MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 47,571: 4,845 3,243 9,135 27,438 26,186 41,418 38,564: 6,153 9,007
Old : 47,571: 4,845 3,243 9,135 27,438 26,186 41,418 38,564: 6,153 9,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 2,478: 469 -44 848 764 776 2,082 1,580: 397 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 6.8 19.2 57.7 55.0 87.1 81.1: 12.9 18.9
Old : 100.0: 10.2 6.8 19.2 57.7 55.0 87.1 81.1: 12.9 18.9
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 : 83: 21 13 21 40 36 68 64:
Old : 83: 21 13 21 40 36 68 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 : 31.3 28.8 42.9 41.6 30.9 25.6 39.0 36.2
Old : 31.3 28.8 42.9 41.6 30.9 25.6 39.0 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 214,255: 48,110 24,705 50,056 95,222 102,152 193,389 176,912: 20,866 37,343
Old : 211,139: 47,378 25,003 49,437 94,640 100,063 191,455 174,503: 19,684 36,636
Other: 3,117: 1,072 42 280 582 2,088 1,934 2,410: 1,183 707
: : :
: : Changes in Commitments from: December 14, 2010 :
: -19,043: -1,480 2,131 -14,815 -1,816 -4,156 -18,110 -16,840: -933 -2,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 11.5 23.4 44.4 47.7 90.3 82.6: 9.7 17.4
Old : 100.0: 22.4 11.8 23.4 44.8 47.4 90.7 82.6: 9.3 17.4
Other: 100.0: 34.4 1.3 9.0 18.7 67.0 62.1 77.3: 37.9 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 69 69 89 58 66 181 181:
Old : 229: 65 73 89 57 65 179 180:
Other: 56: 16 6 10 13 24 32 37:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 22.8 32.5 33.2 20.0 22.5 32.0 30.3
Old : 20.5 22.8 32.8 33.2 20.3 22.6 32.3 30.3
Other: 27.6 37.6 42.4 54.0 26.8 37.6 37.7 51.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 398,013: 127,443 16,122 109,177 134,202 198,466 370,822 323,766: 27,190 74,247
Old : 398,013: 127,443 16,122 109,177 134,202 198,466 370,822 323,766: 27,190 74,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -4,751: -3,047 -600 789 -667 -3,334 -2,924 -3,146: -1,827 -1,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 4.1 27.4 33.7 49.9 93.2 81.3: 6.8 18.7
Old : 100.0: 32.0 4.1 27.4 33.7 49.9 93.2 81.3: 6.8 18.7
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 : 445: 165 56 120 112 195 330 331:
Old : 445: 165 56 120 112 195 330 331:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 15.8 26.7 22.8 15.8 13.4 24.7 18.2
Old : 16.7 15.8 26.7 22.8 15.8 13.4 24.7 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 10,378: 4,400 1,544 1,348 2,612 5,922 8,361 8,814: 2,017 1,564
Old : 10,378: 4,400 1,544 1,348 2,612 5,922 8,361 8,814: 2,017 1,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 927: 313 -895 401 -31 1,326 683 832: 244 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 14.9 13.0 25.2 57.1 80.6 84.9: 19.4 15.1
Old : 100.0: 42.4 14.9 13.0 25.2 57.1 80.6 84.9: 19.4 15.1
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 : 95: 40 15 13 20 33 68 54:
Old : 95: 40 15 13 20 33 68 54:
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 : 32.4 27.6 46.8 44.3 32.4 27.6 44.3 41.5
Old : 32.4 27.6 46.8 44.3 32.4 27.6 44.3 41.5
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 21, 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 : 48,796: 18,839 4,808 11,082 11,132 9,676 41,054 25,567: 7,741 23,229
Old : 48,796: 18,839 4,808 11,082 11,132 9,676 41,054 25,567: 7,741 23,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 4,404: 1,326 -84 1,836 819 807 3,980 2,559: 423 1,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 9.9 22.7 22.8 19.8 84.1 52.4: 15.9 47.6
Old : 100.0: 38.6 9.9 22.7 22.8 19.8 84.1 52.4: 15.9 47.6
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 : 169: 60 28 44 44 56 128 112:
Old : 169: 60 28 44 44 56 128 112:
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 : 16.9 13.9 28.6 21.8 16.9 10.1 27.6 13.8
Old : 16.9 13.9 28.6 21.8 16.9 10.1 27.6 13.8
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 21, 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 : 98,687: 40,208 14,946 1,952 15,452 67,283 57,611 84,181: 41,076 14,506
Old : 98,687: 40,208 14,946 1,952 15,452 67,283 57,611 84,181: 41,076 14,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -49,821: -4,539 3,384 -9,763 -32,623 -42,709 -46,925 -49,088: -2,896 -733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 15.1 2.0 15.7 68.2 58.4 85.3: 41.6 14.7
Old : 100.0: 40.7 15.1 2.0 15.7 68.2 58.4 85.3: 41.6 14.7
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 : 74: 34 9 8 19 25 57 38:
Old : 74: 34 9 8 19 25 57 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 43.3 28.8 59.0 22.1 43.0 28.8 58.4
Old : 22.1 43.3 28.8 59.0 22.1 43.0 28.8 58.4
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, December 21, 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 : 47,503: 25,588 12,465 1,053 3,422 23,646 30,063 37,165: 17,440 10,338
Old : 47,503: 25,588 12,465 1,053 3,422 23,646 30,063 37,165: 17,440 10,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 5,267: 4,777 2,757 102 -166 3,390 4,712 6,248: 555 -981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 26.2 2.2 7.2 49.8 63.3 78.2: 36.7 21.8
Old : 100.0: 53.9 26.2 2.2 7.2 49.8 63.3 78.2: 36.7 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 23 6 5 9 18 32 29:
Old : 49: 23 6 5 9 18 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 43.0 36.9 54.8 23.5 42.4 36.9 54.2
Old : 23.5 43.0 36.9 54.8 23.5 42.4 36.9 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 116,332: 89,066 11,064 0 20,862 103,930 109,928 114,994: 6,404 1,338
Old : 116,332: 89,066 11,064 0 20,862 103,930 109,928 114,994: 6,404 1,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -462: 1,372 538 0 -1,512 -1,191 -140 -653: -322 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 9.5 0.0 17.9 89.3 94.5 98.8: 5.5 1.2
Old : 100.0: 76.6 9.5 0.0 17.9 89.3 94.5 98.8: 5.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 50 13 0 15 19 65 32:
Old : 93: 50 13 0 15 19 65 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 71.5 72.3 87.6 57.8 71.5 72.3 87.4
Old : 57.8 71.5 72.3 87.6 57.8 71.5 72.3 87.4
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 21, 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 : 79,100: 16,311 21,731 4,400 39,378 30,533 60,089 56,664: 19,011 22,436
Old : 79,100: 16,311 21,731 4,400 39,378 30,533 60,089 56,664: 19,011 22,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 5,153: 4,339 1,862 1,060 -698 -206 4,702 2,716: 452 2,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 27.5 5.6 49.8 38.6 76.0 71.6: 24.0 28.4
Old : 100.0: 20.6 27.5 5.6 49.8 38.6 76.0 71.6: 24.0 28.4
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 : 77: 18 22 13 27 27 51 56:
Old : 77: 18 22 13 27 27 51 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 19.8 47.6 31.5 32.4 19.0 45.7 30.7
Old : 32.9 19.8 47.6 31.5 32.4 19.0 45.7 30.7
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 21, 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 : 103,011: 34,860 22,079 6,575 40,756 42,927 82,191 71,581: 20,820 31,430
Old : 103,011: 34,860 22,079 6,575 40,756 42,927 82,191 71,581: 20,820 31,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -4,925: -447 -172 1,016 -4,172 -4,778 -3,604 -3,934: -1,321 -991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 21.4 6.4 39.6 41.7 79.8 69.5: 20.2 30.5
Old : 100.0: 33.8 21.4 6.4 39.6 41.7 79.8 69.5: 20.2 30.5
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 : 98: 28 34 18 27 26 65 68:
Old : 98: 28 34 18 27 26 65 68:
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 : 27.0 25.6 39.2 33.6 26.6 24.7 38.8 32.5
Old : 27.0 25.6 39.2 33.6 26.6 24.7 38.8 32.5
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 21, 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 : 209,591: 38,658 50,521 37,287 80,062 68,151 156,007 155,958: 53,584 53,633
Old : 209,591: 38,658 50,521 37,287 80,062 68,151 156,007 155,958: 53,584 53,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 22,193: 2,844 5,107 10,373 7,152 8,989 20,369 24,469: 1,824 -2,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 24.1 17.8 38.2 32.5 74.4 74.4: 25.6 25.6
Old : 100.0: 18.4 24.1 17.8 38.2 32.5 74.4 74.4: 25.6 25.6
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 : 169: 48 59 52 42 47 117 131:
Old : 169: 48 59 52 42 47 117 131:
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 : 14.8 13.2 25.2 21.7 14.1 13.2 23.8 19.9
Old : 14.8 13.2 25.2 21.7 14.1 13.2 23.8 19.9
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 21, 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 : 25,081: 17,780 10,414 0 5,150 13,326 22,930 23,740: 2,151 1,341
Old : 25,081: 17,780 10,414 0 5,150 13,326 22,930 23,740: 2,151 1,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 571: -3,534 1,621 0 4,165 -1,432 631 189: -60 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 41.5 0.0 20.5 53.1 91.4 94.7: 8.6 5.3
Old : 100.0: 70.9 41.5 0.0 20.5 53.1 91.4 94.7: 8.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 13 0 9 6 21 19:
Old : 39: 12 13 0 9 6 21 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 : 58.7 67.3 77.5 86.3 58.7 67.3 77.5 86.3
Old : 58.7 67.3 77.5 86.3 58.7 67.3 77.5 86.3
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 21, 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 :11,407,647: 562,726 167,689 3,854,081 6,189,314 6,457,605 10,606,121 10,479,375: 801,526 928,271
Old :11,407,647: 562,726 167,689 3,854,081 6,189,314 6,457,605 10,606,121 10,479,375: 801,526 928,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 334,752: 883 -6,352 251,453 83,645 23,009 335,982 268,110: -1,230 66,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 1.5 33.8 54.3 56.6 93.0 91.9: 7.0 8.1
Old : 100.0: 4.9 1.5 33.8 54.3 56.6 93.0 91.9: 7.0 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 72 34 94 123 130 228 231:
Old : 248: 72 34 94 123 130 228 231:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 22.4 41.2 35.7 21.5 15.1 25.9 22.6
Old : 28.2 22.4 41.2 35.7 21.5 15.1 25.9 22.6
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 21, 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 : 857,989: 73,426 71,464 48,592 607,576 643,220 729,594 763,275: 128,394 94,713
Old : 857,989: 73,426 71,464 48,592 607,576 643,220 729,594 763,275: 128,394 94,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -415,689: -9,823 789 -99,866 -259,039 -269,709 -368,729 -368,787: -46,961 -46,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 8.3 5.7 70.8 75.0 85.0 89.0: 15.0 11.0
Old : 100.0: 8.6 8.3 5.7 70.8 75.0 85.0 89.0: 15.0 11.0
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 : 519: 98 116 72 212 210 357 351:
Old : 519: 98 116 72 212 210 357 351:
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 : 17.7 18.0 25.4 26.3 15.7 16.5 22.5 24.8
Old : 17.7 18.0 25.4 26.3 15.7 16.5 22.5 24.8
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 21, 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 : 338,148: 23,488 17,973 27,403 204,525 248,772 255,416 294,148: 82,732 43,999
Old : 338,148: 23,488 17,973 27,403 204,525 248,772 255,416 294,148: 82,732 43,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -199,761: -54,670 -4,191 -22,226 -100,430 -149,687 -177,327 -176,105: -22,434 -23,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 5.3 8.1 60.5 73.6 75.5 87.0: 24.5 13.0
Old : 100.0: 6.9 5.3 8.1 60.5 73.6 75.5 87.0: 24.5 13.0
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 : 131: 17 25 26 67 62 103 94:
Old : 131: 17 25 26 67 62 103 94:
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 : 20.8 22.2 29.1 35.9 19.5 21.8 27.8 35.5
Old : 20.8 22.2 29.1 35.9 19.5 21.8 27.8 35.5
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 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,599,204: 275,027 292,791 80,607 2,015,258 1,972,236 2,370,892 2,345,634: 228,312 253,570
Old : 2,599,204: 275,027 292,791 80,607 2,015,258 1,972,236 2,370,892 2,345,634: 228,312 253,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
:-1,079,641: -59,839 -259,175 -104,126 -793,043 -600,108 -957,008 -963,409: -122,633 -116,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.3 3.1 77.5 75.9 91.2 90.2: 8.8 9.8
Old : 100.0: 10.6 11.3 3.1 77.5 75.9 91.2 90.2: 8.8 9.8
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 : 466: 89 102 62 184 189 311 315:
Old : 466: 89 102 62 184 189 311 315:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 19.6 30.8 28.0 19.5 17.4 28.0 25.3
Old : 20.7 19.6 30.8 28.0 19.5 17.4 28.0 25.3
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 21, 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 : 98,511: 13,673 6,931 227 73,603 88,314 87,503 95,472: 11,008 3,039
Old : 98,511: 13,673 6,931 227 73,603 88,314 87,503 95,472: 11,008 3,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -25,738: -690 393 -212 -24,311 -25,523 -25,213 -25,342: -525 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 7.0 0.2 74.7 89.6 88.8 96.9: 11.2 3.1
Old : 100.0: 13.9 7.0 0.2 74.7 89.6 88.8 96.9: 11.2 3.1
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 : 86: 14 6 1 42 37 56 44:
Old : 86: 14 6 1 42 37 56 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 41.7 55.8 64.2 39.0 41.7 53.3 64.2
Old : 40.7 41.7 55.8 64.2 39.0 41.7 53.3 64.2
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 21, 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 : 67,662: 25,040 7,511 515 36,860 56,570 62,416 64,596: 5,246 3,066
Old : 67,662: 25,040 7,511 515 36,860 56,570 62,416 64,596: 5,246 3,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -68,719: 597 -2,537 -11,423 -49,027 -48,308 -59,853 -62,269: -8,866 -6,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 11.1 0.8 54.5 83.6 92.2 95.5: 7.8 4.5
Old : 100.0: 37.0 11.1 0.8 54.5 83.6 92.2 95.5: 7.8 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 : 220: 72 25 13 74 70 151 103:
Old : 220: 72 25 13 74 70 151 103:
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 : 20.1 33.3 32.1 52.6 18.5 33.0 29.7 50.6
Old : 20.1 33.3 32.1 52.6 18.5 33.0 29.7 50.6
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, December 21, 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 : 338,310: 125,202 37,557 2,575 184,302 282,849 312,079 322,981: 26,232 15,329
Old : 338,310: 125,202 37,557 2,575 184,302 282,849 312,079 322,981: 26,232 15,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -191,772: 5,368 -50,470 -11,683 -172,814 -105,507 -179,129 -167,660: -12,643 -24,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 11.1 0.8 54.5 83.6 92.2 95.5: 7.8 4.5
Old : 100.0: 37.0 11.1 0.8 54.5 83.6 92.2 95.5: 7.8 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 : 220: 72 25 13 74 70 151 103:
Old : 220: 72 25 13 74 70 151 103:
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 : 20.1 33.3 32.1 52.6 18.5 33.0 29.7 50.6
Old : 20.1 33.3 32.1 52.6 18.5 33.0 29.7 50.6
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 21, 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 : 121,801: 69,632 8,713 3,451 16,841 96,135 89,925 108,299: 31,876 13,502
Old : 121,801: 69,632 8,713 3,451 16,841 96,135 89,925 108,299: 31,876 13,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 1,766: 7,419 392 -13 -6,697 553 709 931: 1,057 834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 7.2 2.8 13.8 78.9 73.8 88.9: 26.2 11.1
Old : 100.0: 57.2 7.2 2.8 13.8 78.9 73.8 88.9: 26.2 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 : 70: 33 12 10 15 21 53 38:
Old : 70: 33 12 10 15 21 53 38:
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 : 31.9 47.1 45.9 70.7 31.9 47.1 45.9 70.1
Old : 31.9 47.1 45.9 70.7 31.9 47.1 45.9 70.1
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, December 21, 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 : 39,299: 9,571 12,798 2 18,913 6,156 28,486 18,956: 10,813 20,343
Old : 39,299: 9,571 12,798 2 18,913 6,156 28,486 18,956: 10,813 20,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 1,888: 1,222 637 0 536 -944 1,758 -307: 130 2,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 32.6 0.0 48.1 15.7 72.5 48.2: 27.5 51.8
Old : 100.0: 24.4 32.6 0.0 48.1 15.7 72.5 48.2: 27.5 51.8
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 : 50: 13 12 1 20 8 34 20:
Old : 50: 13 12 1 20 8 34 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 : 29.6 29.2 43.8 37.8 29.6 29.2 43.8 37.8
Old : 29.6 29.2 43.8 37.8 29.6 29.2 43.8 37.8
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, December 21, 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 : 46,453: 13,805 6,565 333 22,352 20,662 36,490 27,560: 9,963 18,893
Old : 46,453: 13,805 6,565 333 22,352 20,662 36,490 27,560: 9,963 18,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -1,699: 132 449 249 -307 768 74 1,466: -1,773 -3,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 14.1 0.7 48.1 44.5 78.6 59.3: 21.4 40.7
Old : 100.0: 29.7 14.1 0.7 48.1 44.5 78.6 59.3: 21.4 40.7
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 : 47: 16 5 1 16 16 32 22:
Old : 47: 16 5 1 16 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 : 35.8 38.8 49.6 49.7 32.4 38.8 45.6 48.3
Old : 35.8 38.8 49.6 49.7 32.4 38.8 45.6 48.3
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 21, 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 : 27,695: 4,848 737 365 18,701 24,786 23,914 25,888: 3,781 1,807
Old : 27,695: 4,848 737 365 18,701 24,786 23,914 25,888: 3,781 1,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -5,546: 748 -69 -364 -5,842 -4,853 -5,458 -5,286: -88 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 2.7 1.3 67.5 89.5 86.3 93.5: 13.7 6.5
Old : 100.0: 17.5 2.7 1.3 67.5 89.5 86.3 93.5: 13.7 6.5
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 : 44: 6 3 1 19 24 25 28:
Old : 44: 6 3 1 19 24 25 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 : 41.4 44.5 58.6 64.7 35.5 42.8 50.1 58.9
Old : 41.4 44.5 58.6 64.7 35.5 42.8 50.1 58.9
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 21, 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 : 38,318: 13,775 1,920 6 17,379 34,546 31,160 36,472: 7,158 1,846
Old : 38,318: 13,775 1,920 6 17,379 34,546 31,160 36,472: 7,158 1,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -8,313: -482 239 6 -3,134 -3,486 -3,610 -3,241: -4,703 -5,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 5.0 0.0 45.4 90.2 81.3 95.2: 18.7 4.8
Old : 100.0: 35.9 5.0 0.0 45.4 90.2 81.3 95.2: 18.7 4.8
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: 14 3 1 20 18 35 21:
Old : 49: 14 3 1 20 18 35 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 : 32.4 57.9 48.5 75.6 31.3 57.9 47.4 75.1
Old : 32.4 57.9 48.5 75.6 31.3 57.9 47.4 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 27, 2010