MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 34,479: 1,454 3,517 6,804 19,133 17,377 27,391 27,698: 7,087 6,781
Old : 34,479: 1,454 3,517 6,804 19,133 17,377 27,391 27,698: 7,087 6,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 1,223: 336 271 118 361 350 815 739: 408 484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 10.2 19.7 55.5 50.4 79.4 80.3: 20.6 19.7
Old : 100.0: 4.2 10.2 19.7 55.5 50.4 79.4 80.3: 20.6 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 : 68: 12 14 17 35 28 59 48:
Old : 68: 12 14 17 35 28 59 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 : 25.6 35.3 37.7 50.1 24.1 32.9 34.4 44.7
Old : 25.6 35.3 37.7 50.1 24.1 32.9 34.4 44.7
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 with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 191,412: 46,573 28,077 51,592 73,278 80,877 171,443 160,546: 19,969 30,866
Old : 189,980: 46,595 28,189 51,448 72,193 79,615 170,236 159,252: 19,744 30,728
Other: 1,432: 122 32 0 1,085 1,262 1,207 1,294: 225 138
: : :
: : Changes in Commitments from: November 3, 2009 :
: 2,121: 2,451 -498 -1,525 1,274 3,085 2,200 1,062: -79 1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 14.7 27.0 38.3 42.3 89.6 83.9: 10.4 16.1
Old : 100.0: 24.5 14.8 27.1 38.0 41.9 89.6 83.8: 10.4 16.2
Other: 100.0: 8.5 2.2 0.0 75.8 88.1 84.3 90.4: 15.7 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 73 64 79 47 57 172 159:
Old : 217: 74 64 79 47 57 172 159:
Other: 22: 2 1 0 4 15 6 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 21.8 31.0 33.0 18.6 20.2 31.0 29.6
Old : 18.7 21.9 30.7 32.7 18.7 20.3 30.7 29.3
Other: 83.5 74.0 84.3 82.8 83.5 74.0 84.3 82.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 330,450: 85,292 38,557 83,192 135,619 150,484 304,103 272,233: 26,347 58,217
Old : 330,450: 85,292 38,557 83,192 135,619 150,484 304,103 272,233: 26,347 58,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -2,535: 1,006 -4,346 -2,849 -762 -1,349 -2,605 -8,543: 70 6,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 11.7 25.2 41.0 45.5 92.0 82.4: 8.0 17.6
Old : 100.0: 25.8 11.7 25.2 41.0 45.5 92.0 82.4: 8.0 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 : 382: 106 90 100 111 156 269 305:
Old : 382: 106 90 100 111 156 269 305:
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 : 16.8 13.1 27.1 19.7 16.7 10.5 26.0 15.7
Old : 16.8 13.1 27.1 19.7 16.7 10.5 26.0 15.7
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 with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,821: 4,199 3,374 984 2,927 3,773 8,109 8,131: 1,711 1,690
Old : 9,821: 4,199 3,374 984 2,927 3,773 8,109 8,131: 1,711 1,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 66: -26 -330 248 -63 297 159 215: -93 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 34.4 10.0 29.8 38.4 82.6 82.8: 17.4 17.2
Old : 100.0: 42.8 34.4 10.0 29.8 38.4 82.6 82.8: 17.4 17.2
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 : 79: 23 23 13 20 28 52 56:
Old : 79: 23 23 13 20 28 52 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 : 36.9 27.6 54.9 40.2 36.9 27.6 54.9 40.2
Old : 36.9 27.6 54.9 40.2 36.9 27.6 54.9 40.2
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 with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 27,360: 11,453 9,138 2,502 7,412 5,646 21,367 17,285: 5,994 10,075
Old : 27,360: 11,453 9,138 2,502 7,412 5,646 21,367 17,285: 5,994 10,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -133: 61 -495 -722 86 567 -574 -649: 441 516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 33.4 9.1 27.1 20.6 78.1 63.2: 21.9 36.8
Old : 100.0: 41.9 33.4 9.1 27.1 20.6 78.1 63.2: 21.9 36.8
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 : 113: 33 26 26 36 32 80 76:
Old : 113: 33 26 26 36 32 80 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 23.1 38.5 31.8 25.1 22.2 37.0 28.8
Old : 25.9 23.1 38.5 31.8 25.1 22.2 37.0 28.8
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 with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 20,378: 6,668 176 216 10,365 19,715 17,249 20,107: 3,129 271
Old : 20,378: 6,668 176 216 10,365 19,715 17,249 20,107: 3,129 271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -422: -549 -273 0 -103 354 -652 81: 230 -503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 0.9 1.1 50.9 96.7 84.6 98.7: 15.4 1.3
Old : 100.0: 32.7 0.9 1.1 50.9 96.7 84.6 98.7: 15.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 1 1 7 11 14 12:
Old : 20: 6 1 1 7 11 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 77.7 76.4 93.8 43.8 69.7 55.7 74.5
Old : 57.3 77.7 76.4 93.8 43.8 69.7 55.7 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 96,650: 29,734 7,587 5,123 21,380 62,621 56,237 75,330: 40,413 21,321
Old : 96,650: 29,734 7,587 5,123 21,380 62,621 56,237 75,330: 40,413 21,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -970: 1,821 4,063 -3,378 -1,610 -3,401 -3,166 -2,716: 2,196 1,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 7.8 5.3 22.1 64.8 58.2 77.9: 41.8 22.1
Old : 100.0: 30.8 7.8 5.3 22.1 64.8 58.2 77.9: 41.8 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 : 70: 26 12 12 22 21 55 38:
Old : 70: 26 12 12 22 21 55 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 44.9 30.8 57.2 21.5 44.2 30.7 55.9
Old : 21.5 44.9 30.8 57.2 21.5 44.2 30.7 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 56,119: 25,333 2,482 1,578 7,961 43,826 34,873 47,887: 21,246 8,232
Old : 56,119: 25,333 2,482 1,578 7,961 43,826 34,873 47,887: 21,246 8,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 5,970: 4,238 0 -474 -1,269 6,427 2,495 5,953: 3,475 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 4.4 2.8 14.2 78.1 62.1 85.3: 37.9 14.7
Old : 100.0: 45.1 4.4 2.8 14.2 78.1 62.1 85.3: 37.9 14.7
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 : 37: 14 7 6 6 15 23 25:
Old : 37: 14 7 6 6 15 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 64.0 48.5 72.0 36.4 63.7 47.8 71.7
Old : 37.0 64.0 48.5 72.0 36.4 63.7 47.8 71.7
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 with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 67,566: 49,221 8,771 70 14,096 56,212 63,387 65,053: 4,179 2,513
Old : 67,566: 49,221 8,771 70 14,096 56,212 63,387 65,053: 4,179 2,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -14,736: -17,607 1,870 6 2,406 -17,054 -15,195 -15,178: 459 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 13.0 0.1 20.9 83.2 93.8 96.3: 6.2 3.7
Old : 100.0: 72.8 13.0 0.1 20.9 83.2 93.8 96.3: 6.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 35 14 1 15 15 50 30:
Old : 74: 35 14 1 15 15 50 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 55.7 70.0 75.7 56.7 55.5 70.0 75.6
Old : 56.7 55.7 70.0 75.7 56.7 55.5 70.0 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 109,850: 29,853 44,823 1,697 54,367 39,882 85,917 86,402: 23,933 23,448
Old : 109,850: 29,853 44,823 1,697 54,367 39,882 85,917 86,402: 23,933 23,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 3,611: 4,000 1,386 -2,269 351 4,495 2,082 3,612: 1,529 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 40.8 1.5 49.5 36.3 78.2 78.7: 21.8 21.3
Old : 100.0: 27.2 40.8 1.5 49.5 36.3 78.2 78.7: 21.8 21.3
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 : 67: 20 19 7 19 17 42 40:
Old : 67: 20 19 7 19 17 42 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 : 33.1 49.1 46.9 59.2 33.1 48.0 46.9 58.0
Old : 33.1 49.1 46.9 59.2 33.1 48.0 46.9 58.0
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 with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 125,821: 42,402 20,276 4,511 53,346 80,020 100,258 104,806: 25,563 21,015
Old : 125,821: 42,402 20,276 4,511 53,346 80,020 100,258 104,806: 25,563 21,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 4,482: 2,654 1,237 -2,071 2,921 8,004 3,504 7,170: 978 -2,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 16.1 3.6 42.4 63.6 79.7 83.3: 20.3 16.7
Old : 100.0: 33.7 16.1 3.6 42.4 63.6 79.7 83.3: 20.3 16.7
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: 29 29 15 15 21 55 54:
Old : 85: 29 29 15 15 21 55 54:
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 : 40.2 49.4 51.1 61.7 35.2 49.3 46.1 58.2
Old : 40.2 49.4 51.1 61.7 35.2 49.3 46.1 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 191,606: 68,227 38,412 18,663 46,587 94,651 133,477 151,725: 58,129 39,880
Old : 191,606: 68,227 38,412 18,663 46,587 94,651 133,477 151,725: 58,129 39,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -4,539: 4,026 2,247 -6,917 -1,813 -2,100 -4,703 -6,770: 164 2,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 20.0 9.7 24.3 49.4 69.7 79.2: 30.3 20.8
Old : 100.0: 35.6 20.0 9.7 24.3 49.4 69.7 79.2: 30.3 20.8
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 : 135: 50 39 28 29 34 95 85:
Old : 135: 50 39 28 29 34 95 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 33.3 28.0 44.5 19.6 31.6 26.7 40.3
Old : 19.6 33.3 28.0 44.5 19.6 31.6 26.7 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 21,106: 14,709 3,454 0 3,476 16,196 18,185 19,650: 2,921 1,456
Old : 21,106: 14,709 3,454 0 3,476 16,196 18,185 19,650: 2,921 1,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -792: -1,093 968 0 268 -2,111 -825 -1,143: 33 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 16.4 0.0 16.5 76.7 86.2 93.1: 13.8 6.9
Old : 100.0: 69.7 16.4 0.0 16.5 76.7 86.2 93.1: 13.8 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 14 5 0 8 11 22 16:
Old : 36: 14 5 0 8 11 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 64.3 68.9 83.3 53.6 64.3 68.9 83.2
Old : 53.6 64.3 68.9 83.3 53.6 64.3 68.9 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :13,073,022: 1,382,233 399,203 4,502,851 6,201,127 7,228,203 12,086,211 12,130,258: 986,811 942,765
Old :13,073,022: 1,382,233 399,203 4,502,851 6,201,127 7,228,203 12,086,211 12,130,258: 986,811 942,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 94,301: 50,905 -49,221 -37,840 71,679 166,640 84,745 79,579: 9,557 14,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 3.1 34.4 47.4 55.3 92.5 92.8: 7.5 7.2
Old : 100.0: 10.6 3.1 34.4 47.4 55.3 92.5 92.8: 7.5 7.2
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 : 295: 77 66 118 144 145 283 272:
Old : 295: 77 66 118 144 145 283 272:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 21.8 30.2 35.9 15.0 15.3 20.1 18.6
Old : 19.1 21.8 30.2 35.9 15.0 15.3 20.1 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 497,341: 25,599 42,130 41,570 301,461 357,148 368,629 440,848: 128,711 56,493
Old : 497,341: 25,599 42,130 41,570 301,461 357,148 368,629 440,848: 128,711 56,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -5,177: 418 -1,629 1,281 -4,636 -2,498 -2,937 -2,847: -2,240 -2,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 8.5 8.4 60.6 71.8 74.1 88.6: 25.9 11.4
Old : 100.0: 5.1 8.5 8.4 60.6 71.8 74.1 88.6: 25.9 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 19 33 36 79 65 127 105:
Old : 151: 19 33 36 79 65 127 105:
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 : 16.6 26.9 24.0 40.1 14.5 26.0 21.3 38.0
Old : 16.6 26.9 24.0 40.1 14.5 26.0 21.3 38.0
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 with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,772,230: 467,963 332,238 128,472 1,990,171 1,918,721 2,586,607 2,379,431: 185,624 392,799
Old : 2,772,230: 467,963 332,238 128,472 1,990,171 1,918,721 2,586,607 2,379,431: 185,624 392,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 40,846: -15,943 64,496 -3,464 62,081 -52,709 42,674 8,323: -1,829 32,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 12.0 4.6 71.8 69.2 93.3 85.8: 6.7 14.2
Old : 100.0: 16.9 12.0 4.6 71.8 69.2 93.3 85.8: 6.7 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 456: 94 110 80 169 179 311 321:
Old : 456: 94 110 80 169 179 311 321:
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 : 14.6 19.3 24.8 26.2 13.3 15.3 22.7 21.7
Old : 14.6 19.3 24.8 26.2 13.3 15.3 22.7 21.7
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 with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 106,115: 15,567 11,402 353 78,730 90,999 94,650 102,754: 11,465 3,361
Old : 106,115: 15,567 11,402 353 78,730 90,999 94,650 102,754: 11,465 3,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -617: -1,880 325 353 1,159 -1,772 -368 -1,094: -249 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 10.7 0.3 74.2 85.8 89.2 96.8: 10.8 3.2
Old : 100.0: 14.7 10.7 0.3 74.2 85.8 89.2 96.8: 10.8 3.2
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 : 88: 11 10 1 47 33 58 44:
Old : 88: 11 10 1 47 33 58 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 53.6 47.3 69.2 23.3 47.7 34.9 59.6
Old : 32.6 53.6 47.3 69.2 23.3 47.7 34.9 59.6
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 with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 20,089: 6,724 270 0 10,430 17,745 17,154 18,015: 2,935 2,074
Old : 20,089: 6,724 270 0 10,430 17,745 17,154 18,015: 2,935 2,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 1,685: 1,118 0 0 1,610 4,905 2,728 4,905: -1,043 -3,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 1.3 0.0 51.9 88.3 85.4 89.7: 14.6 10.3
Old : 100.0: 33.5 1.3 0.0 51.9 88.3 85.4 89.7: 14.6 10.3
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 : 36: 6 1 0 15 20 21 21:
Old : 36: 6 1 0 15 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 47.8 67.6 69.8 46.0 37.2 59.4 59.2
Old : 47.7 47.8 67.6 69.8 46.0 37.2 59.4 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 312,511: 85,185 77,096 9,070 195,916 207,363 290,171 293,529: 22,340 18,983
Old : 312,511: 85,185 77,096 9,070 195,916 207,363 290,171 293,529: 22,340 18,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -12,889: -9,816 -17,125 -14 11,819 -3,212 1,989 -20,351: -14,878 7,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 24.7 2.9 62.7 66.4 92.9 93.9: 7.1 6.1
Old : 100.0: 27.3 24.7 2.9 62.7 66.4 92.9 93.9: 7.1 6.1
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 : 233: 62 47 25 65 81 138 143:
Old : 233: 62 47 25 65 81 138 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 28.6 43.8 38.9 30.6 27.5 42.3 36.8
Old : 31.2 28.6 43.8 38.9 30.6 27.5 42.3 36.8
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 with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 117,113: 54,383 6,869 2,644 26,951 94,925 83,978 104,439: 33,135 12,674
Old : 117,113: 54,383 6,869 2,644 26,951 94,925 83,978 104,439: 33,135 12,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -4,175: -1,369 1,381 -740 -2,477 -4,210 -4,586 -3,570: 411 -606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 5.9 2.3 23.0 81.1 71.7 89.2: 28.3 10.8
Old : 100.0: 46.4 5.9 2.3 23.0 81.1 71.7 89.2: 28.3 10.8
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 : 55: 26 10 9 11 14 42 28:
Old : 55: 26 10 9 11 14 42 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 : 34.4 62.5 48.4 79.9 34.4 62.0 46.5 76.1
Old : 34.4 62.5 48.4 79.9 34.4 62.0 46.5 76.1
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 with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 31,020: 9,727 3,786 0 15,787 16,966 25,514 20,752: 5,506 10,268
Old : 31,020: 9,727 3,786 0 15,787 16,966 25,514 20,752: 5,506 10,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 816: 651 39 0 974 359 1,625 398: -809 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 12.2 0.0 50.9 54.7 82.2 66.9: 17.8 33.1
Old : 100.0: 31.4 12.2 0.0 50.9 54.7 82.2 66.9: 17.8 33.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 14 8 0 21 16 35 24:
Old : 54: 14 8 0 21 16 35 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 : 25.0 42.8 42.3 51.4 25.0 38.4 40.7 47.0
Old : 25.0 42.8 42.3 51.4 25.0 38.4 40.7 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 46,821: 8,765 12,749 2,275 28,358 21,447 39,398 36,471: 7,423 10,350
Old : 46,821: 8,765 12,749 2,275 28,358 21,447 39,398 36,471: 7,423 10,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 4,661: 1,030 593 232 3,980 -772 5,242 53: -581 4,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 27.2 4.9 60.6 45.8 84.1 77.9: 15.9 22.1
Old : 100.0: 18.7 27.2 4.9 60.6 45.8 84.1 77.9: 15.9 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 6 15 1 21 23 28 38:
Old : 60: 6 15 1 21 23 28 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 35.2 60.4 49.7 39.4 30.3 55.1 44.0
Old : 42.6 35.2 60.4 49.7 39.4 30.3 55.1 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 25,001: 5,559 222 123 15,972 23,289 21,654 23,634: 3,347 1,367
Old : 25,001: 5,559 222 123 15,972 23,289 21,654 23,634: 3,347 1,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -490: -77 -57 18 -652 -446 -711 -485: 221 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 0.9 0.5 63.9 93.2 86.6 94.5: 13.4 5.5
Old : 100.0: 22.2 0.9 0.5 63.9 93.2 86.6 94.5: 13.4 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 1 2 16 15 26 18:
Old : 39: 10 1 2 16 15 26 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 65.0 65.6 82.9 42.7 65.0 61.0 82.0
Old : 47.3 65.0 65.6 82.9 42.7 65.0 61.0 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 17,752: 2,306 480 0 9,850 15,871 12,156 16,351: 5,596 1,401
Old : 17,752: 2,306 480 0 9,850 15,871 12,156 16,351: 5,596 1,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 490: 535 0 0 157 263 692 263: -202 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 2.7 0.0 55.5 89.4 68.5 92.1: 31.5 7.9
Old : 100.0: 13.0 2.7 0.0 55.5 89.4 68.5 92.1: 31.5 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 1 0 9 8 15 9:
Old : 22: 6 1 0 9 8 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 84.2 58.4 91.6 47.6 84.2 57.9 91.2
Old : 48.1 84.2 58.4 91.6 47.6 84.2 57.9 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 20,035: 5,862 493 0 12,340 18,917 18,202 19,410: 1,833 625
Old : 20,035: 5,862 493 0 12,340 18,917 18,202 19,410: 1,833 625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -10: -342 -173 0 164 -200 -178 -373: 168 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 2.5 0.0 61.6 94.4 90.9 96.9: 9.1 3.1
Old : 100.0: 29.3 2.5 0.0 61.6 94.4 90.9 96.9: 9.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 15 3 0 9 2 24 5:
Old : 28: 15 3 0 9 2 24 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 96.3 68.5 96.9 55.1 96.3 68.5 96.9
Old : 55.1 96.3 68.5 96.9 55.1 96.3 68.5 96.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2009