MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 36,184: 2,876 4,797 6,377 21,134 17,132 30,387 28,305: 5,798 7,879
Old : 36,184: 2,876 4,797 6,377 21,134 17,132 30,387 28,305: 5,798 7,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -4,144: -200 141 -1,027 -2,668 -2,734 -3,895 -3,619: -249 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 13.3 17.6 58.4 47.3 84.0 78.2: 16.0 21.8
Old : 100.0: 7.9 13.3 17.6 58.4 47.3 84.0 78.2: 16.0 21.8
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 : 69: 13 18 23 31 26 56 56:
Old : 69: 13 18 23 31 26 56 56:
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 : 34.2 31.1 46.5 45.0 34.0 29.7 43.7 42.7
Old : 34.2 31.1 46.5 45.0 34.0 29.7 43.7 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 209,264: 53,339 14,048 49,301 81,380 112,859 184,020 176,208: 25,244 33,056
Old : 206,882: 53,310 14,336 48,977 79,879 110,851 182,166 174,165: 24,716 32,718
Other: 2,381: 344 26 9 1,501 2,008 1,854 2,043: 528 338
: : :
: : Changes in Commitments from: December 29, 2009 :
: 10,211: 3,109 419 2,640 2,580 7,585 8,328 10,643: 1,883 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 6.7 23.6 38.9 53.9 87.9 84.2: 12.1 15.8
Old : 100.0: 25.8 6.9 23.7 38.6 53.6 88.1 84.2: 11.9 15.8
Other: 100.0: 14.4 1.1 0.4 63.0 84.3 77.8 85.8: 22.2 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 88 52 82 53 58 194 159:
Old : 230: 89 52 82 52 58 193 159:
Other: 33: 6 8 3 6 14 15 22:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 31.8 29.4 40.6 17.5 30.9 28.7 38.7
Old : 17.6 32.1 29.1 40.3 17.6 31.2 28.4 38.5
Other: 65.1 71.4 77.0 81.6 65.1 71.4 76.9 81.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 320,947: 108,080 42,461 63,673 129,623 163,262 301,376 269,396: 19,571 51,551
Old : 320,947: 108,080 42,461 63,673 129,623 163,262 301,376 269,396: 19,571 51,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -2,401: 2,619 -7,137 3,469 -1,967 7,982 4,121 4,314: -6,521 -6,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 13.2 19.8 40.4 50.9 93.9 83.9: 6.1 16.1
Old : 100.0: 33.7 13.2 19.8 40.4 50.9 93.9 83.9: 6.1 16.1
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 : 393: 123 83 95 98 162 269 301:
Old : 393: 123 83 95 98 162 269 301:
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 : 17.0 15.9 27.2 23.2 16.9 13.3 27.0 19.4
Old : 17.0 15.9 27.2 23.2 16.9 13.3 27.0 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 8,830: 4,303 1,754 509 2,654 4,761 7,466 7,024: 1,364 1,806
Old : 8,830: 4,303 1,754 509 2,654 4,761 7,466 7,024: 1,364 1,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -408: 11 167 -167 129 -432 -27 -432: -382 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 19.9 5.8 30.1 53.9 84.6 79.5: 15.4 20.5
Old : 100.0: 48.7 19.9 5.8 30.1 53.9 84.6 79.5: 15.4 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 24 18 8 19 27 51 46:
Old : 75: 24 18 8 19 27 51 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 : 38.4 26.4 59.8 40.2 38.4 26.1 59.8 39.5
Old : 38.4 26.4 59.8 40.2 38.4 26.1 59.8 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 31,968: 10,570 8,379 5,190 11,183 7,135 26,943 20,704: 5,024 11,264
Old : 31,968: 10,570 8,379 5,190 11,183 7,135 26,943 20,704: 5,024 11,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -278: 792 -1,685 531 -334 868 989 -286: -1,267 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 26.2 16.2 35.0 22.3 84.3 64.8: 15.7 35.2
Old : 100.0: 33.1 26.2 16.2 35.0 22.3 84.3 64.8: 15.7 35.2
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 : 134: 39 29 32 41 40 97 92:
Old : 134: 39 29 32 41 40 97 92:
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 : 22.9 15.6 35.7 23.6 22.9 15.0 35.7 21.9
Old : 22.9 15.6 35.7 23.6 22.9 15.0 35.7 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 119,384: 51,968 11,150 4,341 17,211 85,038 73,520 100,529: 45,864 18,855
Old : 119,384: 51,968 11,150 4,341 17,211 85,038 73,520 100,529: 45,864 18,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 7,630: 1,312 1,152 374 1,337 4,800 3,022 6,326: 4,607 1,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 9.3 3.6 14.4 71.2 61.6 84.2: 38.4 15.8
Old : 100.0: 43.5 9.3 3.6 14.4 71.2 61.6 84.2: 38.4 15.8
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 : 71: 28 11 14 20 26 54 45:
Old : 71: 28 11 14 20 26 54 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 : 26.9 41.1 36.5 62.5 26.9 40.6 36.5 61.9
Old : 26.9 41.1 36.5 62.5 26.9 40.6 36.5 61.9
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 with Delta-adjusted Options and Futures Combined, 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 : 37,994: 12,525 15,090 1,817 11,819 10,224 26,161 27,131: 11,833 10,862
Old : 37,994: 12,525 15,090 1,817 11,819 10,224 26,161 27,131: 11,833 10,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -2,743: 2,143 -2,116 115 -6,423 1,219 -4,165 -782: 1,422 -1,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 39.7 4.8 31.1 26.9 68.9 71.4: 31.1 28.6
Old : 100.0: 33.0 39.7 4.8 31.1 26.9 68.9 71.4: 31.1 28.6
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 : 37: 15 9 6 9 10 24 25:
Old : 37: 15 9 6 9 10 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 37.5 45.2 51.5 31.0 37.5 43.6 51.5
Old : 31.2 37.5 45.2 51.5 31.0 37.5 43.6 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 96,770: 69,341 7,344 255 21,314 87,103 90,910 94,702: 5,860 2,068
Old : 96,770: 69,341 7,344 255 21,314 87,103 90,910 94,702: 5,860 2,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 41: -1,051 1,593 -10 1,182 -778 121 805: -80 -764
: : :
: : 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 with Delta-adjusted Options and Futures Combined, 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 : 101,524: 17,068 51,570 4,899 61,531 16,309 83,497 72,778: 18,026 28,746
Old : 101,524: 17,068 51,570 4,899 61,531 16,309 83,497 72,778: 18,026 28,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 8,419: -706 3,730 129 11,529 514 10,952 4,373: -2,533 4,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 50.8 4.8 60.6 16.1 82.2 71.7: 17.8 28.3
Old : 100.0: 16.8 50.8 4.8 60.6 16.1 82.2 71.7: 17.8 28.3
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 : 73: 15 33 11 18 15 39 53:
Old : 73: 15 33 11 18 15 39 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 : 38.4 26.3 55.5 37.3 37.9 26.3 53.5 37.3
Old : 38.4 26.3 55.5 37.3 37.9 26.3 53.5 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 120,331: 20,207 35,332 11,920 70,993 44,861 103,120 92,113: 17,211 28,218
Old : 120,331: 20,207 35,332 11,920 70,993 44,861 103,120 92,113: 17,211 28,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 9,921: 668 2,862 1,082 9,725 3,851 11,475 7,796: -1,554 2,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 29.4 9.9 59.0 37.3 85.7 76.5: 14.3 23.5
Old : 100.0: 16.8 29.4 9.9 59.0 37.3 85.7 76.5: 14.3 23.5
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 : 89: 27 35 25 17 19 60 63:
Old : 89: 27 35 25 17 19 60 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 36.9 59.4 48.5 44.1 34.2 55.0 42.9
Old : 47.8 36.9 59.4 48.5 44.1 34.2 55.0 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 196,272: 37,341 69,865 30,332 80,486 55,516 148,158 155,713: 48,114 40,559
Old : 196,272: 37,341 69,865 30,332 80,486 55,516 148,158 155,713: 48,114 40,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 12,510: 2,962 4,931 1,040 9,009 4,553 13,011 10,523: -501 1,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 35.6 15.5 41.0 28.3 75.5 79.3: 24.5 20.7
Old : 100.0: 19.0 35.6 15.5 41.0 28.3 75.5 79.3: 24.5 20.7
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 : 153: 47 57 49 33 30 107 109:
Old : 153: 47 57 49 33 30 107 109:
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 : 28.3 21.4 36.0 32.1 26.3 21.1 31.7 29.8
Old : 28.3 21.4 36.0 32.1 26.3 21.1 31.7 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 :11,341,503: 965,341 355,818 3,816,396 5,709,327 6,250,103 10,491,065 10,422,317: 850,438 919,186
Old :11,341,503: 965,341 355,818 3,816,396 5,709,327 6,250,103 10,491,065 10,422,317: 850,438 919,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 241,152: 59,184 15,401 71,893 93,380 156,291 224,457 243,585: 16,695 -2,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 3.1 33.6 50.3 55.1 92.5 91.9: 7.5 8.1
Old : 100.0: 8.5 3.1 33.6 50.3 55.1 92.5 91.9: 7.5 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 65 57 107 137 135 256 252:
Old : 272: 65 57 107 137 135 256 252:
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 24.9 32.7 37.1 15.8 16.8 19.3 19.5
Old : 21.5 24.9 32.7 37.1 15.8 16.8 19.3 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 397,034: 28,885 23,963 24,824 246,857 299,581 300,566 348,368: 96,468 48,666
Old : 397,034: 28,885 23,963 24,824 246,857 299,581 300,566 348,368: 96,468 48,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 7,104: -3,439 1,263 2,129 6,477 -1,249 5,168 2,143: 1,936 4,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.0 6.3 62.2 75.5 75.7 87.7: 24.3 12.3
Old : 100.0: 7.3 6.0 6.3 62.2 75.5 75.7 87.7: 24.3 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 21 27 29 84 67 126 102:
Old : 152: 21 27 29 84 67 126 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 30.2 26.3 44.0 17.5 30.1 24.4 43.8
Old : 19.2 30.2 26.3 44.0 17.5 30.1 24.4 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,537,496: 375,645 283,926 71,273 1,887,837 1,930,714 2,334,755 2,285,913: 202,740 251,583
Old : 2,537,496: 375,645 283,926 71,273 1,887,837 1,930,714 2,334,755 2,285,913: 202,740 251,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 20,731: -1,080 -24,820 14,082 -2,770 27,472 10,231 16,733: 10,499 3,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 11.2 2.8 74.4 76.1 92.0 90.1: 8.0 9.9
Old : 100.0: 14.8 11.2 2.8 74.4 76.1 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 : 422: 94 85 56 162 167 286 278:
Old : 422: 94 85 56 162 167 286 278:
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 : 21.1 23.2 31.5 31.9 20.3 20.3 28.7 28.8
Old : 21.1 23.2 31.5 31.9 20.3 20.3 28.7 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 103,056: 10,730 9,916 0 78,638 87,003 89,368 96,919: 13,688 6,137
Old : 103,056: 10,730 9,916 0 78,638 87,003 89,368 96,919: 13,688 6,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 456: -65 -509 0 -843 716 -908 207: 1,364 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 9.6 0.0 76.3 84.4 86.7 94.0: 13.3 6.0
Old : 100.0: 10.4 9.6 0.0 76.3 84.4 86.7 94.0: 13.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 33.2 54.1 49.8 70.9 27.4 52.3 40.0 64.0
Old : 33.2 54.1 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 with Delta-adjusted Options and Futures Combined, 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 : 12,661: 5,171 0 0 3,852 9,834 9,023 9,834: 3,638 2,827
Old : 12,661: 5,171 0 0 3,852 9,834 9,023 9,834: 3,638 2,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 2,258: 2,012 -218 0 -2 1,784 2,010 1,566: 248 692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 0.0 0.0 30.4 77.7 71.3 77.7: 28.7 22.3
Old : 100.0: 40.8 0.0 0.0 30.4 77.7 71.3 77.7: 28.7 22.3
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 : 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 56.3 61.9 72.3 50.2 56.3 61.9 72.3
Old : 50.2 56.3 61.9 72.3 50.2 56.3 61.9 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 320,875: 128,436 74,465 5,515 158,016 226,188 291,968 306,168: 28,907 14,707
Old : 320,875: 128,436 74,465 5,515 158,016 226,188 291,968 306,168: 28,907 14,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 17,012: 4,805 761 -442 10,497 17,595 14,860 17,914: 2,152 -902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 23.2 1.7 49.2 70.5 91.0 95.4: 9.0 4.6
Old : 100.0: 40.0 23.2 1.7 49.2 70.5 91.0 95.4: 9.0 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 : 228: 73 40 19 58 76 139 127:
Old : 228: 73 40 19 58 76 139 127:
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 22.8 37.7 40.3 25.0 21.4 34.4 38.2
Old : 27.6 22.8 37.7 40.3 25.0 21.4 34.4 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 114,953: 62,682 14,817 2,989 22,014 85,275 87,685 103,080: 27,269 11,873
Old : 114,953: 62,682 14,817 2,989 22,014 85,275 87,685 103,080: 27,269 11,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 10,936: 9,269 -1,692 -377 568 12,731 9,460 10,663: 1,476 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 12.9 2.6 19.2 74.2 76.3 89.7: 23.7 10.3
Old : 100.0: 54.5 12.9 2.6 19.2 74.2 76.3 89.7: 23.7 10.3
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 : 66: 28 14 13 12 19 47 39:
Old : 66: 28 14 13 12 19 47 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 51.9 52.3 72.2 36.8 51.7 52.3 71.3
Old : 36.8 51.9 52.3 72.2 36.8 51.7 52.3 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 36,094: 12,211 10,268 0 17,352 11,259 29,563 21,527: 6,531 14,567
Old : 36,094: 12,211 10,268 0 17,352 11,259 29,563 21,527: 6,531 14,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 11,292: 4,537 4,764 0 5,770 2,688 10,307 7,452: 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 : 49: 13 13 0 13 16 26 29:
Old : 49: 13 13 0 13 16 26 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 : 46.3 27.6 59.1 37.6 45.9 27.3 58.2 37.2
Old : 46.3 27.6 59.1 37.6 45.9 27.3 58.2 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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