BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 2,835: 42 245 8 2,235 2,329 2,285 2,582: 550 253
Old : 2,835: 42 245 8 2,235 2,329 2,285 2,582: 550 253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 8.6 0.3 78.8 82.1 80.6 91.1: 19.4 8.9
Old : 100.0: 1.5 8.6 0.3 78.8 82.1 80.6 91.1: 19.4 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 1 12 9 14 12:
Old : 20: 1 3 1 12 9 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 66.8 74.7 86.3 59.3 66.8 73.5 83.6
Old : 59.3 66.8 74.7 86.3 59.3 66.8 73.5 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 37,505: 1,728 4,391 7,551 20,895 18,201 30,174 30,142: 7,331 7,363
Old : 37,505: 1,728 4,391 7,551 20,895 18,201 30,174 30,142: 7,331 7,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 1,509: 62 221 313 1,059 790 1,434 1,323: 75 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 11.7 20.1 55.7 48.5 80.5 80.4: 19.5 19.6
Old : 100.0: 4.6 11.7 20.1 55.7 48.5 80.5 80.4: 19.5 19.6
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 : 76: 15 19 19 36 27 60 57:
Old : 76: 15 19 19 36 27 60 57:
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 : 25.4 34.2 37.5 49.1 24.1 32.0 34.8 44.2
Old : 25.4 34.2 37.5 49.1 24.1 32.0 34.8 44.2
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 198,834: 47,819 22,621 50,171 78,468 95,311 176,458 168,104: 22,376 30,730
Old : 196,978: 47,799 22,954 49,838 77,213 93,617 174,850 166,410: 22,128 30,568
Other: 1,856: 353 0 0 1,255 1,694 1,608 1,694: 248 162
: : :
: : Changes in Commitments from: November 17, 2009 :
: 803: 2,524 -3,467 547 1,705 9,031 4,777 6,111: -3,974 -5,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 11.4 25.2 39.5 47.9 88.7 84.5: 11.3 15.5
Old : 100.0: 24.3 11.7 25.3 39.2 47.5 88.8 84.5: 11.2 15.5
Other: 100.0: 19.0 0.0 0.0 67.6 91.3 86.6 91.3: 13.4 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 83 48 78 51 60 180 158:
Old : 220: 83 48 78 51 60 180 158:
Other: 25: 6 0 0 4 15 10 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 25.0 30.2 36.5 18.1 23.5 29.9 33.6
Old : 18.5 25.1 29.9 36.2 18.2 23.7 29.6 33.2
Other: 82.9 77.3 86.5 86.5 82.9 77.3 86.5 86.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 331,100: 96,270 57,273 66,586 139,992 147,796 302,848 271,654: 28,252 59,446
Old : 331,100: 96,270 57,273 66,586 139,992 147,796 302,848 271,654: 28,252 59,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -6,326: 3,133 4,119 -2,792 3,354 2,931 3,695 4,257: -10,021 -10,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 17.3 20.1 42.3 44.6 91.5 82.0: 8.5 18.0
Old : 100.0: 29.1 17.3 20.1 42.3 44.6 91.5 82.0: 8.5 18.0
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 : 390: 115 95 96 108 156 266 311:
Old : 390: 115 95 96 108 156 266 311:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 13.2 27.1 20.6 16.9 10.2 26.4 15.2
Old : 16.9 13.2 27.1 20.6 16.9 10.2 26.4 15.2
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 11,709: 4,790 2,175 2,059 3,043 5,720 9,892 9,955: 1,816 1,754
Old : 11,709: 4,790 2,175 2,059 3,043 5,720 9,892 9,955: 1,816 1,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 598: 227 -231 327 191 764 745 859: -147 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 18.6 17.6 26.0 48.9 84.5 85.0: 15.5 15.0
Old : 100.0: 40.9 18.6 17.6 26.0 48.9 84.5 85.0: 15.5 15.0
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 : 94: 30 22 14 15 35 55 62:
Old : 94: 30 22 14 15 35 55 62:
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 25.7 50.4 38.7 31.2 23.3 48.5 35.5
Old : 31.2 25.7 50.4 38.7 31.2 23.3 48.5 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 27,921: 12,121 11,610 1,811 7,607 5,230 21,539 18,652: 6,382 9,270
Old : 27,921: 12,121 11,610 1,811 7,607 5,230 21,539 18,652: 6,382 9,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -371: 28 492 -188 619 347 459 651: -831 -1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 41.6 6.5 27.2 18.7 77.1 66.8: 22.9 33.2
Old : 100.0: 43.4 41.6 6.5 27.2 18.7 77.1 66.8: 22.9 33.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 32 35 23 35 28 79 75:
Old : 115: 32 35 23 35 28 79 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 25.2 37.9 33.5 24.3 22.8 36.5 30.1
Old : 24.3 25.2 37.9 33.5 24.3 22.8 36.5 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 19,856: 5,769 124 216 9,923 19,487 15,908 19,827: 3,948 29
Old : 19,856: 5,769 124 216 9,923 19,487 15,908 19,827: 3,948 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 58: -885 5 -8 417 260 -476 257: 534 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 0.6 1.1 50.0 98.1 80.1 99.9: 19.9 0.1
Old : 100.0: 29.1 0.6 1.1 50.0 98.1 80.1 99.9: 19.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 1 1 8 12 15 13:
Old : 21: 6 1 1 8 12 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 76.8 70.6 91.4 38.4 64.9 48.7 70.2
Old : 51.6 76.8 70.6 91.4 38.4 64.9 48.7 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 101,291: 29,760 4,686 6,733 24,172 68,517 60,664 79,935: 40,627 21,356
Old : 101,291: 29,760 4,686 6,733 24,172 68,517 60,664 79,935: 40,627 21,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -4,358: -5,226 -6,445 932 213 1,578 -4,081 -3,936: -276 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 4.6 6.6 23.9 67.6 59.9 78.9: 40.1 21.1
Old : 100.0: 29.4 4.6 6.6 23.9 67.6 59.9 78.9: 40.1 21.1
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 : 72: 28 12 15 22 20 57 40:
Old : 72: 28 12 15 22 20 57 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 : 18.4 43.6 29.2 55.9 18.4 43.0 28.9 53.8
Old : 18.4 43.6 29.2 55.9 18.4 43.0 28.9 53.8
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 56,988: 25,841 3,926 1,707 9,721 42,135 37,269 47,769: 19,719 9,220
Old : 56,988: 25,841 3,926 1,707 9,721 42,135 37,269 47,769: 19,719 9,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 454: 961 886 210 -883 -142 289 955: 165 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 6.9 3.0 17.1 73.9 65.4 83.8: 34.6 16.2
Old : 100.0: 45.3 6.9 3.0 17.1 73.9 65.4 83.8: 34.6 16.2
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 : 36: 15 6 5 7 14 24 23:
Old : 36: 15 6 5 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 : 38.1 59.3 49.9 68.8 35.9 58.9 47.7 68.5
Old : 38.1 59.3 49.9 68.8 35.9 58.9 47.7 68.5
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 116,678: 98,074 8,797 523 12,831 105,512 111,428 114,832: 5,250 1,846
Old : 116,678: 98,074 8,797 523 12,831 105,512 111,428 114,832: 5,250 1,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 33,494: 32,953 -1,006 94 -112 34,340 32,935 33,428: 559 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 7.5 0.4 11.0 90.4 95.5 98.4: 4.5 1.6
Old : 100.0: 84.1 7.5 0.4 11.0 90.4 95.5 98.4: 4.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 38 19 4 15 19 55 41:
Old : 86: 38 19 4 15 19 55 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 48.0 78.7 78.4 66.0 47.9 78.7 78.1
Old : 66.0 48.0 78.7 78.4 66.0 47.9 78.7 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 95,642: 23,547 34,160 2,960 45,344 38,178 71,852 75,297: 23,790 20,344
Old : 95,642: 23,547 34,160 2,960 45,344 38,178 71,852 75,297: 23,790 20,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -7,820: -6,983 -2,098 435 1,119 -3,239 -5,429 -4,902: -2,391 -2,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 35.7 3.1 47.4 39.9 75.1 78.7: 24.9 21.3
Old : 100.0: 24.6 35.7 3.1 47.4 39.9 75.1 78.7: 24.9 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 : 66: 23 17 9 18 18 45 40:
Old : 66: 23 17 9 18 18 45 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 : 30.3 48.9 42.8 56.6 30.3 47.0 42.5 54.7
Old : 30.3 48.9 42.8 56.6 30.3 47.0 42.5 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 142,781: 65,124 13,291 7,256 39,880 98,310 112,260 118,857: 30,521 23,923
Old : 142,781: 65,124 13,291 7,256 39,880 98,310 112,260 118,857: 30,521 23,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 6,084: 15,804 -176 795 -9,444 4,222 7,155 4,840: -1,071 1,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 9.3 5.1 27.9 68.9 78.6 83.2: 21.4 16.8
Old : 100.0: 45.6 9.3 5.1 27.9 68.9 78.6 83.2: 21.4 16.8
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 : 92: 37 26 16 19 22 67 53:
Old : 92: 37 26 16 19 22 67 53:
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 : 29.8 51.7 42.4 62.9 28.3 51.3 39.8 58.9
Old : 29.8 51.7 42.4 62.9 28.3 51.3 39.8 58.9
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 205,199: 71,042 48,014 21,604 57,709 98,089 150,356 167,708: 54,843 37,491
Old : 205,199: 71,042 48,014 21,604 57,709 98,089 150,356 167,708: 54,843 37,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 3,963: 6,189 -816 2,551 1,384 5,944 10,125 7,679: -6,161 -3,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 23.4 10.5 28.1 47.8 73.3 81.7: 26.7 18.3
Old : 100.0: 34.6 23.4 10.5 28.1 47.8 73.3 81.7: 26.7 18.3
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 : 147: 57 41 38 31 33 105 95:
Old : 147: 57 41 38 31 33 105 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 : 18.4 34.0 28.0 44.2 16.9 32.2 25.7 41.0
Old : 18.4 34.0 28.0 44.2 16.9 32.2 25.7 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 21,639: 15,130 3,546 0 3,604 16,942 18,734 20,488: 2,905 1,151
Old : 21,639: 15,130 3,546 0 3,604 16,942 18,734 20,488: 2,905 1,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 0: -546 544 0 785 -484 239 60: -239 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 16.4 0.0 16.7 78.3 86.6 94.7: 13.4 5.3
Old : 100.0: 69.9 16.4 0.0 16.7 78.3 86.6 94.7: 13.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 6 0 8 12 21 18:
Old : 37: 13 6 0 8 12 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 65.5 73.4 83.0 56.6 65.5 73.3 82.9
Old : 56.6 65.5 73.4 83.0 56.6 65.5 73.3 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :13,772,268: 1,459,733 404,128 4,899,326 6,406,870 7,464,629 12,765,928 12,768,084: 1,006,339 1,004,184
Old :13,772,268: 1,459,733 404,128 4,899,326 6,406,870 7,464,629 12,765,928 12,768,084: 1,006,339 1,004,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 336,314: -29,379 34,029 208,872 145,661 98,336 325,154 341,237: 11,160 -4,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 2.9 35.6 46.5 54.2 92.7 92.7: 7.3 7.3
Old : 100.0: 10.6 2.9 35.6 46.5 54.2 92.7 92.7: 7.3 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 : 292: 76 63 113 144 144 280 265:
Old : 292: 76 63 113 144 144 280 265:
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 22.6 31.5 36.8 15.4 15.8 20.1 18.9
Old : 20.4 22.6 31.5 36.8 15.4 15.8 20.1 18.9
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 502,824: 27,126 41,267 34,537 311,973 369,854 373,636 445,658: 129,188 57,166
Old : 502,824: 27,126 41,267 34,537 311,973 369,854 373,636 445,658: 129,188 57,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -14,155: -1,660 960 -12,565 3 5,022 -14,222 -6,583: 67 -7,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 8.2 6.9 62.0 73.6 74.3 88.6: 25.7 11.4
Old : 100.0: 5.4 8.2 6.9 62.0 73.6 74.3 88.6: 25.7 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 : 159: 20 35 38 84 64 134 107:
Old : 159: 20 35 38 84 64 134 107:
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 : 16.6 27.6 25.3 42.3 14.4 26.6 21.6 40.4
Old : 16.6 27.6 25.3 42.3 14.4 26.6 21.6 40.4
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,800,171: 464,913 278,283 118,687 2,035,522 2,004,095 2,619,123 2,401,064: 181,048 399,107
Old : 2,800,171: 464,913 278,283 118,687 2,035,522 2,004,095 2,619,123 2,401,064: 181,048 399,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -42,004: 13,953 -4,978 -31,001 26,439 -12,432 9,391 -48,410: -51,396 6,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 9.9 4.2 72.7 71.6 93.5 85.7: 6.5 14.3
Old : 100.0: 16.6 9.9 4.2 72.7 71.6 93.5 85.7: 6.5 14.3
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 : 439: 98 89 70 169 174 305 295:
Old : 439: 98 89 70 169 174 305 295:
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 : 14.8 22.0 24.8 28.7 12.5 17.6 21.2 23.5
Old : 14.8 22.0 24.8 28.7 12.5 17.6 21.2 23.5
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 110,050: 18,919 11,774 744 78,979 95,081 98,642 107,599: 11,408 2,451
Old : 110,050: 18,919 11,774 744 78,979 95,081 98,642 107,599: 11,408 2,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -999: 425 -467 22 1,060 -246 1,507 -691: -2,505 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 10.7 0.7 71.8 86.4 89.6 97.8: 10.4 2.2
Old : 100.0: 17.2 10.7 0.7 71.8 86.4 89.6 97.8: 10.4 2.2
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 : 94: 15 10 1 50 33 65 44:
Old : 94: 15 10 1 50 33 65 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 54.3 45.1 73.5 22.1 48.6 33.4 63.8
Old : 30.8 54.3 45.1 73.5 22.1 48.6 33.4 63.8
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 24,792: 12,566 570 0 7,588 21,292 20,154 21,862: 4,638 2,930
Old : 24,792: 12,566 570 0 7,588 21,292 20,154 21,862: 4,638 2,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 3,263: 2,800 300 0 -207 2,220 2,593 2,520: 670 743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 2.3 0.0 30.6 85.9 81.3 88.2: 18.7 11.8
Old : 100.0: 50.7 2.3 0.0 30.6 85.9 81.3 88.2: 18.7 11.8
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 : 33: 6 1 0 13 19 19 20:
Old : 33: 6 1 0 13 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 50.7 70.4 71.3 54.8 48.6 69.9 69.2
Old : 54.8 50.7 70.4 71.3 54.8 48.6 69.9 69.2
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 362,121: 109,545 95,215 6,787 216,558 245,273 332,889 347,275: 29,232 14,847
Old : 362,121: 109,545 95,215 6,787 216,558 245,273 332,889 347,275: 29,232 14,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 19,818: 7,570 16,131 -832 10,279 10,346 17,016 25,645: 2,801 -5,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 26.3 1.9 59.8 67.7 91.9 95.9: 8.1 4.1
Old : 100.0: 30.3 26.3 1.9 59.8 67.7 91.9 95.9: 8.1 4.1
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 : 224: 67 43 20 61 76 136 131:
Old : 224: 67 43 20 61 76 136 131:
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 : 29.7 32.3 42.0 49.4 29.1 31.7 41.4 48.6
Old : 29.7 32.3 42.0 49.4 29.1 31.7 41.4 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 125,926: 53,960 9,844 3,762 35,576 99,625 93,297 113,231: 32,628 12,695
Old : 125,926: 53,960 9,844 3,762 35,576 99,625 93,297 113,231: 32,628 12,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -4,137: -6,675 -3,819 1,042 4,853 -1,949 -780 -4,725: -3,357 588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 7.8 3.0 28.3 79.1 74.1 89.9: 25.9 10.1
Old : 100.0: 42.9 7.8 3.0 28.3 79.1 74.1 89.9: 25.9 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 30 11 12 14 15 51 31:
Old : 62: 30 11 12 14 15 51 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 61.5 46.7 76.6 31.6 61.0 41.2 72.1
Old : 33.6 61.5 46.7 76.6 31.6 61.0 41.2 72.1
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 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 33,785: 8,546 4,669 0 19,135 17,535 27,681 22,204: 6,104 11,581
Old : 33,785: 8,546 4,669 0 19,135 17,535 27,681 22,204: 6,104 11,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 486: 174 -529 0 -374 255 -200 -274: 686 760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 13.8 0.0 56.6 51.9 81.9 65.7: 18.1 34.3
Old : 100.0: 25.3 13.8 0.0 56.6 51.9 81.9 65.7: 18.1 34.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 17 10 0 21 16 38 26:
Old : 59: 17 10 0 21 16 38 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 39.0 42.2 47.7 27.7 34.0 39.3 42.7
Old : 29.0 39.0 42.2 47.7 27.7 34.0 39.3 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 59,267: 9,861 11,566 3,165 39,626 24,621 52,652 39,352: 6,615 19,915
Old : 59,267: 9,861 11,566 3,165 39,626 24,621 52,652 39,352: 6,615 19,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 7,342: 1,633 -1,115 1,523 4,710 2,974 7,866 3,382: -524 3,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 19.5 5.3 66.9 41.5 88.8 66.4: 11.2 33.6
Old : 100.0: 16.6 19.5 5.3 66.9 41.5 88.8 66.4: 11.2 33.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 9 16 1 21 26 31 42:
Old : 66: 9 16 1 21 26 31 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 23.6 66.1 38.2 44.7 20.7 58.8 30.6
Old : 49.2 23.6 66.1 38.2 44.7 20.7 58.8 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 25,204: 4,647 0 92 17,328 23,835 22,067 23,927: 3,137 1,277
Old : 25,204: 4,647 0 92 17,328 23,835 22,067 23,927: 3,137 1,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 324: -499 0 13 689 844 203 857: 121 -533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 0.0 0.4 68.8 94.6 87.6 94.9: 12.4 5.1
Old : 100.0: 18.4 0.0 0.4 68.8 94.6 87.6 94.9: 12.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 11 0 2 15 15 26 17:
Old : 38: 11 0 2 15 15 26 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 67.4 66.5 84.6 47.6 67.4 62.5 83.9
Old : 51.6 67.4 66.5 84.6 47.6 67.4 62.5 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 19,479: 3,221 1,328 0 10,034 17,151 13,255 18,479: 6,224 1,000
Old : 19,479: 3,221 1,328 0 10,034 17,151 13,255 18,479: 6,224 1,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: 512: 122 204 0 33 228 155 432: 357 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 6.8 0.0 51.5 88.0 68.0 94.9: 32.0 5.1
Old : 100.0: 16.5 6.8 0.0 51.5 88.0 68.0 94.9: 32.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 2 0 9 9 15 11:
Old : 24: 6 2 0 9 9 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 84.0 59.0 91.8 49.3 84.0 58.3 91.7
Old : 50.0 84.0 59.0 91.8 49.3 84.0 58.3 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 19,054: 5,407 237 0 11,952 18,387 17,359 18,624: 1,695 430
Old : 19,054: 5,407 237 0 11,952 18,387 17,359 18,624: 1,695 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -8: -172 -45 0 227 48 55 3: -63 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 1.2 0.0 62.7 96.5 91.1 97.7: 8.9 2.3
Old : 100.0: 28.4 1.2 0.0 62.7 96.5 91.1 97.7: 8.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 2 0 7 3 20 5:
Old : 25: 13 2 0 7 3 20 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 97.2 73.0 97.7 59.7 97.2 73.0 97.7
Old : 59.7 97.2 73.0 97.7 59.7 97.2 73.0 97.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2009