MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 29, 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 : 27,171: 2,614 5,439 769 18,950 15,469 22,333 21,677: 4,838 5,494
Old : 27,171: 2,614 5,439 769 18,950 15,469 22,333 21,677: 4,838 5,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 1,303: -41 275 45 1,283 638 1,287 958: 16 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 20.0 2.8 69.7 56.9 82.2 79.8: 17.8 20.2
Old : 100.0: 9.6 20.0 2.8 69.7 56.9 82.2 79.8: 17.8 20.2
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 : 72: 12 19 17 29 24 51 51:
Old : 72: 12 19 17 29 24 51 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 39.0 54.1 56.2 39.3 37.0 53.5 54.2
Old : 39.6 39.0 54.1 56.2 39.3 37.0 53.5 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, December 29, 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 : 175,178: 50,450 25,109 26,426 76,322 93,961 153,198 145,496: 21,980 29,682
Old : 172,872: 50,408 25,425 26,094 74,872 91,970 151,374 143,489: 21,498 29,383
Other: 2,306: 374 16 0 1,450 1,991 1,824 2,007: 482 299
: : :
: : Changes in Commitments from: December 22, 2009 :
: 4,687: 993 817 1,669 832 623 3,494 3,109: 1,193 1,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 14.3 15.1 43.6 53.6 87.5 83.1: 12.5 16.9
Old : 100.0: 29.2 14.7 15.1 43.3 53.2 87.6 83.0: 12.4 17.0
Other: 100.0: 16.2 0.7 0.0 62.9 86.3 79.1 87.0: 20.9 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 70 49 67 41 52 157 145:
Old : 209: 71 49 67 40 52 156 145:
Other: 25: 6 1 0 5 14 11 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 32.3 34.7 42.4 20.8 31.9 34.3 41.3
Old : 21.0 32.7 34.4 42.0 21.0 32.3 34.0 40.9
Other: 68.6 73.2 78.9 83.6 68.6 73.2 78.8 83.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 29, 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 : 264,579: 94,203 56,334 31,985 115,310 126,009 241,498 214,328: 23,081 50,251
Old : 264,579: 94,203 56,334 31,985 115,310 126,009 241,498 214,328: 23,081 50,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 4,954: 3,158 -2,192 3,106 -1,352 1,931 4,912 2,845: 42 2,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 21.3 12.1 43.6 47.6 91.3 81.0: 8.7 19.0
Old : 100.0: 35.6 21.3 12.1 43.6 47.6 91.3 81.0: 8.7 19.0
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 : 366: 108 90 76 67 137 213 273:
Old : 366: 108 90 76 67 137 213 273:
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 : 19.3 13.5 31.8 21.3 19.3 12.0 31.5 18.7
Old : 19.3 13.5 31.8 21.3 19.3 12.0 31.5 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, December 29, 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 : 8,788: 4,285 1,808 336 2,479 4,955 7,100 7,099: 1,688 1,689
Old : 8,788: 4,285 1,808 336 2,479 4,955 7,100 7,099: 1,688 1,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -5: -29 274 -83 13 -465 -99 -274: 94 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 20.6 3.8 28.2 56.4 80.8 80.8: 19.2 19.2
Old : 100.0: 48.8 20.6 3.8 28.2 56.4 80.8 80.8: 19.2 19.2
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 : 82: 26 18 8 15 32 47 53:
Old : 82: 26 18 8 15 32 47 53:
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 : 37.2 27.6 57.2 41.6 37.2 27.4 57.2 40.7
Old : 37.2 27.6 57.2 41.6 37.2 27.4 57.2 40.7
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 29, 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 : 30,124: 9,701 10,902 3,292 11,234 5,722 24,227 19,916: 5,897 10,208
Old : 30,124: 9,701 10,902 3,292 11,234 5,722 24,227 19,916: 5,897 10,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -143: -3 -847 32 68 322 97 -493: -240 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 36.2 10.9 37.3 19.0 80.4 66.1: 19.6 33.9
Old : 100.0: 32.2 36.2 10.9 37.3 19.0 80.4 66.1: 19.6 33.9
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 : 126: 28 35 28 36 35 84 85:
Old : 126: 28 35 28 36 35 84 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 19.0 38.1 27.8 24.0 18.7 38.0 26.1
Old : 24.0 19.0 38.1 27.8 24.0 18.7 38.0 26.1
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 29, 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 : 18,265: 2,548 359 120 11,289 17,583 13,957 18,062: 4,308 203
Old : 18,265: 2,548 359 120 11,289 17,583 13,957 18,062: 4,308 203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -763: 0 24 0 -670 -699 -670 -675: -93 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.0 0.7 61.8 96.3 76.4 98.9: 23.6 1.1
Old : 100.0: 14.0 2.0 0.7 61.8 96.3 76.4 98.9: 23.6 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 : 20: 6 1 1 8 11 14 13:
Old : 20: 6 1 1 8 11 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 : 51.7 85.0 70.3 92.8 41.8 71.9 53.0 77.3
Old : 51.7 85.0 70.3 92.8 41.8 71.9 53.0 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, December 29, 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 : 101,157: 50,457 10,468 114 13,066 76,076 63,637 86,658: 37,520 14,499
Old : 101,157: 50,457 10,468 114 13,066 76,076 63,637 86,658: 37,520 14,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 21,734: 19,076 1,788 -22 -377 20,079 18,677 21,845: 3,057 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 10.3 0.1 12.9 75.2 62.9 85.7: 37.1 14.3
Old : 100.0: 49.9 10.3 0.1 12.9 75.2 62.9 85.7: 37.1 14.3
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 : 67: 25 10 3 15 25 41 37:
Old : 67: 25 10 3 15 25 41 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 : 32.0 42.1 42.8 64.1 32.0 42.1 42.8 63.8
Old : 32.0 42.1 42.8 64.1 32.0 42.1 42.8 63.8
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 29, 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 : 38,033: 10,334 17,385 0 17,760 8,196 28,094 25,581: 9,939 12,452
Old : 38,033: 10,334 17,385 0 17,760 8,196 28,094 25,581: 9,939 12,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 3,835: 1,250 3,733 0 4,063 -692 5,313 3,041: -1,478 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 45.7 0.0 46.7 21.5 73.9 67.3: 26.1 32.7
Old : 100.0: 27.2 45.7 0.0 46.7 21.5 73.9 67.3: 26.1 32.7
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 : 37: 11 12 0 10 7 21 19:
Old : 37: 11 12 0 10 7 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 40.5 53.9 55.4 40.8 40.5 53.5 55.4
Old : 40.9 40.5 53.9 55.4 40.8 40.5 53.5 55.4
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 29, 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 : 96,720: 70,392 5,759 257 20,132 87,881 90,781 93,897: 5,939 2,823
Old : 96,720: 70,392 5,759 257 20,132 87,881 90,781 93,897: 5,939 2,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -6,811: -8,186 179 -855 2,316 -7,192 -6,725 -7,868: -86 1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 6.0 0.3 20.8 90.9 93.9 97.1: 6.1 2.9
Old : 100.0: 72.8 6.0 0.3 20.8 90.9 93.9 97.1: 6.1 2.9
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 : 82: 46 12 2 14 13 61 26:
Old : 82: 46 12 2 14 13 61 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 : 55.0 74.9 69.5 88.8 54.9 74.9 69.4 88.3
Old : 55.0 74.9 69.5 88.8 54.9 74.9 69.4 88.3
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 29, 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 : 84,792: 18,480 47,955 50 48,787 13,728 67,317 61,733: 17,475 23,059
Old : 84,792: 18,480 47,955 50 48,787 13,728 67,317 61,733: 17,475 23,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 10,709: 4,929 9,827 0 4,930 -1,589 9,859 8,238: 850 2,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 56.6 0.1 57.5 16.2 79.4 72.8: 20.6 27.2
Old : 100.0: 21.8 56.6 0.1 57.5 16.2 79.4 72.8: 20.6 27.2
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 : 68: 17 26 4 16 15 35 43:
Old : 68: 17 26 4 16 15 35 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 33.9 53.1 45.1 37.4 33.9 52.3 45.1
Old : 37.8 33.9 53.1 45.1 37.4 33.9 52.3 45.1
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 29, 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 : 95,217: 19,943 34,846 0 59,501 37,716 79,444 72,562: 15,773 22,655
Old : 95,217: 19,943 34,846 0 59,501 37,716 79,444 72,562: 15,773 22,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 1,993: -9,534 4,358 0 13,383 -3,928 3,849 430: -1,856 1,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 36.6 0.0 62.5 39.6 83.4 76.2: 16.6 23.8
Old : 100.0: 20.9 36.6 0.0 62.5 39.6 83.4 76.2: 16.6 23.8
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 : 79: 19 33 0 14 17 33 50:
Old : 79: 19 33 0 14 17 33 50:
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 : 47.1 35.6 61.0 47.2 43.3 35.6 56.8 45.1
Old : 47.1 35.6 61.0 47.2 43.3 35.6 56.8 45.1
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 29, 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 : 144,152: 34,132 67,929 899 66,911 41,361 101,942 110,189: 42,210 33,963
Old : 144,152: 34,132 67,929 899 66,911 41,361 101,942 110,189: 42,210 33,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 9,552: -6,793 12,677 437 21,619 -5,477 15,263 7,637: -5,711 1,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 47.1 0.6 46.4 28.7 70.7 76.4: 29.3 23.6
Old : 100.0: 23.7 47.1 0.6 46.4 28.7 70.7 76.4: 29.3 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 : 128: 36 48 12 27 24 71 76:
Old : 128: 36 48 12 27 24 71 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 27.3 40.5 36.8 32.1 26.4 39.3 35.9
Old : 33.2 27.3 40.5 36.8 32.1 26.4 39.3 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, December 29, 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 : 18,893: 13,872 5,067 0 2,028 12,604 15,900 17,671: 2,993 1,222
Old : 18,893: 13,872 5,067 0 2,028 12,604 15,900 17,671: 2,993 1,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -479: -1,292 -351 0 323 218 -969 -133: 490 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 26.8 0.0 10.7 66.7 84.2 93.5: 15.8 6.5
Old : 100.0: 73.4 26.8 0.0 10.7 66.7 84.2 93.5: 15.8 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 9 8 0 6 8 15 16:
Old : 29: 9 8 0 6 8 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 53.8 77.5 80.6 67.9 53.3 77.5 80.2
Old : 67.9 53.8 77.5 80.6 67.9 53.3 77.5 80.2
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 29, 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 : 6,356,552: 731,330 468,557 716,731 4,149,496 4,338,564 5,597,557 5,523,852: 758,995 832,700
Old : 6,356,552: 731,330 468,557 716,731 4,149,496 4,338,564 5,597,557 5,523,852: 758,995 832,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -162,871: -145,823 22,261 -27,221 27,790 -175,660 -145,254 -180,620: -17,617 17,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 7.4 11.3 65.3 68.3 88.1 86.9: 11.9 13.1
Old : 100.0: 11.5 7.4 11.3 65.3 68.3 88.1 86.9: 11.9 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 : 238: 51 50 83 120 114 221 207:
Old : 238: 51 50 83 120 114 221 207:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 34.7 39.4 42.6 27.2 29.9 33.7 34.6
Old : 28.6 34.7 39.4 42.6 27.2 29.9 33.7 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, December 29, 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 : 324,157: 31,592 23,728 123 204,537 263,789 236,252 287,640: 87,905 36,517
Old : 324,157: 31,592 23,728 123 204,537 263,789 236,252 287,640: 87,905 36,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 4,627: 8,410 52 19 -2,525 5,320 5,904 5,391: -1,277 -764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.3 0.0 63.1 81.4 72.9 88.7: 27.1 11.3
Old : 100.0: 9.7 7.3 0.0 63.1 81.4 72.9 88.7: 27.1 11.3
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 : 133: 16 15 2 64 61 81 77:
Old : 133: 16 15 2 64 61 81 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 : 23.5 37.1 32.2 52.6 21.7 37.1 30.4 52.5
Old : 23.5 37.1 32.2 52.6 21.7 37.1 30.4 52.5
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 29, 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 : 2,400,627: 376,329 315,818 8,940 1,831,543 1,839,230 2,216,812 2,163,988: 183,815 236,639
Old : 2,400,627: 376,329 315,818 8,940 1,831,543 1,839,230 2,216,812 2,163,988: 183,815 236,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 25,158: -1,111 10,921 1,900 29,612 16,326 30,401 29,147: -5,243 -3,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 13.2 0.4 76.3 76.6 92.3 90.1: 7.7 9.9
Old : 100.0: 15.7 13.2 0.4 76.3 76.6 92.3 90.1: 7.7 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 88 77 27 144 157 244 249:
Old : 405: 88 77 27 144 157 244 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 25.4 33.4 34.2 21.5 22.6 31.0 31.2
Old : 22.5 25.4 33.4 34.2 21.5 22.6 31.0 31.2
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 29, 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 : 102,581: 10,795 10,425 0 79,467 86,287 90,262 96,712: 12,319 5,869
Old : 102,581: 10,795 10,425 0 79,467 86,287 90,262 96,712: 12,319 5,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -434: -3,989 -16 -63 3,737 -153 -315 -232: -119 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 10.2 0.0 77.5 84.1 88.0 94.3: 12.0 5.7
Old : 100.0: 10.5 10.2 0.0 77.5 84.1 88.0 94.3: 12.0 5.7
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 : 81: 13 6 0 43 32 56 38:
Old : 81: 13 6 0 43 32 56 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 54.9 49.7 72.0 28.4 53.0 40.3 65.0
Old : 33.9 54.9 49.7 72.0 28.4 53.0 40.3 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, December 29, 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 : 10,390: 3,159 218 0 3,854 8,050 7,013 8,268: 3,377 2,122
Old : 10,390: 3,159 218 0 3,854 8,050 7,013 8,268: 3,377 2,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 590: 641 -492 0 2 1,333 643 841: -53 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 2.1 0.0 37.1 77.5 67.5 79.6: 32.5 20.4
Old : 100.0: 30.4 2.1 0.0 37.1 77.5 67.5 79.6: 32.5 20.4
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 : 21: 4 1 0 9 9 13 10:
Old : 21: 4 1 0 9 9 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 66.1 58.9 75.6 47.3 66.1 58.9 75.4
Old : 47.3 66.1 58.9 75.6 47.3 66.1 58.9 75.4
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 29, 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 : 294,737: 123,562 73,886 3,650 141,236 202,168 268,448 279,704: 26,289 15,033
Old : 294,737: 123,562 73,886 3,650 141,236 202,168 268,448 279,704: 26,289 15,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 19,783: 12,221 2,272 -50 6,839 19,040 19,010 21,262: 773 -1,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 25.1 1.2 47.9 68.6 91.1 94.9: 8.9 5.1
Old : 100.0: 41.9 25.1 1.2 47.9 68.6 91.1 94.9: 8.9 5.1
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 : 215: 62 44 9 54 71 119 121:
Old : 215: 62 44 9 54 71 119 121:
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 21.5 42.5 37.2 27.2 21.5 38.9 37.1
Old : 30.4 21.5 42.5 37.2 27.2 21.5 38.9 37.1
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 29, 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 : 98,465: 53,603 17,072 187 20,461 71,294 74,251 88,553: 24,214 9,912
Old : 98,465: 53,603 17,072 187 20,461 71,294 74,251 88,553: 24,214 9,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 4,277: 4,834 728 26 -736 3,664 4,124 4,418: 153 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 17.3 0.2 20.8 72.4 75.4 89.9: 24.6 10.1
Old : 100.0: 54.4 17.3 0.2 20.8 72.4 75.4 89.9: 24.6 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 24 14 5 12 15 39 31:
Old : 62: 24 14 5 12 15 39 31:
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 : 43.4 55.3 57.2 74.9 43.4 55.2 57.0 74.8
Old : 43.4 55.3 57.2 74.9 43.4 55.2 57.0 74.8
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 29, 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 : 24,800: 7,674 5,502 0 11,580 8,571 19,254 14,073: 5,546 10,727
Old : 24,800: 7,674 5,502 0 11,580 8,571 19,254 14,073: 5,546 10,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 425: 28 481 0 407 154 435 635: -10 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 22.2 0.0 46.7 34.6 77.6 56.7: 22.4 43.3
Old : 100.0: 30.9 22.2 0.0 46.7 34.6 77.6 56.7: 22.4 43.3
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 : 43: 12 12 0 13 11 25 23:
Old : 43: 12 12 0 13 11 25 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 : 33.9 24.4 50.3 37.6 33.3 24.0 49.7 37.2
Old : 33.9 24.4 50.3 37.6 33.3 24.0 49.7 37.2
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 29, 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 : 27,032: 3,676 5,795 807 11,688 15,037 16,171 21,639: 10,861 5,393
Old : 27,032: 3,676 5,795 807 11,688 15,037 16,171 21,639: 10,861 5,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 1,671: -675 -150 82 -31 1,954 -624 1,886: 2,295 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 21.4 3.0 43.2 55.6 59.8 80.0: 40.2 20.0
Old : 100.0: 13.6 21.4 3.0 43.2 55.6 59.8 80.0: 40.2 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 10 2 14 19 22 29:
Old : 43: 6 10 2 14 19 22 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 : 26.0 30.2 38.2 46.1 23.2 30.2 34.7 45.7
Old : 26.0 30.2 38.2 46.1 23.2 30.2 34.7 45.7
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 29, 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 : 27,023: 3,987 278 40 20,613 25,462 24,640 25,780: 2,383 1,243
Old : 27,023: 3,987 278 40 20,613 25,462 24,640 25,780: 2,383 1,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 951: 192 -115 0 608 1,049 800 934: 151 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 1.0 0.1 76.3 94.2 91.2 95.4: 8.8 4.6
Old : 100.0: 14.8 1.0 0.1 76.3 94.2 91.2 95.4: 8.8 4.6
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 : 39: 8 1 1 16 18 24 20:
Old : 39: 8 1 1 16 18 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 : 55.0 63.3 69.5 79.7 52.6 63.3 67.1 79.7
Old : 55.0 63.3 69.5 79.7 52.6 63.3 67.1 79.7
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 29, 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 : 18,232: 2,144 1,159 0 9,317 15,488 11,461 16,647: 6,771 1,585
Old : 18,232: 2,144 1,159 0 9,317 15,488 11,461 16,647: 6,771 1,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 910: 226 441 0 395 488 621 929: 289 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 6.4 0.0 51.1 84.9 62.9 91.3: 37.1 8.7
Old : 100.0: 11.8 6.4 0.0 51.1 84.9 62.9 91.3: 37.1 8.7
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: 6 3 0 8 6 14 9:
Old : 22: 6 3 0 8 6 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 83.3 54.5 90.3 44.7 83.3 53.5 90.3
Old : 45.7 83.3 54.5 90.3 44.7 83.3 53.5 90.3
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 29, 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 : 18,330: 4,533 340 0 11,808 17,525 16,341 17,865: 1,989 465
Old : 18,330: 4,533 340 0 11,808 17,525 16,341 17,865: 1,989 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 609: 619 -293 0 -7 1,037 612 744: -3 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 1.9 0.0 64.4 95.6 89.1 97.5: 10.9 2.5
Old : 100.0: 24.7 1.9 0.0 64.4 95.6 89.1 97.5: 10.9 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 10 3 0 8 3 18 6:
Old : 23: 10 3 0 8 3 18 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 : 59.1 96.3 72.2 97.5 59.1 96.2 72.2 97.4
Old : 59.1 96.3 72.2 97.5 59.1 96.2 72.2 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2010