MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 38,098: 1,643 4,359 7,687 21,233 18,509 30,564 30,555: 7,534 7,544
Old : 38,098: 1,643 4,359 7,687 21,233 18,509 30,564 30,555: 7,534 7,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 593: -85 -32 137 338 308 389 413: 203 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 11.4 20.2 55.7 48.6 80.2 80.2: 19.8 19.8
Old : 100.0: 4.3 11.4 20.2 55.7 48.6 80.2 80.2: 19.8 19.8
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 : 74: 14 19 18 35 27 58 56:
Old : 74: 14 19 18 35 27 58 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 : 26.5 33.8 38.4 49.1 25.2 31.9 35.8 44.4
Old : 26.5 33.8 38.4 49.1 25.2 31.9 35.8 44.4
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, December 1, 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 : 207,459: 47,980 13,015 54,601 78,384 103,471 180,964 171,087: 26,494 36,372
Old : 205,493: 47,920 13,344 54,272 77,084 101,676 179,275 169,292: 26,217 36,201
Other: 1,966: 389 0 0 1,300 1,795 1,689 1,795: 277 171
: : :
: : Changes in Commitments from: November 24, 2009 :
: 8,625: 161 -9,606 4,430 -84 8,160 4,507 2,983: 4,118 5,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 6.3 26.3 37.8 49.9 87.2 82.5: 12.8 17.5
Old : 100.0: 23.3 6.5 26.4 37.5 49.5 87.2 82.4: 12.8 17.6
Other: 100.0: 19.8 0.0 0.0 66.1 91.3 85.9 91.3: 14.1 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 85 61 86 52 61 194 168:
Old : 234: 85 61 86 52 61 194 168:
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 : 17.9 25.7 29.4 34.9 17.6 25.0 29.0 32.8
Old : 18.0 25.9 29.0 34.6 17.7 24.7 28.7 32.4
Other: 80.2 77.5 85.8 86.4 80.2 77.5 85.8 86.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 333,127: 96,767 58,826 66,449 141,757 149,210 304,974 274,486: 28,153 58,641
Old : 333,127: 96,767 58,826 66,449 141,757 149,210 304,974 274,486: 28,153 58,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 2,027: 497 1,553 -136 1,765 1,415 2,126 2,832: -99 -805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 17.7 19.9 42.6 44.8 91.5 82.4: 8.5 17.6
Old : 100.0: 29.0 17.7 19.9 42.6 44.8 91.5 82.4: 8.5 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 119 99 93 109 153 270 310:
Old : 396: 119 99 93 109 153 270 310:
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 13.2 27.0 20.6 16.6 9.7 26.2 15.2
Old : 16.6 13.2 27.0 20.6 16.6 9.7 26.2 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, December 1, 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 : 12,023: 4,978 1,578 2,265 2,691 6,226 9,933 10,068: 2,090 1,955
Old : 12,023: 4,978 1,578 2,265 2,691 6,226 9,933 10,068: 2,090 1,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 314: 188 -598 205 -352 506 41 113: 273 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 13.1 18.8 22.4 51.8 82.6 83.7: 17.4 16.3
Old : 100.0: 41.4 13.1 18.8 22.4 51.8 82.6 83.7: 17.4 16.3
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 : 102: 37 23 18 14 35 63 66:
Old : 102: 37 23 18 14 35 63 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 24.3 44.3 36.9 29.6 24.3 43.2 36.6
Old : 29.6 24.3 44.3 36.9 29.6 24.3 43.2 36.6
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, December 1, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,727: 12,423 12,320 2,636 8,353 4,963 23,413 19,919: 6,315 9,809
Old : 29,727: 12,423 12,320 2,636 8,353 4,963 23,413 19,919: 6,315 9,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 1,806: 303 710 825 746 -267 1,874 1,267: -68 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 41.4 8.9 28.1 16.7 78.8 67.0: 21.2 33.0
Old : 100.0: 41.8 41.4 8.9 28.1 16.7 78.8 67.0: 21.2 33.0
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 : 122: 35 35 29 35 28 84 82:
Old : 122: 35 35 29 35 28 84 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 22.5 36.8 30.9 23.1 22.1 35.6 29.8
Old : 23.1 22.5 36.8 30.9 23.1 22.1 35.6 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 21,469: 4,145 229 216 11,871 19,767 16,232 20,212: 5,237 1,257
Old : 21,469: 4,145 229 216 11,871 19,767 16,232 20,212: 5,237 1,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 1,613: -1,624 105 0 1,948 280 324 385: 1,289 1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 1.1 1.0 55.3 92.1 75.6 94.1: 24.4 5.9
Old : 100.0: 19.3 1.1 1.0 55.3 92.1 75.6 94.1: 24.4 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 1 1 10 11 17 12:
Old : 21: 6 1 1 10 11 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 76.0 62.9 88.2 30.6 61.5 42.3 66.9
Old : 43.0 76.0 62.9 88.2 30.6 61.5 42.3 66.9
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, December 1, 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 : 110,629: 35,081 4,318 6,616 24,260 78,270 65,958 89,205: 44,671 21,424
Old : 110,629: 35,081 4,318 6,616 24,260 78,270 65,958 89,205: 44,671 21,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 9,337: 5,321 -368 -116 89 9,753 5,293 9,269: 4,044 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 3.9 6.0 21.9 70.8 59.6 80.6: 40.4 19.4
Old : 100.0: 31.7 3.9 6.0 21.9 70.8 59.6 80.6: 40.4 19.4
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 : 76: 31 11 15 22 23 57 45:
Old : 76: 31 11 15 22 23 57 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 : 20.4 41.3 29.0 54.3 20.4 40.6 28.6 53.3
Old : 20.4 41.3 29.0 54.3 20.4 40.6 28.6 53.3
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, December 1, 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 : 60,045: 28,790 4,158 1,839 8,387 45,977 39,016 51,973: 21,029 8,072
Old : 60,045: 28,790 4,158 1,839 8,387 45,977 39,016 51,973: 21,029 8,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 3,056: 2,949 232 131 -1,334 3,841 1,747 4,204: 1,310 -1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 6.9 3.1 14.0 76.6 65.0 86.6: 35.0 13.4
Old : 100.0: 47.9 6.9 3.1 14.0 76.6 65.0 86.6: 35.0 13.4
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 : 39: 16 7 7 7 15 26 26:
Old : 39: 16 7 7 7 15 26 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 : 34.3 57.9 47.9 68.1 32.3 57.7 45.1 67.9
Old : 34.3 57.9 47.9 68.1 32.3 57.7 45.1 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 126,095: 107,391 6,996 469 12,526 117,186 120,386 124,651: 5,709 1,444
Old : 126,095: 107,391 6,996 469 12,526 117,186 120,386 124,651: 5,709 1,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 9,418: 9,317 -1,802 -53 -305 11,674 8,959 9,819: 459 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 5.5 0.4 9.9 92.9 95.5 98.9: 4.5 1.1
Old : 100.0: 85.2 5.5 0.4 9.9 92.9 95.5 98.9: 4.5 1.1
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 : 94: 52 14 4 13 20 66 37:
Old : 94: 52 14 4 13 20 66 37:
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 : 63.7 50.4 76.0 80.8 63.7 50.4 76.0 80.6
Old : 63.7 50.4 76.0 80.8 63.7 50.4 76.0 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 97,103: 24,614 34,292 2,878 46,253 37,475 73,746 74,645: 23,357 22,458
Old : 97,103: 24,614 34,292 2,878 46,253 37,475 73,746 74,645: 23,357 22,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 1,461: 1,067 133 -82 909 -703 1,894 -652: -433 2,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 35.3 3.0 47.6 38.6 75.9 76.9: 24.1 23.1
Old : 100.0: 25.3 35.3 3.0 47.6 38.6 75.9 76.9: 24.1 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 22 19 11 18 18 45 43:
Old : 67: 22 19 11 18 18 45 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 47.6 39.8 55.2 27.6 44.6 39.4 52.2
Old : 28.1 47.6 39.8 55.2 27.6 44.6 39.4 52.2
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, December 1, 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 : 160,568: 74,022 16,389 12,372 40,851 105,891 127,245 134,652: 33,323 25,916
Old : 160,568: 74,022 16,389 12,372 40,851 105,891 127,245 134,652: 33,323 25,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 17,788: 8,899 3,098 5,116 971 7,581 14,985 15,795: 2,802 1,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 10.2 7.7 25.4 65.9 79.2 83.9: 20.8 16.1
Old : 100.0: 46.1 10.2 7.7 25.4 65.9 79.2 83.9: 20.8 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 38 30 18 16 22 65 59:
Old : 95: 38 30 18 16 22 65 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 48.7 43.2 62.1 27.4 48.4 38.6 58.0
Old : 28.3 48.7 43.2 62.1 27.4 48.4 38.6 58.0
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, December 1, 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 : 208,807: 71,362 44,092 23,277 54,390 102,878 149,030 170,246: 59,777 38,561
Old : 208,807: 71,362 44,092 23,277 54,390 102,878 149,030 170,246: 59,777 38,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 3,608: 320 -3,922 1,673 -3,319 4,788 -1,326 2,538: 4,934 1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 21.1 11.1 26.0 49.3 71.4 81.5: 28.6 18.5
Old : 100.0: 34.2 21.1 11.1 26.0 49.3 71.4 81.5: 28.6 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 54 42 38 33 38 105 100:
Old : 150: 54 42 38 33 38 105 100:
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 : 17.0 35.6 26.8 44.8 16.1 33.6 24.3 41.7
Old : 17.0 35.6 26.8 44.8 16.1 33.6 24.3 41.7
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, December 1, 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 : 22,778: 13,729 5,626 0 5,906 15,543 19,635 21,169: 3,143 1,609
Old : 22,778: 13,729 5,626 0 5,906 15,543 19,635 21,169: 3,143 1,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 1,139: -1,401 2,080 0 2,302 -1,399 901 681: 238 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 24.7 0.0 25.9 68.2 86.2 92.9: 13.8 7.1
Old : 100.0: 60.3 24.7 0.0 25.9 68.2 86.2 92.9: 13.8 7.1
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 : 36: 12 5 0 11 12 23 17:
Old : 36: 12 5 0 11 12 23 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 : 53.9 61.4 71.5 80.9 53.5 61.4 70.5 80.9
Old : 53.9 61.4 71.5 80.9 53.5 61.4 70.5 80.9
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, December 1, 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 :13,988,391: 1,487,812 399,585 4,993,426 6,528,251 7,591,089 13,009,488 12,984,101: 978,903 1,004,291
Old :13,988,391: 1,487,812 399,585 4,993,426 6,528,251 7,591,089 13,009,488 12,984,101: 978,903 1,004,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 216,123: 28,079 -4,543 94,100 121,381 126,460 243,560 216,017: -27,437 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 2.9 35.7 46.7 54.3 93.0 92.8: 7.0 7.2
Old : 100.0: 10.6 2.9 35.7 46.7 54.3 93.0 92.8: 7.0 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 79 64 116 145 145 286 268:
Old : 297: 79 64 116 145 145 286 268:
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 : 20.3 23.4 31.3 37.4 15.8 16.9 20.5 20.0
Old : 20.3 23.4 31.3 37.4 15.8 16.9 20.5 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 515,570: 27,568 41,426 40,169 312,537 376,294 380,274 457,889: 135,296 57,681
Old : 515,570: 27,568 41,426 40,169 312,537 376,294 380,274 457,889: 135,296 57,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 12,746: 442 159 5,632 564 6,440 6,638 12,230: 6,108 516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 8.0 7.8 60.6 73.0 73.8 88.8: 26.2 11.2
Old : 100.0: 5.3 8.0 7.8 60.6 73.0 73.8 88.8: 26.2 11.2
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 : 159: 20 37 38 83 63 134 107:
Old : 159: 20 37 38 83 63 134 107:
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 : 16.1 27.8 24.4 42.2 13.9 26.8 20.8 40.4
Old : 16.1 27.8 24.4 42.2 13.9 26.8 20.8 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, December 1, 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 : 2,830,163: 467,204 290,971 127,328 2,050,501 2,008,470 2,645,032 2,426,769: 185,131 403,394
Old : 2,830,163: 467,204 290,971 127,328 2,050,501 2,008,470 2,645,032 2,426,769: 185,131 403,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 29,992: 2,290 12,688 8,641 14,978 4,375 25,909 25,704: 4,083 4,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 10.3 4.5 72.5 71.0 93.5 85.7: 6.5 14.3
Old : 100.0: 16.5 10.3 4.5 72.5 71.0 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 : 445: 100 95 68 171 174 309 299:
Old : 445: 100 95 68 171 174 309 299:
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 : 15.7 22.3 25.9 28.8 13.9 17.9 22.1 23.5
Old : 15.7 22.3 25.9 28.8 13.9 17.9 22.1 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, December 1, 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 : 112,103: 19,868 11,289 1 80,146 98,593 100,015 109,883: 12,087 2,220
Old : 112,103: 19,868 11,289 1 80,146 98,593 100,015 109,883: 12,087 2,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 2,053: 949 -485 -743 1,168 3,512 1,374 2,284: 679 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 10.1 0.0 71.5 87.9 89.2 98.0: 10.8 2.0
Old : 100.0: 17.7 10.1 0.0 71.5 87.9 89.2 98.0: 10.8 2.0
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: 14 9 1 52 34 66 44:
Old : 94: 14 9 1 52 34 66 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 : 30.1 52.9 44.1 72.9 21.6 47.9 32.4 63.8
Old : 30.1 52.9 44.1 72.9 21.6 47.9 32.4 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, December 1, 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 : 25,920: 14,585 570 0 6,860 21,600 21,445 22,170: 4,475 3,750
Old : 25,920: 14,585 570 0 6,860 21,600 21,445 22,170: 4,475 3,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 1,128: 2,019 0 0 -728 308 1,291 308: -163 820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 2.2 0.0 26.5 83.3 82.7 85.5: 17.3 14.5
Old : 100.0: 56.3 2.2 0.0 26.5 83.3 82.7 85.5: 17.3 14.5
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 : 32: 6 1 0 11 19 17 20:
Old : 32: 6 1 0 11 19 17 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 : 60.0 51.6 74.5 69.7 60.0 51.4 74.5 69.5
Old : 60.0 51.6 74.5 69.7 60.0 51.4 74.5 69.5
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, December 1, 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 : 372,256: 117,576 103,207 5,005 221,987 249,152 344,568 357,364: 27,689 14,892
Old : 372,256: 117,576 103,207 5,005 221,987 249,152 344,568 357,364: 27,689 14,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 10,135: 8,031 7,993 -1,782 5,429 3,879 11,678 10,090: -1,543 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 27.7 1.3 59.6 66.9 92.6 96.0: 7.4 4.0
Old : 100.0: 31.6 27.7 1.3 59.6 66.9 92.6 96.0: 7.4 4.0
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 : 230: 70 46 17 61 77 141 130:
Old : 230: 70 46 17 61 77 141 130:
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 34.5 41.8 52.2 29.2 33.9 41.1 51.5
Old : 29.8 34.5 41.8 52.2 29.2 33.9 41.1 51.5
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, December 1, 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 : 125,665: 55,821 6,726 4,079 32,718 101,123 92,617 111,928: 33,048 13,737
Old : 125,665: 55,821 6,726 4,079 32,718 101,123 92,617 111,928: 33,048 13,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: -260: 1,861 -3,118 317 -2,858 1,499 -680 -1,303: 420 1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 5.4 3.2 26.0 80.5 73.7 89.1: 26.3 10.9
Old : 100.0: 44.4 5.4 3.2 26.0 80.5 73.7 89.1: 26.3 10.9
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 : 63: 31 10 14 14 16 51 34:
Old : 63: 31 10 14 14 16 51 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 60.8 46.1 75.6 32.3 60.7 42.6 71.1
Old : 32.3 60.8 46.1 75.6 32.3 60.7 42.6 71.1
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, December 1, 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 : 35,274: 8,909 4,985 55 20,464 17,244 29,428 22,284: 5,846 12,990
Old : 35,274: 8,909 4,985 55 20,464 17,244 29,428 22,284: 5,846 12,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 1,489: 363 316 55 1,329 -291 1,747 80: -258 1,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 14.1 0.2 58.0 48.9 83.4 63.2: 16.6 36.8
Old : 100.0: 25.3 14.1 0.2 58.0 48.9 83.4 63.2: 16.6 36.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 16 12 1 22 15 39 27:
Old : 60: 16 12 1 22 15 39 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 : 28.3 37.8 42.0 46.1 27.2 33.2 39.4 41.4
Old : 28.3 37.8 42.0 46.1 27.2 33.2 39.4 41.4
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, December 1, 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 : 59,315: 8,815 8,626 4,271 38,212 26,841 51,298 39,738: 8,017 19,577
Old : 59,315: 8,815 8,626 4,271 38,212 26,841 51,298 39,738: 8,017 19,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 48: -1,046 -2,940 1,106 -1,414 2,220 -1,354 386: 1,402 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 14.5 7.2 64.4 45.3 86.5 67.0: 13.5 33.0
Old : 100.0: 14.9 14.5 7.2 64.4 45.3 86.5 67.0: 13.5 33.0
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 : 62: 9 14 1 20 25 29 40:
Old : 62: 9 14 1 20 25 29 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 : 47.7 23.1 66.6 38.2 43.2 20.0 57.1 31.0
Old : 47.7 23.1 66.6 38.2 43.2 20.0 57.1 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 25,184: 5,080 0 143 16,961 23,864 22,184 24,007: 3,000 1,177
Old : 25,184: 5,080 0 143 16,961 23,864 22,184 24,007: 3,000 1,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: -20: 433 0 51 -367 29 117 80: -137 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 0.0 0.6 67.3 94.8 88.1 95.3: 11.9 4.7
Old : 100.0: 20.2 0.0 0.6 67.3 94.8 88.1 95.3: 11.9 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 0 2 16 15 28 17:
Old : 39: 12 0 2 16 15 28 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 : 51.3 67.7 65.0 84.8 47.4 67.7 61.0 83.7
Old : 51.3 67.7 65.0 84.8 47.4 67.7 61.0 83.7
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, December 1, 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 : 19,500: 2,821 1,591 0 10,501 17,262 13,322 18,853: 6,178 647
Old : 19,500: 2,821 1,591 0 10,501 17,262 13,322 18,853: 6,178 647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 21: -400 263 0 467 111 67 374: -46 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 8.2 0.0 53.9 88.5 68.3 96.7: 31.7 3.3
Old : 100.0: 14.5 8.2 0.0 53.9 88.5 68.3 96.7: 31.7 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 2 0 9 9 14 11:
Old : 23: 5 2 0 9 9 14 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 : 50.1 86.2 59.4 93.8 49.4 86.2 58.7 93.8
Old : 50.1 86.2 59.4 93.8 49.4 86.2 58.7 93.8
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, December 1, 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 : 19,413: 5,602 363 0 11,627 18,706 17,229 19,069: 2,184 344
Old : 19,413: 5,602 363 0 11,627 18,706 17,229 19,069: 2,184 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 359: 195 126 0 -325 319 -130 445: 489 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 1.9 0.0 59.9 96.4 88.7 98.2: 11.3 1.8
Old : 100.0: 28.9 1.9 0.0 59.9 96.4 88.7 98.2: 11.3 1.8
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 : 26: 13 3 0 7 4 20 7:
Old : 26: 13 3 0 7 4 20 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 96.9 69.8 98.2 56.8 96.9 69.8 98.1
Old : 56.8 96.9 69.8 98.2 56.8 96.9 69.8 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 4, 2009