MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 42,957: 4,500 2,282 7,649 25,132 25,852 37,281 35,783: 5,676 7,174
Old : 42,957: 4,500 2,282 7,649 25,132 25,852 37,281 35,783: 5,676 7,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 2,239: -300 650 366 1,692 1,181 1,758 2,198: 481 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 5.3 17.8 58.5 60.2 86.8 83.3: 13.2 16.7
Old : 100.0: 10.5 5.3 17.8 58.5 60.2 86.8 83.3: 13.2 16.7
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 : 82: 22 11 23 40 35 69 63:
Old : 82: 22 11 23 40 35 69 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 : 27.5 32.2 39.2 43.1 26.7 28.5 35.4 39.2
Old : 27.5 32.2 39.2 43.1 26.7 28.5 35.4 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 226,712: 45,054 21,308 64,032 96,013 104,708 205,100 190,047: 21,612 36,664
Old : 225,092: 44,808 22,102 63,234 95,866 103,467 203,909 188,802: 21,183 36,289
Other: 1,620: 1,040 0 4 147 1,241 1,191 1,245: 429 375
: : :
: : Changes in Commitments from: November 16, 2010 :
: 3,555: 958 -3,186 2,105 -637 2,960 2,425 1,879: 1,130 1,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 9.4 28.2 42.4 46.2 90.5 83.8: 9.5 16.2
Old : 100.0: 19.9 9.8 28.1 42.6 46.0 90.6 83.9: 9.4 16.1
Other: 100.0: 64.2 0.0 0.2 9.1 76.6 73.5 76.9: 26.5 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 76 74 106 55 65 197 198:
Old : 245: 74 77 106 55 64 196 197:
Other: 29: 11 0 1 3 16 14 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 23.6 31.6 33.3 19.6 22.5 30.6 29.1
Old : 19.8 23.7 31.9 33.3 19.8 22.6 30.8 29.0
Other: 48.8 50.3 66.5 71.6 48.6 50.3 66.2 71.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 429,637: 134,797 16,702 126,854 139,134 211,518 400,785 355,073: 28,852 74,564
Old : 429,637: 134,797 16,702 126,854 139,134 211,518 400,785 355,073: 28,852 74,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 29,942: 4,272 4,259 17,037 8,216 6,273 29,524 27,569: 418 2,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 3.9 29.5 32.4 49.2 93.3 82.6: 6.7 17.4
Old : 100.0: 31.4 3.9 29.5 32.4 49.2 93.3 82.6: 6.7 17.4
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 : 439: 158 54 133 115 195 334 339:
Old : 439: 158 54 133 115 195 334 339:
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 : 16.3 16.4 26.1 24.9 14.7 14.2 23.2 18.8
Old : 16.3 16.4 26.1 24.9 14.7 14.2 23.2 18.8
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, November 23, 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 : 9,245: 4,004 1,592 1,238 2,521 4,953 7,763 7,783: 1,482 1,462
Old : 9,245: 4,004 1,592 1,238 2,521 4,953 7,763 7,783: 1,482 1,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -448: -95 23 -275 33 -299 -337 -550: -111 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 17.2 13.4 27.3 53.6 84.0 84.2: 16.0 15.8
Old : 100.0: 43.3 17.2 13.4 27.3 53.6 84.0 84.2: 16.0 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 : 89: 34 14 15 18 30 60 56:
Old : 89: 34 14 15 18 30 60 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 : 37.9 28.3 53.4 45.1 37.9 28.3 50.3 42.6
Old : 37.9 28.3 53.4 45.1 37.9 28.3 50.3 42.6
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, November 23, 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 : 35,753: 12,340 5,290 7,549 9,782 6,440 29,672 19,279: 6,082 16,474
Old : 35,753: 12,340 5,290 7,549 9,782 6,440 29,672 19,279: 6,082 16,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 3,137: 1,776 -462 926 -289 932 2,413 1,396: 724 1,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 14.8 21.1 27.4 18.0 83.0 53.9: 17.0 46.1
Old : 100.0: 34.5 14.8 21.1 27.4 18.0 83.0 53.9: 17.0 46.1
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 : 137: 42 29 36 36 41 100 89:
Old : 137: 42 29 36 36 41 100 89:
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 : 22.2 19.2 34.8 26.6 22.2 15.2 32.9 19.8
Old : 22.2 19.2 34.8 26.6 22.2 15.2 32.9 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 41,873: 7,107 5 137 26,691 41,446 33,935 41,588: 7,938 285
Old : 41,873: 7,107 5 137 26,691 41,446 33,935 41,588: 7,938 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 402: -322 0 0 805 563 483 563: -81 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 0.0 0.3 63.7 99.0 81.0 99.3: 19.0 0.7
Old : 100.0: 17.0 0.0 0.3 63.7 99.0 81.0 99.3: 19.0 0.7
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 : 23: 5 1 1 13 15 19 16:
Old : 23: 5 1 1 13 15 19 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 : 60.7 75.2 69.9 91.9 48.9 65.9 56.2 74.9
Old : 60.7 75.2 69.9 91.9 48.9 65.9 56.2 74.9
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, November 23, 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 : 115,223: 37,552 13,416 3,424 32,868 78,151 73,844 94,991: 41,378 20,232
Old : 115,223: 37,552 13,416 3,424 32,868 78,151 73,844 94,991: 41,378 20,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -19,408: -21,372 -5,720 -307 4,678 -14,281 -17,001 -20,307: -2,407 899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 11.6 3.0 28.5 67.8 64.1 82.4: 35.9 17.6
Old : 100.0: 32.6 11.6 3.0 28.5 67.8 64.1 82.4: 35.9 17.6
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 : 84: 35 12 14 27 26 68 46:
Old : 84: 35 12 14 27 26 68 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 : 18.8 35.7 28.0 51.1 17.5 35.3 26.7 49.3
Old : 18.8 35.7 28.0 51.1 17.5 35.3 26.7 49.3
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, November 23, 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 : 43,224: 14,840 5,947 1,345 10,534 24,474 26,720 31,767: 16,504 11,457
Old : 43,224: 14,840 5,947 1,345 10,534 24,474 26,720 31,767: 16,504 11,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -4,505: -3,492 -4,212 408 -591 -1,307 -3,675 -5,111: -830 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 13.8 3.1 24.4 56.6 61.8 73.5: 38.2 26.5
Old : 100.0: 34.3 13.8 3.1 24.4 56.6 61.8 73.5: 38.2 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 13 8 4 11 15 26 25:
Old : 39: 13 8 4 11 15 26 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 : 27.6 39.7 40.6 53.3 25.6 39.7 37.8 53.2
Old : 27.6 39.7 40.6 53.3 25.6 39.7 37.8 53.2
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 with Delta-adjusted Options and Futures Combined, November 23, 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 : 150,782: 111,116 23,870 448 31,386 123,259 142,950 147,577: 7,832 3,205
Old : 150,782: 111,116 23,870 448 31,386 123,259 142,950 147,577: 7,832 3,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 3,159: -4,423 1,548 448 5,617 1,069 1,642 3,065: 1,517 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 15.8 0.3 20.8 81.7 94.8 97.9: 5.2 2.1
Old : 100.0: 73.7 15.8 0.3 20.8 81.7 94.8 97.9: 5.2 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 : 108: 50 21 2 19 22 71 45:
Old : 108: 50 21 2 19 22 71 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 : 50.4 55.2 66.3 81.2 50.4 55.0 66.3 81.0
Old : 50.4 55.2 66.3 81.2 50.4 55.0 66.3 81.0
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, November 23, 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 : 104,398: 37,282 24,837 5,355 37,134 52,016 79,771 82,208: 24,628 22,190
Old : 104,398: 37,282 24,837 5,355 37,134 52,016 79,771 82,208: 24,628 22,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -4,547: -9,277 3,537 404 4,521 -9,153 -4,352 -5,213: -194 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 23.8 5.1 35.6 49.8 76.4 78.7: 23.6 21.3
Old : 100.0: 35.7 23.8 5.1 35.6 49.8 76.4 78.7: 23.6 21.3
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 : 94: 31 23 14 28 29 65 60:
Old : 94: 31 23 14 28 29 65 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 23.4 33.2 36.4 23.2 22.8 32.8 35.4
Old : 23.6 23.4 33.2 36.4 23.2 22.8 32.8 35.4
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, November 23, 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 : 145,133: 51,886 23,312 8,049 56,042 80,307 115,977 111,668: 29,156 33,466
Old : 145,133: 51,886 23,312 8,049 56,042 80,307 115,977 111,668: 29,156 33,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -1,900: 2,954 -1,279 1,350 -3,073 1,378 1,231 1,449: -3,131 -3,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 16.1 5.5 38.6 55.3 79.9 76.9: 20.1 23.1
Old : 100.0: 35.8 16.1 5.5 38.6 55.3 79.9 76.9: 20.1 23.1
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 : 110: 32 35 16 29 31 68 75:
Old : 110: 32 35 16 29 31 68 75:
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 : 30.6 38.5 40.8 45.7 29.9 35.1 39.8 42.3
Old : 30.6 38.5 40.8 45.7 29.9 35.1 39.8 42.3
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 with Delta-adjusted Options and Futures Combined, November 23, 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 : 254,002: 44,696 52,689 46,069 105,025 107,906 195,791 206,665: 58,212 47,338
Old : 254,002: 44,696 52,689 46,069 105,025 107,906 195,791 206,665: 58,212 47,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -2,365: -11,290 7,270 3,214 10,183 -6,551 2,107 3,933: -4,471 -6,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 20.7 18.1 41.3 42.5 77.1 81.4: 22.9 18.6
Old : 100.0: 17.6 20.7 18.1 41.3 42.5 77.1 81.4: 22.9 18.6
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 : 183: 50 68 59 41 46 123 141:
Old : 183: 50 68 59 41 46 123 141:
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 20.8 28.5 28.9 16.6 19.0 24.2 24.4
Old : 19.4 20.8 28.5 28.9 16.6 19.0 24.2 24.4
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, November 23, 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 : 30,969: 26,095 5,026 0 1,644 25,160 27,739 30,186: 3,230 783
Old : 30,969: 26,095 5,026 0 1,644 25,160 27,739 30,186: 3,230 783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -2,454: -2,820 -444 0 444 -1,917 -2,376 -2,361: -78 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 16.2 0.0 5.3 81.2 89.6 97.5: 10.4 2.5
Old : 100.0: 84.3 16.2 0.0 5.3 81.2 89.6 97.5: 10.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 16 12 0 6 12 22 24:
Old : 45: 16 12 0 6 12 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 52.2 80.2 80.2 66.8 52.2 80.2 80.2
Old : 66.8 52.2 80.2 80.2 66.8 52.2 80.2 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 :13,460,707: 912,765 289,385 4,763,982 6,824,981 7,428,529 12,501,727 12,481,895: 958,980 978,812
Old :13,460,707: 912,765 289,385 4,763,982 6,824,981 7,428,529 12,501,727 12,481,895: 958,980 978,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 330,889: 111,537 -47,428 140,673 34,222 212,041 286,432 305,286: 44,457 25,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.1 35.4 50.7 55.2 92.9 92.7: 7.1 7.3
Old : 100.0: 6.8 2.1 35.4 50.7 55.2 92.9 92.7: 7.1 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 : 281: 81 44 109 137 144 259 263:
Old : 281: 81 44 109 137 144 259 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 21.8 34.7 35.2 16.7 14.4 20.4 21.4
Old : 23.7 21.8 34.7 35.2 16.7 14.4 20.4 21.4
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 with Delta-adjusted Options and Futures Combined, November 23, 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 : 1,056,455: 80,319 95,241 97,170 728,104 750,729 905,593 943,139: 150,862 113,316
Old : 1,056,455: 80,319 95,241 97,170 728,104 750,729 905,593 943,139: 150,862 113,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -21,830: -5,672 7,513 -8,540 -6,263 -21,170 -20,475 -22,197: -1,355 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 9.0 9.2 68.9 71.1 85.7 89.3: 14.3 10.7
Old : 100.0: 7.6 9.0 9.2 68.9 71.1 85.7 89.3: 14.3 10.7
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 : 564: 117 118 89 243 231 398 401:
Old : 564: 117 118 89 243 231 398 401:
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 : 15.0 16.3 22.8 24.9 11.6 12.6 17.4 19.2
Old : 15.0 16.3 22.8 24.9 11.6 12.6 17.4 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 452,100: 58,290 28,598 34,334 262,417 337,706 355,041 400,638: 97,058 51,462
Old : 452,100: 58,290 28,598 34,334 262,417 337,706 355,041 400,638: 97,058 51,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -2,414: 891 1,775 -2,556 -9,547 -6,060 -11,212 -6,841: 8,798 4,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 6.3 7.6 58.0 74.7 78.5 88.6: 21.5 11.4
Old : 100.0: 12.9 6.3 7.6 58.0 74.7 78.5 88.6: 21.5 11.4
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 : 148: 24 25 30 74 71 113 111:
Old : 148: 24 25 30 74 71 113 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 26.1 33.7 38.0 22.5 24.4 31.2 36.3
Old : 23.4 26.1 33.7 38.0 22.5 24.4 31.2 36.3
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, November 23, 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 : 3,021,777: 330,403 553,469 93,922 2,328,432 2,065,114 2,752,757 2,712,505: 269,020 309,273
Old : 3,021,777: 330,403 553,469 93,922 2,328,432 2,065,114 2,752,757 2,712,505: 269,020 309,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -97,082: -22,316 39,193 -40,420 16,417 -75,553 -46,319 -76,780: -50,763 -20,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 18.3 3.1 77.1 68.3 91.1 89.8: 8.9 10.2
Old : 100.0: 10.9 18.3 3.1 77.1 68.3 91.1 89.8: 8.9 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 : 507: 102 107 71 214 205 346 353:
Old : 507: 102 107 71 214 205 346 353:
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 : 17.2 17.1 26.5 25.9 14.7 14.3 22.8 21.6
Old : 17.2 17.1 26.5 25.9 14.7 14.3 22.8 21.6
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, November 23, 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 : 107,140: 17,382 7,626 325 79,561 95,463 97,268 103,414: 9,872 3,726
Old : 107,140: 17,382 7,626 325 79,561 95,463 97,268 103,414: 9,872 3,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 1,251: 2,713 58 -232 -382 1,277 2,099 1,103: -848 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 7.1 0.3 74.3 89.1 90.8 96.5: 9.2 3.5
Old : 100.0: 16.2 7.1 0.3 74.3 89.1 90.8 96.5: 9.2 3.5
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 : 88: 15 5 1 46 37 61 43:
Old : 88: 15 5 1 46 37 61 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 : 38.7 39.2 53.9 61.9 29.1 36.9 44.0 57.5
Old : 38.7 39.2 53.9 61.9 29.1 36.9 44.0 57.5
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 with Delta-adjusted Options and Futures Combined, November 23, 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 : 112,099: 23,334 11,291 9,790 70,216 86,909 103,340 107,989: 8,759 4,110
Old : 112,099: 23,334 11,291 9,790 70,216 86,909 103,340 107,989: 8,759 4,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -13,266: -8,582 510 -1,597 -1,414 -7,777 -11,594 -8,864: -1,672 -4,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 10.1 8.7 62.6 77.5 92.2 96.3: 7.8 3.7
Old : 100.0: 20.8 10.1 8.7 62.6 77.5 92.2 96.3: 7.8 3.7
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 : 250: 69 41 21 91 81 171 134:
Old : 250: 69 41 21 91 81 171 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 31.4 34.5 48.3 12.0 23.9 18.5 33.1
Old : 23.5 31.4 34.5 48.3 12.0 23.9 18.5 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 28,130: 8,639 1,520 0 15,907 25,479 24,546 26,999: 3,584 1,131
Old : 28,130: 8,639 1,520 0 15,907 25,479 24,546 26,999: 3,584 1,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -2,355: -2,553 1,198 0 -329 -3,142 -2,882 -1,944: 527 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 5.4 0.0 56.5 90.6 87.3 96.0: 12.7 4.0
Old : 100.0: 30.7 5.4 0.0 56.5 90.6 87.3 96.0: 12.7 4.0
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 : 30: 5 3 0 10 13 15 16:
Old : 30: 5 3 0 10 13 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 60.4 80.1 84.4 68.7 57.6 78.8 81.5
Old : 68.7 60.4 80.1 84.4 68.7 57.6 78.8 81.5
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, November 23, 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 : 419,844: 114,066 89,446 8,358 271,547 307,148 393,970 404,951: 25,874 14,893
Old : 419,844: 114,066 89,446 8,358 271,547 307,148 393,970 404,951: 25,874 14,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -54,556: -39,348 -12,641 1,216 -5,427 -23,177 -43,558 -34,602: -10,998 -19,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 21.3 2.0 64.7 73.2 93.8 96.5: 6.2 3.5
Old : 100.0: 27.2 21.3 2.0 64.7 73.2 93.8 96.5: 6.2 3.5
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 : 243: 68 41 17 85 76 160 127:
Old : 243: 68 41 17 85 76 160 127:
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 : 21.5 37.0 31.7 50.5 19.3 37.0 28.1 50.4
Old : 21.5 37.0 31.7 50.5 19.3 37.0 28.1 50.4
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, November 23, 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 : 129,117: 47,117 18,064 4,328 43,873 88,234 95,318 110,626: 33,799 18,491
Old : 129,117: 47,117 18,064 4,328 43,873 88,234 95,318 110,626: 33,799 18,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -3,006: -5,844 1,742 -318 3,711 -3,029 -2,452 -1,606: -554 -1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 14.0 3.4 34.0 68.3 73.8 85.7: 26.2 14.3
Old : 100.0: 36.5 14.0 3.4 34.0 68.3 73.8 85.7: 26.2 14.3
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 : 71: 26 18 13 18 20 51 44:
Old : 71: 26 18 13 18 20 51 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 47.3 42.5 64.8 30.5 45.2 41.4 62.7
Old : 30.5 47.3 42.5 64.8 30.5 45.2 41.4 62.7
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, November 23, 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 : 45,144: 11,433 14,415 79 22,400 10,535 33,912 25,029: 11,232 20,115
Old : 45,144: 11,433 14,415 79 22,400 10,535 33,912 25,029: 11,232 20,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 4,354: 1,746 2,401 79 711 421 2,536 2,901: 1,818 1,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 31.9 0.2 49.6 23.3 75.1 55.4: 24.9 44.6
Old : 100.0: 25.3 31.9 0.2 49.6 23.3 75.1 55.4: 24.9 44.6
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 : 64: 15 13 1 25 18 40 32:
Old : 64: 15 13 1 25 18 40 32:
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 : 28.8 27.5 41.5 36.2 28.8 26.2 41.5 33.9
Old : 28.8 27.5 41.5 36.2 28.8 26.2 41.5 33.9
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 with Delta-adjusted Options and Futures Combined, November 23, 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 : 50,318: 13,290 7,149 1,087 24,645 28,640 39,022 36,876: 11,296 13,442
Old : 50,318: 13,290 7,149 1,087 24,645 28,640 39,022 36,876: 11,296 13,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 2,776: 2,312 -3,281 549 -580 5,333 2,281 2,601: 495 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 14.2 2.2 49.0 56.9 77.6 73.3: 22.4 26.7
Old : 100.0: 26.4 14.2 2.2 49.0 56.9 77.6 73.3: 22.4 26.7
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 : 58: 14 9 2 19 22 34 32:
Old : 58: 14 9 2 19 22 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 30.7 50.1 46.6 32.2 30.7 45.1 44.6
Old : 33.7 30.7 50.1 46.6 32.2 30.7 45.1 44.6
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, November 23, 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 : 30,202: 3,705 1,571 300 21,381 26,619 25,386 28,490: 4,816 1,712
Old : 30,202: 3,705 1,571 300 21,381 26,619 25,386 28,490: 4,816 1,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -182: -417 -85 0 -129 55 -546 -30: 364 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 5.2 1.0 70.8 88.1 84.1 94.3: 15.9 5.7
Old : 100.0: 12.3 5.2 1.0 70.8 88.1 84.1 94.3: 15.9 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 : 44: 6 4 1 17 24 23 29:
Old : 44: 6 4 1 17 24 23 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 : 47.3 42.0 62.6 66.5 42.2 42.0 53.8 61.2
Old : 47.3 42.0 62.6 66.5 42.2 42.0 53.8 61.2
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 with Delta-adjusted Options and Futures Combined, November 23, 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 : 37,216: 9,999 1,896 8 19,764 34,043 29,771 35,947: 7,445 1,269
Old : 37,216: 9,999 1,896 8 19,764 34,043 29,771 35,947: 7,445 1,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -485: -89 -114 4 234 -90 149 -200: -634 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 5.1 0.0 53.1 91.5 80.0 96.6: 20.0 3.4
Old : 100.0: 26.9 5.1 0.0 53.1 91.5 80.0 96.6: 20.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 15 3 1 22 18 37 22:
Old : 52: 15 3 1 22 18 37 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 : 30.1 64.3 44.3 81.5 28.9 64.3 43.1 81.5
Old : 30.1 64.3 44.3 81.5 28.9 64.3 43.1 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2010