MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,142: 2,123 5,805 582 16,797 12,944 19,502 19,331: 4,640 4,811
Old : 24,142: 2,123 5,805 582 16,797 12,944 19,502 19,331: 4,640 4,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -3,029: -491 366 -187 -2,153 -2,525 -2,831 -2,346: -198 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 24.0 2.4 69.6 53.6 80.8 80.1: 19.2 19.9
Old : 100.0: 8.8 24.0 2.4 69.6 53.6 80.8 80.1: 19.2 19.9
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 : 66: 11 19 14 25 21 44 47:
Old : 66: 11 19 14 25 21 44 47:
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 : 40.6 35.7 54.6 53.3 40.6 33.9 54.5 51.5
Old : 40.6 35.7 54.6 53.3 40.6 33.9 54.5 51.5
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 185,108: 53,484 25,375 28,659 79,112 101,887 161,255 155,921: 23,853 29,187
Old : 182,736: 53,449 25,655 28,350 77,611 99,879 159,410 153,884: 23,326 28,852
Other: 2,372: 339 24 5 1,501 2,008 1,845 2,037: 527 335
: : :
: : Changes in Commitments from: December 29, 2009 :
: 9,930: 3,034 266 2,233 2,790 7,926 8,057 10,425: 1,873 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 13.7 15.5 42.7 55.0 87.1 84.2: 12.9 15.8
Old : 100.0: 29.2 14.0 15.5 42.5 54.7 87.2 84.2: 12.8 15.8
Other: 100.0: 14.3 1.0 0.2 63.3 84.7 77.8 85.9: 22.2 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 78 58 74 44 56 178 153:
Old : 226: 79 58 74 43 56 177 153:
Other: 28: 6 3 1 6 14 13 17:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 33.7 33.2 43.3 19.7 33.0 32.4 41.8
Old : 19.9 34.0 32.9 43.0 19.9 33.3 32.1 41.6
Other: 65.3 71.7 77.3 81.9 65.3 71.7 77.2 81.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 258,975: 95,918 48,431 33,240 113,391 133,923 242,549 215,594: 16,426 43,381
Old : 258,975: 95,918 48,431 33,240 113,391 133,923 242,549 215,594: 16,426 43,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -5,604: 1,715 -7,903 1,255 -1,919 7,914 1,051 1,266: -6,655 -6,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 18.7 12.8 43.8 51.7 93.7 83.2: 6.3 16.8
Old : 100.0: 37.0 18.7 12.8 43.8 51.7 93.7 83.2: 6.3 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 116 80 78 73 148 228 276:
Old : 372: 116 80 78 73 148 228 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 15.0 32.2 23.1 19.4 12.9 32.0 20.0
Old : 19.5 15.0 32.2 23.1 19.4 12.9 32.0 20.0
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,589: 4,302 1,918 326 2,651 4,628 7,279 6,872: 1,310 1,717
Old : 8,589: 4,302 1,918 326 2,651 4,628 7,279 6,872: 1,310 1,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -199: 17 110 -10 172 -327 179 -227: -378 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 22.3 3.8 30.9 53.9 84.7 80.0: 15.3 20.0
Old : 100.0: 50.1 22.3 3.8 30.9 53.9 84.7 80.0: 15.3 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 : 74: 24 17 6 18 27 48 45:
Old : 74: 24 17 6 18 27 48 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 26.9 61.4 41.1 39.5 26.7 61.4 40.4
Old : 39.5 26.9 61.4 41.1 39.5 26.7 61.4 40.4
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,612: 10,422 9,412 3,642 10,899 6,418 24,963 19,472: 4,649 10,140
Old : 29,612: 10,422 9,412 3,642 10,899 6,418 24,963 19,472: 4,649 10,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -512: 721 -1,490 350 -335 696 736 -444: -1,248 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 31.8 12.3 36.8 21.7 84.3 65.8: 15.7 34.2
Old : 100.0: 35.2 31.8 12.3 36.8 21.7 84.3 65.8: 15.7 34.2
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 : 130: 32 34 27 34 39 84 90:
Old : 130: 32 34 27 34 39 84 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 : 24.7 16.9 38.6 25.5 24.7 16.2 38.5 23.4
Old : 24.7 16.9 38.6 25.5 24.7 16.2 38.5 23.4
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,346: 2,546 383 120 11,289 17,473 13,955 17,976: 4,391 370
Old : 18,346: 2,546 383 120 11,289 17,473 13,955 17,976: 4,391 370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 81: -2 24 0 0 -110 -2 -86: 83 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 2.1 0.7 61.5 95.2 76.1 98.0: 23.9 2.0
Old : 100.0: 13.9 2.1 0.7 61.5 95.2 76.1 98.0: 23.9 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 51.5 84.6 69.9 92.2 41.6 71.7 52.8 76.5
Old : 51.5 84.6 69.9 92.2 41.6 71.7 52.8 76.5
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 107,554: 51,736 11,540 100 13,715 80,381 65,551 92,021: 42,003 15,533
Old : 107,554: 51,736 11,540 100 13,715 80,381 65,551 92,021: 42,003 15,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 6,397: 1,279 1,072 -14 649 4,305 1,914 5,363: 4,483 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 10.7 0.1 12.8 74.7 60.9 85.6: 39.1 14.4
Old : 100.0: 48.1 10.7 0.1 12.8 74.7 60.9 85.6: 39.1 14.4
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 : 67: 24 12 3 17 23 43 36:
Old : 67: 24 12 3 17 23 43 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 : 29.9 44.9 40.6 68.2 29.9 44.6 40.6 67.9
Old : 29.9 44.9 40.6 68.2 29.9 44.6 40.6 67.9
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,161: 12,488 15,268 0 11,260 9,355 23,748 24,623: 11,413 10,538
Old : 35,161: 12,488 15,268 0 11,260 9,355 23,748 24,623: 11,413 10,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -2,872: 2,154 -2,117 0 -6,500 1,159 -4,346 -958: 1,474 -1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 43.4 0.0 32.0 26.6 67.5 70.0: 32.5 30.0
Old : 100.0: 35.5 43.4 0.0 32.0 26.6 67.5 70.0: 32.5 30.0
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 : 37: 13 11 0 8 8 21 19:
Old : 37: 13 11 0 8 8 21 19:
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 : 33.7 40.5 47.3 55.6 33.5 40.5 46.8 55.6
Old : 33.7 40.5 47.3 55.6 33.5 40.5 46.8 55.6
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 96,759: 69,341 7,354 245 21,314 87,103 90,900 94,702: 5,859 2,057
Old : 96,759: 69,341 7,354 245 21,314 87,103 90,900 94,702: 5,859 2,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 39: -1,051 1,595 -12 1,182 -778 119 805: -80 -766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 7.6 0.3 22.0 90.0 93.9 97.9: 6.1 2.1
Old : 100.0: 71.7 7.6 0.3 22.0 90.0 93.9 97.9: 6.1 2.1
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 : 83: 44 15 2 14 13 59 29:
Old : 83: 44 15 2 14 13 59 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 : 55.3 72.9 70.8 87.3 55.2 72.9 70.6 86.8
Old : 55.3 72.9 70.8 87.3 55.2 72.9 70.6 86.8
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 92,891: 18,031 51,595 44 60,287 14,463 78,362 66,102: 14,529 26,789
Old : 92,891: 18,031 51,595 44 60,287 14,463 78,362 66,102: 14,529 26,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 8,099: -449 3,640 -6 11,500 735 11,045 4,369: -2,946 3,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 55.5 0.0 64.9 15.6 84.4 71.2: 15.6 28.8
Old : 100.0: 19.4 55.5 0.0 64.9 15.6 84.4 71.2: 15.6 28.8
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 : 70: 15 30 3 16 14 33 45:
Old : 70: 15 30 3 16 14 33 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 28.8 59.9 40.8 41.4 28.8 58.9 40.8
Old : 41.9 28.8 59.9 40.8 41.4 28.8 58.9 40.8
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 104,231: 20,634 37,445 41 68,983 41,659 89,658 79,145: 14,573 25,086
Old : 104,231: 20,634 37,445 41 68,983 41,659 89,658 79,145: 14,573 25,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 9,014: 691 2,599 41 9,482 3,943 10,214 6,583: -1,200 2,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 35.9 0.0 66.2 40.0 86.0 75.9: 14.0 24.1
Old : 100.0: 19.8 35.9 0.0 66.2 40.0 86.0 75.9: 14.0 24.1
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 : 79: 21 32 2 14 18 37 50:
Old : 79: 21 32 2 14 18 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 : 55.0 39.8 67.9 52.0 51.0 39.7 63.6 49.7
Old : 55.0 39.8 67.9 52.0 51.0 39.7 63.6 49.7
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 156,155: 37,229 73,017 868 75,603 46,052 113,700 119,937: 42,455 36,218
Old : 156,155: 37,229 73,017 868 75,603 46,052 113,700 119,937: 42,455 36,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 12,003: 3,097 5,088 -31 8,692 4,691 11,758 9,748: 245 2,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 46.8 0.6 48.4 29.5 72.8 76.8: 27.2 23.2
Old : 100.0: 23.8 46.8 0.6 48.4 29.5 72.8 76.8: 27.2 23.2
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 : 136: 39 51 14 29 24 77 80:
Old : 136: 39 51 14 29 24 77 80:
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 : 34.8 26.9 41.6 37.2 33.1 26.5 39.8 36.3
Old : 34.8 26.9 41.6 37.2 33.1 26.5 39.8 36.3
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 23,053: 18,106 5,133 0 1,457 16,490 19,563 21,623: 3,490 1,430
Old : 23,053: 18,106 5,133 0 1,457 16,490 19,563 21,623: 3,490 1,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 4,160: 4,234 66 0 -571 3,886 3,663 3,952: 497 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 22.3 0.0 6.3 71.5 84.9 93.8: 15.1 6.2
Old : 100.0: 78.5 22.3 0.0 6.3 71.5 84.9 93.8: 15.1 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 12 6 0 5 10 17 16:
Old : 31: 12 6 0 5 10 17 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 : 65.6 55.3 77.8 79.8 65.6 54.9 77.8 79.4
Old : 65.6 55.3 77.8 79.8 65.6 54.9 77.8 79.4
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,509,938: 746,298 422,126 780,607 4,200,240 4,464,752 5,727,145 5,667,485: 782,793 842,453
Old : 6,509,938: 746,298 422,126 780,607 4,200,240 4,464,752 5,727,145 5,667,485: 782,793 842,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 153,386: 14,968 -46,431 63,876 50,744 126,188 129,588 143,633: 23,798 9,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 6.5 12.0 64.5 68.6 88.0 87.1: 12.0 12.9
Old : 100.0: 11.5 6.5 12.0 64.5 68.6 88.0 87.1: 12.0 12.9
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 : 245: 51 50 82 123 120 224 213:
Old : 245: 51 50 82 123 120 224 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 33.3 38.6 41.0 26.9 28.4 32.9 32.9
Old : 28.2 33.3 38.6 41.0 26.9 28.4 32.9 32.9
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 325,445: 28,278 25,901 178 207,365 258,610 235,821 284,689: 89,624 40,756
Old : 325,445: 28,278 25,901 178 207,365 258,610 235,821 284,689: 89,624 40,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 1,288: -3,314 2,173 55 2,828 -5,179 -431 -2,951: 1,719 4,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 8.0 0.1 63.7 79.5 72.5 87.5: 27.5 12.5
Old : 100.0: 8.7 8.0 0.1 63.7 79.5 72.5 87.5: 27.5 12.5
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 : 130: 17 14 2 67 55 85 70:
Old : 130: 17 14 2 67 55 85 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 36.8 31.7 53.1 21.6 36.7 29.9 52.8
Old : 23.4 36.8 31.7 53.1 21.6 36.7 29.9 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,406,829: 379,409 286,336 22,713 1,812,522 1,859,405 2,214,644 2,168,454: 192,185 238,375
Old : 2,406,829: 379,409 286,336 22,713 1,812,522 1,859,405 2,214,644 2,168,454: 192,185 238,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 6,202: 3,080 -29,482 13,773 -19,021 20,175 -2,168 4,466: 8,370 1,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 11.9 0.9 75.3 77.3 92.0 90.1: 8.0 9.9
Old : 100.0: 15.8 11.9 0.9 75.3 77.3 92.0 90.1: 8.0 9.9
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 : 413: 92 79 29 144 160 249 255:
Old : 413: 92 79 29 144 160 249 255:
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 : 22.3 24.2 33.0 33.4 21.4 21.4 30.3 30.3
Old : 22.3 24.2 33.0 33.4 21.4 21.4 30.3 30.3
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 103,017: 10,730 9,916 0 78,638 87,003 89,368 96,919: 13,649 6,098
Old : 103,017: 10,730 9,916 0 78,638 87,003 89,368 96,919: 13,649 6,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 436: -65 -509 0 -829 716 -894 207: 1,330 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 9.6 0.0 76.3 84.5 86.8 94.1: 13.2 5.9
Old : 100.0: 10.4 9.6 0.0 76.3 84.5 86.8 94.1: 13.2 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 : 78: 12 4 0 42 32 54 36:
Old : 78: 12 4 0 42 32 54 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 : 33.3 54.2 49.8 70.9 27.4 52.3 40.0 64.0
Old : 33.3 54.2 49.8 70.9 27.4 52.3 40.0 64.0
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,646: 5,171 0 0 3,852 9,834 9,023 9,834: 3,623 2,812
Old : 12,646: 5,171 0 0 3,852 9,834 9,023 9,834: 3,623 2,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 2,256: 2,012 -218 0 -2 1,784 2,010 1,566: 246 690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 0.0 0.0 30.5 77.8 71.4 77.8: 28.6 22.2
Old : 100.0: 40.9 0.0 0.0 30.5 77.8 71.4 77.8: 28.6 22.2
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 : 23: 5 0 0 9 12 14 12:
Old : 23: 5 0 0 9 12 14 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 : 50.2 56.4 62.0 72.4 50.2 56.4 62.0 72.4
Old : 50.2 56.4 62.0 72.4 50.2 56.4 62.0 72.4
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 309,733: 127,705 73,863 3,520 150,145 218,219 281,370 295,602: 28,363 14,131
Old : 309,733: 127,705 73,863 3,520 150,145 218,219 281,370 295,602: 28,363 14,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 14,996: 4,143 -23 -130 8,909 16,051 12,922 15,898: 2,074 -902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 23.8 1.1 48.5 70.5 90.8 95.4: 9.2 4.6
Old : 100.0: 41.2 23.8 1.1 48.5 70.5 90.8 95.4: 9.2 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 : 226: 71 40 11 56 75 132 121:
Old : 226: 71 40 11 56 75 132 121:
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 : 28.6 23.1 39.1 41.3 25.9 23.1 35.6 41.3
Old : 28.6 23.1 39.1 41.3 25.9 23.1 35.6 41.3
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 108,728: 62,114 15,006 41 20,892 83,608 83,047 98,655: 25,681 10,073
Old : 108,728: 62,114 15,006 41 20,892 83,608 83,047 98,655: 25,681 10,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 10,263: 8,511 -2,066 -146 431 12,314 8,796 10,102: 1,467 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 13.8 0.0 19.2 76.9 76.4 90.7: 23.6 9.3
Old : 100.0: 57.1 13.8 0.0 19.2 76.9 76.4 90.7: 23.6 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 : 64: 28 12 4 10 17 40 31:
Old : 64: 28 12 4 10 17 40 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 : 38.8 54.6 55.2 75.3 38.8 54.4 55.2 75.1
Old : 38.8 54.6 55.2 75.3 38.8 54.4 55.2 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,093: 12,211 10,267 0 17,351 11,259 29,562 21,526: 6,531 14,567
Old : 36,093: 12,211 10,267 0 17,351 11,259 29,562 21,526: 6,531 14,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 11,293: 4,537 4,765 0 5,771 2,688 10,308 7,453: 985 3,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 28.4 0.0 48.1 31.2 81.9 59.6: 18.1 40.4
Old : 100.0: 33.8 28.4 0.0 48.1 31.2 81.9 59.6: 18.1 40.4
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 : 48: 13 12 0 13 16 26 28:
Old : 48: 13 12 0 13 16 26 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 : 46.3 27.6 59.1 37.6 45.9 27.3 58.2 37.3
Old : 46.3 27.6 59.1 37.6 45.9 27.3 58.2 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,857: 10,161 5,651 711 12,396 17,873 23,268 24,235: 6,589 5,622
Old : 29,857: 10,161 5,651 711 12,396 17,873 23,268 24,235: 6,589 5,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 2,825: 6,485 -144 -96 708 2,836 7,097 2,596: -4,272 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 18.9 2.4 41.5 59.9 77.9 81.2: 22.1 18.8
Old : 100.0: 34.0 18.9 2.4 41.5 59.9 77.9 81.2: 22.1 18.8
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 : 58: 14 9 2 17 24 32 34:
Old : 58: 14 9 2 17 24 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 28.0 43.5 44.5 23.6 28.0 39.2 42.8
Old : 27.8 28.0 43.5 44.5 23.6 28.0 39.2 42.8
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,327: 4,246 0 40 19,392 24,787 23,678 24,827: 2,649 1,500
Old : 26,327: 4,246 0 40 19,392 24,787 23,678 24,827: 2,649 1,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -696: 259 -278 0 -1,221 -675 -962 -953: 266 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 0.0 0.2 73.7 94.2 89.9 94.3: 10.1 5.7
Old : 100.0: 16.1 0.0 0.2 73.7 94.2 89.9 94.3: 10.1 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 : 38: 9 0 1 15 18 24 19:
Old : 38: 9 0 1 15 18 24 19:
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 : 56.2 63.4 71.3 79.3 53.8 63.4 68.8 79.3
Old : 56.2 63.4 71.3 79.3 53.8 63.4 68.8 79.3
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 19,751: 3,790 920 0 9,580 17,712 13,370 18,632: 6,381 1,119
Old : 19,751: 3,790 920 0 9,580 17,712 13,370 18,632: 6,381 1,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 1,519: 1,646 -239 0 263 2,224 1,909 1,985: -390 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 4.7 0.0 48.5 89.7 67.7 94.3: 32.3 5.7
Old : 100.0: 19.2 4.7 0.0 48.5 89.7 67.7 94.3: 32.3 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 2 0 9 8 16 10:
Old : 24: 7 2 0 9 8 16 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 : 47.3 85.1 57.1 92.2 46.3 85.1 56.1 92.1
Old : 47.3 85.1 57.1 92.2 46.3 85.1 56.1 92.1
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 19,102: 5,382 526 53 11,522 18,079 16,957 18,658: 2,145 444
Old : 19,102: 5,382 526 53 11,522 18,079 16,957 18,658: 2,145 444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 772: 849 186 53 -286 554 616 793: 156 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 2.8 0.3 60.3 94.6 88.8 97.7: 11.2 2.3
Old : 100.0: 28.2 2.8 0.3 60.3 94.6 88.8 97.7: 11.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 4 2 8 2 20 7:
Old : 24: 11 4 2 8 2 20 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 96.4 70.3 97.7 57.2 96.3 70.3 97.4
Old : 57.2 96.4 70.3 97.7 57.2 96.3 70.3 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2010