MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,132: 1,287 3,602 1,281 14,415 13,629 16,983 18,512: 5,149 3,620
Old : 22,132: 1,287 3,602 1,281 14,415 13,629 16,983 18,512: 5,149 3,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,894: -339 -1,356 -208 -1,924 -219 -2,471 -1,783: -423 -1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 16.3 5.8 65.1 61.6 76.7 83.6: 23.3 16.4
Old : 100.0: 5.8 16.3 5.8 65.1 61.6 76.7 83.6: 23.3 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 12 12 12 25 22 44 40:
Old : 61: 12 12 12 25 22 44 40:
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 : 29.2 45.9 43.9 61.5 28.6 42.7 42.8 58.1
Old : 29.2 45.9 43.9 61.5 28.6 42.7 42.8 58.1
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 - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 161,003: 42,009 38,662 30,122 69,695 67,009 141,826 135,793: 19,177 25,210
Old : 159,611: 41,999 38,725 30,034 68,619 65,785 140,652 134,544: 18,959 25,067
Other: 1,392: 97 24 1 1,076 1,224 1,174 1,249: 218 143
: : :
: : Changes in Commitments from: October 27, 2009 :
: 3,206: 4,778 -5,764 1,426 -1,318 9,226 4,886 4,888: -1,680 -1,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 24.0 18.7 43.3 41.6 88.1 84.3: 11.9 15.7
Old : 100.0: 26.3 24.3 18.8 43.0 41.2 88.1 84.3: 11.9 15.7
Other: 100.0: 7.0 1.7 0.1 77.3 87.9 84.3 89.7: 15.7 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 73 60 76 35 53 166 156:
Old : 223: 73 60 76 35 53 166 156:
Other: 22: 2 2 1 4 14 7 16:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 22.9 35.1 35.5 21.4 21.3 35.1 31.4
Old : 20.9 23.0 34.8 35.2 20.9 21.4 34.8 31.1
Other: 83.5 75.7 84.3 84.1 83.5 75.7 84.3 84.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 268,141: 79,199 56,273 47,523 119,448 120,576 246,170 224,372: 21,971 43,769
Old : 268,141: 79,199 56,273 47,523 119,448 120,576 246,170 224,372: 21,971 43,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 4,575: 4,687 -1,961 1,583 -2,006 4,136 4,264 3,758: 311 817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 21.0 17.7 44.5 45.0 91.8 83.7: 8.2 16.3
Old : 100.0: 29.5 21.0 17.7 44.5 45.0 91.8 83.7: 8.2 16.3
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 : 352: 96 90 82 78 137 218 275:
Old : 352: 96 90 82 78 137 218 275:
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 : 20.0 12.2 33.0 20.8 19.9 10.5 30.6 16.7
Old : 20.0 12.2 33.0 20.8 19.9 10.5 30.6 16.7
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 - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,376: 4,223 3,876 468 2,955 3,300 7,646 7,644: 1,730 1,732
Old : 9,376: 4,223 3,876 468 2,955 3,300 7,646 7,644: 1,730 1,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 201: 427 -632 -46 26 767 407 89: -206 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 41.3 5.0 31.5 35.2 81.5 81.5: 18.5 18.5
Old : 100.0: 45.0 41.3 5.0 31.5 35.2 81.5 81.5: 18.5 18.5
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 : 76: 21 25 7 18 25 46 51:
Old : 76: 21 25 7 18 25 46 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 29.9 57.1 43.1 38.1 29.9 57.1 43.1
Old : 38.1 29.9 57.1 43.1 38.1 29.9 57.1 43.1
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 - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,741: 11,294 10,322 2,108 7,211 4,720 20,613 17,150: 5,128 8,591
Old : 25,741: 11,294 10,322 2,108 7,211 4,720 20,613 17,150: 5,128 8,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -797: 234 -214 -520 304 222 18 -512: -815 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 40.1 8.2 28.0 18.3 80.1 66.6: 19.9 33.4
Old : 100.0: 43.9 40.1 8.2 28.0 18.3 80.1 66.6: 19.9 33.4
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 : 117: 29 37 27 33 28 76 81:
Old : 117: 29 37 27 33 28 76 81:
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 : 26.6 24.6 39.7 35.0 26.4 24.2 38.7 30.8
Old : 26.6 24.6 39.7 35.0 26.4 24.2 38.7 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,800: 7,217 449 216 10,468 19,361 17,901 20,026: 2,899 774
Old : 20,800: 7,217 449 216 10,468 19,361 17,901 20,026: 2,899 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 1,385: -390 0 0 2,140 1,468 1,750 1,468: -365 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 2.2 1.0 50.3 93.1 86.1 96.3: 13.9 3.7
Old : 100.0: 34.7 2.2 1.0 50.3 93.1 86.1 96.3: 13.9 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 1 1 8 11 15 12:
Old : 20: 6 1 1 8 11 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 75.2 77.5 91.5 45.6 66.1 57.2 72.1
Old : 58.8 75.2 77.5 91.5 45.6 66.1 57.2 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 82,896: 27,862 4,493 580 19,644 60,511 48,086 65,584: 34,810 17,312
Old : 82,896: 27,862 4,493 580 19,644 60,511 48,086 65,584: 34,810 17,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -16,739: -13,399 -1,313 401 -736 -17,440 -13,734 -18,352: -3,005 1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 5.4 0.7 23.7 73.0 58.0 79.1: 42.0 20.9
Old : 100.0: 33.6 5.4 0.7 23.7 73.0 58.0 79.1: 42.0 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 25 15 3 19 19 46 35:
Old : 73: 25 15 3 19 19 46 35:
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 : 20.6 52.6 32.0 65.1 20.6 51.7 32.0 64.1
Old : 20.6 52.6 32.0 65.1 20.6 51.7 32.0 64.1
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 - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 46,414: 21,171 2,506 65 7,862 36,258 29,098 38,829: 17,316 7,585
Old : 46,414: 21,171 2,506 65 7,862 36,258 29,098 38,829: 17,316 7,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -4,289: -2,933 -3,753 55 1,441 344 -1,437 -3,354: -2,852 -935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 5.4 0.1 16.9 78.1 62.7 83.7: 37.3 16.3
Old : 100.0: 45.6 5.4 0.1 16.9 78.1 62.7 83.7: 37.3 16.3
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 : 37: 16 6 3 4 14 21 22:
Old : 37: 16 6 3 4 14 21 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 : 34.2 65.3 47.0 75.0 33.4 65.1 46.2 74.8
Old : 34.2 65.3 47.0 75.0 33.4 65.1 46.2 74.8
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 - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 82,289: 66,828 6,901 64 11,690 73,266 78,582 80,231: 3,707 2,058
Old : 82,289: 66,828 6,901 64 11,690 73,266 78,582 80,231: 3,707 2,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -8,584: -6,826 42 -25 -723 -7,675 -7,574 -7,658: -1,010 -926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 8.4 0.1 14.2 89.0 95.5 97.5: 4.5 2.5
Old : 100.0: 81.2 8.4 0.1 14.2 89.0 95.5 97.5: 4.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 40 11 1 12 17 52 29:
Old : 76: 40 11 1 12 17 52 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 : 64.0 53.8 75.4 79.7 64.0 53.8 75.4 78.0
Old : 64.0 53.8 75.4 79.7 64.0 53.8 75.4 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 97,336: 25,102 44,007 36 52,740 33,796 77,878 77,839: 19,458 19,497
Old : 97,336: 25,102 44,007 36 52,740 33,796 77,878 77,839: 19,458 19,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 1,501: 3,366 -9,160 -1 -2,893 13,685 472 4,524: 1,029 -3,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 45.2 0.0 54.2 34.7 80.0 80.0: 20.0 20.0
Old : 100.0: 25.8 45.2 0.0 54.2 34.7 80.0 80.0: 20.0 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 21 20 4 19 17 43 38:
Old : 70: 21 20 4 19 17 43 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 : 39.3 51.6 51.3 60.6 39.3 50.5 51.0 59.4
Old : 39.3 51.6 51.3 60.6 39.3 50.5 51.0 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 110,032: 39,028 19,196 165 48,691 70,295 87,884 89,656: 22,148 20,376
Old : 110,032: 39,028 19,196 165 48,691 70,295 87,884 89,656: 22,148 20,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -5,129: 2,952 650 68 -8,142 -6,066 -5,122 -5,348: -7 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 17.4 0.1 44.3 63.9 79.9 81.5: 20.1 18.5
Old : 100.0: 35.5 17.4 0.1 44.3 63.9 79.9 81.5: 20.1 18.5
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 : 76: 27 25 5 14 16 44 43:
Old : 76: 27 25 5 14 16 44 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 : 40.8 53.9 54.4 64.3 36.3 53.8 49.9 61.0
Old : 40.8 53.9 54.4 64.3 36.3 53.8 49.9 61.0
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 - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 161,257: 64,023 41,832 874 44,743 86,446 109,640 129,152: 51,617 32,105
Old : 161,257: 64,023 41,832 874 44,743 86,446 109,640 129,152: 51,617 32,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -3,541: -3,820 6,858 60 4,122 -10,887 362 -3,969: -3,903 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 25.9 0.5 27.7 53.6 68.0 80.1: 32.0 19.9
Old : 100.0: 39.7 25.9 0.5 27.7 53.6 68.0 80.1: 32.0 19.9
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 : 129: 44 38 10 27 32 75 76:
Old : 129: 44 38 10 27 32 75 76:
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 : 24.4 37.2 34.5 48.1 24.4 36.6 33.0 47.6
Old : 24.4 37.2 34.5 48.1 24.4 36.6 33.0 47.6
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 - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,898: 15,802 2,486 0 3,208 18,307 19,010 20,793: 2,888 1,105
Old : 21,898: 15,802 2,486 0 3,208 18,307 19,010 20,793: 2,888 1,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,332: -1,811 -99 0 108 -1,745 -1,703 -1,844: -629 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 11.4 0.0 14.6 83.6 86.8 95.0: 13.2 5.0
Old : 100.0: 72.2 11.4 0.0 14.6 83.6 86.8 95.0: 13.2 5.0
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 : 35: 14 4 0 7 12 21 16:
Old : 35: 14 4 0 7 12 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 68.3 74.2 84.4 59.3 68.3 74.2 84.3
Old : 59.3 68.3 74.2 84.4 59.3 68.3 74.2 84.3
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 - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,217,919: 1,194,259 555,727 924,522 4,223,609 4,930,810 6,342,390 6,411,059: 875,529 806,860
Old : 7,217,919: 1,194,259 555,727 924,522 4,223,609 4,930,810 6,342,390 6,411,059: 875,529 806,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 207,423: 176,755 60,291 -21,089 11,635 150,936 167,301 190,138: 40,122 17,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 7.7 12.8 58.5 68.3 87.9 88.8: 12.1 11.2
Old : 100.0: 16.5 7.7 12.8 58.5 68.3 87.9 88.8: 12.1 11.2
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 : 264: 61 60 80 120 125 228 226:
Old : 264: 61 60 80 120 125 228 226:
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 : 28.6 30.8 38.7 42.2 27.4 25.9 34.5 31.4
Old : 28.6 30.8 38.7 42.2 27.4 25.9 34.5 31.4
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 - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 394,923: 24,845 39,195 743 250,158 308,119 275,746 348,057: 119,177 46,866
Old : 394,923: 24,845 39,195 743 250,158 308,119 275,746 348,057: 119,177 46,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 3,251: -4,469 1,113 -401 1,231 2,722 -3,639 3,434: 6,890 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 9.9 0.2 63.3 78.0 69.8 88.1: 30.2 11.9
Old : 100.0: 6.3 9.9 0.2 63.3 78.0 69.8 88.1: 30.2 11.9
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 : 135: 16 23 4 64 52 83 76:
Old : 135: 16 23 4 64 52 83 76:
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 : 20.0 34.2 29.6 48.8 18.4 33.5 27.2 48.0
Old : 20.0 34.2 29.6 48.8 18.4 33.5 27.2 48.0
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 - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,531,749: 487,310 278,862 33,942 1,839,694 1,876,744 2,360,946 2,189,548: 170,803 342,201
Old : 2,531,749: 487,310 278,862 33,942 1,839,694 1,876,744 2,360,946 2,189,548: 170,803 342,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 59,164: 26,416 -57,796 802 40,746 84,306 67,964 27,312: -8,800 31,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 11.0 1.3 72.7 74.1 93.3 86.5: 6.7 13.5
Old : 100.0: 19.2 11.0 1.3 72.7 74.1 93.3 86.5: 6.7 13.5
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 : 431: 98 83 26 156 166 263 266:
Old : 431: 98 83 26 156 166 263 266:
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 21.4 27.0 29.5 14.7 17.4 24.9 25.1
Old : 15.7 21.4 27.0 29.5 14.7 17.4 24.9 25.1
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 - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 106,551: 17,447 11,077 0 77,535 92,691 94,982 103,768: 11,569 2,783
Old : 106,551: 17,447 11,077 0 77,535 92,691 94,982 103,768: 11,569 2,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -129: 376 666 -1,013 4,118 1,224 3,481 877: -3,610 -1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 10.4 0.0 72.8 87.0 89.1 97.4: 10.9 2.6
Old : 100.0: 16.4 10.4 0.0 72.8 87.0 89.1 97.4: 10.9 2.6
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 : 89: 12 8 0 50 33 62 41:
Old : 89: 12 8 0 50 33 62 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 55.9 46.1 72.2 22.1 50.2 33.7 63.0
Old : 32.4 55.9 46.1 72.2 22.1 50.2 33.7 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,387: 5,606 270 0 8,820 12,840 14,426 13,110: 3,961 5,277
Old : 18,387: 5,606 270 0 8,820 12,840 14,426 13,110: 3,961 5,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -1,089: -100 -298 0 -737 223 -837 -75: -252 -1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 1.5 0.0 48.0 69.8 78.5 71.3: 21.5 28.7
Old : 100.0: 30.5 1.5 0.0 48.0 69.8 78.5 71.3: 21.5 28.7
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 : 34: 6 1 0 14 19 20 20:
Old : 34: 6 1 0 14 19 20 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 : 41.3 41.1 59.6 55.6 36.9 31.0 52.2 45.5
Old : 41.3 41.1 59.6 55.6 36.9 31.0 52.2 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 316,078: 95,601 95,095 4,772 179,471 205,205 279,844 305,072: 36,234 11,006
Old : 316,078: 95,601 95,095 4,772 179,471 205,205 279,844 305,072: 36,234 11,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -10,875: 1,159 -5,844 1,102 -4,998 -1,628 -2,737 -6,370: -8,138 -4,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 30.1 1.5 56.8 64.9 88.5 96.5: 11.5 3.5
Old : 100.0: 30.2 30.1 1.5 56.8 64.9 88.5 96.5: 11.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 60 40 9 64 77 128 123:
Old : 225: 60 40 9 64 77 128 123:
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 29.8 43.9 41.3 32.3 29.8 43.0 41.1
Old : 32.9 29.8 43.9 41.3 32.3 29.8 43.0 41.1
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 - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 114,518: 55,825 5,442 65 28,556 97,718 84,446 103,225: 30,072 11,293
Old : 114,518: 55,825 5,442 65 28,556 97,718 84,446 103,225: 30,072 11,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -824: -3,303 -799 -48 4,778 -90 1,427 -937: -2,251 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 4.8 0.1 24.9 85.3 73.7 90.1: 26.3 9.9
Old : 100.0: 48.7 4.8 0.1 24.9 85.3 73.7 90.1: 26.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 28 8 3 12 14 43 22:
Old : 55: 28 8 3 12 14 43 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 : 38.2 65.6 53.8 82.0 35.2 65.1 49.8 79.3
Old : 38.2 65.6 53.8 82.0 35.2 65.1 49.8 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,202: 9,076 3,745 0 14,811 16,607 23,887 20,352: 6,315 9,850
Old : 30,202: 9,076 3,745 0 14,811 16,607 23,887 20,352: 6,315 9,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -1,850: -2,351 -1,026 0 638 -1,467 -1,713 -2,493: -137 643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 12.4 0.0 49.0 55.0 79.1 67.4: 20.9 32.6
Old : 100.0: 30.1 12.4 0.0 49.0 55.0 79.1 67.4: 20.9 32.6
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 : 48: 13 7 0 17 15 30 22:
Old : 48: 13 7 0 17 15 30 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 : 28.6 43.4 44.2 52.3 28.4 39.7 43.0 48.6
Old : 28.6 43.4 44.2 52.3 28.4 39.7 43.0 48.6
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 - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,160: 7,735 12,156 2,043 24,378 22,219 34,156 36,418: 8,004 5,742
Old : 42,160: 7,735 12,156 2,043 24,378 22,219 34,156 36,418: 8,004 5,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,173: -886 968 -2,492 -380 3,547 -3,758 2,023: 1,585 -4,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 28.8 4.8 57.8 52.7 81.0 86.4: 19.0 13.6
Old : 100.0: 18.3 28.8 4.8 57.8 52.7 81.0 86.4: 19.0 13.6
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 : 55: 5 13 1 20 22 26 35:
Old : 55: 5 13 1 20 22 26 35:
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 : 42.8 36.9 59.4 55.6 38.8 32.1 53.5 50.8
Old : 42.8 36.9 59.4 55.6 38.8 32.1 53.5 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,491: 5,636 279 105 16,624 23,735 22,365 24,119: 3,126 1,372
Old : 25,491: 5,636 279 105 16,624 23,735 22,365 24,119: 3,126 1,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 800: 385 -6 65 435 824 885 883: -85 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 1.1 0.4 65.2 93.1 87.7 94.6: 12.3 5.4
Old : 100.0: 22.1 1.1 0.4 65.2 93.1 87.7 94.6: 12.3 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 : 40: 10 1 2 17 16 27 19:
Old : 40: 10 1 2 17 16 27 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 : 47.3 64.5 66.4 82.8 42.8 64.5 62.0 82.1
Old : 47.3 64.5 66.4 82.8 42.8 64.5 62.0 82.1
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 - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,262: 1,771 480 0 9,693 15,608 11,464 16,088: 5,798 1,174
Old : 17,262: 1,771 480 0 9,693 15,608 11,464 16,088: 5,798 1,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -680: -768 -284 0 61 -785 -707 -1,069: 27 389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.8 0.0 56.2 90.4 66.4 93.2: 33.6 6.8
Old : 100.0: 10.3 2.8 0.0 56.2 90.4 66.4 93.2: 33.6 6.8
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 : 20: 4 1 0 9 8 13 9:
Old : 20: 4 1 0 9 8 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 84.1 59.4 92.0 48.6 84.1 58.0 91.6
Old : 50.0 84.1 59.4 92.0 48.6 84.1 58.0 91.6
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 - Futures Only, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 20,045: 6,204 666 0 12,176 19,117 18,380 19,783: 1,665 262
Old : 20,045: 6,204 666 0 12,176 19,117 18,380 19,783: 1,665 262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -699: -514 -319 0 -6 -259 -520 -578: -179 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 3.3 0.0 60.7 95.4 91.7 98.7: 8.3 1.3
Old : 100.0: 31.0 3.3 0.0 60.7 95.4 91.7 98.7: 8.3 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 : 28: 15 4 0 8 2 23 6:
Old : 28: 15 4 0 8 2 23 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 97.6 68.2 98.7 55.1 97.6 68.2 98.7
Old : 55.1 97.6 68.2 98.7 55.1 97.6 68.2 98.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 6, 2009