MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 36,505: 2,119 4,552 6,948 21,091 17,843 30,158 29,342: 6,347 7,163
Old : 36,505: 2,119 4,552 6,948 21,091 17,843 30,158 29,342: 6,347 7,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,883: 676 579 225 1,093 761 1,994 1,565: -111 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 12.5 19.0 57.8 48.9 82.6 80.4: 17.4 19.6
Old : 100.0: 5.8 12.5 19.0 57.8 48.9 82.6 80.4: 17.4 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 14 16 19 36 28 59 55:
Old : 73: 14 16 19 36 28 59 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 : 27.9 33.0 41.0 48.1 27.2 31.2 39.0 44.3
Old : 27.9 33.0 41.0 48.1 27.2 31.2 39.0 44.3
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 15, 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 : 192,488: 48,068 11,687 45,097 75,767 102,204 168,932 158,988: 23,556 33,500
Old : 190,390: 48,012 12,002 44,779 74,452 100,338 167,243 157,119: 23,147 33,271
Other: 2,098: 371 0 3 1,315 1,866 1,689 1,869: 409 229
: : :
: : Changes in Commitments from: December 8, 2009 :
: -19,809: -755 1,395 -14,591 -1,524 -2,561 -16,870 -15,756: -2,939 -4,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 6.1 23.4 39.4 53.1 87.8 82.6: 12.2 17.4
Old : 100.0: 25.2 6.3 23.5 39.1 52.7 87.8 82.5: 12.2 17.5
Other: 100.0: 17.7 0.0 0.1 62.7 88.9 80.5 89.1: 19.5 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 86 42 78 51 57 181 151:
Old : 215: 85 43 78 51 57 181 151:
Other: 23: 4 0 1 4 15 8 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 29.8 31.2 39.2 18.7 29.3 31.1 37.9
Old : 18.9 30.0 30.9 38.9 18.8 29.5 30.8 37.6
Other: 75.5 75.1 80.5 84.1 75.5 75.1 80.4 84.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 317,114: 101,395 59,044 55,546 132,487 147,157 289,429 261,748: 27,685 55,365
Old : 317,114: 101,395 59,044 55,546 132,487 147,157 289,429 261,748: 27,685 55,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,540: 3,877 -2,806 -35 -1,321 4,744 2,520 1,902: -980 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 18.6 17.5 41.8 46.4 91.3 82.5: 8.7 17.5
Old : 100.0: 32.0 18.6 17.5 41.8 46.4 91.3 82.5: 8.7 17.5
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 : 382: 104 99 84 98 151 245 297:
Old : 382: 104 99 84 98 151 245 297:
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 14.3 27.5 21.2 16.9 10.8 27.2 16.8
Old : 16.9 14.3 27.5 21.2 16.9 10.8 27.2 16.8
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 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,934: 4,484 937 1,255 2,438 6,013 8,176 8,205: 1,757 1,729
Old : 9,934: 4,484 937 1,255 2,438 6,013 8,176 8,205: 1,757 1,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -645: -244 -205 -420 -65 -76 -729 -701: 84 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 9.4 12.6 24.5 60.5 82.3 82.6: 17.7 17.4
Old : 100.0: 45.1 9.4 12.6 24.5 60.5 82.3 82.6: 17.7 17.4
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 : 87: 29 17 16 18 34 58 58:
Old : 87: 29 17 16 18 34 58 58:
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 27.6 51.8 40.1 33.9 27.6 51.8 39.8
Old : 33.9 27.6 51.8 40.1 33.9 27.6 51.8 39.8
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 15, 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 : 32,696: 10,804 12,114 4,107 10,790 5,451 25,701 21,673: 6,996 11,024
Old : 32,696: 10,804 12,114 4,107 10,790 5,451 25,701 21,673: 6,996 11,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,325: -889 41 771 1,570 300 1,451 1,112: -126 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 37.1 12.6 33.0 16.7 78.6 66.3: 21.4 33.7
Old : 100.0: 33.0 37.1 12.6 33.0 16.7 78.6 66.3: 21.4 33.7
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 : 133: 35 36 34 42 34 94 94:
Old : 133: 35 36 34 42 34 94 94:
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 : 23.7 19.6 36.7 26.6 23.0 19.6 35.7 26.4
Old : 23.7 19.6 36.7 26.6 23.0 19.6 35.7 26.4
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 15, 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 : 23,058: 2,489 895 231 15,841 21,541 18,561 22,667: 4,497 391
Old : 23,058: 2,489 895 231 15,841 21,541 18,561 22,667: 4,497 391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 2,246: -548 681 0 2,505 1,299 1,957 1,980: 289 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 3.9 1.0 68.7 93.4 80.5 98.3: 19.5 1.7
Old : 100.0: 10.8 3.9 1.0 68.7 93.4 80.5 98.3: 19.5 1.7
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 : 22: 5 3 1 11 11 17 14:
Old : 22: 5 3 1 11 11 17 14:
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 81.0 70.1 89.7 35.0 60.9 48.7 67.2
Old : 48.3 81.0 70.1 89.7 35.0 60.9 48.7 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 119,280: 29,396 3,372 9,083 39,439 84,097 77,917 96,551: 41,363 22,730
Old : 119,280: 29,396 3,372 9,083 39,439 84,097 77,917 96,551: 41,363 22,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 8,292: -3,999 -104 5,214 2,874 -867 4,089 4,243: 4,202 4,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 2.8 7.6 33.1 70.5 65.3 80.9: 34.7 19.1
Old : 100.0: 24.6 2.8 7.6 33.1 70.5 65.3 80.9: 34.7 19.1
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 10 10 24 26 51 41:
Old : 67: 22 10 10 24 26 51 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 42.1 37.2 60.5 15.2 38.4 24.3 50.1
Old : 25.8 42.1 37.2 60.5 15.2 38.4 24.3 50.1
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 15, 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 : 36,063: 11,408 10,653 1,967 8,392 12,649 21,767 25,269: 14,296 10,794
Old : 36,063: 11,408 10,653 1,967 8,392 12,649 21,767 25,269: 14,296 10,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -15,406: -8,589 4,199 594 -6,213 -20,102 -14,208 -15,309: -1,198 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 29.5 5.5 23.3 35.1 60.4 70.1: 39.6 29.9
Old : 100.0: 31.6 29.5 5.5 23.3 35.1 60.4 70.1: 39.6 29.9
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 : 35: 14 8 6 7 11 23 23:
Old : 35: 14 8 6 7 11 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 34.2 40.7 51.2 30.0 34.0 40.1 51.0
Old : 30.1 34.2 40.7 51.2 30.0 34.0 40.1 51.0
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 15, 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 : 115,003: 97,734 6,165 245 10,540 107,019 108,519 113,429: 6,484 1,574
Old : 115,003: 97,734 6,165 245 10,540 107,019 108,519 113,429: 6,484 1,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -57,514: -15,894 -1,274 -1,696 -39,825 -53,913 -57,415 -56,883: -99 -631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 5.4 0.2 9.2 93.1 94.4 98.6: 5.6 1.4
Old : 100.0: 85.0 5.4 0.2 9.2 93.1 94.4 98.6: 5.6 1.4
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 : 83: 46 13 2 13 15 60 29:
Old : 83: 46 13 2 13 15 60 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 65.9 75.2 87.3 63.4 65.8 75.2 86.2
Old : 63.4 65.9 75.2 87.3 63.4 65.8 75.2 86.2
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 15, 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 : 77,981: 13,792 37,135 2,972 42,304 15,464 59,068 55,572: 18,913 22,410
Old : 77,981: 13,792 37,135 2,972 42,304 15,464 59,068 55,572: 18,913 22,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -30,818: -3,241 3,272 -7,624 -17,995 -26,936 -28,859 -31,288: -1,958 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 47.6 3.8 54.2 19.8 75.7 71.3: 24.3 28.7
Old : 100.0: 17.7 47.6 3.8 54.2 19.8 75.7 71.3: 24.3 28.7
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 : 56: 12 22 8 14 16 31 41:
Old : 56: 12 22 8 14 16 31 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 35.9 50.9 44.8 33.1 35.7 50.1 43.9
Old : 33.5 35.9 50.9 44.8 33.1 35.7 50.1 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 100,307: 33,564 23,462 8,439 36,143 46,276 78,146 78,177: 22,161 22,130
Old : 100,307: 33,564 23,462 8,439 36,143 46,276 78,146 78,177: 22,161 22,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -33,671: -15,476 11,404 -428 -17,471 -42,696 -33,376 -31,720: -295 -1,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 23.4 8.4 36.0 46.1 77.9 77.9: 22.1 22.1
Old : 100.0: 33.5 23.4 8.4 36.0 46.1 77.9 77.9: 22.1 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 26 25 17 15 18 51 50:
Old : 76: 26 25 17 15 18 51 50:
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 42.6 48.4 52.9 33.3 38.9 43.8 47.4
Old : 34.6 42.6 48.4 52.9 33.3 38.9 43.8 47.4
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 15, 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 : 159,718: 42,565 56,872 19,940 42,445 47,140 104,950 123,951: 54,768 35,767
Old : 159,718: 42,565 56,872 19,940 42,445 47,140 104,950 123,951: 54,768 35,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -40,413: -10,085 4,807 1,538 -36,033 -50,113 -44,580 -43,768: 4,166 3,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 35.6 12.5 26.6 29.5 65.7 77.6: 34.3 22.4
Old : 100.0: 26.7 35.6 12.5 26.6 29.5 65.7 77.6: 34.3 22.4
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 : 134: 46 41 39 31 30 90 97:
Old : 134: 46 41 39 31 30 90 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 17.2 26.5 27.5 16.8 17.1 24.7 26.3
Old : 18.1 17.2 26.5 27.5 16.8 17.1 24.7 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 18,647: 14,235 4,783 0 1,598 12,224 15,833 17,007: 2,814 1,640
Old : 18,647: 14,235 4,783 0 1,598 12,224 15,833 17,007: 2,814 1,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -4,463: 1,652 -5 0 -5,867 -3,928 -4,215 -3,933: -248 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 25.7 0.0 8.6 65.6 84.9 91.2: 15.1 8.8
Old : 100.0: 76.3 25.7 0.0 8.6 65.6 84.9 91.2: 15.1 8.8
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: 10 6 0 4 7 14 13:
Old : 26: 10 6 0 4 7 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 53.7 79.9 78.9 63.1 53.7 79.9 78.8
Old : 63.1 53.7 79.9 78.9 63.1 53.7 79.9 78.8
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 15, 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 :10,962,912: 1,053,040 268,579 3,560,195 5,414,934 6,181,657 10,028,170 10,010,431: 934,742 952,481
Old :10,962,912: 1,053,040 268,579 3,560,195 5,414,934 6,181,657 10,028,170 10,010,431: 934,742 952,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
:-2,887,800: -212,822 -89,442 -1,449,414 -1,220,106 -1,343,289 -2,882,343 -2,882,145: -5,458 -5,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 2.4 32.5 49.4 56.4 91.5 91.3: 8.5 8.7
Old : 100.0: 9.6 2.4 32.5 49.4 56.4 91.5 91.3: 8.5 8.7
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 : 260: 65 53 103 131 128 248 240:
Old : 260: 65 53 103 131 128 248 240:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 26.4 31.1 38.6 16.1 19.6 20.4 22.3
Old : 19.8 26.4 31.1 38.6 16.1 19.6 20.4 22.3
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 15, 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 : 564,165: 26,762 45,654 41,001 325,157 400,066 392,920 486,721: 171,245 77,444
Old : 564,165: 26,762 45,654 41,001 325,157 400,066 392,920 486,721: 171,245 77,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 34,194: 2,195 -901 1,156 19,223 20,192 22,574 20,447: 11,620 13,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 8.1 7.3 57.6 70.9 69.6 86.3: 30.4 13.7
Old : 100.0: 4.7 8.1 7.3 57.6 70.9 69.6 86.3: 30.4 13.7
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 : 162: 20 36 43 87 74 139 122:
Old : 162: 20 36 43 87 74 139 122:
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 : 15.5 24.2 23.0 37.0 13.7 23.7 20.1 35.8
Old : 15.5 24.2 23.0 37.0 13.7 23.7 20.1 35.8
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 15, 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 : 3,554,547: 521,996 307,127 156,614 2,621,355 2,552,183 3,299,965 3,015,924: 254,582 538,623
Old : 3,554,547: 521,996 307,127 156,614 2,621,355 2,552,183 3,299,965 3,015,924: 254,582 538,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 612,204: 81,459 17,596 19,633 480,337 537,066 581,430 574,296: 30,774 37,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 8.6 4.4 73.7 71.8 92.8 84.8: 7.2 15.2
Old : 100.0: 14.7 8.6 4.4 73.7 71.8 92.8 84.8: 7.2 15.2
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 : 466: 108 101 90 194 191 354 331:
Old : 466: 108 101 90 194 191 354 331:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 22.4 28.3 29.5 12.9 14.7 19.1 19.7
Old : 18.5 22.4 28.3 29.5 12.9 14.7 19.1 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 120,276: 19,921 11,015 64 89,977 103,240 109,962 114,319: 10,314 5,957
Old : 120,276: 19,921 11,015 64 89,977 103,240 109,962 114,319: 10,314 5,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 5,878: 1,659 -88 64 8,816 3,381 10,539 3,357: -4,661 2,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 9.2 0.1 74.8 85.8 91.4 95.0: 8.6 5.0
Old : 100.0: 16.6 9.2 0.1 74.8 85.8 91.4 95.0: 8.6 5.0
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 : 86: 13 6 1 52 35 66 41:
Old : 86: 13 6 1 52 35 66 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 49.9 46.3 70.7 22.0 44.4 34.8 60.0
Old : 30.8 49.9 46.3 70.7 22.0 44.4 34.8 60.0
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 15, 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 : 27,833: 10,400 570 220 10,451 23,628 21,071 24,418: 6,762 3,415
Old : 27,833: 10,400 570 220 10,451 23,628 21,071 24,418: 6,762 3,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 3,587: -1,436 0 220 2,722 2,016 1,506 2,236: 2,081 1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 2.0 0.8 37.5 84.9 75.7 87.7: 24.3 12.3
Old : 100.0: 37.4 2.0 0.8 37.5 84.9 75.7 87.7: 24.3 12.3
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 : 32: 6 1 2 14 21 21 23:
Old : 32: 6 1 2 14 21 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 48.9 63.1 67.5 48.2 47.0 57.5 63.0
Old : 48.2 48.9 63.1 67.5 48.2 47.0 57.5 63.0
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 15, 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 : 452,287: 107,464 103,530 19,776 296,679 300,902 423,920 424,208: 28,368 28,079
Old : 452,287: 107,464 103,530 19,776 296,679 300,902 423,920 424,208: 28,368 28,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 94,451: 13,772 2,753 13,289 61,537 70,578 88,598 86,620: 5,852 7,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 22.9 4.4 65.6 66.5 93.7 93.8: 6.3 6.2
Old : 100.0: 23.8 22.9 4.4 65.6 66.5 93.7 93.8: 6.3 6.2
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 : 221: 62 38 22 83 85 155 136:
Old : 221: 62 38 22 83 85 155 136:
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 : 31.1 28.8 44.4 44.1 29.3 28.1 40.9 41.4
Old : 31.1 28.8 44.4 44.1 29.3 28.1 40.9 41.4
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 15, 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 : 105,947: 54,773 13,634 1,874 23,170 77,880 79,817 93,387: 26,129 12,560
Old : 105,947: 54,773 13,634 1,874 23,170 77,880 79,817 93,387: 26,129 12,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -22,855: 4,212 9,655 -4,155 -19,908 -28,073 -19,851 -22,574: -3,004 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 12.9 1.8 21.9 73.5 75.3 88.1: 24.7 11.9
Old : 100.0: 51.7 12.9 1.8 21.9 73.5 75.3 88.1: 24.7 11.9
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 : 62: 27 12 10 11 17 44 33:
Old : 62: 27 12 10 11 17 44 33:
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 : 39.2 53.9 50.4 71.4 39.2 53.8 50.2 70.8
Old : 39.2 53.9 50.4 71.4 39.2 53.8 50.2 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 25,850: 9,563 6,827 0 10,593 8,696 20,156 15,523: 5,694 10,327
Old : 25,850: 9,563 6,827 0 10,593 8,696 20,156 15,523: 5,694 10,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -29,146: -451 869 -1,635 -16,336 -14,654 -18,422 -15,420: -10,724 -13,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 26.4 0.0 41.0 33.6 78.0 60.0: 22.0 40.0
Old : 100.0: 37.0 26.4 0.0 41.0 33.6 78.0 60.0: 22.0 40.0
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 : 47: 17 12 0 13 12 30 24:
Old : 47: 17 12 0 13 12 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 32.3 49.7 43.5 32.8 32.1 48.5 43.3
Old : 33.5 32.3 49.7 43.5 32.8 32.1 48.5 43.3
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 15, 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 : 24,747: 7,017 6,186 383 10,701 10,320 18,101 16,889: 6,646 7,858
Old : 24,747: 7,017 6,186 383 10,701 10,320 18,101 16,889: 6,646 7,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -45,538: -1,706 -3,030 -5,867 -26,504 -24,060 -34,077 -32,957: -11,461 -12,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 25.0 1.5 43.2 41.7 73.1 68.2: 26.9 31.8
Old : 100.0: 28.4 25.0 1.5 43.2 41.7 73.1 68.2: 26.9 31.8
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 : 43: 9 10 1 15 15 25 25:
Old : 43: 9 10 1 15 15 25 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 : 32.8 28.3 46.9 42.5 31.1 28.3 45.1 42.5
Old : 32.8 28.3 46.9 42.5 31.1 28.3 45.1 42.5
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 15, 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 : 27,194: 4,102 0 75 19,512 25,056 23,689 25,131: 3,505 2,063
Old : 27,194: 4,102 0 75 19,512 25,056 23,689 25,131: 3,505 2,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 2,165: -504 0 23 1,892 1,284 1,411 1,307: 754 858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 0.0 0.3 71.8 92.1 87.1 92.4: 12.9 7.6
Old : 100.0: 15.1 0.0 0.3 71.8 92.1 87.1 92.4: 12.9 7.6
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 : 36: 9 0 3 15 17 24 20:
Old : 36: 9 0 3 15 17 24 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 : 50.5 62.7 66.3 79.5 46.2 61.4 58.9 75.6
Old : 50.5 62.7 66.3 79.5 46.2 61.4 58.9 75.6
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 15, 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 : 21,869: 3,165 1,779 0 11,634 18,424 14,799 20,203: 7,070 1,666
Old : 21,869: 3,165 1,779 0 11,634 18,424 14,799 20,203: 7,070 1,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,472: 336 154 0 295 332 631 486: 841 986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 8.1 0.0 53.2 84.2 67.7 92.4: 32.3 7.6
Old : 100.0: 14.5 8.1 0.0 53.2 84.2 67.7 92.4: 32.3 7.6
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 : 26: 6 3 0 10 9 16 12:
Old : 26: 6 3 0 10 9 16 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 : 48.0 79.3 57.8 87.2 46.6 79.3 56.4 87.2
Old : 48.0 79.3 57.8 87.2 46.6 79.3 56.4 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 19,535: 4,899 558 79 12,293 18,240 17,271 18,877: 2,264 658
Old : 19,535: 4,899 558 79 12,293 18,240 17,271 18,877: 2,264 658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -159: -242 450 79 510 -526 347 3: -506 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.9 0.4 62.9 93.4 88.4 96.6: 11.6 3.4
Old : 100.0: 25.1 2.9 0.4 62.9 93.4 88.4 96.6: 11.6 3.4
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 : 22: 10 2 1 9 3 19 6:
Old : 22: 10 2 1 9 3 19 6:
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 : 55.2 96.1 68.2 96.6 54.8 95.7 67.8 95.7
Old : 55.2 96.1 68.2 96.6 54.8 95.7 67.8 95.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2009