MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 14, 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 : 30,700: 3,845 6,129 616 22,210 20,394 26,671 27,139: 4,029 3,561
Old : 30,700: 3,845 6,129 616 22,210 20,394 26,671 27,139: 4,029 3,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 2,924: 563 1,197 144 2,124 1,312 2,831 2,653: 93 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 20.0 2.0 72.3 66.4 86.9 88.4: 13.1 11.6
Old : 100.0: 12.5 20.0 2.0 72.3 66.4 86.9 88.4: 13.1 11.6
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 : 75: 10 21 13 31 27 50 53:
Old : 75: 10 21 13 31 27 50 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 35.0 54.7 49.6 40.6 30.0 53.2 43.4
Old : 40.6 35.0 54.7 49.6 40.6 30.0 53.2 43.4
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, December 14, 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 : 202,740: 50,175 30,647 39,999 91,995 96,002 182,169 166,648: 20,571 36,092
Old : 200,388: 49,636 31,041 39,529 91,521 94,309 180,686 164,879: 19,702 35,509
Other: 2,352: 943 10 66 474 1,693 1,483 1,769: 869 583
: : :
: : Changes in Commitments from: December 7, 2010 :
: -1,910: -1,373 -178 -96 846 -976 -623 -1,250: -1,287 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 15.1 19.7 45.4 47.4 89.9 82.2: 10.1 17.8
Old : 100.0: 24.8 15.5 19.7 45.7 47.1 90.2 82.3: 9.8 17.7
Other: 100.0: 40.1 0.4 2.8 20.2 72.0 63.1 75.2: 36.9 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 74 81 93 52 64 185 192:
Old : 248: 70 84 93 52 64 184 192:
Other: 42: 12 1 2 10 20 22 23:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 24.4 34.4 34.6 21.4 24.2 33.6 31.3
Old : 21.7 24.5 34.8 34.7 21.7 24.2 34.0 31.2
Other: 34.0 44.1 50.6 61.3 33.8 44.1 48.3 61.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 14, 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 : 334,545: 128,719 45,063 50,312 128,361 173,185 307,392 268,560: 27,153 65,985
Old : 334,545: 128,719 45,063 50,312 128,361 173,185 307,392 268,560: 27,153 65,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -6,409: -3,670 998 -2,088 497 -3,966 -5,261 -5,056: -1,148 -1,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 13.5 15.0 38.4 51.8 91.9 80.3: 8.1 19.7
Old : 100.0: 38.5 13.5 15.0 38.4 51.8 91.9 80.3: 8.1 19.7
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 : 438: 142 71 94 96 194 293 318:
Old : 438: 142 71 94 96 194 293 318:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 13.1 28.9 20.8 18.0 12.8 28.9 19.2
Old : 18.0 13.1 28.9 20.8 18.0 12.8 28.9 19.2
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, December 14, 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 : 9,278: 4,081 2,463 850 2,607 4,557 7,538 7,870: 1,740 1,408
Old : 9,278: 4,081 2,463 850 2,607 4,557 7,538 7,870: 1,740 1,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -65: 8 -243 -16 148 460 140 201: -205 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 26.5 9.2 28.1 49.1 81.2 84.8: 18.8 15.2
Old : 100.0: 44.0 26.5 9.2 28.1 49.1 81.2 84.8: 18.8 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 34 16 9 15 27 55 49:
Old : 86: 34 16 9 15 27 55 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 27.2 50.9 43.2 37.1 27.2 49.2 43.2
Old : 37.1 27.2 50.9 43.2 37.1 27.2 49.2 43.2
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, December 14, 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 : 40,066: 17,438 6,899 5,703 10,139 7,968 33,280 20,570: 6,786 19,496
Old : 40,066: 17,438 6,899 5,703 10,139 7,968 33,280 20,570: 6,786 19,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 1,666: 762 262 -350 941 1,152 1,353 1,064: 313 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 17.2 14.2 25.3 19.9 83.1 51.3: 16.9 48.7
Old : 100.0: 43.5 17.2 14.2 25.3 19.9 83.1 51.3: 16.9 48.7
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 : 146: 50 28 30 29 51 96 97:
Old : 146: 50 28 30 29 51 96 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 16.2 33.4 23.0 20.3 12.1 32.2 17.2
Old : 20.3 16.2 33.4 23.0 20.3 12.1 32.2 17.2
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, December 14, 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 : 56,751: 8,414 0 80 37,324 55,987 45,818 56,067: 10,933 684
Old : 56,751: 8,414 0 80 37,324 55,987 45,818 56,067: 10,933 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 5,223: -82 0 0 3,901 5,274 3,819 5,274: 1,404 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.0 0.1 65.8 98.7 80.7 98.8: 19.3 1.2
Old : 100.0: 14.8 0.0 0.1 65.8 98.7 80.7 98.8: 19.3 1.2
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 : 21: 5 0 1 13 15 18 16:
Old : 21: 5 0 1 13 15 18 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 : 56.2 65.1 69.4 88.9 50.2 60.2 56.1 72.5
Old : 56.2 65.1 69.4 88.9 50.2 60.2 56.1 72.5
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, December 14, 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 : 142,291: 44,840 11,444 9,726 45,814 107,497 100,380 128,667: 41,911 13,624
Old : 142,291: 44,840 11,444 9,726 45,814 107,497 100,380 128,667: 41,911 13,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 27,292: -2,163 -1,837 9,723 17,667 21,972 25,227 29,858: 2,065 -2,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 8.0 6.8 32.2 75.5 70.5 90.4: 29.5 9.6
Old : 100.0: 31.5 8.0 6.8 32.2 75.5 70.5 90.4: 29.5 9.6
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 : 82: 41 7 2 20 27 62 35:
Old : 82: 41 7 2 20 27 62 35:
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 : 24.8 37.0 37.0 61.0 15.1 31.1 22.6 47.1
Old : 24.8 37.0 37.0 61.0 15.1 31.1 22.6 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, December 14, 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 : 39,804: 20,794 10,078 0 2,806 19,157 23,600 29,235: 16,204 10,569
Old : 39,804: 20,794 10,078 0 2,806 19,157 23,600 29,235: 16,204 10,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -3,110: 2,780 1,051 -5 -7,114 -5,638 -4,339 -4,592: 1,229 1,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 25.3 0.0 7.0 48.1 59.3 73.4: 40.7 26.6
Old : 100.0: 52.2 25.3 0.0 7.0 48.1 59.3 73.4: 40.7 26.6
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 : 40: 18 6 0 5 14 23 20:
Old : 40: 18 6 0 5 14 23 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 : 27.6 42.2 40.6 56.2 27.6 42.2 40.4 56.2
Old : 27.6 42.2 40.6 56.2 27.6 42.2 40.4 56.2
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, December 14, 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 : 116,794: 87,694 10,526 0 22,374 105,121 110,068 115,647: 6,726 1,147
Old : 116,794: 87,694 10,526 0 22,374 105,121 110,068 115,647: 6,726 1,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -27,029: 9,592 -8,094 -1,631 -34,482 -16,292 -26,521 -26,017: -508 -1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 9.0 0.0 19.2 90.0 94.2 99.0: 5.8 1.0
Old : 100.0: 75.1 9.0 0.0 19.2 90.0 94.2 99.0: 5.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 49 12 0 13 16 62 28:
Old : 88: 49 12 0 13 16 62 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 : 52.3 72.8 67.8 90.4 52.3 72.8 67.8 90.2
Old : 52.3 72.8 67.8 90.4 52.3 72.8 67.8 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, December 14, 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 : 67,820: 12,205 20,391 0 37,905 28,386 50,110 48,777: 17,710 19,043
Old : 67,820: 12,205 20,391 0 37,905 28,386 50,110 48,777: 17,710 19,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -18,449: -2,037 -6,771 -1,716 -14,238 -7,876 -17,991 -16,363: -458 -2,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 30.1 0.0 55.9 41.9 73.9 71.9: 26.1 28.1
Old : 100.0: 18.0 30.1 0.0 55.9 41.9 73.9 71.9: 26.1 28.1
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 : 65: 11 20 0 18 23 29 43:
Old : 65: 11 20 0 18 23 29 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 24.9 56.5 38.9 37.7 24.0 54.4 38.0
Old : 38.2 24.9 56.5 38.9 37.7 24.0 54.4 38.0
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, December 14, 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 : 96,110: 34,996 22,261 0 41,019 43,890 76,015 66,151: 20,095 29,959
Old : 96,110: 34,996 22,261 0 41,019 43,890 76,015 66,151: 20,095 29,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -36,123: -12,665 -2,112 -720 -14,365 -30,317 -27,750 -33,149: -8,373 -2,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 23.2 0.0 42.7 45.7 79.1 68.8: 20.9 31.2
Old : 100.0: 36.4 23.2 0.0 42.7 45.7 79.1 68.8: 20.9 31.2
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 : 88: 25 29 0 20 21 45 50:
Old : 88: 25 29 0 20 21 45 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 32.1 50.0 41.6 34.7 31.8 49.7 41.3
Old : 34.7 32.1 50.0 41.6 34.7 31.8 49.7 41.3
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, December 14, 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 : 146,781: 35,689 45,993 246 63,095 50,387 99,030 96,626: 47,751 50,155
Old : 146,781: 35,689 45,993 246 63,095 50,387 99,030 96,626: 47,751 50,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -51,318: 3,367 -1,619 -3,308 -52,027 -42,254 -51,968 -47,181: 650 -4,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 31.3 0.2 43.0 34.3 67.5 65.8: 32.5 34.2
Old : 100.0: 24.3 31.3 0.2 43.0 34.3 67.5 65.8: 32.5 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 : 140: 35 47 7 31 40 67 93:
Old : 140: 35 47 7 31 40 67 93:
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 : 19.4 16.6 32.7 25.5 19.0 16.6 31.9 24.8
Old : 19.4 16.6 32.7 25.5 19.0 16.6 31.9 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, December 14, 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 : 24,510: 21,314 8,793 0 985 14,758 22,299 23,551: 2,211 959
Old : 24,510: 21,314 8,793 0 985 14,758 22,299 23,551: 2,211 959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -3,085: -710 5,030 -166 -1,200 -7,436 -2,076 -2,572: -1,009 -513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 35.9 0.0 4.0 60.2 91.0 96.1: 9.0 3.9
Old : 100.0: 87.0 35.9 0.0 4.0 60.2 91.0 96.1: 9.0 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 12 0 6 7 17 19:
Old : 35: 11 12 0 6 7 17 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 : 78.1 67.8 85.5 87.8 78.1 67.8 85.5 87.8
Old : 78.1 67.8 85.5 87.8 78.1 67.8 85.5 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, December 14, 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 : 7,064,066: 653,123 393,419 762,022 4,898,882 5,108,074 6,314,027 6,263,515: 750,039 800,551
Old : 7,064,066: 653,123 393,419 762,022 4,898,882 5,108,074 6,314,027 6,263,515: 750,039 800,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
:-1,106,018: -277,428 -237,836 -227,953 -507,098 -561,506 -1,012,479 -1,027,295: -93,539 -78,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.6 10.8 69.3 72.3 89.4 88.7: 10.6 11.3
Old : 100.0: 9.2 5.6 10.8 69.3 72.3 89.4 88.7: 10.6 11.3
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 : 215: 52 33 68 107 115 195 188:
Old : 215: 52 33 68 107 115 195 188:
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 : 35.8 30.7 46.8 45.8 34.4 25.5 42.1 38.8
Old : 35.8 30.7 46.8 45.8 34.4 25.5 42.1 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, December 14, 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 : 1,109,473: 83,287 71,300 83,795 779,498 826,616 946,580 981,711: 162,893 127,763
Old : 1,109,473: 83,287 71,300 83,795 779,498 826,616 946,580 981,711: 162,893 127,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 128,830: 7,879 -8,633 14,700 93,561 102,526 116,140 108,594: 12,690 20,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 6.4 7.6 70.3 74.5 85.3 88.5: 14.7 11.5
Old : 100.0: 7.5 6.4 7.6 70.3 74.5 85.3 88.5: 14.7 11.5
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 : 546: 116 97 72 240 234 393 369:
Old : 546: 116 97 72 240 234 393 369:
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 : 16.7 20.0 24.9 30.9 11.2 12.9 16.6 19.0
Old : 16.7 20.0 24.9 30.9 11.2 12.9 16.6 19.0
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, December 14, 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 : 431,240: 70,735 20,464 12,561 251,578 339,474 334,874 372,499: 96,366 58,741
Old : 431,240: 70,735 20,464 12,561 251,578 339,474 334,874 372,499: 96,366 58,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 46,462: 8,344 -1,226 4,557 29,548 28,551 42,449 31,882: 4,013 14,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 4.7 2.9 58.3 78.7 77.7 86.4: 22.3 13.6
Old : 100.0: 16.4 4.7 2.9 58.3 78.7 77.7 86.4: 22.3 13.6
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 : 140: 21 18 15 64 68 94 93:
Old : 140: 21 18 15 64 68 94 93:
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 : 27.2 29.3 38.6 41.8 24.9 26.0 34.4 37.7
Old : 27.2 29.3 38.6 41.8 24.9 26.0 34.4 37.7
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, December 14, 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 : 3,391,166: 359,983 551,402 58,945 2,639,601 2,435,711 3,058,529 3,046,058: 332,637 345,108
Old : 3,391,166: 359,983 551,402 58,945 2,639,601 2,435,711 3,058,529 3,046,058: 332,637 345,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 411,840: 26,686 -8,024 21,705 320,066 369,877 368,457 383,558: 43,383 28,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.3 1.7 77.8 71.8 90.2 89.8: 9.8 10.2
Old : 100.0: 10.6 16.3 1.7 77.8 71.8 90.2 89.8: 9.8 10.2
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 : 500: 104 93 58 209 208 344 331:
Old : 500: 104 93 58 209 208 344 331:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 20.8 26.7 30.3 13.5 15.4 20.8 22.9
Old : 18.0 20.8 26.7 30.3 13.5 15.4 20.8 22.9
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, December 14, 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 : 124,246: 14,363 6,538 439 97,912 113,836 112,714 120,813: 11,532 3,433
Old : 124,246: 14,363 6,538 439 97,912 113,836 112,714 120,813: 11,532 3,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 15,906: -1,295 -276 112 15,781 15,851 14,598 15,687: 1,308 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.3 0.4 78.8 91.6 90.7 97.2: 9.3 2.8
Old : 100.0: 11.6 5.3 0.4 78.8 91.6 90.7 97.2: 9.3 2.8
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 : 91: 15 5 2 49 40 65 46:
Old : 91: 15 5 2 49 40 65 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 44.2 53.9 64.6 24.1 32.8 35.8 50.9
Old : 42.0 44.2 53.9 64.6 24.1 32.8 35.8 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, December 14, 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 : 134,491: 24,366 10,202 11,095 85,062 103,960 120,523 125,256: 13,969 9,235
Old : 134,491: 24,366 10,202 11,095 85,062 103,960 120,523 125,256: 13,969 9,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 24,426: 1,082 332 2,743 18,386 18,336 22,211 21,411: 2,215 3,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 7.6 8.2 63.2 77.3 89.6 93.1: 10.4 6.9
Old : 100.0: 18.1 7.6 8.2 63.2 77.3 89.6 93.1: 10.4 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 82 35 18 101 86 191 133:
Old : 254: 82 35 18 101 86 191 133:
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 : 21.5 28.6 31.5 44.3 12.1 20.7 17.7 30.2
Old : 21.5 28.6 31.5 44.3 12.1 20.7 17.7 30.2
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, December 14, 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 : 30,342: 9,553 1,520 10 14,464 27,207 24,027 28,737: 6,315 1,605
Old : 30,342: 9,553 1,520 10 14,464 27,207 24,027 28,737: 6,315 1,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 2,798: 1,132 -53 10 1,451 2,212 2,593 2,169: 205 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 5.0 0.0 47.7 89.7 79.2 94.7: 20.8 5.3
Old : 100.0: 31.5 5.0 0.0 47.7 89.7 79.2 94.7: 20.8 5.3
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 : 33: 6 3 1 10 20 17 23:
Old : 33: 6 3 1 10 20 17 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 46.7 72.3 70.2 53.7 46.7 61.9 67.0
Old : 60.2 46.7 72.3 70.2 53.7 46.7 61.9 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, December 14, 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 : 520,747: 119,449 88,792 10,040 352,989 383,765 482,478 482,597: 38,269 38,150
Old : 520,747: 119,449 88,792 10,040 352,989 383,765 482,478 482,597: 38,269 38,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 108,141: 6,045 8,220 7,369 84,675 80,620 98,089 96,209: 10,052 11,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 17.1 1.9 67.8 73.7 92.7 92.7: 7.3 7.3
Old : 100.0: 22.9 17.1 1.9 67.8 73.7 92.7 92.7: 7.3 7.3
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 : 248: 78 37 14 95 81 179 126:
Old : 248: 78 37 14 95 81 179 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 31.1 29.4 45.0 16.4 31.1 24.0 42.0
Old : 20.7 31.1 29.4 45.0 16.4 31.1 24.0 42.0
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, December 14, 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 : 113,584: 62,670 8,892 150 21,026 93,149 83,846 102,191: 29,738 11,393
Old : 113,584: 62,670 8,892 150 21,026 93,149 83,846 102,191: 29,738 11,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -13,428: 9,120 -1,306 -372 -20,911 -9,329 -12,163 -11,007: -1,265 -2,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 7.8 0.1 18.5 82.0 73.8 90.0: 26.2 10.0
Old : 100.0: 55.2 7.8 0.1 18.5 82.0 73.8 90.0: 26.2 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 29 11 1 9 18 39 29:
Old : 64: 29 11 1 9 18 39 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 : 36.4 53.0 50.0 79.7 36.4 53.0 49.8 79.5
Old : 36.4 53.0 50.0 79.7 36.4 53.0 49.8 79.5
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, December 14, 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 : 37,411: 8,349 12,161 2 18,377 7,100 26,728 19,263: 10,683 18,148
Old : 37,411: 8,349 12,161 2 18,377 7,100 26,728 19,263: 10,683 18,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -26,176: -1,711 -881 -475 -8,775 -9,863 -10,961 -11,219: -15,215 -14,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 32.5 0.0 49.1 19.0 71.4 51.5: 28.6 48.5
Old : 100.0: 22.3 32.5 0.0 49.1 19.0 71.4 51.5: 28.6 48.5
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 : 52: 13 11 1 22 9 36 20:
Old : 52: 13 11 1 22 9 36 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 : 30.0 30.1 41.4 38.9 30.0 30.1 41.4 38.9
Old : 30.0 30.1 41.4 38.9 30.0 30.1 41.4 38.9
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, December 14, 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 : 48,152: 13,673 6,116 84 22,659 19,894 36,416 26,094: 11,736 22,058
Old : 48,152: 13,673 6,116 84 22,659 19,894 36,416 26,094: 11,736 22,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -11,352: -399 1,259 -1,833 -3,817 -13,506 -6,049 -14,080: -5,303 2,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 12.7 0.2 47.1 41.3 75.6 54.2: 24.4 45.8
Old : 100.0: 28.4 12.7 0.2 47.1 41.3 75.6 54.2: 24.4 45.8
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 : 47: 13 5 1 19 16 32 22:
Old : 47: 13 5 1 19 16 32 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 37.4 49.2 45.8 31.9 37.2 47.7 45.5
Old : 33.5 37.4 49.2 45.8 31.9 37.2 47.7 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, December 14, 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 : 33,241: 4,100 806 729 24,543 29,639 29,372 31,174: 3,869 2,067
Old : 33,241: 4,100 806 729 24,543 29,639 29,372 31,174: 3,869 2,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 4,275: 541 -492 429 3,589 4,508 4,559 4,445: -284 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 2.4 2.2 73.8 89.2 88.4 93.8: 11.6 6.2
Old : 100.0: 12.3 2.4 2.2 73.8 89.2 88.4 93.8: 11.6 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 : 44: 5 4 5 21 26 28 33:
Old : 44: 5 4 5 21 26 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 44.7 60.7 66.4 32.9 39.6 46.4 53.2
Old : 43.9 44.7 60.7 66.4 32.9 39.6 46.4 53.2
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, December 14, 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 : 46,631: 14,257 1,681 0 20,513 38,032 34,770 39,713: 11,861 6,918
Old : 46,631: 14,257 1,681 0 20,513 38,032 34,770 39,713: 11,861 6,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 7,147: 925 -91 -16 1,677 2,104 2,586 1,997: 4,561 5,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 3.6 0.0 44.0 81.6 74.6 85.2: 25.4 14.8
Old : 100.0: 30.6 3.6 0.0 44.0 81.6 74.6 85.2: 25.4 14.8
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 : 49: 16 2 0 20 19 36 21:
Old : 49: 16 2 0 20 19 36 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 52.6 44.7 69.6 25.9 50.1 38.9 65.1
Old : 31.0 52.6 44.7 69.6 25.9 50.1 38.9 65.1
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, December 14, 2010
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,865: 4,008 2,735 734 9,157 11,626 13,899 15,095: 1,966 770
Old : 15,865: 4,008 2,735 734 9,157 11,626 13,899 15,095: 1,966 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 1,309: 198 88 728 -192 130 734 946: 575 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 17.2 4.6 57.7 73.3 87.6 95.1: 12.4 4.9
Old : 100.0: 25.3 17.2 4.6 57.7 73.3 87.6 95.1: 12.4 4.9
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 : 20: 11 2 1 6 2 18 4:
Old : 20: 11 2 1 6 2 18 4:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 95.1 73.8 95.1 59.7 90.5 71.5 90.5
Old : 59.7 95.1 73.8 95.1 59.7 90.5 71.5 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 17, 2010