MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 15, 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 : 24,808: 1,851 5,582 687 17,189 14,086 19,727 20,355: 5,081 4,453
Old : 24,808: 1,851 5,582 687 17,189 14,086 19,727 20,355: 5,081 4,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,476: 728 449 69 595 612 1,392 1,130: 84 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 22.5 2.8 69.3 56.8 79.5 82.1: 20.5 17.9
Old : 100.0: 7.5 22.5 2.8 69.3 56.8 79.5 82.1: 20.5 17.9
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 : 69: 10 19 13 28 22 47 46:
Old : 69: 10 19 13 28 22 47 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 : 34.0 39.6 50.3 56.2 33.7 37.2 49.5 53.6
Old : 34.0 39.6 50.3 56.2 33.7 37.2 49.5 53.6
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 15, 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 : 171,155: 48,445 23,731 25,849 74,766 92,113 149,060 141,693: 22,095 29,462
Old : 169,057: 48,397 24,054 25,523 73,451 90,247 147,371 139,824: 21,686 29,233
Other: 2,098: 371 0 3 1,315 1,866 1,689 1,869: 409 229
: : :
: : Changes in Commitments from: December 8, 2009 :
: -8,209: -867 -1,894 -3,242 -1,397 -229 -5,506 -5,365: -2,703 -2,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 13.9 15.1 43.7 53.8 87.1 82.8: 12.9 17.2
Old : 100.0: 28.6 14.2 15.1 43.4 53.4 87.2 82.7: 12.8 17.3
Other: 100.0: 17.7 0.0 0.1 62.7 88.9 80.5 89.1: 19.5 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 72 51 66 40 55 160 144:
Old : 211: 72 51 66 40 55 160 144:
Other: 23: 4 0 1 4 15 8 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 : 21.0 31.7 35.1 42.2 21.0 31.3 35.0 40.8
Old : 21.2 32.0 34.8 41.8 21.2 31.6 34.7 40.4
Other: 75.5 75.1 80.5 84.1 75.5 75.1 80.4 84.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 15, 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 : 260,608: 91,788 65,421 28,139 116,335 119,441 236,262 213,001: 24,346 47,607
Old : 260,608: 91,788 65,421 28,139 116,335 119,441 236,262 213,001: 24,346 47,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -3,042: 1,692 -1,912 -2,444 -1,249 2,201 -2,001 -2,155: -1,041 -887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 25.1 10.8 44.6 45.8 90.7 81.7: 9.3 18.3
Old : 100.0: 35.2 25.1 10.8 44.6 45.8 90.7 81.7: 9.3 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 : 362: 103 91 74 74 136 208 277:
Old : 362: 103 91 74 74 136 208 277:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 12.5 32.6 20.2 19.7 11.4 32.2 18.0
Old : 19.7 12.5 32.6 20.2 19.7 11.4 32.2 18.0
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 15, 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 : 9,415: 4,494 1,291 799 2,410 5,723 7,703 7,813: 1,712 1,602
Old : 9,415: 4,494 1,291 799 2,410 5,723 7,703 7,813: 1,712 1,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -635: -234 -221 -410 -72 -55 -716 -686: 81 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 13.7 8.5 25.6 60.8 81.8 83.0: 18.2 17.0
Old : 100.0: 47.7 13.7 8.5 25.6 60.8 81.8 83.0: 18.2 17.0
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 : 86: 28 17 11 15 34 51 56:
Old : 86: 28 17 11 15 34 51 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 28.8 54.7 41.6 35.8 28.8 54.7 41.2
Old : 35.8 28.8 54.7 41.6 35.8 28.8 54.7 41.2
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 15, 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 : 30,639: 10,756 12,738 2,906 10,444 5,018 24,106 20,662: 6,533 9,977
Old : 30,639: 10,756 12,738 2,906 10,444 5,018 24,106 20,662: 6,533 9,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,202: -929 25 714 1,523 260 1,308 999: -106 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 41.6 9.5 34.1 16.4 78.7 67.4: 21.3 32.6
Old : 100.0: 35.1 41.6 9.5 34.1 16.4 78.7 67.4: 21.3 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 : 130: 33 38 29 33 33 82 91:
Old : 130: 33 38 29 33 33 82 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 20.9 39.2 28.3 24.5 20.9 38.0 28.2
Old : 25.3 20.9 39.2 28.3 24.5 20.9 38.0 28.2
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 15, 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 : 23,058: 2,489 895 231 15,841 21,541 18,561 22,667: 4,497 391
Old : 23,058: 2,489 895 231 15,841 21,541 18,561 22,667: 4,497 391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 2,246: -548 681 0 2,505 1,299 1,957 1,980: 289 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 3.9 1.0 68.7 93.4 80.5 98.3: 19.5 1.7
Old : 100.0: 10.8 3.9 1.0 68.7 93.4 80.5 98.3: 19.5 1.7
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 : 22: 5 3 1 11 11 17 14:
Old : 22: 5 3 1 11 11 17 14:
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 : 48.3 81.0 70.1 89.7 35.0 60.9 48.7 67.2
Old : 48.3 81.0 70.1 89.7 35.0 60.9 48.7 67.2
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 15, 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 : 109,895: 29,365 3,740 5,848 36,993 80,282 72,206 89,870: 37,689 20,025
Old : 109,895: 29,365 3,740 5,848 36,993 80,282 72,206 89,870: 37,689 20,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 6,677: -3,830 4 4,809 2,209 -1,569 3,188 3,244: 3,489 3,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 3.4 5.3 33.7 73.1 65.7 81.8: 34.3 18.2
Old : 100.0: 26.7 3.4 5.3 33.7 73.1 65.7 81.8: 34.3 18.2
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 : 64: 20 10 3 22 24 44 35:
Old : 64: 20 10 3 22 24 44 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 : 27.7 45.2 40.0 64.4 16.5 41.7 26.7 53.9
Old : 27.7 45.2 40.0 64.4 16.5 41.7 26.7 53.9
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 15, 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 : 33,591: 11,305 10,844 430 7,917 11,808 19,652 23,082: 13,939 10,509
Old : 33,591: 11,305 10,844 430 7,917 11,808 19,652 23,082: 13,939 10,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -16,004: -8,872 4,015 402 -6,293 -20,329 -14,763 -15,912: -1,241 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 32.3 1.3 23.6 35.2 58.5 68.7: 41.5 31.3
Old : 100.0: 33.7 32.3 1.3 23.6 35.2 58.5 68.7: 41.5 31.3
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 : 35: 13 9 1 6 10 20 19:
Old : 35: 13 9 1 6 10 20 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 : 32.4 36.5 43.4 54.7 32.2 36.5 43.0 54.7
Old : 32.4 36.5 43.4 54.7 32.2 36.5 43.0 54.7
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 15, 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 : 114,996: 97,731 6,169 241 10,540 107,019 108,512 113,429: 6,484 1,567
Old : 114,996: 97,731 6,169 241 10,540 107,019 108,512 113,429: 6,484 1,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -57,515: -15,897 -1,276 -1,694 -39,825 -53,913 -57,416 -56,883: -99 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 5.4 0.2 9.2 93.1 94.4 98.6: 5.6 1.4
Old : 100.0: 85.0 5.4 0.2 9.2 93.1 94.4 98.6: 5.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 45 14 2 13 15 60 29:
Old : 83: 45 14 2 13 15 60 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 : 63.5 65.9 75.3 87.3 63.5 65.8 75.3 86.2
Old : 63.5 65.9 75.3 87.3 63.5 65.8 75.3 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, December 15, 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 : 72,177: 13,810 37,254 14 41,416 14,117 55,240 51,385: 16,937 20,792
Old : 72,177: 13,810 37,254 14 41,416 14,117 55,240 51,385: 16,937 20,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -31,319: -3,249 3,319 -7,892 -18,035 -27,146 -29,176 -31,719: -2,143 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 51.6 0.0 57.4 19.6 76.5 71.2: 23.5 28.8
Old : 100.0: 19.1 51.6 0.0 57.4 19.6 76.5 71.2: 23.5 28.8
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 : 55: 12 21 1 13 13 26 34:
Old : 55: 12 21 1 13 13 26 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 38.8 54.7 48.4 35.8 38.6 54.0 47.4
Old : 36.2 38.8 54.7 48.4 35.8 38.6 54.0 47.4
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, December 15, 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 : 88,438: 33,810 25,438 0 34,665 43,990 68,475 69,428: 19,963 19,010
Old : 88,438: 33,810 25,438 0 34,665 43,990 68,475 69,428: 19,963 19,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -35,063: -14,944 11,866 -1,908 -17,520 -43,043 -34,372 -33,085: -691 -1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 28.8 0.0 39.2 49.7 77.4 78.5: 22.6 21.5
Old : 100.0: 38.2 28.8 0.0 39.2 49.7 77.4 78.5: 22.6 21.5
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 : 68: 22 22 0 12 17 34 39:
Old : 68: 22 22 0 12 17 34 39:
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 : 39.2 46.4 54.2 57.3 37.8 45.2 49.7 54.9
Old : 39.2 46.4 54.2 57.3 37.8 45.2 49.7 54.9
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 15, 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 : 132,017: 42,987 59,435 671 39,669 40,728 83,327 100,834: 48,690 31,183
Old : 132,017: 42,987 59,435 671 39,669 40,728 83,327 100,834: 48,690 31,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -47,277: -9,048 6,889 -5,357 -36,348 -51,587 -50,753 -50,055: 3,476 2,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 45.0 0.5 30.0 30.9 63.1 76.4: 36.9 23.6
Old : 100.0: 32.6 45.0 0.5 30.0 30.9 63.1 76.4: 36.9 23.6
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 : 126: 32 49 10 28 23 65 77:
Old : 126: 32 49 10 28 23 65 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 : 21.6 20.6 31.6 31.1 20.6 20.6 30.2 31.1
Old : 21.6 20.6 31.6 31.1 20.6 20.6 30.2 31.1
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 15, 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 : 18,647: 14,235 4,783 0 1,598 12,224 15,833 17,007: 2,814 1,640
Old : 18,647: 14,235 4,783 0 1,598 12,224 15,833 17,007: 2,814 1,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -4,463: 1,652 -5 0 -5,867 -3,928 -4,215 -3,933: -248 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 25.7 0.0 8.6 65.6 84.9 91.2: 15.1 8.8
Old : 100.0: 76.3 25.7 0.0 8.6 65.6 84.9 91.2: 15.1 8.8
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: 10 6 0 4 7 14 13:
Old : 26: 10 6 0 4 7 14 13:
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 : 63.1 53.7 79.9 78.9 63.1 53.7 79.9 78.8
Old : 63.1 53.7 79.9 78.9 63.1 53.7 79.9 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, December 15, 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 : 6,489,822: 836,002 377,019 790,017 4,004,208 4,458,240 5,630,227 5,625,276: 859,595 864,546
Old : 6,489,822: 836,002 377,019 790,017 4,004,208 4,458,240 5,630,227 5,625,276: 859,595 864,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -905,984: -291,882 -174,625 -23,347 -591,300 -713,327 -906,529 -911,299: 545 5,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 5.8 12.2 61.7 68.7 86.8 86.7: 13.2 13.3
Old : 100.0: 12.9 5.8 12.2 61.7 68.7 86.8 86.7: 13.2 13.3
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 : 235: 53 45 78 121 112 219 201:
Old : 235: 53 45 78 121 112 219 201:
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 : 28.5 36.0 39.1 44.2 27.2 31.6 33.4 35.9
Old : 28.5 36.0 39.1 44.2 27.2 31.6 33.4 35.9
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 15, 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 : 458,269: 27,297 39,010 3,987 264,024 347,851 295,308 390,848: 162,961 67,421
Old : 458,269: 27,297 39,010 3,987 264,024 347,851 295,308 390,848: 162,961 67,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 36,761: 2,882 555 2,508 15,997 18,668 21,387 21,731: 15,374 15,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 8.5 0.9 57.6 75.9 64.4 85.3: 35.6 14.7
Old : 100.0: 6.0 8.5 0.9 57.6 75.9 64.4 85.3: 35.6 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 15 23 15 73 65 98 94:
Old : 140: 15 23 15 73 65 98 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 29.4 26.2 43.8 16.9 29.2 24.8 43.5
Old : 18.1 29.4 26.2 43.8 16.9 29.2 24.8 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, December 15, 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 : 3,378,983: 532,436 331,721 61,307 2,541,970 2,461,235 3,135,713 2,854,263: 243,270 524,720
Old : 3,378,983: 532,436 331,721 61,307 2,541,970 2,461,235 3,135,713 2,854,263: 243,270 524,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 608,548: 78,436 20,119 16,705 479,916 532,609 575,057 569,433: 33,491 39,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 9.8 1.8 75.2 72.8 92.8 84.5: 7.2 15.5
Old : 100.0: 15.8 9.8 1.8 75.2 72.8 92.8 84.5: 7.2 15.5
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 : 453: 108 89 50 180 186 311 303:
Old : 453: 108 89 50 180 186 311 303:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 23.4 29.6 30.9 13.5 15.6 20.1 20.8
Old : 19.2 23.4 29.6 30.9 13.5 15.6 20.1 20.8
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 15, 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 : 120,023: 19,921 11,015 64 89,917 103,104 109,902 114,183: 10,121 5,840
Old : 120,023: 19,921 11,015 64 89,917 103,104 109,902 114,183: 10,121 5,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 5,797: 1,659 -88 64 8,808 3,319 10,531 3,295: -4,734 2,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 9.2 0.1 74.9 85.9 91.6 95.1: 8.4 4.9
Old : 100.0: 16.6 9.2 0.1 74.9 85.9 91.6 95.1: 8.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 13 6 1 52 35 66 41:
Old : 86: 13 6 1 52 35 66 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 : 30.9 50.0 46.4 70.8 22.0 44.5 34.9 60.1
Old : 30.9 50.0 46.4 70.8 22.0 44.5 34.9 60.1
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 15, 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 : 27,808: 10,400 570 220 10,451 23,628 21,071 24,418: 6,737 3,390
Old : 27,808: 10,400 570 220 10,451 23,628 21,071 24,418: 6,737 3,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 3,583: -1,436 0 220 2,722 2,016 1,506 2,236: 2,077 1,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 2.0 0.8 37.6 85.0 75.8 87.8: 24.2 12.2
Old : 100.0: 37.4 2.0 0.8 37.6 85.0 75.8 87.8: 24.2 12.2
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 : 32: 6 1 2 14 21 21 23:
Old : 32: 6 1 2 14 21 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 48.9 63.1 67.6 48.3 47.0 57.5 63.0
Old : 48.3 48.9 63.1 67.6 48.3 47.0 57.5 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, December 15, 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 : 443,515: 108,470 104,836 15,959 291,420 295,342 415,849 416,137: 27,666 27,378
Old : 443,515: 108,470 104,836 15,959 291,420 295,342 415,849 416,137: 27,666 27,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 93,876: 13,634 2,986 13,238 61,101 69,934 87,973 86,158: 5,903 7,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 23.6 3.6 65.7 66.6 93.8 93.8: 6.2 6.2
Old : 100.0: 24.5 23.6 3.6 65.7 66.6 93.8 93.8: 6.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 61 38 14 80 82 148 128:
Old : 218: 61 38 14 80 82 148 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 29.2 45.3 44.7 29.9 29.2 41.7 42.7
Old : 31.7 29.2 45.3 44.7 29.9 29.2 41.7 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, December 15, 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 : 101,906: 54,757 13,774 150 22,600 77,031 77,507 90,955: 24,399 10,951
Old : 101,906: 54,757 13,774 150 22,600 77,031 77,507 90,955: 24,399 10,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -23,356: 4,038 9,737 -4,471 -20,146 -28,167 -20,579 -22,901: -2,777 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 13.5 0.1 22.2 75.6 76.1 89.3: 23.9 10.7
Old : 100.0: 53.7 13.5 0.1 22.2 75.6 76.1 89.3: 23.9 10.7
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 : 61: 27 11 4 11 14 40 27:
Old : 61: 27 11 4 11 14 40 27:
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 55.9 52.4 73.6 40.8 55.9 52.2 73.5
Old : 40.8 55.9 52.4 73.6 40.8 55.9 52.2 73.5
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 15, 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 : 25,848: 9,563 6,825 0 10,591 8,696 20,154 15,521: 5,694 10,327
Old : 25,848: 9,563 6,825 0 10,591 8,696 20,154 15,521: 5,694 10,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -29,147: -451 868 -1,635 -16,337 -14,654 -18,423 -15,421: -10,724 -13,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 26.4 0.0 41.0 33.6 78.0 60.0: 22.0 40.0
Old : 100.0: 37.0 26.4 0.0 41.0 33.6 78.0 60.0: 22.0 40.0
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 : 46: 17 11 0 13 12 30 23:
Old : 46: 17 11 0 13 12 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 32.3 49.7 43.5 32.8 32.1 48.5 43.3
Old : 33.5 32.3 49.7 43.5 32.8 32.1 48.5 43.3
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 15, 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 : 24,747: 7,017 6,186 383 10,701 10,320 18,101 16,889: 6,646 7,858
Old : 24,747: 7,017 6,186 383 10,701 10,320 18,101 16,889: 6,646 7,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -45,538: -1,706 -3,030 -5,867 -26,504 -24,060 -34,077 -32,957: -11,461 -12,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 25.0 1.5 43.2 41.7 73.1 68.2: 26.9 31.8
Old : 100.0: 28.4 25.0 1.5 43.2 41.7 73.1 68.2: 26.9 31.8
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 : 43: 9 10 1 15 15 25 25:
Old : 43: 9 10 1 15 15 25 25:
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 : 32.8 28.3 46.9 42.5 31.1 28.3 45.1 42.5
Old : 32.8 28.3 46.9 42.5 31.1 28.3 45.1 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, December 15, 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 : 27,194: 4,102 0 75 19,512 25,056 23,689 25,131: 3,505 2,063
Old : 27,194: 4,102 0 75 19,512 25,056 23,689 25,131: 3,505 2,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 2,165: -504 0 23 1,892 1,284 1,411 1,307: 754 858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 0.0 0.3 71.8 92.1 87.1 92.4: 12.9 7.6
Old : 100.0: 15.1 0.0 0.3 71.8 92.1 87.1 92.4: 12.9 7.6
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 : 36: 9 0 3 15 17 24 20:
Old : 36: 9 0 3 15 17 24 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 : 50.5 62.7 66.3 79.5 46.2 61.4 58.9 75.6
Old : 50.5 62.7 66.3 79.5 46.2 61.4 58.9 75.6
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 15, 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 : 21,869: 3,165 1,779 0 11,634 18,424 14,799 20,203: 7,070 1,666
Old : 21,869: 3,165 1,779 0 11,634 18,424 14,799 20,203: 7,070 1,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,472: 336 154 0 295 332 631 486: 841 986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 8.1 0.0 53.2 84.2 67.7 92.4: 32.3 7.6
Old : 100.0: 14.5 8.1 0.0 53.2 84.2 67.7 92.4: 32.3 7.6
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 : 26: 6 3 0 10 9 16 12:
Old : 26: 6 3 0 10 9 16 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 : 48.0 79.3 57.8 87.2 46.6 79.3 56.4 87.2
Old : 48.0 79.3 57.8 87.2 46.6 79.3 56.4 87.2
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 15, 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 : 19,535: 4,899 558 79 12,293 18,240 17,271 18,877: 2,264 658
Old : 19,535: 4,899 558 79 12,293 18,240 17,271 18,877: 2,264 658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: -159: -242 450 79 510 -526 347 3: -506 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.9 0.4 62.9 93.4 88.4 96.6: 11.6 3.4
Old : 100.0: 25.1 2.9 0.4 62.9 93.4 88.4 96.6: 11.6 3.4
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 : 22: 10 2 1 9 3 19 6:
Old : 22: 10 2 1 9 3 19 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 : 55.2 96.1 68.2 96.6 54.8 95.7 67.8 95.7
Old : 55.2 96.1 68.2 96.6 54.8 95.7 67.8 95.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2009