MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 45,093: 4,376 3,287 8,287 26,674 25,411 39,336 36,984: 5,757 8,109
Old : 45,093: 4,376 3,287 8,287 26,674 25,411 39,336 36,984: 5,757 8,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 3,811: 579 783 720 2,279 1,763 3,578 3,266: 232 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.3 18.4 59.2 56.4 87.2 82.0: 12.8 18.0
Old : 100.0: 9.7 7.3 18.4 59.2 56.4 87.2 82.0: 12.8 18.0
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 : 81: 20 13 22 40 35 68 63:
Old : 81: 20 13 22 40 35 68 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 : 31.6 29.3 43.4 41.8 31.2 25.9 39.6 36.9
Old : 31.6 29.3 43.4 41.8 31.2 25.9 39.6 36.9
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, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 233,298: 49,590 22,574 64,871 97,038 106,308 211,499 193,753: 21,799 39,546
Old : 230,946: 49,179 23,096 64,273 96,564 104,615 210,016 191,984: 20,930 38,963
Other: 2,352: 943 10 66 474 1,693 1,483 1,769: 869 583
: : :
: : Changes in Commitments from: December 7, 2010 :
: -1,604: -1,368 -255 153 1,147 -631 -68 -733: -1,536 -871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 9.7 27.8 41.6 45.6 90.7 83.0: 9.3 17.0
Old : 100.0: 21.3 10.0 27.8 41.8 45.3 90.9 83.1: 9.1 16.9
Other: 100.0: 40.1 0.4 2.8 20.2 72.0 63.1 75.2: 36.9 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 77 85 112 62 67 211 203:
Old : 254: 74 87 112 62 67 210 203:
Other: 42: 12 1 2 10 20 22 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 22.7 30.2 32.3 18.6 21.5 29.5 28.5
Old : 18.8 22.7 30.5 32.4 18.8 21.5 29.8 28.5
Other: 34.0 44.1 50.6 61.3 33.8 44.1 48.3 61.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 402,764: 130,489 16,723 108,388 134,869 201,801 373,746 326,911: 29,017 75,853
Old : 402,764: 130,489 16,723 108,388 134,869 201,801 373,746 326,911: 29,017 75,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -5,520: -3,676 -800 -13 -774 -3,526 -4,463 -4,340: -1,057 -1,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 4.2 26.9 33.5 50.1 92.8 81.2: 7.2 18.8
Old : 100.0: 32.4 4.2 26.9 33.5 50.1 92.8 81.2: 7.2 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 454: 167 57 116 116 200 337 333:
Old : 454: 167 57 116 116 200 337 333:
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 : 15.7 15.3 25.7 22.6 15.5 13.2 24.5 18.4
Old : 15.7 15.3 25.7 22.6 15.5 13.2 24.5 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,452: 4,087 2,438 948 2,643 4,596 7,678 7,982: 1,774 1,470
Old : 9,452: 4,087 2,438 948 2,643 4,596 7,678 7,982: 1,774 1,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -81: 41 -270 -20 125 461 146 171: -227 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 25.8 10.0 28.0 48.6 81.2 84.4: 18.8 15.6
Old : 100.0: 43.2 25.8 10.0 28.0 48.6 81.2 84.4: 18.8 15.6
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 : 87: 36 15 12 18 27 59 52:
Old : 87: 36 15 12 18 27 59 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 : 36.4 26.8 50.0 42.5 36.4 26.8 48.3 42.5
Old : 36.4 26.8 50.0 42.5 36.4 26.8 48.3 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 44,392: 17,514 4,892 9,246 10,314 8,869 37,074 23,007: 7,318 21,384
Old : 44,392: 17,514 4,892 9,246 10,314 8,869 37,074 23,007: 7,318 21,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 2,108: 794 144 -69 967 1,253 1,691 1,329: 417 780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 11.0 20.8 23.2 20.0 83.5 51.8: 16.5 48.2
Old : 100.0: 39.5 11.0 20.8 23.2 20.0 83.5 51.8: 16.5 48.2
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 : 154: 56 24 39 40 56 116 104:
Old : 154: 56 24 39 40 56 116 104:
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 : 18.3 15.0 30.1 22.1 18.3 11.1 29.0 15.0
Old : 18.3 15.0 30.1 22.1 18.3 11.1 29.0 15.0
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, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 56,886: 8,549 0 80 37,324 56,044 45,953 56,124: 10,933 762
Old : 56,886: 8,549 0 80 37,324 56,044 45,953 56,124: 10,933 762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 5,206: -99 0 0 3,901 5,261 3,802 5,261: 1,404 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 0.0 0.1 65.6 98.5 80.8 98.7: 19.2 1.3
Old : 100.0: 15.0 0.0 0.1 65.6 98.5 80.8 98.7: 19.2 1.3
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 : 21: 5 0 1 13 15 18 16:
Old : 21: 5 0 1 13 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 65.0 69.2 88.8 49.9 60.0 56.1 72.3
Old : 56.1 65.0 69.2 88.8 49.9 60.0 56.1 72.3
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, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 148,508: 44,746 11,561 11,715 48,075 109,992 104,536 133,269: 43,972 15,239
Old : 148,508: 44,746 11,561 11,715 48,075 109,992 104,536 133,269: 43,972 15,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 27,877: -2,309 -1,870 10,192 17,873 22,035 25,756 30,357: 2,121 -2,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 7.8 7.9 32.4 74.1 70.4 89.7: 29.6 10.3
Old : 100.0: 30.1 7.8 7.9 32.4 74.1 70.4 89.7: 29.6 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 41 9 11 24 28 70 43:
Old : 85: 41 9 11 24 28 70 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 : 24.0 35.9 36.2 59.0 14.3 29.8 21.5 45.1
Old : 24.0 35.9 36.2 59.0 14.3 29.8 21.5 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 42,235: 20,811 9,708 952 3,588 20,257 25,351 30,916: 16,884 11,319
Old : 42,235: 20,811 9,708 952 3,588 20,257 25,351 30,916: 16,884 11,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -2,398: 2,796 1,088 247 -6,913 -5,433 -3,870 -4,098: 1,472 1,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 23.0 2.3 8.5 48.0 60.0 73.2: 40.0 26.8
Old : 100.0: 49.3 23.0 2.3 8.5 48.0 60.0 73.2: 40.0 26.8
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 : 41: 19 5 2 8 15 27 22:
Old : 41: 19 5 2 8 15 27 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 : 26.0 39.8 38.3 53.8 26.0 39.8 38.1 53.1
Old : 26.0 39.8 38.3 53.8 26.0 39.8 38.1 53.1
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, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 116,794: 87,694 10,526 0 22,374 105,121 110,068 115,647: 6,726 1,147
Old : 116,794: 87,694 10,526 0 22,374 105,121 110,068 115,647: 6,726 1,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -27,029: 9,592 -8,094 -1,631 -34,482 -16,292 -26,521 -26,017: -508 -1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 9.0 0.0 19.2 90.0 94.2 99.0: 5.8 1.0
Old : 100.0: 75.1 9.0 0.0 19.2 90.0 94.2 99.0: 5.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 49 12 0 13 16 62 28:
Old : 88: 49 12 0 13 16 62 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 72.8 67.8 90.4 52.3 72.8 67.8 90.2
Old : 52.3 72.8 67.8 90.4 52.3 72.8 67.8 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 73,947: 11,972 19,869 3,340 40,076 30,739 55,388 53,948: 18,559 19,998
Old : 73,947: 11,972 19,869 3,340 40,076 30,739 55,388 53,948: 18,559 19,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -18,649: -2,160 -6,529 -2,033 -14,079 -8,069 -18,272 -16,631: -376 -2,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 26.9 4.5 54.2 41.6 74.9 73.0: 25.1 27.0
Old : 100.0: 16.2 26.9 4.5 54.2 41.6 74.9 73.0: 25.1 27.0
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 : 67: 12 21 7 23 24 40 47:
Old : 67: 12 21 7 23 24 40 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 : 35.0 22.8 51.8 35.7 34.6 22.0 49.9 34.8
Old : 35.0 22.8 51.8 35.7 34.6 22.0 49.9 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 107,936: 35,308 22,251 5,559 44,928 47,706 85,795 75,516: 22,141 32,421
Old : 107,936: 35,308 22,251 5,559 44,928 47,706 85,795 75,516: 22,141 32,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -34,051: -12,724 -2,430 448 -13,959 -29,602 -26,236 -31,585: -7,815 -2,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 20.6 5.2 41.6 44.2 79.5 70.0: 20.5 30.0
Old : 100.0: 32.7 20.6 5.2 41.6 44.2 79.5 70.0: 20.5 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 28 35 15 26 24 62 66:
Old : 98: 28 35 15 26 24 62 66:
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 : 30.9 28.7 44.5 37.1 30.9 28.4 44.2 36.8
Old : 30.9 28.7 44.5 37.1 30.9 28.4 44.2 36.8
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, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 187,398: 35,815 45,414 26,913 72,910 59,162 135,638 131,489: 51,760 55,909
Old : 187,398: 35,815 45,414 26,913 72,910 59,162 135,638 131,489: 51,760 55,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -49,047: 2,570 -2,180 -989 -51,338 -42,144 -49,757 -45,313: 710 -3,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 24.2 14.4 38.9 31.6 72.4 70.2: 27.6 29.8
Old : 100.0: 19.1 24.2 14.4 38.9 31.6 72.4 70.2: 27.6 29.8
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 : 161: 44 58 47 39 45 109 124:
Old : 161: 44 58 47 39 45 109 124:
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 : 15.2 13.0 25.6 20.6 14.5 13.0 24.5 19.5
Old : 15.2 13.0 25.6 20.6 14.5 13.0 24.5 19.5
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, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 24,510: 21,314 8,793 0 985 14,758 22,299 23,551: 2,211 959
Old : 24,510: 21,314 8,793 0 985 14,758 22,299 23,551: 2,211 959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -3,085: -710 5,030 -166 -1,200 -7,436 -2,076 -2,572: -1,009 -513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 35.9 0.0 4.0 60.2 91.0 96.1: 9.0 3.9
Old : 100.0: 87.0 35.9 0.0 4.0 60.2 91.0 96.1: 9.0 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 12 0 6 7 17 19:
Old : 35: 11 12 0 6 7 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 67.8 85.5 87.8 78.1 67.8 85.5 87.8
Old : 78.1 67.8 85.5 87.8 78.1 67.8 85.5 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,072,895: 561,843 174,041 3,602,628 6,105,668 6,434,596 10,270,139 10,211,265: 802,755 861,629
Old :11,072,895: 561,843 174,041 3,602,628 6,105,668 6,434,596 10,270,139 10,211,265: 802,755 861,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
:-2,473,025: -295,212 -138,446 -1,310,865 -765,414 -936,720 -2,371,491 -2,386,030: -101,533 -86,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 1.6 32.5 55.1 58.1 92.8 92.2: 7.2 7.8
Old : 100.0: 5.1 1.6 32.5 55.1 58.1 92.8 92.2: 7.2 7.8
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 : 244: 73 30 94 122 130 225 230:
Old : 244: 73 30 94 122 130 225 230:
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 : 27.9 23.3 39.6 37.2 22.1 16.2 26.7 24.3
Old : 27.9 23.3 39.6 37.2 22.1 16.2 26.7 24.3
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, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,273,678: 83,249 70,675 148,458 866,615 912,928 1,098,323 1,132,062: 175,355 141,616
Old : 1,273,678: 83,249 70,675 148,458 866,615 912,928 1,098,323 1,132,062: 175,355 141,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 151,880: 10,461 -7,386 20,355 106,694 116,906 137,510 129,875: 14,371 22,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 5.5 11.7 68.0 71.7 86.2 88.9: 13.8 11.1
Old : 100.0: 6.5 5.5 11.7 68.0 71.7 86.2 88.9: 13.8 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 : 572: 116 121 118 255 240 434 419:
Old : 572: 116 121 118 255 240 434 419:
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 : 14.6 17.5 22.0 27.9 9.7 11.2 14.4 16.6
Old : 14.6 17.5 22.0 27.9 9.7 11.2 14.4 16.6
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, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 537,909: 78,158 22,164 49,629 304,955 398,460 432,743 470,253: 105,166 67,656
Old : 537,909: 78,158 22,164 49,629 304,955 398,460 432,743 470,253: 105,166 67,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 60,251: 11,047 -1,301 7,089 36,488 38,467 54,624 44,254: 5,627 15,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 4.1 9.2 56.7 74.1 80.4 87.4: 19.6 12.6
Old : 100.0: 14.5 4.1 9.2 56.7 74.1 80.4 87.4: 19.6 12.6
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 : 156: 26 28 38 80 75 128 120:
Old : 156: 26 28 38 80 75 128 120:
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 : 21.8 23.5 32.4 34.1 19.8 20.8 27.4 30.2
Old : 21.8 23.5 32.4 34.1 19.8 20.8 27.4 30.2
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, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,678,844: 334,866 551,966 184,733 2,808,301 2,572,344 3,327,900 3,309,043: 350,944 369,801
Old : 3,678,844: 334,866 551,966 184,733 2,808,301 2,572,344 3,327,900 3,309,043: 350,944 369,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 458,145: 20,547 -6,947 42,855 351,027 392,196 414,429 428,104: 43,716 30,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 15.0 5.0 76.3 69.9 90.5 89.9: 9.5 10.1
Old : 100.0: 9.1 15.0 5.0 76.3 69.9 90.5 89.9: 9.5 10.1
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 : 512: 100 108 96 224 215 375 371:
Old : 512: 100 108 96 224 215 375 371:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 19.4 24.7 29.0 12.4 14.2 19.1 21.1
Old : 16.7 19.4 24.7 29.0 12.4 14.2 19.1 21.1
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, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 124,249: 14,363 6,538 439 97,914 113,837 112,716 120,814: 11,533 3,435
Old : 124,249: 14,363 6,538 439 97,914 113,837 112,716 120,814: 11,533 3,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 15,906: -1,295 -276 112 15,780 15,851 14,597 15,687: 1,308 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.3 0.4 78.8 91.6 90.7 97.2: 9.3 2.8
Old : 100.0: 11.6 5.3 0.4 78.8 91.6 90.7 97.2: 9.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 15 5 2 50 40 66 46:
Old : 91: 15 5 2 50 40 66 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 44.2 53.9 64.6 24.1 32.8 35.8 50.9
Old : 42.0 44.2 53.9 64.6 24.1 32.8 35.8 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 136,381: 24,443 10,049 11,938 85,887 104,878 122,269 126,865: 14,112 9,516
Old : 136,381: 24,443 10,049 11,938 85,887 104,878 122,269 126,865: 14,112 9,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 24,606: 1,105 309 2,822 18,483 18,430 22,410 21,560: 2,195 3,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 7.4 8.8 63.0 76.9 89.7 93.0: 10.3 7.0
Old : 100.0: 17.9 7.4 8.8 63.0 76.9 89.7 93.0: 10.3 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 : 255: 82 36 24 101 89 193 141:
Old : 255: 82 36 24 101 89 193 141:
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 : 21.2 28.2 31.1 43.7 11.9 20.4 17.4 29.8
Old : 21.2 28.2 31.1 43.7 11.9 20.4 17.4 29.8
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, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 30,365: 9,553 1,520 10 14,464 27,207 24,027 28,737: 6,338 1,628
Old : 30,365: 9,553 1,520 10 14,464 27,207 24,027 28,737: 6,338 1,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 2,798: 1,132 -53 10 1,451 2,212 2,593 2,169: 205 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 5.0 0.0 47.6 89.6 79.1 94.6: 20.9 5.4
Old : 100.0: 31.5 5.0 0.0 47.6 89.6 79.1 94.6: 20.9 5.4
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 : 33: 6 3 1 10 20 17 23:
Old : 33: 6 3 1 10 20 17 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 46.6 72.3 70.1 53.7 46.6 61.8 67.0
Old : 60.1 46.6 72.3 70.1 53.7 46.6 61.8 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 530,082: 119,834 88,027 14,258 357,115 388,356 491,208 490,641: 38,874 39,441
Old : 530,082: 119,834 88,027 14,258 357,115 388,356 491,208 490,641: 38,874 39,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 109,039: 6,158 8,103 7,767 85,162 81,088 99,087 96,957: 9,952 12,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 16.6 2.7 67.4 73.3 92.7 92.6: 7.3 7.4
Old : 100.0: 22.6 16.6 2.7 67.4 73.3 92.7 92.6: 7.3 7.4
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 : 249: 78 38 20 97 84 183 134:
Old : 249: 78 38 20 97 84 183 134:
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 : 20.3 30.6 28.9 44.2 16.1 30.6 23.5 41.3
Old : 20.3 30.6 28.9 44.2 16.1 30.6 23.5 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 120,035: 62,214 8,321 3,464 23,537 95,582 89,216 107,368: 30,819 12,667
Old : 120,035: 62,214 8,321 3,464 23,537 95,582 89,216 107,368: 30,819 12,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -12,666: 8,107 -2,086 1,131 -20,421 -9,200 -11,183 -10,155: -1,483 -2,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 6.9 2.9 19.6 79.6 74.3 89.4: 25.7 10.6
Old : 100.0: 51.8 6.9 2.9 19.6 79.6 74.3 89.4: 25.7 10.6
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 : 67: 31 12 9 14 20 50 36:
Old : 67: 31 12 9 14 20 50 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 50.2 47.3 76.0 34.5 50.1 47.2 75.4
Old : 34.5 50.2 47.3 76.0 34.5 50.1 47.2 75.4
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, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 37,411: 8,349 12,161 2 18,377 7,100 26,728 19,263: 10,683 18,148
Old : 37,411: 8,349 12,161 2 18,377 7,100 26,728 19,263: 10,683 18,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -26,176: -1,711 -881 -475 -8,775 -9,863 -10,961 -11,219: -15,215 -14,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 32.5 0.0 49.1 19.0 71.4 51.5: 28.6 48.5
Old : 100.0: 22.3 32.5 0.0 49.1 19.0 71.4 51.5: 28.6 48.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 13 11 1 22 9 36 20:
Old : 52: 13 11 1 22 9 36 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 30.1 41.4 38.9 30.0 30.1 41.4 38.9
Old : 30.0 30.1 41.4 38.9 30.0 30.1 41.4 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 48,152: 13,673 6,116 84 22,659 19,894 36,416 26,094: 11,736 22,058
Old : 48,152: 13,673 6,116 84 22,659 19,894 36,416 26,094: 11,736 22,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -11,352: -399 1,259 -1,833 -3,817 -13,506 -6,049 -14,080: -5,303 2,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 12.7 0.2 47.1 41.3 75.6 54.2: 24.4 45.8
Old : 100.0: 28.4 12.7 0.2 47.1 41.3 75.6 54.2: 24.4 45.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 5 1 19 16 32 22:
Old : 47: 13 5 1 19 16 32 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 37.4 49.2 45.8 31.9 37.2 47.7 45.5
Old : 33.5 37.4 49.2 45.8 31.9 37.2 47.7 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 33,241: 4,100 806 729 24,543 29,639 29,372 31,174: 3,869 2,067
Old : 33,241: 4,100 806 729 24,543 29,639 29,372 31,174: 3,869 2,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 4,275: 541 -492 429 3,589 4,508 4,559 4,445: -284 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 2.4 2.2 73.8 89.2 88.4 93.8: 11.6 6.2
Old : 100.0: 12.3 2.4 2.2 73.8 89.2 88.4 93.8: 11.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 4 5 21 26 28 33:
Old : 44: 5 4 5 21 26 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 44.7 60.7 66.4 32.9 39.6 46.4 53.2
Old : 43.9 44.7 60.7 66.4 32.9 39.6 46.4 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 46,631: 14,257 1,681 0 20,513 38,032 34,770 39,713: 11,861 6,918
Old : 46,631: 14,257 1,681 0 20,513 38,032 34,770 39,713: 11,861 6,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 7,147: 925 -91 -16 1,677 2,104 2,586 1,997: 4,561 5,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 3.6 0.0 44.0 81.6 74.6 85.2: 25.4 14.8
Old : 100.0: 30.6 3.6 0.0 44.0 81.6 74.6 85.2: 25.4 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 16 2 0 20 19 36 21:
Old : 49: 16 2 0 20 19 36 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 52.6 44.7 69.6 25.9 50.1 38.9 65.1
Old : 31.0 52.6 44.7 69.6 25.9 50.1 38.9 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 15,865: 4,008 2,735 734 9,157 11,626 13,899 15,095: 1,966 770
Old : 15,865: 4,008 2,735 734 9,157 11,626 13,899 15,095: 1,966 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 1,309: 198 88 728 -192 130 734 946: 575 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 17.2 4.6 57.7 73.3 87.6 95.1: 12.4 4.9
Old : 100.0: 25.3 17.2 4.6 57.7 73.3 87.6 95.1: 12.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 2 1 6 2 18 4:
Old : 20: 11 2 1 6 2 18 4:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 95.1 73.8 95.1 59.7 90.5 71.5 90.5
Old : 59.7 95.1 73.8 95.1 59.7 90.5 71.5 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 17, 2010