old : 274,954: 111,341 71,614 3,700 134,397 183,128 249,438 258,442: 25,516 16,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -168,561: 2,871 -33,222 -12,259 -157,023 -112,214 -166,411 -157,695: -2,150 -10,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 26.0 1.3 48.9 66.6 90.7 94.0: 9.3 6.0
Old : 100.0: 40.5 26.0 1.3 48.9 66.6 90.7 94.0: 9.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 62 44 7 50 68 114 117:
Old : 209: 62 44 7 50 68 114 117:
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 20.2 44.2 34.8 28.4 20.2 39.7 34.6
Old : 32.3 20.2 44.2 34.8 28.4 20.2 39.7 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, December 22, 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 : 94,188: 48,769 16,344 161 21,197 67,630 70,127 84,135: 24,061 10,053
Old : 94,188: 48,769 16,344 161 21,197 67,630 70,127 84,135: 24,061 10,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -7,718: -5,988 2,570 11 -1,403 -9,401 -7,380 -6,820: -338 -898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 17.4 0.2 22.5 71.8 74.5 89.3: 25.5 10.7
Old : 100.0: 51.8 17.4 0.2 22.5 71.8 74.5 89.3: 25.5 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 24 13 4 13 15 40 29:
Old : 60: 24 13 4 13 15 40 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 55.1 56.0 74.6 45.1 55.0 55.8 74.5
Old : 45.1 55.1 56.0 74.6 45.1 55.0 55.8 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, December 22, 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 : 24,375: 7,646 5,021 0 11,173 8,417 18,819 13,438: 5,556 10,937
Old : 24,375: 7,646 5,021 0 11,173 8,417 18,819 13,438: 5,556 10,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -1,473: -1,917 -1,804 0 582 -279 -1,335 -2,083: -138 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 20.6 0.0 45.8 34.5 77.2 55.1: 22.8 44.9
Old : 100.0: 31.4 20.6 0.0 45.8 34.5 77.2 55.1: 22.8 44.9
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 : 38: 11 9 0 13 11 24 20:
Old : 38: 11 9 0 13 11 24 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 : 35.2 25.8 51.1 39.5 34.5 25.6 49.9 39.2
Old : 35.2 25.8 51.1 39.5 34.5 25.6 49.9 39.2
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 22, 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 : 25,361: 4,351 5,945 725 11,719 13,083 16,795 19,753: 8,566 5,608
Old : 25,361: 4,351 5,945 725 11,719 13,083 16,795 19,753: 8,566 5,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 614: -2,666 -241 342 1,018 2,763 -1,306 2,864: 1,920 -2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 23.4 2.9 46.2 51.6 66.2 77.9: 33.8 22.1
Old : 100.0: 17.2 23.4 2.9 46.2 51.6 66.2 77.9: 33.8 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 10 2 14 18 22 28:
Old : 42: 6 10 2 14 18 22 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 28.0 41.6 44.1 24.1 28.0 38.2 43.8
Old : 26.8 28.0 41.6 44.1 24.1 28.0 38.2 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, December 22, 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 : 26,072: 3,795 393 40 20,005 24,413 23,840 24,846: 2,232 1,226
Old : 26,072: 3,795 393 40 20,005 24,413 23,840 24,846: 2,232 1,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -1,122: -307 393 -35 493 -643 151 -285: -1,273 -837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 1.5 0.2 76.7 93.6 91.4 95.3: 8.6 4.7
Old : 100.0: 14.6 1.5 0.2 76.7 93.6 91.4 95.3: 8.6 4.7
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 : 40: 8 1 1 17 18 25 20:
Old : 40: 8 1 1 17 18 25 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 : 54.9 61.3 69.7 78.5 52.4 61.2 67.1 78.4
Old : 54.9 61.3 69.7 78.5 52.4 61.2 67.1 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, December 22, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 17,322: 1,918 718 0 8,922 15,000 10,840 15,718: 6,482 1,604
Old : 17,322: 1,918 718 0 8,922 15,000 10,840 15,718: 6,482 1,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -4,547: -1,247 -1,061 0 -2,712 -3,424 -3,959 -4,485: -588 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 4.1 0.0 51.5 86.6 62.6 90.7: 37.4 9.3
Old : 100.0: 11.1 4.1 0.0 51.5 86.6 62.6 90.7: 37.4 9.3
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 : 21: 5 2 0 9 6 14 8:
Old : 21: 5 2 0 9 6 14 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 84.9 53.5 90.7 43.2 84.9 52.5 89.7
Old : 44.3 84.9 53.5 90.7 43.2 84.9 52.5 89.7
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, December 22, 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 : 17,721: 3,914 633 0 11,815 16,488 15,729 17,121: 1,992 600
Old : 17,721: 3,914 633 0 11,815 16,488 15,729 17,121: 1,992 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -1,814: -985 75 -79 -478 -1,752 -1,542 -1,756: -272 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 3.6 0.0 66.7 93.0 88.8 96.6: 11.2 3.4
Old : 100.0: 22.1 3.6 0.0 66.7 93.0 88.8 96.6: 11.2 3.4
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 : 20: 8 4 0 7 1 15 5:
Old : 20: 8 4 0 7 1 15 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 : 61.1 96.0 74.5 96.6 61.1 96.0 74.5 96.6
Old : 61.1 96.0 74.5 96.6 61.1 96.0 74.5 96.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2009