MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 38,675: 2,903 4,303 7,440 22,276 18,994 32,619 30,738: 6,056 7,937
Old : 38,675: 2,903 4,303 7,440 22,276 18,994 32,619 30,738: 6,056 7,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 2,170: 784 -248 492 1,185 1,151 2,461 1,395: -291 774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 11.1 19.2 57.6 49.1 84.3 79.5: 15.7 20.5
Old : 100.0: 7.5 11.1 19.2 57.6 49.1 84.3 79.5: 15.7 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 17 13 23 37 31 63 59:
Old : 74: 17 13 23 37 31 63 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 32.4 43.5 47.1 30.2 31.0 40.6 43.9
Old : 30.7 32.4 43.5 47.1 30.2 31.0 40.6 43.9
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 22, 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 : 193,159: 48,638 12,946 44,399 77,833 103,818 170,870 161,163: 22,289 31,996
Old : 191,012: 48,569 13,257 44,086 76,499 101,928 169,154 159,270: 21,858 31,742
Other: 2,147: 379 0 3 1,334 1,890 1,716 1,893: 431 254
: : :
: : Changes in Commitments from: December 15, 2009 :
: 671: 570 1,259 -698 2,066 1,614 1,938 2,175: -1,268 -1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 6.7 23.0 40.3 53.7 88.5 83.4: 11.5 16.6
Old : 100.0: 25.4 6.9 23.1 40.0 53.4 88.6 83.4: 11.4 16.6
Other: 100.0: 17.7 0.0 0.1 62.1 88.0 79.9 88.2: 20.1 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 84 49 72 52 58 180 152:
Old : 221: 83 50 72 52 58 180 152:
Other: 24: 5 0 1 4 15 9 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 : 18.8 30.0 31.2 39.4 18.7 29.5 31.0 38.1
Old : 18.9 30.3 30.9 39.1 18.9 29.7 30.7 37.8
Other: 74.6 73.4 79.9 83.0 74.6 73.4 79.7 83.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 316,597: 99,711 50,689 57,655 133,141 152,307 290,506 260,651: 26,091 55,946
Old : 316,597: 99,711 50,689 57,655 133,141 152,307 290,506 260,651: 26,091 55,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -517: -1,685 -8,355 2,108 654 5,150 1,077 -1,097: -1,594 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 16.0 18.2 42.1 48.1 91.8 82.3: 8.2 17.7
Old : 100.0: 31.5 16.0 18.2 42.1 48.1 91.8 82.3: 8.2 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 : 385: 111 93 86 96 155 249 299:
Old : 385: 111 93 86 96 155 249 299:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 15.0 27.5 21.9 16.9 11.3 27.2 17.5
Old : 16.9 15.0 27.5 21.9 16.9 11.3 27.2 17.5
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 22, 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 : 9,277: 4,323 1,247 807 2,509 5,701 7,639 7,754: 1,639 1,523
Old : 9,277: 4,323 1,247 807 2,509 5,701 7,639 7,754: 1,639 1,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -656: -161 310 -448 72 -313 -538 -450: -118 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 13.4 8.7 27.0 61.4 82.3 83.6: 17.7 16.4
Old : 100.0: 46.6 13.4 8.7 27.0 61.4 82.3 83.6: 17.7 16.4
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 : 88: 30 18 12 19 34 57 57:
Old : 88: 30 18 12 19 34 57 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 29.7 54.2 43.2 35.2 29.6 54.2 42.3
Old : 35.2 29.7 54.2 43.2 35.2 29.6 54.2 42.3
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 22, 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 : 32,354: 9,789 11,002 4,549 11,472 5,904 25,809 21,455: 6,545 10,899
Old : 32,354: 9,789 11,002 4,549 11,472 5,904 25,809 21,455: 6,545 10,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -342: -1,015 -1,112 442 682 453 108 -217: -450 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 34.0 14.1 35.5 18.2 79.8 66.3: 20.2 33.7
Old : 100.0: 30.3 34.0 14.1 35.5 18.2 79.8 66.3: 20.2 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 : 130: 38 29 34 45 36 98 90:
Old : 130: 38 29 34 45 36 98 90:
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 : 22.5 18.5 35.9 27.1 22.0 18.5 35.3 25.8
Old : 22.5 18.5 35.9 27.1 22.0 18.5 35.3 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 19,028: 2,548 335 120 11,959 18,282 14,627 18,737: 4,401 291
Old : 19,028: 2,548 335 120 11,959 18,282 14,627 18,737: 4,401 291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -4,030: 59 -560 -111 -3,882 -3,259 -3,934 -3,930: -96 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 1.8 0.6 62.8 96.1 76.9 98.5: 23.1 1.5
Old : 100.0: 13.4 1.8 0.6 62.8 96.1 76.9 98.5: 23.1 1.5
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 : 20: 6 1 1 8 11 14 13:
Old : 20: 6 1 1 8 11 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 : 52.8 84.9 71.0 92.6 43.3 72.4 54.1 77.4
Old : 52.8 84.9 71.0 92.6 43.3 72.4 54.1 77.4
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 22, 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 : 89,270: 31,638 8,286 3,582 16,027 60,150 51,247 72,019: 38,023 17,252
Old : 89,270: 31,638 8,286 3,582 16,027 60,150 51,247 72,019: 38,023 17,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -30,010: 2,242 4,914 -5,500 -23,412 -23,946 -26,670 -24,532: -3,340 -5,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 9.3 4.0 18.0 67.4 57.4 80.7: 42.6 19.3
Old : 100.0: 35.4 9.3 4.0 18.0 67.4 57.4 80.7: 42.6 19.3
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 : 63: 22 11 12 17 25 44 43:
Old : 63: 22 11 12 17 25 44 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 35.0 36.3 54.6 22.6 34.8 36.3 53.8
Old : 22.7 35.0 36.3 54.6 22.6 34.8 36.3 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 36,996: 9,188 13,484 1,750 14,166 9,736 25,104 24,969: 11,892 12,027
Old : 36,996: 9,188 13,484 1,750 14,166 9,736 25,104 24,969: 11,892 12,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 933: -2,220 2,830 -217 5,774 -2,913 3,337 -300: -2,404 1,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 36.4 4.7 38.3 26.3 67.9 67.5: 32.1 32.5
Old : 100.0: 24.8 36.4 4.7 38.3 26.3 67.9 67.5: 32.1 32.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 12 9 6 7 9 20 23:
Old : 33: 12 9 6 7 9 20 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 : 37.0 32.5 50.6 48.0 36.8 32.5 49.3 48.0
Old : 37.0 32.5 50.6 48.0 36.8 32.5 49.3 48.0
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 22, 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 : 103,541: 78,578 5,571 1,121 17,816 95,073 97,515 101,765: 6,026 1,776
Old : 103,541: 78,578 5,571 1,121 17,816 95,073 97,515 101,765: 6,026 1,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -11,461: -19,156 -594 876 7,276 -11,946 -11,003 -11,664: -458 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 5.4 1.1 17.2 91.8 94.2 98.3: 5.8 1.7
Old : 100.0: 75.9 5.4 1.1 17.2 91.8 94.2 98.3: 5.8 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 : 85: 47 13 3 13 16 61 31:
Old : 85: 47 13 3 13 16 61 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 71.6 71.6 86.9 56.8 71.6 70.8 86.4
Old : 56.8 71.6 71.6 86.9 56.8 71.6 70.8 86.4
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 22, 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 : 81,906: 13,037 38,069 4,480 44,903 17,108 62,420 59,658: 19,486 22,248
Old : 81,906: 13,037 38,069 4,480 44,903 17,108 62,420 59,658: 19,486 22,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 3,924: -755 934 1,508 2,599 1,644 3,352 4,086: 573 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 46.5 5.5 54.8 20.9 76.2 72.8: 23.8 27.2
Old : 100.0: 15.9 46.5 5.5 54.8 20.9 76.2 72.8: 23.8 27.2
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 : 67: 18 25 12 15 17 37 50:
Old : 67: 18 25 12 15 17 37 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 : 35.4 32.0 51.8 39.4 35.1 31.8 49.6 38.9
Old : 35.4 32.0 51.8 39.4 35.1 31.8 49.6 38.9
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 22, 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 : 108,361: 29,060 27,964 10,611 47,924 44,932 87,595 83,506: 20,766 24,855
Old : 108,361: 29,060 27,964 10,611 47,924 44,932 87,595 83,506: 20,766 24,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 8,054: -4,504 4,502 2,172 11,781 -1,344 9,449 5,329: -1,395 2,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 25.8 9.8 44.2 41.5 80.8 77.1: 19.2 22.9
Old : 100.0: 26.8 25.8 9.8 44.2 41.5 80.8 77.1: 19.2 22.9
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 : 78: 22 32 17 16 17 49 55:
Old : 78: 22 32 17 16 17 49 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 : 37.8 37.0 51.2 47.4 34.2 34.3 47.0 41.6
Old : 37.8 37.0 51.2 47.4 34.2 34.3 47.0 41.6
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 22, 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 : 175,705: 43,123 53,542 27,713 49,704 57,506 120,540 138,761: 55,165 36,944
Old : 175,705: 43,123 53,542 27,713 49,704 57,506 120,540 138,761: 55,165 36,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 15,986: 558 -3,329 7,773 7,259 10,366 15,590 14,810: 397 1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 30.5 15.8 28.3 32.7 68.6 79.0: 31.4 21.0
Old : 100.0: 24.5 30.5 15.8 28.3 32.7 68.6 79.0: 31.4 21.0
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 : 143: 48 50 44 28 31 99 102:
Old : 143: 48 50 44 28 31 99 102:
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 : 18.6 17.8 26.9 29.1 17.0 17.3 23.6 26.8
Old : 18.6 17.8 26.9 29.1 17.0 17.3 23.6 26.8
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 22, 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 : 19,372: 15,164 5,418 0 1,705 12,386 16,869 17,804: 2,503 1,568
Old : 19,372: 15,164 5,418 0 1,705 12,386 16,869 17,804: 2,503 1,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 725: 929 635 0 107 162 1,036 797: -311 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 28.0 0.0 8.8 63.9 87.1 91.9: 12.9 8.1
Old : 100.0: 78.3 28.0 0.0 8.8 63.9 87.1 91.9: 12.9 8.1
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 : 27: 9 7 0 5 7 14 14:
Old : 27: 9 7 0 5 7 14 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 : 66.7 53.6 81.3 79.0 66.7 53.6 81.3 78.6
Old : 66.7 53.6 81.3 79.0 66.7 53.6 81.3 78.6
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 22, 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 :11,240,556: 1,060,729 317,176 3,751,111 5,578,277 6,275,497 10,390,116 10,343,784: 850,440 896,772
Old :11,240,556: 1,060,729 317,176 3,751,111 5,578,277 6,275,497 10,390,116 10,343,784: 850,440 896,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 277,645: 7,688 48,598 190,915 163,343 93,840 361,947 333,353: -84,302 -55,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.8 33.4 49.6 55.8 92.4 92.0: 7.6 8.0
Old : 100.0: 9.4 2.8 33.4 49.6 55.8 92.4 92.0: 7.6 8.0
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 : 269: 71 51 105 135 131 254 246:
Old : 269: 71 51 105 135 131 254 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 25.8 31.7 38.5 15.9 18.5 20.2 21.2
Old : 20.3 25.8 31.7 38.5 15.9 18.5 20.2 21.2
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 22, 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 : 385,162: 23,495 21,455 22,308 241,137 294,752 286,940 338,514: 98,222 46,648
Old : 385,162: 23,495 21,455 22,308 241,137 294,752 286,940 338,514: 98,222 46,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -179,003: -3,267 -24,200 -18,693 -84,021 -105,314 -105,980 -148,206: -73,023 -30,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 5.6 5.8 62.6 76.5 74.5 87.9: 25.5 12.1
Old : 100.0: 6.1 5.6 5.8 62.6 76.5 74.5 87.9: 25.5 12.1
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 : 146: 19 23 26 80 69 116 101:
Old : 146: 19 23 26 80 69 116 101:
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 : 19.9 31.4 27.2 44.8 18.0 31.4 25.4 44.5
Old : 19.9 31.4 27.2 44.8 18.0 31.4 25.4 44.5
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 22, 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 : 2,482,019: 377,768 296,773 51,537 1,854,531 1,882,026 2,283,836 2,230,336: 198,183 251,683
Old : 2,482,019: 377,768 296,773 51,537 1,854,531 1,882,026 2,283,836 2,230,336: 198,183 251,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
:-1,072,528: -144,228 -10,354 -105,077 -766,824 -670,157 -1,016,129 -785,588: -56,399 -286,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 12.0 2.1 74.7 75.8 92.0 89.9: 8.0 10.1
Old : 100.0: 15.2 12.0 2.1 74.7 75.8 92.0 89.9: 8.0 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 90 82 47 158 163 273 267:
Old : 412: 90 82 47 158 163 273 267:
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 : 21.2 24.4 31.7 32.8 20.3 21.7 29.4 29.7
Old : 21.2 24.4 31.7 32.8 20.3 21.7 29.4 29.7
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 22, 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 : 103,033: 14,784 10,441 63 75,730 86,440 90,577 96,944: 12,456 6,089
Old : 103,033: 14,784 10,441 63 75,730 86,440 90,577 96,944: 12,456 6,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -17,244: -5,137 -574 -1 -14,247 -16,800 -19,385 -17,375: 2,142 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 10.1 0.1 73.5 83.9 87.9 94.1: 12.1 5.9
Old : 100.0: 14.3 10.1 0.1 73.5 83.9 87.9 94.1: 12.1 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 13 6 1 45 29 58 36:
Old : 81: 13 6 1 45 29 58 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 56.3 46.5 73.3 24.4 54.4 38.4 66.1
Old : 30.2 56.3 46.5 73.3 24.4 54.4 38.4 66.1
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 22, 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 : 9,811: 2,518 710 0 3,852 6,717 6,370 7,427: 3,441 2,384
Old : 9,811: 2,518 710 0 3,852 6,717 6,370 7,427: 3,441 2,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -18,022: -7,882 140 -220 -6,599 -16,911 -14,701 -16,991: -3,321 -1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 7.2 0.0 39.3 68.5 64.9 75.7: 35.1 24.3
Old : 100.0: 25.7 7.2 0.0 39.3 68.5 64.9 75.7: 35.1 24.3
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 : 22: 4 1 0 9 11 13 12:
Old : 22: 4 1 0 9 11 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 56.7 55.8 68.6 43.5 56.7 55.8 68.6
Old : 43.5 56.7 55.8 68.6 43.5 56.7 55.8 68.6
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 22, 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 : 281,996: 111,524 71,506 5,557 138,945 187,957 256,025 265,020: 25,970 16,975
Old : 281,996: 111,524 71,506 5,557 138,945 187,957 256,025 265,020: 25,970 16,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -170,292: 4,060 -32,024 -14,219 -157,735 -112,945 -167,894 -159,188: -2,397 -11,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 25.4 2.0 49.3 66.7 90.8 94.0: 9.2 6.0
Old : 100.0: 39.5 25.4 2.0 49.3 66.7 90.8 94.0: 9.2 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 64 43 15 52 69 122 121:
Old : 210: 64 43 15 52 69 122 121:
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 : 31.5 20.1 43.1 34.3 27.7 19.5 38.7 32.7
Old : 31.5 20.1 43.1 34.3 27.7 19.5 38.7 32.7
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 22, 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 : 100,116: 48,147 15,599 3,649 22,175 68,838 73,971 88,085: 26,145 12,030
Old : 100,116: 48,147 15,599 3,649 22,175 68,838 73,971 88,085: 26,145 12,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -5,831: -6,627 1,965 1,775 -995 -9,042 -5,847 -5,302: 15 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 15.6 3.6 22.1 68.8 73.9 88.0: 26.1 12.0
Old : 100.0: 48.1 15.6 3.6 22.1 68.8 73.9 88.0: 26.1 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 : 62: 24 15 13 14 17 46 37:
Old : 62: 24 15 13 14 17 46 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 : 42.5 51.9 52.8 70.7 42.5 51.7 52.6 69.4
Old : 42.5 51.9 52.8 70.7 42.5 51.7 52.6 69.4
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 22, 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 : 24,377: 7,646 5,023 0 11,175 8,417 18,821 13,440: 5,556 10,937
Old : 24,377: 7,646 5,023 0 11,175 8,417 18,821 13,440: 5,556 10,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -1,473: -1,917 -1,804 0 582 -279 -1,335 -2,083: -138 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 20.6 0.0 45.8 34.5 77.2 55.1: 22.8 44.9
Old : 100.0: 31.4 20.6 0.0 45.8 34.5 77.2 55.1: 22.8 44.9
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 : 39: 11 10 0 13 11 24 21:
Old : 39: 11 10 0 13 11 24 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 : 35.2 25.8 51.1 39.5 34.5 25.6 49.9 39.2
Old : 35.2 25.8 51.1 39.5 34.5 25.6 49.9 39.2
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 22, 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 : 25,361: 4,351 5,945 725 11,719 13,083 16,795 19,753: 8,566 5,608
Old : 25,361: 4,351 5,945 725 11,719 13,083 16,795 19,753: 8,566 5,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 614: -2,666 -241 342 1,018 2,763 -1,306 2,864: 1,920 -2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 23.4 2.9 46.2 51.6 66.2 77.9: 33.8 22.1
Old : 100.0: 17.2 23.4 2.9 46.2 51.6 66.2 77.9: 33.8 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 : 42: 6 10 2 14 18 22 28:
Old : 42: 6 10 2 14 18 22 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 : 26.8 28.0 41.6 44.1 24.1 28.0 38.2 43.8
Old : 26.8 28.0 41.6 44.1 24.1 28.0 38.2 43.8
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 22, 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 : 26,072: 3,795 393 40 20,005 24,413 23,840 24,846: 2,232 1,226
Old : 26,072: 3,795 393 40 20,005 24,413 23,840 24,846: 2,232 1,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -1,122: -307 393 -35 493 -643 151 -285: -1,273 -837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 1.5 0.2 76.7 93.6 91.4 95.3: 8.6 4.7
Old : 100.0: 14.6 1.5 0.2 76.7 93.6 91.4 95.3: 8.6 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 8 1 1 17 18 25 20:
Old : 40: 8 1 1 17 18 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 61.3 69.7 78.5 52.4 61.2 67.1 78.4
Old : 54.9 61.3 69.7 78.5 52.4 61.2 67.1 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 17,322: 1,918 718 0 8,922 15,000 10,840 15,718: 6,482 1,604
Old : 17,322: 1,918 718 0 8,922 15,000 10,840 15,718: 6,482 1,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -4,547: -1,247 -1,061 0 -2,712 -3,424 -3,959 -4,485: -588 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 4.1 0.0 51.5 86.6 62.6 90.7: 37.4 9.3
Old : 100.0: 11.1 4.1 0.0 51.5 86.6 62.6 90.7: 37.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 2 0 9 6 14 8:
Old : 21: 5 2 0 9 6 14 8:
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 : 44.3 84.9 53.5 90.7 43.2 84.9 52.5 89.7
Old : 44.3 84.9 53.5 90.7 43.2 84.9 52.5 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 17,721: 3,914 633 0 11,815 16,488 15,729 17,121: 1,992 600
Old : 17,721: 3,914 633 0 11,815 16,488 15,729 17,121: 1,992 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -1,814: -985 75 -79 -478 -1,752 -1,542 -1,756: -272 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 3.6 0.0 66.7 93.0 88.8 96.6: 11.2 3.4
Old : 100.0: 22.1 3.6 0.0 66.7 93.0 88.8 96.6: 11.2 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 : 20: 8 4 0 7 1 15 5:
Old : 20: 8 4 0 7 1 15 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 96.0 74.5 96.6 61.1 96.0 74.5 96.6
Old : 61.1 96.0 74.5 96.6 61.1 96.0 74.5 96.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2009