MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 1, 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 : 25,133: 1,452 4,937 1,058 16,841 14,507 19,351 20,502: 5,782 4,631
Old : 25,133: 1,452 4,937 1,058 16,841 14,507 19,351 20,502: 5,782 4,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 398: 15 -32 17 249 286 281 271: 117 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 19.6 4.2 67.0 57.7 77.0 81.6: 23.0 18.4
Old : 100.0: 5.8 19.6 4.2 67.0 57.7 77.0 81.6: 23.0 18.4
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 : 66: 11 17 14 28 21 46 46:
Old : 66: 11 17 14 28 21 46 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 41.1 46.4 57.8 30.8 38.1 46.0 54.8
Old : 30.9 41.1 46.4 57.8 30.8 38.1 46.0 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, December 1, 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 : 175,852: 48,306 26,551 26,017 76,399 91,775 150,722 144,343: 25,130 31,509
Old : 173,886: 48,169 26,803 25,765 75,099 89,980 149,033 142,548: 24,853 31,338
Other: 1,966: 389 0 0 1,300 1,795 1,689 1,795: 277 171
: : :
: : Changes in Commitments from: November 24, 2009 :
: 7,440: 3,615 -5,553 -307 36 7,703 3,344 1,843: 4,096 5,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 15.1 14.8 43.4 52.2 85.7 82.1: 14.3 17.9
Old : 100.0: 27.7 15.4 14.8 43.2 51.7 85.7 82.0: 14.3 18.0
Other: 100.0: 19.8 0.0 0.0 66.1 91.3 85.9 91.3: 14.1 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 77 62 71 43 58 171 159:
Old : 227: 76 63 71 43 58 171 159:
Other: 25: 6 0 0 4 15 10 15:
:----------------------------------------------------------------------------------------------------
: 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 28.4 34.3 38.9 20.4 27.9 33.9 37.1
Old : 21.0 28.7 34.0 38.6 20.6 27.6 33.6 36.7
Other: 80.2 77.5 85.8 86.4 80.2 77.5 85.8 86.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 1, 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 : 266,788: 90,033 67,427 31,182 121,803 118,184 243,018 216,793: 23,770 49,995
Old : 266,788: 90,033 67,427 31,182 121,803 118,184 243,018 216,793: 23,770 49,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 709: 624 615 -152 444 1,042 916 1,505: -207 -796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 25.3 11.7 45.7 44.3 91.1 81.3: 8.9 18.7
Old : 100.0: 33.7 25.3 11.7 45.7 44.3 91.1 81.3: 8.9 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 : 371: 108 98 78 79 140 222 289:
Old : 371: 108 98 78 79 140 222 289:
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 11.5 32.8 18.6 20.1 10.5 32.1 16.6
Old : 20.1 11.5 32.8 18.6 20.1 10.5 32.1 16.6
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, December 1, 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 : 11,433: 4,968 2,020 1,737 2,678 5,858 9,383 9,615: 2,050 1,818
Old : 11,433: 4,968 2,020 1,737 2,678 5,858 9,383 9,615: 2,050 1,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 264: 187 -543 145 -343 475 -11 77: 275 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 17.7 15.2 23.4 51.2 82.1 84.1: 17.9 15.9
Old : 100.0: 43.5 17.7 15.2 23.4 51.2 82.1 84.1: 17.9 15.9
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 : 101: 35 23 14 13 35 58 65:
Old : 101: 35 23 14 13 35 58 65:
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 : 31.2 25.5 46.5 38.4 31.2 25.5 45.4 37.8
Old : 31.2 25.5 46.5 38.4 31.2 25.5 45.4 37.8
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, December 1, 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 : 27,976: 12,389 12,929 1,580 8,107 4,598 22,076 19,107: 5,900 8,869
Old : 27,976: 12,389 12,929 1,580 8,107 4,598 22,076 19,107: 5,900 8,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 1,765: 310 744 779 757 -268 1,846 1,255: -81 510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 46.2 5.6 29.0 16.4 78.9 68.3: 21.1 31.7
Old : 100.0: 44.3 46.2 5.6 29.0 16.4 78.9 68.3: 21.1 31.7
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 : 120: 30 39 25 30 27 75 80:
Old : 120: 30 39 25 30 27 75 80:
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 : 24.6 24.0 39.1 32.9 24.6 23.5 37.8 31.7
Old : 24.6 24.0 39.1 32.9 24.6 23.5 37.8 31.7
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, December 1, 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 : 21,469: 4,145 229 216 11,871 19,767 16,232 20,212: 5,237 1,257
Old : 21,469: 4,145 229 216 11,871 19,767 16,232 20,212: 5,237 1,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 1,613: -1,624 105 0 1,948 280 324 385: 1,289 1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 1.1 1.0 55.3 92.1 75.6 94.1: 24.4 5.9
Old : 100.0: 19.3 1.1 1.0 55.3 92.1 75.6 94.1: 24.4 5.9
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 : 21: 6 1 1 10 11 17 12:
Old : 21: 6 1 1 10 11 17 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 : 43.0 76.0 62.9 88.2 30.6 61.5 42.3 66.9
Old : 43.0 76.0 62.9 88.2 30.6 61.5 42.3 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, December 1, 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 : 97,431: 35,964 5,155 141 20,713 74,286 56,818 79,582: 40,613 17,849
Old : 97,431: 35,964 5,155 141 20,713 74,286 56,818 79,582: 40,613 17,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 8,300: 5,472 -684 -366 -704 9,989 4,402 8,939: 3,898 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 5.3 0.1 21.3 76.2 58.3 81.7: 41.7 18.3
Old : 100.0: 36.9 5.3 0.1 21.3 76.2 58.3 81.7: 41.7 18.3
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 : 73: 28 11 3 20 23 49 36:
Old : 73: 28 11 3 20 23 49 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 46.9 32.9 61.5 23.1 46.1 32.4 60.5
Old : 23.2 46.9 32.9 61.5 23.1 46.1 32.4 60.5
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, December 1, 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 : 56,659: 28,904 4,179 1 7,212 45,067 36,117 49,247: 20,542 7,412
Old : 56,659: 28,904 4,179 1 7,212 45,067 36,117 49,247: 20,542 7,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 2,500: 2,768 160 1 -1,476 3,672 1,293 3,833: 1,207 -1,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 7.4 0.0 12.7 79.5 63.7 86.9: 36.3 13.1
Old : 100.0: 51.0 7.4 0.0 12.7 79.5 63.7 86.9: 36.3 13.1
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 : 38: 15 7 1 5 15 21 22:
Old : 38: 15 7 1 5 15 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 : 36.3 61.2 49.8 72.0 34.3 61.1 47.7 71.9
Old : 36.3 61.2 49.8 72.0 34.3 61.1 47.7 71.9
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, December 1, 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 : 126,085: 107,391 7,006 459 12,526 117,186 120,376 124,651: 5,709 1,434
Old : 126,085: 107,391 7,006 459 12,526 117,186 120,376 124,651: 5,709 1,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 9,418: 9,317 -1,802 -53 -305 11,674 8,959 9,819: 459 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 5.6 0.4 9.9 92.9 95.5 98.9: 4.5 1.1
Old : 100.0: 85.2 5.6 0.4 9.9 92.9 95.5 98.9: 4.5 1.1
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 : 94: 52 14 4 13 20 66 37:
Old : 94: 52 14 4 13 20 66 37:
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 : 63.7 50.4 76.0 80.8 63.7 50.4 76.0 80.6
Old : 63.7 50.4 76.0 80.8 63.7 50.4 76.0 80.6
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, December 1, 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 : 89,615: 23,468 34,131 46 45,005 36,009 68,519 70,186: 21,096 19,429
Old : 89,615: 23,468 34,131 46 45,005 36,009 68,519 70,186: 21,096 19,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 740: 648 -44 -35 650 -771 1,263 -850: -523 1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 38.1 0.1 50.2 40.2 76.5 78.3: 23.5 21.7
Old : 100.0: 26.2 38.1 0.1 50.2 40.2 76.5 78.3: 23.5 21.7
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 : 63: 19 18 6 18 18 42 37:
Old : 63: 19 18 6 18 18 42 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 51.4 43.1 59.6 29.9 48.3 42.6 56.5
Old : 30.4 51.4 43.1 59.6 29.9 48.3 42.6 56.5
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, December 1, 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 : 144,123: 73,793 16,886 1,679 37,883 104,010 113,355 122,575: 30,768 21,548
Old : 144,123: 73,793 16,886 1,679 37,883 104,010 113,355 122,575: 30,768 21,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 12,290: 8,569 3,372 1,413 -190 6,877 9,792 11,662: 2,498 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 11.7 1.2 26.3 72.2 78.7 85.0: 21.3 15.0
Old : 100.0: 51.2 11.7 1.2 26.3 72.2 78.7 85.0: 21.3 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 35 24 4 12 21 51 45:
Old : 85: 35 24 4 12 21 51 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 54.3 47.8 68.6 30.5 53.9 43.0 64.7
Old : 31.5 54.3 47.8 68.6 30.5 53.9 43.0 64.7
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, December 1, 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 : 175,155: 71,123 48,972 635 49,443 94,717 121,201 144,324: 53,954 30,831
Old : 175,155: 71,123 48,972 635 49,443 94,717 121,201 144,324: 53,954 30,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 1,321: 282 -3,402 133 -3,880 4,814 -3,465 1,545: 4,786 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 28.0 0.4 28.2 54.1 69.2 82.4: 30.8 17.6
Old : 100.0: 40.6 28.0 0.4 28.2 54.1 69.2 82.4: 30.8 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 45 37 13 32 34 84 77:
Old : 134: 45 37 13 32 34 84 77:
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 : 20.2 39.3 31.1 50.0 19.2 38.9 29.0 49.6
Old : 20.2 39.3 31.1 50.0 19.2 38.9 29.0 49.6
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, December 1, 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 : 22,778: 13,729 5,626 0 5,906 15,543 19,635 21,169: 3,143 1,609
Old : 22,778: 13,729 5,626 0 5,906 15,543 19,635 21,169: 3,143 1,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 1,139: -1,401 2,080 0 2,302 -1,399 901 681: 238 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 24.7 0.0 25.9 68.2 86.2 92.9: 13.8 7.1
Old : 100.0: 60.3 24.7 0.0 25.9 68.2 86.2 92.9: 13.8 7.1
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 : 36: 12 5 0 11 12 23 17:
Old : 36: 12 5 0 11 12 23 17:
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 : 53.9 61.4 71.5 80.9 53.5 61.4 70.5 80.9
Old : 53.9 61.4 71.5 80.9 53.5 61.4 70.5 80.9
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, December 1, 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 : 7,540,131: 1,342,356 559,031 808,407 4,491,221 5,271,480 6,641,984 6,638,918: 898,147 901,213
Old : 7,540,131: 1,342,356 559,031 808,407 4,491,221 5,271,480 6,641,984 6,638,918: 898,147 901,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 28,444: 4,619 12,452 -27,518 78,223 49,765 55,324 34,699: -26,880 -6,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 7.4 10.7 59.6 69.9 88.1 88.0: 11.9 12.0
Old : 100.0: 17.8 7.4 10.7 59.6 69.9 88.1 88.0: 11.9 12.0
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 : 270: 67 60 84 125 125 241 226:
Old : 270: 67 60 84 125 125 241 226:
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 : 29.8 34.1 40.2 42.9 29.4 29.9 36.4 35.4
Old : 29.8 34.1 40.2 42.9 29.4 29.9 36.4 35.4
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, December 1, 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 : 409,566: 29,299 36,814 1,215 253,920 326,957 284,434 364,986: 125,132 44,580
Old : 409,566: 29,299 36,814 1,215 253,920 326,957 284,434 364,986: 125,132 44,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 2,174: 1,627 929 -50 -4,276 2,738 -2,699 3,617: 4,873 -1,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 9.0 0.3 62.0 79.8 69.4 89.1: 30.6 10.9
Old : 100.0: 7.2 9.0 0.3 62.0 79.8 69.4 89.1: 30.6 10.9
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 : 138: 18 21 6 67 54 88 79:
Old : 138: 18 21 6 67 54 88 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 34.6 28.4 51.2 17.7 33.8 26.3 50.1
Old : 18.8 34.6 28.4 51.2 17.7 33.8 26.3 50.1
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, December 1, 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 : 2,657,480: 473,537 312,050 38,245 1,974,148 1,921,550 2,485,930 2,271,845: 171,550 385,635
Old : 2,657,480: 473,537 312,050 38,245 1,974,148 1,921,550 2,485,930 2,271,845: 171,550 385,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 17,917: 3,148 12,440 3,383 9,042 -558 15,573 15,265: 2,344 2,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 11.7 1.4 74.3 72.3 93.5 85.5: 6.5 14.5
Old : 100.0: 17.8 11.7 1.4 74.3 72.3 93.5 85.5: 6.5 14.5
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 : 437: 102 86 30 159 164 272 269:
Old : 437: 102 86 30 159 164 272 269:
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 : 16.5 23.6 27.4 30.5 14.8 19.1 23.5 25.1
Old : 16.5 23.6 27.4 30.5 14.8 19.1 23.5 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, December 1, 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 : 111,931: 19,868 11,289 1 80,098 98,520 99,967 109,810: 11,964 2,121
Old : 111,931: 19,868 11,289 1 80,098 98,520 99,967 109,810: 11,964 2,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 2,047: 949 -485 -743 1,162 3,512 1,368 2,284: 679 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 10.1 0.0 71.6 88.0 89.3 98.1: 10.7 1.9
Old : 100.0: 17.8 10.1 0.0 71.6 88.0 89.3 98.1: 10.7 1.9
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 : 94: 14 9 1 52 34 66 44:
Old : 94: 14 9 1 52 34 66 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 53.0 44.2 73.0 21.6 48.0 32.5 63.9
Old : 30.1 53.0 44.2 73.0 21.6 48.0 32.5 63.9
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, December 1, 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 : 25,895: 14,585 570 0 6,860 21,600 21,445 22,170: 4,450 3,725
Old : 25,895: 14,585 570 0 6,860 21,600 21,445 22,170: 4,450 3,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 1,127: 2,019 0 0 -728 308 1,291 308: -164 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 2.2 0.0 26.5 83.4 82.8 85.6: 17.2 14.4
Old : 100.0: 56.3 2.2 0.0 26.5 83.4 82.8 85.6: 17.2 14.4
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 : 32: 6 1 0 11 19 17 20:
Old : 32: 6 1 0 11 19 17 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 : 60.0 51.6 74.6 69.7 60.0 51.5 74.5 69.6
Old : 60.0 51.6 74.6 69.7 60.0 51.5 74.5 69.6
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 - Futures Only, December 1, 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 : 364,089: 118,576 104,329 1,334 217,209 244,152 337,119 349,815: 26,970 14,274
Old : 364,089: 118,576 104,329 1,334 217,209 244,152 337,119 349,815: 26,970 14,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 9,996: 7,908 8,037 -1,702 5,309 3,704 11,515 10,039: -1,519 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 28.7 0.4 59.7 67.1 92.6 96.1: 7.4 3.9
Old : 100.0: 32.6 28.7 0.4 59.7 67.1 92.6 96.1: 7.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 70 45 9 58 76 135 123:
Old : 229: 70 45 9 58 76 135 123:
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 : 30.5 35.1 42.7 53.1 29.8 35.1 42.1 53.1
Old : 30.5 35.1 42.7 53.1 29.8 35.1 42.1 53.1
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, December 1, 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 : 118,047: 55,415 6,977 308 31,839 99,362 87,562 106,647: 30,485 11,400
Old : 118,047: 55,415 6,977 308 31,839 99,362 87,562 106,647: 30,485 11,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: -719: 1,672 -3,202 176 -2,915 1,424 -1,067 -1,602: 348 883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 5.9 0.3 27.0 84.2 74.2 90.3: 25.8 9.7
Old : 100.0: 46.9 5.9 0.3 27.0 84.2 74.2 90.3: 25.8 9.7
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 : 60: 27 11 7 13 15 44 29:
Old : 60: 27 11 7 13 15 44 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 : 34.4 64.7 49.1 80.4 34.4 64.7 45.4 75.7
Old : 34.4 64.7 49.1 80.4 34.4 64.7 45.4 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, December 1, 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 : 35,272: 8,909 4,983 55 20,462 17,244 29,426 22,282: 5,846 12,990
Old : 35,272: 8,909 4,983 55 20,462 17,244 29,426 22,282: 5,846 12,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 1,488: 363 315 55 1,328 -291 1,746 79: -258 1,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 14.1 0.2 58.0 48.9 83.4 63.2: 16.6 36.8
Old : 100.0: 25.3 14.1 0.2 58.0 48.9 83.4 63.2: 16.6 36.8
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 : 59: 16 11 1 22 15 39 26:
Old : 59: 16 11 1 22 15 39 26:
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 : 28.3 37.8 42.0 46.1 27.3 33.2 39.4 41.4
Old : 28.3 37.8 42.0 46.1 27.3 33.2 39.4 41.4
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, December 1, 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 : 59,315: 8,815 8,626 4,271 38,212 26,841 51,298 39,738: 8,017 19,577
Old : 59,315: 8,815 8,626 4,271 38,212 26,841 51,298 39,738: 8,017 19,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 48: -1,046 -2,940 1,106 -1,414 2,220 -1,354 386: 1,402 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 14.5 7.2 64.4 45.3 86.5 67.0: 13.5 33.0
Old : 100.0: 14.9 14.5 7.2 64.4 45.3 86.5 67.0: 13.5 33.0
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 : 62: 9 14 1 20 25 29 40:
Old : 62: 9 14 1 20 25 29 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 : 47.7 23.1 66.6 38.2 43.2 20.0 57.1 31.0
Old : 47.7 23.1 66.6 38.2 43.2 20.0 57.1 31.0
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, December 1, 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 : 25,184: 5,080 0 143 16,961 23,864 22,184 24,007: 3,000 1,177
Old : 25,184: 5,080 0 143 16,961 23,864 22,184 24,007: 3,000 1,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: -20: 433 0 51 -367 29 117 80: -137 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 0.0 0.6 67.3 94.8 88.1 95.3: 11.9 4.7
Old : 100.0: 20.2 0.0 0.6 67.3 94.8 88.1 95.3: 11.9 4.7
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 : 39: 12 0 2 16 15 28 17:
Old : 39: 12 0 2 16 15 28 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 67.7 65.0 84.8 47.4 67.7 61.0 83.7
Old : 51.3 67.7 65.0 84.8 47.4 67.7 61.0 83.7
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, December 1, 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 : 19,500: 2,821 1,591 0 10,501 17,262 13,322 18,853: 6,178 647
Old : 19,500: 2,821 1,591 0 10,501 17,262 13,322 18,853: 6,178 647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 21: -400 263 0 467 111 67 374: -46 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 8.2 0.0 53.9 88.5 68.3 96.7: 31.7 3.3
Old : 100.0: 14.5 8.2 0.0 53.9 88.5 68.3 96.7: 31.7 3.3
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 : 23: 5 2 0 9 9 14 11:
Old : 23: 5 2 0 9 9 14 11:
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 : 50.1 86.2 59.4 93.8 49.4 86.2 58.7 93.8
Old : 50.1 86.2 59.4 93.8 49.4 86.2 58.7 93.8
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, December 1, 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 : 19,413: 5,602 363 0 11,627 18,706 17,229 19,069: 2,184 344
Old : 19,413: 5,602 363 0 11,627 18,706 17,229 19,069: 2,184 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 359: 195 126 0 -325 319 -130 445: 489 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 1.9 0.0 59.9 96.4 88.7 98.2: 11.3 1.8
Old : 100.0: 28.9 1.9 0.0 59.9 96.4 88.7 98.2: 11.3 1.8
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 : 26: 13 3 0 7 4 20 7:
Old : 26: 13 3 0 7 4 20 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 96.9 69.8 98.2 56.8 96.9 69.8 98.1
Old : 56.8 96.9 69.8 98.2 56.8 96.9 69.8 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 4, 2009