MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 44,697: 4,766 2,531 7,901 26,430 26,957 39,096 37,389: 5,601 7,308
Old : 44,697: 4,766 2,531 7,901 26,430 26,957 39,096 37,389: 5,601 7,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 1,740: 266 248 252 1,298 1,106 1,815 1,606: -76 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 5.7 17.7 59.1 60.3 87.5 83.6: 12.5 16.4
Old : 100.0: 10.7 5.7 17.7 59.1 60.3 87.5 83.6: 12.5 16.4
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 : 83: 22 12 25 40 35 71 64:
Old : 83: 22 12 25 40 35 71 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 32.2 40.8 43.4 28.8 28.8 37.2 39.8
Old : 29.5 32.2 40.8 43.4 28.8 28.8 37.2 39.8
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 30, 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 : 229,552: 48,922 21,485 63,597 93,793 105,213 206,311 190,295: 23,240 39,257
Old : 227,700: 48,677 22,371 62,701 93,656 103,832 205,033 188,904: 22,666 38,796
Other: 1,852: 1,131 0 10 137 1,381 1,278 1,391: 574 461
: : :
: : Changes in Commitments from: November 23, 2010 :
: 2,840: 3,867 177 -435 -2,220 505 1,212 247: 1,628 2,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 9.4 27.7 40.9 45.8 89.9 82.9: 10.1 17.1
Old : 100.0: 21.4 9.8 27.5 41.1 45.6 90.0 83.0: 10.0 17.0
Other: 100.0: 61.1 0.0 0.5 7.4 74.6 69.0 75.1: 31.0 24.9
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 76 87 114 55 65 206 202:
Old : 250: 75 88 114 55 64 205 201:
Other: 30: 11 0 2 3 17 14 19:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 23.1 31.2 33.1 18.9 22.0 29.8 28.8
Old : 19.1 23.1 31.4 33.1 19.1 22.0 30.0 28.7
Other: 47.9 46.0 63.1 66.5 47.4 46.0 62.6 66.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 447,790: 137,005 16,760 141,715 138,296 210,696 417,016 369,171: 30,774 78,619
Old : 447,790: 137,005 16,760 141,715 138,296 210,696 417,016 369,171: 30,774 78,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 18,153: 2,208 57 14,862 -838 -822 16,231 14,097: 1,922 4,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 3.7 31.6 30.9 47.1 93.1 82.4: 6.9 17.6
Old : 100.0: 30.6 3.7 31.6 30.9 47.1 93.1 82.4: 6.9 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 : 454: 165 56 133 122 200 348 346:
Old : 454: 165 56 133 122 200 348 346:
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 : 15.4 15.7 24.9 23.1 13.9 12.5 22.0 17.3
Old : 15.4 15.7 24.9 23.1 13.9 12.5 22.0 17.3
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 30, 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 : 8,656: 3,970 2,120 707 2,398 4,382 7,075 7,209: 1,582 1,447
Old : 8,656: 3,970 2,120 707 2,398 4,382 7,075 7,209: 1,582 1,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -588: -34 529 -531 -123 -571 -688 -574: 99 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 24.5 8.2 27.7 50.6 81.7 83.3: 18.3 16.7
Old : 100.0: 45.9 24.5 8.2 27.7 50.6 81.7 83.3: 18.3 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 : 83: 32 19 12 16 27 54 52:
Old : 83: 32 19 12 16 27 54 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 29.8 54.4 43.9 39.8 29.8 52.8 43.9
Old : 39.8 29.8 54.4 43.9 39.8 29.8 52.8 43.9
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 30, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 40,972: 15,598 5,053 9,289 9,230 7,281 34,117 21,623: 6,855 19,349
Old : 40,972: 15,598 5,053 9,289 9,230 7,281 34,117 21,623: 6,855 19,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 5,219: 3,258 -237 1,740 -552 841 4,446 2,344: 773 2,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 12.3 22.7 22.5 17.8 83.3 52.8: 16.7 47.2
Old : 100.0: 38.1 12.3 22.7 22.5 17.8 83.3 52.8: 16.7 47.2
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 : 147: 54 27 41 33 42 111 93:
Old : 147: 54 27 41 33 42 111 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 17.3 32.0 25.0 19.9 13.0 30.2 17.4
Old : 19.9 17.3 32.0 25.0 19.9 13.0 30.2 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 43,487: 6,779 5 137 28,398 42,928 35,314 43,070: 8,173 417
Old : 43,487: 6,779 5 137 28,398 42,928 35,314 43,070: 8,173 417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 1,614: -328 0 0 1,707 1,482 1,379 1,482: 235 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 0.0 0.3 65.3 98.7 81.2 99.0: 18.8 1.0
Old : 100.0: 15.6 0.0 0.3 65.3 98.7 81.2 99.0: 18.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 1 1 12 15 18 16:
Old : 22: 5 1 1 12 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 72.8 70.5 90.0 47.9 62.4 53.7 70.1
Old : 59.1 72.8 70.5 90.0 47.9 62.4 53.7 70.1
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 30, 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 : 110,532: 31,779 10,648 4,639 32,228 76,909 68,647 92,196: 41,885 18,336
Old : 110,532: 31,779 10,648 4,639 32,228 76,909 68,647 92,196: 41,885 18,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -4,691: -5,773 -2,767 1,215 -640 -1,242 -5,198 -2,795: 507 -1,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 9.6 4.2 29.2 69.6 62.1 83.4: 37.9 16.6
Old : 100.0: 28.8 9.6 4.2 29.2 69.6 62.1 83.4: 37.9 16.6
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 : 83: 33 14 14 27 25 66 47:
Old : 83: 33 14 14 27 25 66 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 36.8 26.4 53.2 17.0 36.7 24.4 51.4
Old : 18.9 36.8 26.4 53.2 17.0 36.7 24.4 51.4
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 30, 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 : 46,808: 16,353 8,156 1,497 12,570 26,702 30,420 36,355: 16,388 10,453
Old : 46,808: 16,353 8,156 1,497 12,570 26,702 30,420 36,355: 16,388 10,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 3,584: 1,513 2,209 152 2,035 2,228 3,699 4,588: -115 -1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 17.4 3.2 26.9 57.0 65.0 77.7: 35.0 22.3
Old : 100.0: 34.9 17.4 3.2 26.9 57.0 65.0 77.7: 35.0 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 : 48: 16 10 7 14 19 33 33:
Old : 48: 16 10 7 14 19 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 40.5 36.4 54.2 23.4 38.4 34.2 52.1
Old : 25.5 40.5 36.4 54.2 23.4 38.4 34.2 52.1
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 30, 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 : 134,618: 97,199 18,293 624 30,705 113,789 128,528 132,706: 6,090 1,912
Old : 134,618: 97,199 18,293 624 30,705 113,789 128,528 132,706: 6,090 1,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -16,164: -13,917 -5,577 176 -681 -9,470 -14,422 -14,871: -1,742 -1,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 13.6 0.5 22.8 84.5 95.5 98.6: 4.5 1.4
Old : 100.0: 72.2 13.6 0.5 22.8 84.5 95.5 98.6: 4.5 1.4
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 : 94: 47 12 2 18 20 67 33:
Old : 94: 47 12 2 18 20 67 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 60.5 67.2 85.9 51.3 60.4 67.2 85.8
Old : 51.3 60.5 67.2 85.9 51.3 60.4 67.2 85.8
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, November 30, 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 : 98,723: 26,489 27,454 7,264 44,398 41,449 78,151 76,168: 20,572 22,555
Old : 98,723: 26,489 27,454 7,264 44,398 41,449 78,151 76,168: 20,572 22,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -5,675: -10,793 2,617 1,909 7,265 -10,567 -1,620 -6,040: -4,056 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 27.8 7.4 45.0 42.0 79.2 77.2: 20.8 22.8
Old : 100.0: 26.8 27.8 7.4 45.0 42.0 79.2 77.2: 20.8 22.8
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 : 87: 23 27 17 29 25 61 60:
Old : 87: 23 27 17 29 25 61 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 : 25.8 19.7 34.3 32.4 25.5 18.7 33.8 29.9
Old : 25.8 19.7 34.3 32.4 25.5 18.7 33.8 29.9
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 30, 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 : 148,921: 56,284 24,948 8,654 56,404 81,302 121,342 114,904: 27,579 34,017
Old : 148,921: 56,284 24,948 8,654 56,404 81,302 121,342 114,904: 27,579 34,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 3,788: 4,397 1,636 606 361 995 5,365 3,237: -1,577 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 16.8 5.8 37.9 54.6 81.5 77.2: 18.5 22.8
Old : 100.0: 37.8 16.8 5.8 37.9 54.6 81.5 77.2: 18.5 22.8
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 : 114: 33 38 22 30 31 75 79:
Old : 114: 33 38 22 30 31 75 79:
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 : 32.2 37.0 42.0 44.0 31.4 34.2 41.0 41.1
Old : 32.2 37.0 42.0 44.0 31.4 34.2 41.0 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 292,460: 50,453 55,706 56,947 116,933 118,593 224,333 231,246: 68,127 61,214
Old : 292,460: 50,453 55,706 56,947 116,933 118,593 224,333 231,246: 68,127 61,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 38,458: 5,758 3,018 10,877 11,908 10,687 28,543 24,581: 9,915 13,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 19.0 19.5 40.0 40.6 76.7 79.1: 23.3 20.9
Old : 100.0: 17.3 19.0 19.5 40.0 40.6 76.7 79.1: 23.3 20.9
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 : 188: 61 60 64 45 51 135 147:
Old : 188: 61 60 64 45 51 135 147:
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 : 17.3 18.8 26.4 28.0 15.0 18.0 22.2 23.7
Old : 17.3 18.8 26.4 28.0 15.0 18.0 22.2 23.7
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 30, 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 : 27,575: 22,982 4,537 0 1,301 21,802 24,283 26,339: 3,292 1,236
Old : 27,575: 22,982 4,537 0 1,301 21,802 24,283 26,339: 3,292 1,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -3,394: -3,113 -489 0 -343 -3,358 -3,456 -3,847: 62 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 16.5 0.0 4.7 79.1 88.1 95.5: 11.9 4.5
Old : 100.0: 83.3 16.5 0.0 4.7 79.1 88.1 95.5: 11.9 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 14 9 0 4 12 18 21:
Old : 37: 14 9 0 4 12 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 52.7 82.2 83.7 73.3 52.7 82.2 83.7
Old : 73.3 52.7 82.2 83.7 73.3 52.7 82.2 83.7
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 30, 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 :13,518,122: 744,367 372,961 4,912,967 6,956,046 7,263,034 12,613,380 12,548,962: 904,741 969,159
Old :13,518,122: 744,367 372,961 4,912,967 6,956,046 7,263,034 12,613,380 12,548,962: 904,741 969,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 57,415: -168,398 83,576 148,986 131,065 -165,494 111,653 67,067: -54,238 -9,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.8 36.3 51.5 53.7 93.3 92.8: 6.7 7.2
Old : 100.0: 5.5 2.8 36.3 51.5 53.7 93.3 92.8: 6.7 7.2
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 : 290: 82 49 112 141 151 265 274:
Old : 290: 82 49 112 141 151 265 274:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 21.7 35.7 34.6 17.2 13.6 20.9 20.3
Old : 24.3 21.7 35.7 34.6 17.2 13.6 20.9 20.3
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 30, 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 : 1,062,033: 77,710 85,476 96,718 740,109 764,804 914,537 946,998: 147,496 115,035
Old : 1,062,033: 77,710 85,476 96,718 740,109 764,804 914,537 946,998: 147,496 115,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 5,578: -2,610 -9,764 -452 12,006 14,075 8,944 3,859: -3,366 1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 8.0 9.1 69.7 72.0 86.1 89.2: 13.9 10.8
Old : 100.0: 7.3 8.0 9.1 69.7 72.0 86.1 89.2: 13.9 10.8
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 : 560: 117 112 96 245 231 402 399:
Old : 560: 117 112 96 245 231 402 399:
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 : 15.1 16.3 22.9 25.1 11.7 12.6 17.6 19.0
Old : 15.1 16.3 22.9 25.1 11.7 12.6 17.6 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 446,185: 55,622 25,258 34,836 263,113 339,315 353,570 399,409: 92,614 46,775
Old : 446,185: 55,622 25,258 34,836 263,113 339,315 353,570 399,409: 92,614 46,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -5,915: -2,669 -3,340 502 696 1,609 -1,471 -1,229: -4,444 -4,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 5.7 7.8 59.0 76.0 79.2 89.5: 20.8 10.5
Old : 100.0: 12.5 5.7 7.8 59.0 76.0 79.2 89.5: 20.8 10.5
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 : 151: 21 29 34 76 76 118 118:
Old : 151: 21 29 34 76 76 118 118:
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 : 23.2 25.9 33.4 37.8 21.4 23.9 30.8 35.8
Old : 23.2 25.9 33.4 37.8 21.4 23.9 30.8 35.8
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, November 30, 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 : 3,079,242: 319,927 510,578 99,923 2,384,981 2,127,443 2,804,832 2,737,944: 274,410 341,298
Old : 3,079,242: 319,927 510,578 99,923 2,384,981 2,127,443 2,804,832 2,737,944: 274,410 341,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 57,465: -10,476 -42,892 6,002 56,549 62,329 52,075 25,439: 5,390 32,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 16.6 3.2 77.5 69.1 91.1 88.9: 8.9 11.1
Old : 100.0: 10.4 16.6 3.2 77.5 69.1 91.1 88.9: 8.9 11.1
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 : 504: 104 99 76 214 204 348 349:
Old : 504: 104 99 76 214 204 348 349:
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 16.8 26.9 25.6 15.0 13.5 23.0 20.9
Old : 17.2 16.8 26.9 25.6 15.0 13.5 23.0 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 107,575: 16,341 7,460 1,066 79,115 96,079 96,522 104,605: 11,054 2,971
Old : 107,575: 16,341 7,460 1,066 79,115 96,079 96,522 104,605: 11,054 2,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 436: -1,041 -166 741 -446 616 -746 1,191: 1,182 -755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 6.9 1.0 73.5 89.3 89.7 97.2: 10.3 2.8
Old : 100.0: 15.2 6.9 1.0 73.5 89.3 89.7 97.2: 10.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 14 5 1 48 35 62 41:
Old : 89: 14 5 1 48 35 62 41:
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 39.7 53.6 62.4 28.7 36.8 42.9 57.9
Old : 38.7 39.7 53.6 62.4 28.7 36.8 42.9 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 108,527: 22,340 10,412 8,800 66,650 82,460 97,790 101,671: 10,737 6,856
Old : 108,527: 22,340 10,412 8,800 66,650 82,460 97,790 101,671: 10,737 6,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -3,572: -994 -880 -990 -3,567 -4,448 -5,550 -6,318: 1,979 2,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 9.6 8.1 61.4 76.0 90.1 93.7: 9.9 6.3
Old : 100.0: 20.6 9.6 8.1 61.4 76.0 90.1 93.7: 9.9 6.3
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 : 245: 74 37 20 88 78 169 130:
Old : 245: 74 37 20 88 78 169 130:
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 : 21.2 30.6 32.4 46.3 14.5 25.2 21.3 34.3
Old : 21.2 30.6 32.4 46.3 14.5 25.2 21.3 34.3
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 30, 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 : 26,672: 7,454 1,541 0 12,757 24,036 20,211 25,577: 6,461 1,095
Old : 26,672: 7,454 1,541 0 12,757 24,036 20,211 25,577: 6,461 1,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -1,458: -1,185 21 0 -3,150 -1,443 -4,335 -1,422: 2,877 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 5.8 0.0 47.8 90.1 75.8 95.9: 24.2 4.1
Old : 100.0: 27.9 5.8 0.0 47.8 90.1 75.8 95.9: 24.2 4.1
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 : 29: 5 3 0 8 15 13 18:
Old : 29: 5 3 0 8 15 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 61.7 71.3 81.6 60.2 61.7 69.9 81.6
Old : 60.2 61.7 71.3 81.6 60.2 61.7 69.9 81.6
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 30, 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 : 409,275: 108,283 78,204 10,147 269,463 292,121 387,893 380,472: 21,382 28,803
Old : 409,275: 108,283 78,204 10,147 269,463 292,121 387,893 380,472: 21,382 28,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -10,569: -5,783 -11,242 1,789 -2,084 -15,027 -6,077 -24,479: -4,492 13,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 19.1 2.5 65.8 71.4 94.8 93.0: 5.2 7.0
Old : 100.0: 26.5 19.1 2.5 65.8 71.4 94.8 93.0: 5.2 7.0
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 : 238: 71 39 16 83 71 159 121:
Old : 238: 71 39 16 83 71 159 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 33.7 32.0 47.7 19.5 33.7 28.7 47.7
Old : 21.5 33.7 32.0 47.7 19.5 33.7 28.7 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 129,669: 45,459 17,283 5,093 45,049 87,797 95,601 110,173: 34,068 19,496
Old : 129,669: 45,459 17,283 5,093 45,049 87,797 95,601 110,173: 34,068 19,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 552: -1,658 -781 765 1,176 -437 283 -453: 269 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 13.3 3.9 34.7 67.7 73.7 85.0: 26.3 15.0
Old : 100.0: 35.1 13.3 3.9 34.7 67.7 73.7 85.0: 26.3 15.0
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 : 70: 29 14 13 19 21 54 42:
Old : 70: 29 14 13 19 21 54 42:
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 : 31.7 45.0 43.1 63.4 31.0 42.6 41.4 61.1
Old : 31.7 45.0 43.1 63.4 31.0 42.6 41.4 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 45,596: 10,406 14,995 48 23,309 11,172 33,763 26,215: 11,833 19,381
Old : 45,596: 10,406 14,995 48 23,309 11,172 33,763 26,215: 11,833 19,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 452: -1,027 580 -31 909 637 -149 1,186: 601 -734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 32.9 0.1 51.1 24.5 74.0 57.5: 26.0 42.5
Old : 100.0: 22.8 32.9 0.1 51.1 24.5 74.0 57.5: 26.0 42.5
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 : 58: 12 12 1 24 17 36 30:
Old : 58: 12 12 1 24 17 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 29.2 43.1 38.9 29.6 28.0 43.1 36.8
Old : 29.6 29.2 43.1 38.9 29.6 28.0 43.1 36.8
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 30, 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 : 53,021: 14,075 4,438 1,114 23,604 35,120 38,793 40,672: 14,228 12,349
Old : 53,021: 14,075 4,438 1,114 23,604 35,120 38,793 40,672: 14,228 12,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 2,703: 785 -2,711 27 -1,041 6,480 -229 3,796: 2,932 -1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.4 2.1 44.5 66.2 73.2 76.7: 26.8 23.3
Old : 100.0: 26.5 8.4 2.1 44.5 66.2 73.2 76.7: 26.8 23.3
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 : 54: 11 8 3 17 24 29 34:
Old : 54: 11 8 3 17 24 29 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 : 34.0 35.1 49.3 49.2 32.4 29.7 44.0 43.4
Old : 34.0 35.1 49.3 49.2 32.4 29.7 44.0 43.4
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 30, 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 : 29,013: 3,886 1,333 300 20,126 25,573 24,312 27,206: 4,701 1,807
Old : 29,013: 3,886 1,333 300 20,126 25,573 24,312 27,206: 4,701 1,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -1,189: 181 -238 0 -1,255 -1,046 -1,074 -1,284: -115 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 4.6 1.0 69.4 88.1 83.8 93.8: 16.2 6.2
Old : 100.0: 13.4 4.6 1.0 69.4 88.1 83.8 93.8: 16.2 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 : 42: 5 3 1 17 24 22 28:
Old : 42: 5 3 1 17 24 22 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 41.3 62.1 64.7 40.3 40.5 53.7 59.4
Old : 45.5 41.3 62.1 64.7 40.3 40.5 53.7 59.4
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 30, 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 : 37,512: 10,041 1,577 0 20,845 34,111 30,886 35,688: 6,626 1,824
Old : 37,512: 10,041 1,577 0 20,845 34,111 30,886 35,688: 6,626 1,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 296: 42 -319 -8 1,081 68 1,115 -259: -819 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 4.2 0.0 55.6 90.9 82.3 95.1: 17.7 4.9
Old : 100.0: 26.8 4.2 0.0 55.6 90.9 82.3 95.1: 17.7 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 14 2 0 24 18 38 20:
Old : 51: 14 2 0 24 18 38 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 63.8 45.8 80.7 30.0 63.8 44.7 80.7
Old : 31.1 63.8 45.8 80.7 30.0 63.8 44.7 80.7
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, November 30, 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 : 14,556: 3,810 2,647 6 9,349 11,496 13,165 14,149: 1,391 407
Old : 14,556: 3,810 2,647 6 9,349 11,496 13,165 14,149: 1,391 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -209: -418 -105 6 -41 -75 -453 -174: 244 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 18.2 0.0 64.2 79.0 90.4 97.2: 9.6 2.8
Old : 100.0: 26.2 18.2 0.0 64.2 79.0 90.4 97.2: 9.6 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 2 1 6 2 19 4:
Old : 21: 12 2 1 6 2 19 4:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 97.2 76.7 97.2 64.8 97.2 76.7 97.2
Old : 64.8 97.2 76.7 97.2 64.8 97.2 76.7 97.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 3, 2010