MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 35,997: 1,666 4,170 7,238 19,837 17,411 28,741 28,819: 7,256 7,178
Old : 35,997: 1,666 4,170 7,238 19,837 17,411 28,741 28,819: 7,256 7,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 1,518: 212 653 434 704 34 1,349 1,121: 169 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 11.6 20.1 55.1 48.4 79.8 80.1: 20.2 19.9
Old : 100.0: 4.6 11.6 20.1 55.1 48.4 79.8 80.1: 20.2 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 : 75: 13 21 20 35 26 60 56:
Old : 75: 13 21 20 35 26 60 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 : 25.2 34.2 36.7 48.8 23.7 31.9 34.1 44.1
Old : 25.2 34.2 36.7 48.8 23.7 31.9 34.1 44.1
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 198,031: 45,294 26,088 49,624 76,763 86,281 171,681 161,993: 26,350 36,038
Old : 196,504: 45,289 26,104 49,548 75,549 84,975 170,386 160,627: 26,118 35,877
Other: 1,527: 81 60 0 1,214 1,306 1,295 1,366: 232 161
: : :
: : Changes in Commitments from: November 9, 2009 :
: 6,619: -1,278 -1,989 -1,968 3,485 5,404 238 1,447: 6,381 5,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 13.2 25.1 38.8 43.6 86.7 81.8: 13.3 18.2
Old : 100.0: 23.0 13.3 25.2 38.4 43.2 86.7 81.7: 13.3 18.3
Other: 100.0: 5.3 3.9 0.0 79.5 85.5 84.8 89.5: 15.2 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 72 61 78 51 63 175 165:
Old : 221: 73 60 78 51 63 175 165:
Other: 23: 3 1 0 4 15 7 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 21.5 30.4 32.3 18.4 20.0 30.2 29.7
Old : 18.4 21.7 30.0 32.0 18.2 20.0 29.8 29.4
Other: 84.0 72.0 84.8 82.1 84.0 72.0 84.8 82.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 337,426: 93,137 53,154 69,378 136,638 144,865 299,153 267,397: 38,274 70,030
Old : 337,426: 93,137 53,154 69,378 136,638 144,865 299,153 267,397: 38,274 70,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 6,976: 7,845 14,597 -13,814 1,019 -5,619 -4,950 -4,837: 11,926 11,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 15.8 20.6 40.5 42.9 88.7 79.2: 11.3 20.8
Old : 100.0: 27.6 15.8 20.6 40.5 42.9 88.7 79.2: 11.3 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 : 386: 121 94 98 102 145 262 305:
Old : 386: 121 94 98 102 145 262 305:
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 : 16.5 12.8 26.6 19.7 16.5 10.0 25.7 15.0
Old : 16.5 12.8 26.6 19.7 16.5 10.0 25.7 15.0
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 11,110: 4,562 2,406 1,733 2,852 4,956 9,147 9,095: 1,963 2,015
Old : 11,110: 4,562 2,406 1,733 2,852 4,956 9,147 9,095: 1,963 2,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 1,290: 363 -968 749 -75 1,183 1,038 965: 252 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 21.7 15.6 25.7 44.6 82.3 81.9: 17.7 18.1
Old : 100.0: 41.1 21.7 15.6 25.7 44.6 82.3 81.9: 17.7 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 28 24 13 16 35 54 63:
Old : 92: 28 24 13 16 35 54 63:
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 23.7 50.9 35.8 32.6 20.7 49.1 32.2
Old : 32.6 23.7 50.9 35.8 32.6 20.7 49.1 32.2
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 28,293: 12,093 11,119 1,999 6,988 4,883 21,080 18,001: 7,213 10,292
Old : 28,293: 12,093 11,119 1,999 6,988 4,883 21,080 18,001: 7,213 10,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 932: 640 1,981 -503 -424 -763 -287 716: 1,219 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 39.3 7.1 24.7 17.3 74.5 63.6: 25.5 36.4
Old : 100.0: 42.7 39.3 7.1 24.7 17.3 74.5 63.6: 25.5 36.4
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 : 113: 28 38 21 31 30 71 78:
Old : 113: 28 38 21 31 30 71 78:
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 : 24.8 24.2 38.0 32.2 24.8 22.5 36.8 29.0
Old : 24.8 24.2 38.0 32.2 24.8 22.5 36.8 29.0
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 19,798: 6,654 119 224 9,506 19,227 16,384 19,570: 3,414 228
Old : 19,798: 6,654 119 224 9,506 19,227 16,384 19,570: 3,414 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: -580: -14 -57 8 -859 -488 -865 -537: 285 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 0.6 1.1 48.0 97.1 82.8 98.8: 17.2 1.2
Old : 100.0: 33.6 0.6 1.1 48.0 97.1 82.8 98.8: 17.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 1 1 7 12 14 13:
Old : 21: 6 1 1 7 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 76.7 74.2 92.9 39.6 68.2 52.8 73.3
Old : 53.5 76.7 74.2 92.9 39.6 68.2 52.8 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 105,649: 34,986 11,132 5,801 23,959 66,939 64,746 83,871: 40,903 21,778
Old : 105,649: 34,986 11,132 5,801 23,959 66,939 64,746 83,871: 40,903 21,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 8,999: 5,252 3,545 678 2,578 4,318 8,508 8,541: 490 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 10.5 5.5 22.7 63.4 61.3 79.4: 38.7 20.6
Old : 100.0: 33.1 10.5 5.5 22.7 63.4 61.3 79.4: 38.7 20.6
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 : 75: 28 14 14 22 21 58 41:
Old : 75: 28 14 14 22 21 58 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 43.5 31.4 56.7 20.5 43.2 31.3 55.0
Old : 20.5 43.5 31.4 56.7 20.5 43.2 31.3 55.0
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 56,534: 24,880 3,039 1,497 10,604 42,277 36,980 46,813: 19,554 9,721
Old : 56,534: 24,880 3,039 1,497 10,604 42,277 36,980 46,813: 19,554 9,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 415: -453 557 -81 2,642 -1,549 2,107 -1,073: -1,692 1,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 5.4 2.6 18.8 74.8 65.4 82.8: 34.6 17.2
Old : 100.0: 44.0 5.4 2.6 18.8 74.8 65.4 82.8: 34.6 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 : 38: 16 6 4 7 14 24 23:
Old : 38: 16 6 4 7 14 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 60.3 46.0 70.0 31.9 60.0 45.4 69.7
Old : 32.5 60.3 46.0 70.0 31.9 60.0 45.4 69.7
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 83,183: 65,121 9,804 428 12,943 71,172 78,492 81,404: 4,691 1,779
Old : 83,183: 65,121 9,804 428 12,943 71,172 78,492 81,404: 4,691 1,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 15,617: 15,900 1,033 358 -1,153 14,960 15,105 16,351: 512 -734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 11.8 0.5 15.6 85.6 94.4 97.9: 5.6 2.1
Old : 100.0: 78.3 11.8 0.5 15.6 85.6 94.4 97.9: 5.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 37 19 5 15 17 54 40:
Old : 84: 37 19 5 15 17 54 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 53.2 74.5 78.2 62.0 53.0 74.5 78.0
Old : 62.0 53.2 74.5 78.2 62.0 53.0 74.5 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 103,462: 30,531 36,258 2,525 44,225 41,417 77,281 80,199: 26,181 23,263
Old : 103,462: 30,531 36,258 2,525 44,225 41,417 77,281 80,199: 26,181 23,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: -6,388: 678 -8,566 828 -10,142 1,534 -8,636 -6,203: 2,248 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 35.0 2.4 42.7 40.0 74.7 77.5: 25.3 22.5
Old : 100.0: 29.5 35.0 2.4 42.7 40.0 74.7 77.5: 25.3 22.5
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 : 70: 22 18 8 21 18 46 41:
Old : 70: 22 18 8 21 18 46 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 46.4 40.9 55.2 26.7 45.1 40.7 53.9
Old : 26.7 46.4 40.9 55.2 26.7 45.1 40.7 53.9
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 136,697: 49,319 13,467 6,462 49,324 94,088 105,105 114,017: 31,592 22,680
Old : 136,697: 49,319 13,467 6,462 49,324 94,088 105,105 114,017: 31,592 22,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 10,876: 6,918 -6,808 1,951 -4,022 14,068 4,847 9,211: 6,029 1,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 9.9 4.7 36.1 68.8 76.9 83.4: 23.1 16.6
Old : 100.0: 36.1 9.9 4.7 36.1 68.8 76.9 83.4: 23.1 16.6
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 : 88: 34 24 18 17 22 59 56:
Old : 88: 34 24 18 17 22 59 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 : 34.3 51.2 45.7 62.4 28.8 51.1 40.2 58.2
Old : 34.3 51.2 45.7 62.4 28.8 51.1 40.2 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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 201,235: 64,853 48,830 19,053 56,326 92,146 140,231 160,029: 61,004 41,206
Old : 201,235: 64,853 48,830 19,053 56,326 92,146 140,231 160,029: 61,004 41,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 9,630: -3,374 10,419 390 9,739 -2,505 6,755 8,304: 2,875 1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 24.3 9.5 28.0 45.8 69.7 79.5: 30.3 20.5
Old : 100.0: 32.2 24.3 9.5 28.0 45.8 69.7 79.5: 30.3 20.5
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 : 147: 52 44 33 33 35 102 95:
Old : 147: 52 44 33 33 35 102 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 30.6 28.2 40.3 18.9 29.1 26.2 37.3
Old : 20.4 30.6 28.2 40.3 18.9 29.1 26.2 37.3
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 21,639: 15,676 3,002 0 2,819 17,426 18,495 20,428: 3,144 1,211
Old : 21,639: 15,676 3,002 0 2,819 17,426 18,495 20,428: 3,144 1,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 533: 967 -452 0 -657 1,230 310 778: 223 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 13.9 0.0 13.0 80.5 85.5 94.4: 14.5 5.6
Old : 100.0: 72.4 13.9 0.0 13.0 80.5 85.5 94.4: 14.5 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 15 5 0 7 12 22 17:
Old : 37: 15 5 0 7 12 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 64.3 70.7 82.1 56.9 64.3 70.7 82.0
Old : 56.9 64.3 70.7 82.1 56.9 64.3 70.7 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :13,435,954: 1,489,111 370,099 4,690,454 6,261,209 7,366,293 12,440,775 12,426,847: 995,179 1,009,107
Old :13,435,954: 1,489,111 370,099 4,690,454 6,261,209 7,366,293 12,440,775 12,426,847: 995,179 1,009,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 362,932: 106,879 -29,104 187,604 60,081 138,090 354,564 296,589: 8,368 66,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 2.8 34.9 46.6 54.8 92.6 92.5: 7.4 7.5
Old : 100.0: 11.1 2.8 34.9 46.6 54.8 92.6 92.5: 7.4 7.5
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 : 289: 76 61 109 144 146 277 263:
Old : 289: 76 61 109 144 146 277 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 22.2 31.3 36.3 15.5 15.8 20.4 18.6
Old : 20.2 22.2 31.3 36.3 15.5 15.8 20.4 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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 516,979: 28,785 40,307 47,102 311,970 364,832 387,858 452,242: 129,121 64,738
Old : 516,979: 28,785 40,307 47,102 311,970 364,832 387,858 452,242: 129,121 64,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 19,639: 3,187 -1,823 5,532 10,510 7,684 19,229 11,394: 410 8,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 7.8 9.1 60.3 70.6 75.0 87.5: 25.0 12.5
Old : 100.0: 5.6 7.8 9.1 60.3 70.6 75.0 87.5: 25.0 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 : 156: 22 33 39 82 65 134 107:
Old : 156: 22 33 39 82 65 134 107:
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 : 16.0 26.0 23.4 39.5 14.0 25.0 20.5 37.6
Old : 16.0 26.0 23.4 39.5 14.0 25.0 20.5 37.6
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,842,175: 450,961 283,260 149,688 2,009,083 2,016,527 2,609,731 2,449,475: 232,444 392,700
Old : 2,842,175: 450,961 283,260 149,688 2,009,083 2,016,527 2,609,731 2,449,475: 232,444 392,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 69,945: -17,002 -48,977 21,216 18,911 97,805 23,125 70,044: 46,820 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 10.0 5.3 70.7 71.0 91.8 86.2: 8.2 13.8
Old : 100.0: 15.9 10.0 5.3 70.7 71.0 91.8 86.2: 8.2 13.8
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 : 457: 100 107 80 175 173 321 314:
Old : 457: 100 107 80 175 173 321 314:
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 : 14.4 21.9 24.3 28.3 12.2 17.7 20.9 23.2
Old : 14.4 21.9 24.3 28.3 12.2 17.7 20.9 23.2
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 111,048: 18,494 12,241 722 77,919 95,327 97,135 108,290: 13,913 2,759
Old : 111,048: 18,494 12,241 722 77,919 95,327 97,135 108,290: 13,913 2,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 4,933: 2,927 839 369 -811 4,328 2,485 5,536: 2,448 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 11.0 0.7 70.2 85.8 87.5 97.5: 12.5 2.5
Old : 100.0: 16.7 11.0 0.7 70.2 85.8 87.5 97.5: 12.5 2.5
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 : 91: 13 10 2 49 33 62 45:
Old : 91: 13 10 2 49 33 62 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 52.7 45.7 70.9 22.8 46.7 34.1 61.4
Old : 31.4 52.7 45.7 70.9 22.8 46.7 34.1 61.4
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 21,530: 9,766 270 0 7,795 19,072 17,561 19,342: 3,969 2,188
Old : 21,530: 9,766 270 0 7,795 19,072 17,561 19,342: 3,969 2,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 1,441: 3,042 0 0 -2,635 1,327 407 1,327: 1,034 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 1.3 0.0 36.2 88.6 81.6 89.8: 18.4 10.2
Old : 100.0: 45.4 1.3 0.0 36.2 88.6 81.6 89.8: 18.4 10.2
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 : 35: 6 1 0 14 20 20 21:
Old : 35: 6 1 0 14 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 45.9 66.4 69.1 49.6 38.9 61.6 62.1
Old : 49.6 45.9 66.4 69.1 49.6 38.9 61.6 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 342,304: 101,975 79,084 7,619 206,279 234,926 315,873 321,630: 26,431 20,674
Old : 342,304: 101,975 79,084 7,619 206,279 234,926 315,873 321,630: 26,431 20,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 29,793: 16,790 1,988 -1,451 10,363 27,564 25,702 28,101: 4,091 1,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 23.1 2.2 60.3 68.6 92.3 94.0: 7.7 6.0
Old : 100.0: 29.8 23.1 2.2 60.3 68.6 92.3 94.0: 7.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 69 41 17 60 81 135 133:
Old : 229: 69 41 17 60 81 135 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 29.2 42.0 44.2 28.9 27.9 41.1 42.8
Old : 29.4 29.2 42.0 44.2 28.9 27.9 41.1 42.8
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 130,062: 60,635 13,663 2,720 30,723 101,573 94,077 117,956: 35,985 12,107
Old : 130,062: 60,635 13,663 2,720 30,723 101,573 94,077 117,956: 35,985 12,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 12,949: 6,252 6,794 75 3,772 6,648 10,099 13,517: 2,850 -568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 10.5 2.1 23.6 78.1 72.3 90.7: 27.7 9.3
Old : 100.0: 46.6 10.5 2.1 23.6 78.1 72.3 90.7: 27.7 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 : 62: 31 10 10 14 15 51 29:
Old : 62: 31 10 10 14 15 51 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 : 31.4 59.1 44.5 76.2 31.4 58.7 42.7 72.8
Old : 31.4 59.1 44.5 76.2 31.4 58.7 42.7 72.8
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 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 33,299: 8,372 5,198 0 19,509 17,280 27,881 22,478: 5,418 10,821
Old : 33,299: 8,372 5,198 0 19,509 17,280 27,881 22,478: 5,418 10,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 2,280: -1,355 1,413 0 3,723 314 2,368 1,727: -88 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 15.6 0.0 58.6 51.9 83.7 67.5: 16.3 32.5
Old : 100.0: 25.1 15.6 0.0 58.6 51.9 83.7 67.5: 16.3 32.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 15 11 0 21 16 36 27:
Old : 58: 15 11 0 21 16 36 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 40.8 40.2 48.8 23.2 36.6 38.6 44.5
Old : 23.8 40.8 40.2 48.8 23.2 36.6 38.6 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 51,925: 8,228 12,681 1,642 34,916 21,647 44,786 35,970: 7,139 15,955
Old : 51,925: 8,228 12,681 1,642 34,916 21,647 44,786 35,970: 7,139 15,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 5,104: -537 -68 -633 6,558 200 5,388 -501: -284 5,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 24.4 3.2 67.2 41.7 86.3 69.3: 13.7 30.7
Old : 100.0: 15.8 24.4 3.2 67.2 41.7 86.3 69.3: 13.7 30.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 7 11 2 22 25 31 36:
Old : 60: 7 11 2 22 25 31 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 31.4 61.5 44.0 43.2 28.4 57.5 39.7
Old : 46.4 31.4 61.5 44.0 43.2 28.4 57.5 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 24,880: 5,146 0 79 16,639 22,991 21,864 23,070: 3,016 1,810
Old : 24,880: 5,146 0 79 16,639 22,991 21,864 23,070: 3,016 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: -121: -413 -222 -44 667 -298 210 -564: -331 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 0.0 0.3 66.9 92.4 87.9 92.7: 12.1 7.3
Old : 100.0: 20.7 0.0 0.3 66.9 92.4 87.9 92.7: 12.1 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 11 0 2 14 15 25 17:
Old : 37: 11 0 2 14 15 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 64.7 67.4 82.5 46.4 64.7 63.0 81.4
Old : 50.9 64.7 67.4 82.5 46.4 64.7 63.0 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 18,967: 3,099 1,124 0 10,001 16,923 13,100 18,047: 5,867 920
Old : 18,967: 3,099 1,124 0 10,001 16,923 13,100 18,047: 5,867 920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 1,215: 793 644 0 151 1,052 944 1,696: 271 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 5.9 0.0 52.7 89.2 69.1 95.1: 30.9 4.9
Old : 100.0: 16.3 5.9 0.0 52.7 89.2 69.1 95.1: 30.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 2 0 9 9 16 11:
Old : 25: 7 2 0 9 9 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 84.6 58.1 92.2 48.7 84.6 57.4 92.0
Old : 49.3 84.6 58.1 92.2 48.7 84.6 57.4 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 19,062: 5,579 282 0 11,725 18,339 17,304 18,621: 1,758 441
Old : 19,062: 5,579 282 0 11,725 18,339 17,304 18,621: 1,758 441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: -973: -283 -211 0 -615 -578 -898 -789: -75 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 1.5 0.0 61.5 96.2 90.8 97.7: 9.2 2.3
Old : 100.0: 29.3 1.5 0.0 61.5 96.2 90.8 97.7: 9.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 2 0 7 2 20 4:
Old : 24: 13 2 0 7 2 20 4:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 97.7 72.5 97.7 59.2 97.7 72.5 97.7
Old : 59.2 97.7 72.5 97.7 59.2 97.7 72.5 97.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2009