MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 34,622: 1,443 3,973 6,723 19,998 17,081 28,164 27,777: 6,458 6,845
Old : 34,622: 1,443 3,973 6,723 19,998 17,081 28,164 27,777: 6,458 6,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -3,476: -200 -386 -964 -1,236 -1,427 -2,400 -2,777: -1,077 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 11.5 19.4 57.8 49.3 81.3 80.2: 18.7 19.8
Old : 100.0: 4.2 11.5 19.4 57.8 49.3 81.3 80.2: 18.7 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 : 71: 12 17 17 35 28 55 55:
Old : 71: 12 17 17 35 28 55 55:
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 : 28.2 32.6 40.6 47.8 27.5 30.8 38.8 43.8
Old : 28.2 32.6 40.6 47.8 27.5 30.8 38.8 43.8
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 8, 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 : 212,297: 48,823 10,292 59,688 77,291 104,765 185,802 174,745: 26,495 37,552
Old : 210,246: 48,756 10,630 59,350 75,988 102,905 184,094 172,885: 26,152 37,361
Other: 2,051: 405 0 0 1,303 1,860 1,708 1,860: 343 191
: : :
: : Changes in Commitments from: December 1, 2009 :
: 4,838: 843 -2,723 5,087 -1,093 1,294 4,837 3,658: 1 1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 4.8 28.1 36.4 49.3 87.5 82.3: 12.5 17.7
Old : 100.0: 23.2 5.1 28.2 36.1 48.9 87.6 82.2: 12.4 17.8
Other: 100.0: 19.7 0.0 0.0 63.5 90.7 83.3 90.7: 16.7 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 93 52 90 51 58 195 164:
Old : 229: 92 53 90 51 58 195 164:
Other: 26: 7 0 0 4 15 11 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 : 17.1 26.6 28.2 35.9 17.0 25.6 28.2 33.6
Old : 17.2 26.7 27.9 35.6 17.2 25.6 27.9 33.2
Other: 78.1 76.8 83.1 85.8 78.1 76.8 83.1 85.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 315,573: 97,519 61,850 55,582 133,808 142,414 286,908 259,846: 28,665 55,727
Old : 315,573: 97,519 61,850 55,582 133,808 142,414 286,908 259,846: 28,665 55,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -17,553: 752 3,025 -10,868 -7,949 -6,797 -18,065 -14,640: 512 -2,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 19.6 17.6 42.4 45.1 90.9 82.3: 9.1 17.7
Old : 100.0: 30.9 19.6 17.6 42.4 45.1 90.9 82.3: 9.1 17.7
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 : 383: 112 94 84 105 148 253 297:
Old : 383: 112 94 84 105 148 253 297:
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 12.9 28.0 19.5 16.9 9.0 27.2 14.9
Old : 16.9 12.9 28.0 19.5 16.9 9.0 27.2 14.9
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 8, 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 : 10,578: 4,728 1,142 1,675 2,503 6,090 8,906 8,906: 1,673 1,672
Old : 10,578: 4,728 1,142 1,675 2,503 6,090 8,906 8,906: 1,673 1,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -1,445: -250 -436 -590 -188 -136 -1,028 -1,162: -417 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 10.8 15.8 23.7 57.6 84.2 84.2: 15.8 15.8
Old : 100.0: 44.7 10.8 15.8 23.7 57.6 84.2 84.2: 15.8 15.8
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 : 95: 29 23 16 15 36 60 61:
Old : 95: 29 23 16 15 36 60 61:
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 25.9 49.1 39.0 32.3 25.9 49.1 38.1
Old : 32.3 25.9 49.1 39.0 32.3 25.9 49.1 38.1
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 8, 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 : 31,371: 11,693 12,074 3,336 9,220 5,151 24,250 20,561: 7,122 10,810
Old : 31,371: 11,693 12,074 3,336 9,220 5,151 24,250 20,561: 7,122 10,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 1,644: -730 -246 700 867 189 837 642: 807 1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 38.5 10.6 29.4 16.4 77.3 65.5: 22.7 34.5
Old : 100.0: 37.3 38.5 10.6 29.4 16.4 77.3 65.5: 22.7 34.5
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 : 124: 32 39 29 34 35 81 89:
Old : 124: 32 39 29 34 35 81 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 22.2 37.1 29.3 22.8 21.7 37.1 28.7
Old : 22.8 22.2 37.1 29.3 22.8 21.7 37.1 28.7
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 8, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 20,812: 3,037 214 231 13,336 20,242 16,604 20,687: 4,208 125
Old : 20,812: 3,037 214 231 13,336 20,242 16,604 20,687: 4,208 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -657: -1,108 -15 15 1,465 475 372 475: -1,029 -1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 1.0 1.1 64.1 97.3 79.8 99.4: 20.2 0.6
Old : 100.0: 14.6 1.0 1.1 64.1 97.3 79.8 99.4: 20.2 0.6
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 : 22: 7 1 1 10 11 18 12:
Old : 22: 7 1 1 10 11 18 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 : 45.9 81.1 66.0 93.0 32.7 63.3 44.8 69.0
Old : 45.9 81.1 66.0 93.0 32.7 63.3 44.8 69.0
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 8, 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 : 110,989: 33,395 3,476 3,869 36,565 84,964 73,828 92,308: 37,161 18,681
Old : 110,989: 33,395 3,476 3,869 36,565 84,964 73,828 92,308: 37,161 18,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 360: -1,687 -843 -2,748 12,305 6,694 7,871 3,103: -7,511 -2,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 3.1 3.5 32.9 76.6 66.5 83.2: 33.5 16.8
Old : 100.0: 30.1 3.1 3.5 32.9 76.6 66.5 83.2: 33.5 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 : 69: 25 10 12 24 23 55 39:
Old : 69: 25 10 12 24 23 55 39:
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 : 20.1 44.4 33.4 61.1 16.4 41.6 26.0 54.4
Old : 20.1 44.4 33.4 61.1 16.4 41.6 26.0 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 51,469: 19,997 6,454 1,373 14,605 32,751 35,975 40,578: 15,494 10,891
Old : 51,469: 19,997 6,454 1,373 14,605 32,751 35,975 40,578: 15,494 10,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -8,576: -8,794 2,296 -466 6,218 -13,225 -3,041 -11,395: -5,534 2,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 12.5 2.7 28.4 63.6 69.9 78.8: 30.1 21.2
Old : 100.0: 38.9 12.5 2.7 28.4 63.6 69.9 78.8: 30.1 21.2
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 : 41: 16 5 6 14 15 31 25:
Old : 41: 16 5 6 14 15 31 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 47.0 43.1 59.5 26.3 45.3 38.2 56.1
Old : 30.0 47.0 43.1 59.5 26.3 45.3 38.2 56.1
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 8, 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 : 172,517: 113,628 7,439 1,941 50,365 160,932 165,934 170,312: 6,583 2,205
Old : 172,517: 113,628 7,439 1,941 50,365 160,932 165,934 170,312: 6,583 2,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 46,421: 6,237 444 1,471 37,839 43,746 45,547 45,661: 874 760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 4.3 1.1 29.2 93.3 96.2 98.7: 3.8 1.3
Old : 100.0: 65.9 4.3 1.1 29.2 93.3 96.2 98.7: 3.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 48 17 6 14 21 67 42:
Old : 97: 48 17 6 14 21 67 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 : 59.9 44.2 76.4 75.6 50.3 41.1 59.4 61.6
Old : 59.9 44.2 76.4 75.6 50.3 41.1 59.4 61.6
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 8, 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 : 108,799: 17,032 33,863 10,596 60,299 42,400 87,928 86,860: 20,871 21,939
Old : 108,799: 17,032 33,863 10,596 60,299 42,400 87,928 86,860: 20,871 21,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 11,696: -7,582 -429 7,718 14,046 4,925 14,182 12,215: -2,486 -519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 31.1 9.7 55.4 39.0 80.8 79.8: 19.2 20.2
Old : 100.0: 15.7 31.1 9.7 55.4 39.0 80.8 79.8: 19.2 20.2
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 : 62: 15 19 10 19 19 41 42:
Old : 62: 15 19 10 19 19 41 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 : 33.9 46.8 50.2 58.9 29.6 33.9 40.3 41.5
Old : 33.9 46.8 50.2 58.9 29.6 33.9 40.3 41.5
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 8, 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 : 133,978: 49,040 12,058 8,867 53,615 88,972 111,522 109,897: 22,456 24,081
Old : 133,978: 49,040 12,058 8,867 53,615 88,972 111,522 109,897: 22,456 24,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -26,590: -24,982 -4,331 -3,505 12,764 -16,919 -15,723 -24,755: -10,867 -1,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 9.0 6.6 40.0 66.4 83.2 82.0: 16.8 18.0
Old : 100.0: 36.6 9.0 6.6 40.0 66.4 83.2 82.0: 16.8 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 : 81: 26 21 19 22 24 60 53:
Old : 81: 26 21 19 22 24 60 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 : 39.3 51.5 51.7 62.7 33.3 51.3 45.6 56.9
Old : 39.3 51.5 51.7 62.7 33.3 51.3 45.6 56.9
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, December 8, 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 : 200,131: 52,650 52,064 18,402 78,478 97,253 149,530 167,719: 50,602 32,413
Old : 200,131: 52,650 52,064 18,402 78,478 97,253 149,530 167,719: 50,602 32,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -8,676: -18,713 7,973 -4,875 24,088 -5,625 500 -2,528: -9,175 -6,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 26.0 9.2 39.2 48.6 74.7 83.8: 25.3 16.2
Old : 100.0: 26.3 26.0 9.2 39.2 48.6 74.7 83.8: 25.3 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 : 139: 47 39 38 35 37 99 98:
Old : 139: 47 39 38 35 37 99 98:
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 33.2 39.0 44.0 27.4 32.4 34.9 42.2
Old : 29.6 33.2 39.0 44.0 27.4 32.4 34.9 42.2
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 8, 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 : 23,110: 12,583 4,788 0 7,465 16,152 20,048 20,940: 3,062 2,170
Old : 23,110: 12,583 4,788 0 7,465 16,152 20,048 20,940: 3,062 2,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 332: -1,146 -838 0 1,559 609 413 -229: -81 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 20.7 0.0 32.3 69.9 86.8 90.6: 13.2 9.4
Old : 100.0: 54.4 20.7 0.0 32.3 69.9 86.8 90.6: 13.2 9.4
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 : 36: 11 6 0 11 12 22 18:
Old : 36: 11 6 0 11 12 22 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 : 55.0 63.2 72.2 78.1 52.5 63.2 69.7 76.8
Old : 55.0 63.2 72.2 78.1 52.5 63.2 69.7 76.8
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 8, 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 :13,850,712: 1,265,863 358,021 5,009,609 6,635,040 7,524,946 12,910,512 12,892,576: 940,200 958,137
Old :13,850,712: 1,265,863 358,021 5,009,609 6,635,040 7,524,946 12,910,512 12,892,576: 940,200 958,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -137,679: -221,949 -41,565 16,183 106,790 -66,143 -98,976 -91,525: -38,703 -46,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 2.6 36.2 47.9 54.3 93.2 93.1: 6.8 6.9
Old : 100.0: 9.1 2.6 36.2 47.9 54.3 93.2 93.1: 6.8 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 70 68 119 149 149 285 276:
Old : 296: 70 68 119 149 149 285 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 24.0 31.9 37.6 15.2 16.9 19.6 20.1
Old : 20.8 24.0 31.9 37.6 15.2 16.9 19.6 20.1
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 8, 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 : 529,971: 24,567 46,555 39,845 305,934 379,874 370,346 466,274: 159,625 63,697
Old : 529,971: 24,567 46,555 39,845 305,934 379,874 370,346 466,274: 159,625 63,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 14,401: -3,001 5,130 -324 -6,603 3,580 -9,928 8,386: 24,329 6,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.8 7.5 57.7 71.7 69.9 88.0: 30.1 12.0
Old : 100.0: 4.6 8.8 7.5 57.7 71.7 69.9 88.0: 30.1 12.0
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 : 159: 22 32 37 86 66 135 108:
Old : 159: 22 32 37 86 66 135 108:
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 : 15.3 27.2 23.2 40.7 13.4 26.4 20.4 39.2
Old : 15.3 27.2 23.2 40.7 13.4 26.4 20.4 39.2
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 8, 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 : 2,942,343: 440,537 289,531 136,980 2,141,018 2,015,117 2,718,535 2,441,628: 223,808 500,715
Old : 2,942,343: 440,537 289,531 136,980 2,141,018 2,015,117 2,718,535 2,441,628: 223,808 500,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 112,180: -26,666 -1,440 9,653 90,517 6,647 73,503 14,860: 38,677 97,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 9.8 4.7 72.8 68.5 92.4 83.0: 7.6 17.0
Old : 100.0: 15.0 9.8 4.7 72.8 68.5 92.4 83.0: 7.6 17.0
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 : 442: 100 88 74 177 181 315 305:
Old : 442: 100 88 74 177 181 315 305:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 21.0 25.7 27.3 13.5 15.9 21.0 21.2
Old : 16.1 21.0 25.7 27.3 13.5 15.9 21.0 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 114,398: 18,262 11,103 0 81,161 99,859 99,423 110,962: 14,974 3,436
Old : 114,398: 18,262 11,103 0 81,161 99,859 99,423 110,962: 14,974 3,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 2,295: -1,606 -186 -1 1,015 1,266 -592 1,079: 2,887 1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 9.7 0.0 70.9 87.3 86.9 97.0: 13.1 3.0
Old : 100.0: 16.0 9.7 0.0 70.9 87.3 86.9 97.0: 13.1 3.0
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 : 88: 12 9 0 48 35 60 44:
Old : 88: 12 9 0 48 35 60 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 : 29.1 51.3 44.1 71.5 20.5 46.4 33.2 62.1
Old : 29.1 51.3 44.1 71.5 20.5 46.4 33.2 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 24,246: 11,836 570 0 7,729 21,612 19,565 22,182: 4,681 2,064
Old : 24,246: 11,836 570 0 7,729 21,612 19,565 22,182: 4,681 2,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -1,674: -2,749 0 0 869 12 -1,880 12: 206 -1,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 2.4 0.0 31.9 89.1 80.7 91.5: 19.3 8.5
Old : 100.0: 48.8 2.4 0.0 31.9 89.1 80.7 91.5: 19.3 8.5
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 : 33: 6 1 0 12 20 18 21:
Old : 33: 6 1 0 12 20 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 55.1 72.3 73.2 54.7 55.0 71.2 73.0
Old : 54.7 55.1 72.3 73.2 54.7 55.0 71.2 73.0
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 8, 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 : 357,837: 93,692 100,777 6,487 235,142 230,323 335,321 337,588: 22,515 20,249
Old : 357,837: 93,692 100,777 6,487 235,142 230,323 335,321 337,588: 22,515 20,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -14,419: -23,884 -2,430 1,482 13,155 -18,828 -9,246 -19,776: -5,173 5,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 28.2 1.8 65.7 64.4 93.7 94.3: 6.3 5.7
Old : 100.0: 26.2 28.2 1.8 65.7 64.4 93.7 94.3: 6.3 5.7
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 : 222: 63 45 22 66 71 140 129:
Old : 222: 63 45 22 66 71 140 129:
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 : 32.9 31.7 45.0 47.7 32.0 31.1 43.6 46.9
Old : 32.9 31.7 45.0 47.7 32.0 31.1 43.6 46.9
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 8, 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 : 128,802: 50,561 3,979 6,029 43,078 105,953 99,669 115,961: 29,133 12,841
Old : 128,802: 50,561 3,979 6,029 43,078 105,953 99,669 115,961: 29,133 12,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 3,136: -5,259 -2,747 1,949 10,361 4,830 7,051 4,032: -3,915 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 3.1 4.7 33.4 82.3 77.4 90.0: 22.6 10.0
Old : 100.0: 39.3 3.1 4.7 33.4 82.3 77.4 90.0: 22.6 10.0
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 : 55: 27 6 11 16 15 48 28:
Old : 55: 27 6 11 16 15 48 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 59.3 48.3 77.0 30.6 58.6 39.6 67.3
Old : 31.4 59.3 48.3 77.0 30.6 58.6 39.6 67.3
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 8, 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 : 54,995: 10,014 5,957 1,635 26,928 23,350 38,577 30,942: 16,418 24,053
Old : 54,995: 10,014 5,957 1,635 26,928 23,350 38,577 30,942: 16,418 24,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 19,721: 1,105 972 1,580 6,464 6,106 9,149 8,658: 10,572 11,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 10.8 3.0 49.0 42.5 70.1 56.3: 29.9 43.7
Old : 100.0: 18.2 10.8 3.0 49.0 42.5 70.1 56.3: 29.9 43.7
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 : 65: 15 14 4 24 20 41 37:
Old : 65: 15 14 4 24 20 41 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 : 23.2 28.5 36.2 36.7 19.2 22.1 28.3 27.5
Old : 23.2 28.5 36.2 36.7 19.2 22.1 28.3 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 70,285: 8,723 9,216 6,250 37,205 34,380 52,178 49,846: 18,107 20,439
Old : 70,285: 8,723 9,216 6,250 37,205 34,380 52,178 49,846: 18,107 20,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 10,970: -92 590 1,979 -1,007 7,539 880 10,108: 10,090 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 13.1 8.9 52.9 48.9 74.2 70.9: 25.8 29.1
Old : 100.0: 12.4 13.1 8.9 52.9 48.9 74.2 70.9: 25.8 29.1
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 : 66: 13 12 7 21 31 36 48:
Old : 66: 13 12 7 21 31 36 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 24.8 46.7 37.8 24.2 19.1 33.0 28.5
Old : 34.6 24.8 46.7 37.8 24.2 19.1 33.0 28.5
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 8, 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 : 25,029: 4,606 0 52 17,620 23,772 22,278 23,824: 2,751 1,205
Old : 25,029: 4,606 0 52 17,620 23,772 22,278 23,824: 2,751 1,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -155: -474 0 -91 659 -92 94 -183: -249 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 0.0 0.2 70.4 95.0 89.0 95.2: 11.0 4.8
Old : 100.0: 18.4 0.0 0.2 70.4 95.0 89.0 95.2: 11.0 4.8
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 : 39: 10 0 2 17 16 27 18:
Old : 39: 10 0 2 17 16 27 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 : 52.6 67.0 67.0 84.1 48.7 67.0 62.9 82.8
Old : 52.6 67.0 67.0 84.1 48.7 67.0 62.9 82.8
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 8, 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 : 20,397: 2,829 1,625 0 11,339 18,092 14,168 19,717: 6,229 680
Old : 20,397: 2,829 1,625 0 11,339 18,092 14,168 19,717: 6,229 680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 897: 8 34 0 838 830 846 864: 51 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 8.0 0.0 55.6 88.7 69.5 96.7: 30.5 3.3
Old : 100.0: 13.9 8.0 0.0 55.6 88.7 69.5 96.7: 30.5 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 : 24: 6 2 0 9 8 15 10:
Old : 24: 6 2 0 9 8 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 86.2 58.4 94.0 46.8 86.2 56.9 94.0
Old : 48.3 86.2 58.4 94.0 46.8 86.2 56.9 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 19,694: 5,141 108 0 11,783 18,766 16,924 18,874: 2,770 820
Old : 19,694: 5,141 108 0 11,783 18,766 16,924 18,874: 2,770 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 281: -461 -255 0 156 60 -305 -195: 586 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 0.5 0.0 59.8 95.3 85.9 95.8: 14.1 4.2
Old : 100.0: 26.1 0.5 0.0 59.8 95.3 85.9 95.8: 14.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 1 0 7 3 19 4:
Old : 22: 12 1 0 7 3 19 4:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 95.8 68.2 95.8 55.6 95.4 68.2 95.4
Old : 55.6 95.8 68.2 95.8 55.6 95.4 68.2 95.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2009