MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 40,328: 3,076 4,655 7,403 23,802 19,865 34,282 31,924: 6,046 8,404
Old : 40,328: 3,076 4,655 7,403 23,802 19,865 34,282 31,924: 6,046 8,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 1,653: 173 352 -37 1,526 871 1,663 1,186: -9 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 11.5 18.4 59.0 49.3 85.0 79.2: 15.0 20.8
Old : 100.0: 7.6 11.5 18.4 59.0 49.3 85.0 79.2: 15.0 20.8
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 : 75: 14 18 24 36 31 63 61:
Old : 75: 14 18 24 36 31 63 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 32.1 46.1 47.2 33.1 30.8 43.0 44.2
Old : 33.6 32.1 46.1 47.2 33.1 30.8 43.0 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 199,052: 50,231 13,629 46,661 78,800 105,274 175,691 165,564: 23,361 33,488
Old : 196,746: 50,173 13,929 46,345 77,350 103,283 173,867 163,557: 22,879 33,189
Other: 2,306: 374 16 0 1,450 1,991 1,824 2,007: 482 299
: : :
: : Changes in Commitments from: December 22, 2009 :
: 5,894: 1,593 683 2,262 967 1,457 4,821 4,401: 1,072 1,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 6.8 23.4 39.6 52.9 88.3 83.2: 11.7 16.8
Old : 100.0: 25.5 7.1 23.6 39.3 52.5 88.4 83.1: 11.6 16.9
Other: 100.0: 16.2 0.7 0.0 62.9 86.3 79.1 87.0: 20.9 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 80 43 75 53 54 176 150:
Old : 212: 80 44 75 52 54 175 150:
Other: 25: 6 1 0 5 14 11 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 30.6 30.6 39.7 18.3 30.0 30.2 38.4
Old : 18.5 30.8 30.3 39.4 18.5 30.3 29.9 38.1
Other: 68.6 73.2 78.9 83.6 68.6 73.2 78.8 83.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 323,347: 105,462 49,597 60,204 131,590 155,280 297,255 265,082: 26,092 58,266
Old : 323,347: 105,462 49,597 60,204 131,590 155,280 297,255 265,082: 26,092 58,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 6,751: 5,751 -1,092 2,549 -1,551 2,973 6,750 4,430: 1 2,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 15.3 18.6 40.7 48.0 91.9 82.0: 8.1 18.0
Old : 100.0: 32.6 15.3 18.6 40.7 48.0 91.9 82.0: 8.1 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 114 96 90 92 150 252 296:
Old : 386: 114 96 90 92 150 252 296:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 15.3 26.9 22.0 16.6 11.8 26.7 18.0
Old : 16.6 15.3 26.9 22.0 16.6 11.8 26.7 18.0
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 29, 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 : 9,238: 4,292 1,586 676 2,524 5,193 7,492 7,456: 1,746 1,782
Old : 9,238: 4,292 1,586 676 2,524 5,193 7,492 7,456: 1,746 1,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -39: -31 339 -130 15 -508 -146 -299: 107 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 17.2 7.3 27.3 56.2 81.1 80.7: 18.9 19.3
Old : 100.0: 46.5 17.2 7.3 27.3 56.2 81.1 80.7: 18.9 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 : 83: 29 16 11 18 32 53 54:
Old : 83: 29 16 11 18 32 53 54:
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 26.6 54.5 40.1 35.4 26.4 54.5 39.3
Old : 35.4 26.6 54.5 40.1 35.4 26.4 54.5 39.3
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 29, 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 : 32,245: 9,778 10,064 4,659 11,517 6,266 25,954 20,989: 6,292 11,256
Old : 32,245: 9,778 10,064 4,659 11,517 6,266 25,954 20,989: 6,292 11,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -109: -11 -938 110 46 362 145 -466: -253 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 31.2 14.4 35.7 19.4 80.5 65.1: 19.5 34.9
Old : 100.0: 30.3 31.2 14.4 35.7 19.4 80.5 65.1: 19.5 34.9
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 : 129: 33 31 32 45 36 97 87:
Old : 129: 33 31 32 45 36 97 87:
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 : 22.4 17.8 35.6 25.9 22.4 17.4 35.5 24.4
Old : 22.4 17.8 35.6 25.9 22.4 17.4 35.5 24.4
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 29, 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 : 18,265: 2,548 359 120 11,289 17,583 13,957 18,062: 4,308 203
Old : 18,265: 2,548 359 120 11,289 17,583 13,957 18,062: 4,308 203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -763: 0 24 0 -670 -699 -670 -675: -93 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.0 0.7 61.8 96.3 76.4 98.9: 23.6 1.1
Old : 100.0: 14.0 2.0 0.7 61.8 96.3 76.4 98.9: 23.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 51.7 85.0 70.3 92.8 41.8 71.9 53.0 77.3
Old : 51.7 85.0 70.3 92.8 41.8 71.9 53.0 77.3
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 29, 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 : 111,754: 50,656 9,998 3,967 15,875 80,238 70,498 94,203: 41,257 17,551
Old : 111,754: 50,656 9,998 3,967 15,875 80,238 70,498 94,203: 41,257 17,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 22,484: 19,017 1,712 385 -152 20,087 19,250 22,185: 3,234 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 8.9 3.5 14.2 71.8 63.1 84.3: 36.9 15.7
Old : 100.0: 45.3 8.9 3.5 14.2 71.8 63.1 84.3: 36.9 15.7
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 : 70: 29 8 13 18 28 52 44:
Old : 70: 29 8 13 18 28 52 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 39.2 38.8 59.1 29.0 38.8 38.8 58.5
Old : 29.0 39.2 38.8 59.1 29.0 38.8 38.8 58.5
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 29, 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 : 40,737: 10,382 17,206 1,702 18,242 9,006 30,326 27,913: 10,411 12,823
Old : 40,737: 10,382 17,206 1,702 18,242 9,006 30,326 27,913: 10,411 12,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 3,741: 1,194 3,722 -48 4,076 -730 5,222 2,944: -1,481 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 42.2 4.2 44.8 22.1 74.4 68.5: 25.6 31.5
Old : 100.0: 25.5 42.2 4.2 44.8 22.1 74.4 68.5: 25.6 31.5
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 : 37: 13 10 6 10 8 23 24:
Old : 37: 13 10 6 10 8 23 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 : 38.2 37.8 51.9 51.7 38.0 37.8 50.7 51.7
Old : 38.2 37.8 51.9 51.7 38.0 37.8 50.7 51.7
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 29, 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 : 96,729: 70,392 5,751 265 20,132 87,881 90,789 93,897: 5,940 2,832
Old : 96,729: 70,392 5,751 265 20,132 87,881 90,789 93,897: 5,940 2,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -6,812: -8,186 180 -856 2,316 -7,192 -6,726 -7,868: -86 1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 5.9 0.3 20.8 90.9 93.9 97.1: 6.1 2.9
Old : 100.0: 72.8 5.9 0.3 20.8 90.9 93.9 97.1: 6.1 2.9
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 : 82: 46 12 2 14 13 61 26:
Old : 82: 46 12 2 14 13 61 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 74.9 69.5 88.8 54.9 74.9 69.4 88.3
Old : 54.9 74.9 69.5 88.8 54.9 74.9 69.4 88.3
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 29, 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 : 93,105: 17,773 47,839 4,769 50,003 15,796 72,545 68,404: 20,559 24,700
Old : 93,105: 17,773 47,839 4,769 50,003 15,796 72,545 68,404: 20,559 24,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 11,199: 4,737 9,770 289 5,100 -1,313 10,125 8,746: 1,073 2,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 51.4 5.1 53.7 17.0 77.9 73.5: 22.1 26.5
Old : 100.0: 19.1 51.4 5.1 53.7 17.0 77.9 73.5: 22.1 26.5
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 : 72: 20 27 12 17 16 41 51:
Old : 72: 20 27 12 17 16 41 51:
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 : 34.4 30.9 49.1 41.1 34.1 30.9 47.5 41.1
Old : 34.4 30.9 49.1 41.1 34.1 30.9 47.5 41.1
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 29, 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 : 110,410: 19,539 32,470 10,837 61,268 41,010 91,645 84,318: 18,765 26,092
Old : 110,410: 19,539 32,470 10,837 61,268 41,010 91,645 84,318: 18,765 26,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 2,049: -9,521 4,507 227 13,344 -3,922 4,050 811: -2,001 1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 29.4 9.8 55.5 37.1 83.0 76.4: 17.0 23.6
Old : 100.0: 17.7 29.4 9.8 55.5 37.1 83.0 76.4: 17.0 23.6
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 : 87: 25 34 20 18 19 53 63:
Old : 87: 25 34 20 18 19 53 63:
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 : 40.8 33.5 52.8 44.0 37.3 30.8 48.9 39.1
Old : 40.8 33.5 52.8 44.0 37.3 30.8 48.9 39.1
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 29, 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 : 183,762: 34,379 64,935 29,292 71,476 50,963 135,147 145,190: 48,615 38,572
Old : 183,762: 34,379 64,935 29,292 71,476 50,963 135,147 145,190: 48,615 38,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 8,058: -8,744 11,392 1,580 21,772 -6,543 14,607 6,429: -6,550 1,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 35.3 15.9 38.9 27.7 73.5 79.0: 26.5 21.0
Old : 100.0: 18.7 35.3 15.9 38.9 27.7 73.5 79.0: 26.5 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: 43 53 44 31 30 99 102:
Old : 143: 43 53 44 31 30 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 : 26.5 21.4 34.5 31.7 25.1 20.9 30.7 29.3
Old : 26.5 21.4 34.5 31.7 25.1 20.9 30.7 29.3
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 29, 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 : 18,893: 13,872 5,067 0 2,028 12,604 15,900 17,671: 2,993 1,222
Old : 18,893: 13,872 5,067 0 2,028 12,604 15,900 17,671: 2,993 1,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -479: -1,292 -351 0 323 218 -969 -133: 490 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 26.8 0.0 10.7 66.7 84.2 93.5: 15.8 6.5
Old : 100.0: 73.4 26.8 0.0 10.7 66.7 84.2 93.5: 15.8 6.5
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 : 29: 9 8 0 6 8 15 16:
Old : 29: 9 8 0 6 8 15 16:
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 : 67.9 53.8 77.5 80.6 67.9 53.3 77.5 80.2
Old : 67.9 53.8 77.5 80.6 67.9 53.3 77.5 80.2
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 29, 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 :11,100,351: 906,157 340,416 3,744,503 5,615,947 6,093,812 10,266,607 10,178,732: 833,744 921,619
Old :11,100,351: 906,157 340,416 3,744,503 5,615,947 6,093,812 10,266,607 10,178,732: 833,744 921,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -140,205: -154,571 23,240 -6,607 37,670 -181,685 -123,509 -165,052: -16,696 24,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 3.1 33.7 50.6 54.9 92.5 91.7: 7.5 8.3
Old : 100.0: 8.2 3.1 33.7 50.6 54.9 92.5 91.7: 7.5 8.3
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 : 264: 64 57 106 132 129 249 245:
Old : 264: 64 57 106 132 129 249 245:
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 : 21.0 25.6 32.1 38.0 16.0 17.8 19.7 20.6
Old : 21.0 25.6 32.1 38.0 16.0 17.8 19.7 20.6
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 29, 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 : 389,930: 32,324 22,700 22,694 240,380 300,830 295,398 346,225: 94,532 43,705
Old : 389,930: 32,324 22,700 22,694 240,380 300,830 295,398 346,225: 94,532 43,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 4,768: 8,828 1,246 386 -757 6,079 8,458 7,710: -3,690 -2,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 5.8 5.8 61.6 77.1 75.8 88.8: 24.2 11.2
Old : 100.0: 8.3 5.8 5.8 61.6 77.1 75.8 88.8: 24.2 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 22 27 30 82 70 125 106:
Old : 155: 22 27 30 82 70 125 106:
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 : 19.6 30.8 26.8 44.4 17.8 30.8 25.0 44.2
Old : 19.6 30.8 26.8 44.4 17.8 30.8 25.0 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 2,516,765: 376,726 308,746 57,191 1,890,607 1,903,243 2,324,524 2,269,180: 192,241 247,585
Old : 2,516,765: 376,726 308,746 57,191 1,890,607 1,903,243 2,324,524 2,269,180: 192,241 247,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 34,746: -1,043 11,973 5,654 36,076 21,216 40,688 38,844: -5,942 -4,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 12.3 2.3 75.1 75.6 92.4 90.2: 7.6 9.8
Old : 100.0: 15.0 12.3 2.3 75.1 75.6 92.4 90.2: 7.6 9.8
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 : 416: 92 83 53 163 162 284 269:
Old : 416: 92 83 53 163 162 284 269:
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 : 21.4 24.4 32.0 32.8 20.6 21.6 29.5 29.8
Old : 21.4 24.4 32.0 32.8 20.6 21.6 29.5 29.8
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 29, 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 : 102,600: 10,795 10,425 0 79,481 86,287 90,276 96,712: 12,324 5,888
Old : 102,600: 10,795 10,425 0 79,481 86,287 90,276 96,712: 12,324 5,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -433: -3,989 -16 -63 3,751 -153 -301 -232: -132 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 10.2 0.0 77.5 84.1 88.0 94.3: 12.0 5.7
Old : 100.0: 10.5 10.2 0.0 77.5 84.1 88.0 94.3: 12.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 13 6 0 44 32 57 38:
Old : 81: 13 6 0 44 32 57 38:
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 54.9 49.7 72.0 28.4 53.0 40.3 65.0
Old : 33.9 54.9 49.7 72.0 28.4 53.0 40.3 65.0
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 29, 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 : 10,402: 3,159 218 0 3,854 8,050 7,013 8,268: 3,389 2,134
Old : 10,402: 3,159 218 0 3,854 8,050 7,013 8,268: 3,389 2,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 591: 641 -492 0 2 1,333 643 841: -52 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 2.1 0.0 37.0 77.4 67.4 79.5: 32.6 20.5
Old : 100.0: 30.4 2.1 0.0 37.0 77.4 67.4 79.5: 32.6 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 : 21: 4 1 0 9 9 13 10:
Old : 21: 4 1 0 9 9 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 66.0 58.8 75.5 47.2 66.0 58.8 75.4
Old : 47.2 66.0 58.8 75.5 47.2 66.0 58.8 75.4
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 29, 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 : 303,863: 123,631 73,703 5,958 147,519 208,593 277,108 288,254: 26,755 15,609
Old : 303,863: 123,631 73,703 5,958 147,519 208,593 277,108 288,254: 26,755 15,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 21,867: 12,108 2,197 400 8,574 20,636 21,082 23,233: 785 -1,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 24.3 2.0 48.5 68.6 91.2 94.9: 8.8 5.1
Old : 100.0: 40.7 24.3 2.0 48.5 68.6 91.2 94.9: 8.8 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 63 44 15 56 72 126 124:
Old : 216: 63 44 15 56 72 126 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 21.3 41.3 36.6 26.4 19.8 37.7 34.7
Old : 29.5 21.3 41.3 36.6 26.4 19.8 37.7 34.7
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 29, 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 : 104,017: 53,413 16,509 3,365 21,446 72,544 78,224 92,418: 25,793 11,599
Old : 104,017: 53,413 16,509 3,365 21,446 72,544 78,224 92,418: 25,793 11,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 3,902: 5,266 910 -283 -730 3,706 4,253 4,333: -352 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 15.9 3.2 20.6 69.7 75.2 88.8: 24.8 11.2
Old : 100.0: 51.4 15.9 3.2 20.6 69.7 75.2 88.8: 24.8 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 27 13 14 14 17 46 39:
Old : 64: 27 13 14 14 17 46 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 52.4 54.2 71.6 41.0 52.3 54.0 70.6
Old : 41.0 52.4 54.2 71.6 41.0 52.3 54.0 70.6
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 29, 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 : 24,802: 7,674 5,504 0 11,582 8,571 19,256 14,075: 5,546 10,727
Old : 24,802: 7,674 5,504 0 11,582 8,571 19,256 14,075: 5,546 10,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 425: 28 481 0 407 154 435 635: -10 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 22.2 0.0 46.7 34.6 77.6 56.7: 22.4 43.3
Old : 100.0: 30.9 22.2 0.0 46.7 34.6 77.6 56.7: 22.4 43.3
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 : 44: 12 13 0 13 11 25 24:
Old : 44: 12 13 0 13 11 25 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 : 33.9 24.4 50.3 37.6 33.3 24.0 49.7 37.2
Old : 33.9 24.4 50.3 37.6 33.3 24.0 49.7 37.2
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 29, 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 : 27,032: 3,676 5,795 807 11,688 15,037 16,171 21,639: 10,861 5,393
Old : 27,032: 3,676 5,795 807 11,688 15,037 16,171 21,639: 10,861 5,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 1,671: -675 -150 82 -31 1,954 -624 1,886: 2,295 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 21.4 3.0 43.2 55.6 59.8 80.0: 40.2 20.0
Old : 100.0: 13.6 21.4 3.0 43.2 55.6 59.8 80.0: 40.2 20.0
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 : 43: 6 10 2 14 19 22 29:
Old : 43: 6 10 2 14 19 22 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 : 26.0 30.2 38.2 46.1 23.2 30.2 34.7 45.7
Old : 26.0 30.2 38.2 46.1 23.2 30.2 34.7 45.7
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 29, 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 : 27,023: 3,987 278 40 20,613 25,462 24,640 25,780: 2,383 1,243
Old : 27,023: 3,987 278 40 20,613 25,462 24,640 25,780: 2,383 1,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 951: 192 -115 0 608 1,049 800 934: 151 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 1.0 0.1 76.3 94.2 91.2 95.4: 8.8 4.6
Old : 100.0: 14.8 1.0 0.1 76.3 94.2 91.2 95.4: 8.8 4.6
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 : 39: 8 1 1 16 18 24 20:
Old : 39: 8 1 1 16 18 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 : 55.0 63.3 69.5 79.7 52.6 63.3 67.1 79.7
Old : 55.0 63.3 69.5 79.7 52.6 63.3 67.1 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 18,232: 2,144 1,159 0 9,317 15,488 11,461 16,647: 6,771 1,585
Old : 18,232: 2,144 1,159 0 9,317 15,488 11,461 16,647: 6,771 1,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 910: 226 441 0 395 488 621 929: 289 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 6.4 0.0 51.1 84.9 62.9 91.3: 37.1 8.7
Old : 100.0: 11.8 6.4 0.0 51.1 84.9 62.9 91.3: 37.1 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 : 22: 6 3 0 8 6 14 9:
Old : 22: 6 3 0 8 6 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 83.3 54.5 90.3 44.7 83.3 53.5 90.3
Old : 45.7 83.3 54.5 90.3 44.7 83.3 53.5 90.3
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 29, 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 : 18,330: 4,533 340 0 11,808 17,525 16,341 17,865: 1,989 465
Old : 18,330: 4,533 340 0 11,808 17,525 16,341 17,865: 1,989 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 609: 619 -293 0 -7 1,037 612 744: -3 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 1.9 0.0 64.4 95.6 89.1 97.5: 10.9 2.5
Old : 100.0: 24.7 1.9 0.0 64.4 95.6 89.1 97.5: 10.9 2.5
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 : 23: 10 3 0 8 3 18 6:
Old : 23: 10 3 0 8 3 18 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 : 59.1 96.3 72.2 97.5 59.1 96.2 72.2 97.4
Old : 59.1 96.3 72.2 97.5 59.1 96.2 72.2 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2010