BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,278: 0 218 84 2,713 2,691 2,797 2,992: 481 285
Old : 3,278: 0 218 84 2,713 2,691 2,797 2,992: 481 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 31: 0 88 9 -17 -120 -8 -23: 39 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.6 2.6 82.8 82.1 85.3 91.3: 14.7 8.7
Old : 100.0: 0.0 6.6 2.6 82.8 82.1 85.3 91.3: 14.7 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: 0 3 2 15 9 17 12:
Old : 22: 0 3 2 15 9 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 69.9 71.9 88.8 55.1 68.2 71.8 84.8
Old : 55.1 69.9 71.9 88.8 55.1 68.2 71.8 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 37,891: 1,447 4,133 8,064 21,124 17,799 30,635 29,995: 7,256 7,896
Old : 37,891: 1,447 4,133 8,064 21,124 17,799 30,635 29,995: 7,256 7,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 1,420: 249 -343 514 734 771 1,496 941: -76 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 10.9 21.3 55.7 47.0 80.9 79.2: 19.1 20.8
Old : 100.0: 3.8 10.9 21.3 55.7 47.0 80.9 79.2: 19.1 20.8
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 : 69: 14 15 21 35 26 62 50:
Old : 69: 14 15 21 35 26 62 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 : 27.7 34.3 40.3 48.1 25.9 32.1 35.6 43.4
Old : 27.7 34.3 40.3 48.1 25.9 32.1 35.6 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 185,246: 38,485 35,141 50,571 73,805 67,671 162,862 153,384: 22,384 31,862
Old : 183,919: 38,487 35,083 50,462 72,776 66,648 161,726 152,194: 22,193 31,725
Other: 1,327: 106 166 1 1,029 1,023 1,136 1,190: 191 137
: : :
: : Changes in Commitments from: October 20, 2009 :
: 6,669: 3,986 -172 1,024 -527 4,619 4,484 5,471: 2,186 1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 19.0 27.3 39.8 36.5 87.9 82.8: 12.1 17.2
Old : 100.0: 20.9 19.1 27.4 39.6 36.2 87.9 82.8: 12.1 17.2
Other: 100.0: 8.0 12.5 0.1 77.5 77.1 85.6 89.7: 14.4 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 72 68 82 51 55 179 163:
Old : 223: 73 67 82 51 55 179 163:
Other: 18: 1 3 1 3 11 5 14:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 17.6 30.3 28.5 18.7 16.0 30.2 24.4
Old : 18.3 17.7 30.0 28.2 18.2 15.7 29.9 24.1
Other: 85.5 72.6 85.6 84.0 85.5 72.6 85.5 84.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 326,680: 80,086 46,522 82,688 138,001 146,410 300,775 275,620: 25,905 51,060
Old : 326,680: 80,086 46,522 82,688 138,001 146,410 300,775 275,620: 25,905 51,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 3,793: 3,520 -9,189 4,460 -2,783 8,486 5,197 3,758: -1,403 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 14.2 25.3 42.2 44.8 92.1 84.4: 7.9 15.6
Old : 100.0: 24.5 14.2 25.3 42.2 44.8 92.1 84.4: 7.9 15.6
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 : 379: 101 91 93 106 156 261 295:
Old : 379: 101 91 93 106 156 261 295:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 14.5 27.9 21.3 16.7 11.5 25.4 16.4
Old : 17.0 14.5 27.9 21.3 16.7 11.5 25.4 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 9,610: 3,756 4,427 808 3,025 2,626 7,589 7,861: 2,020 1,748
Old : 9,610: 3,756 4,427 808 3,025 2,626 7,589 7,861: 2,020 1,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 48: -16 75 42 -5 -18 20 99: 27 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 46.1 8.4 31.5 27.3 79.0 81.8: 21.0 18.2
Old : 100.0: 39.1 46.1 8.4 31.5 27.3 79.0 81.8: 21.0 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 : 77: 23 26 11 18 20 47 53:
Old : 77: 23 26 11 18 20 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 : 33.0 33.3 50.1 47.2 33.0 33.3 50.1 46.6
Old : 33.0 33.3 50.1 47.2 33.0 33.3 50.1 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 29,126: 11,083 9,885 4,346 7,175 4,957 22,605 19,188: 6,521 9,937
Old : 29,126: 11,083 9,885 4,346 7,175 4,957 22,605 19,188: 6,521 9,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 131: 1,005 -212 783 -822 -132 966 439: -835 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 33.9 14.9 24.6 17.0 77.6 65.9: 22.4 34.1
Old : 100.0: 38.1 33.9 14.9 24.6 17.0 77.6 65.9: 22.4 34.1
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 : 124: 33 35 30 39 30 89 82:
Old : 124: 33 35 30 39 30 89 82:
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 : 22.6 21.7 33.7 31.6 22.4 21.6 32.2 27.1
Old : 22.6 21.7 33.7 31.6 22.4 21.6 32.2 27.1
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 with Delta-adjusted Options and Futures Combined, October 27, 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 : 19,415: 7,607 449 216 8,328 17,893 16,151 18,558: 3,264 857
Old : 19,415: 7,607 449 216 8,328 17,893 16,151 18,558: 3,264 857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -652: -222 110 0 -1,148 -1,306 -1,370 -1,196: 718 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 2.3 1.1 42.9 92.2 83.2 95.6: 16.8 4.4
Old : 100.0: 39.2 2.3 1.1 42.9 92.2 83.2 95.6: 16.8 4.4
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 : 20: 6 1 1 7 11 14 12:
Old : 20: 6 1 1 7 11 14 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 : 61.4 71.5 76.0 91.1 47.3 66.2 58.3 73.0
Old : 61.4 71.5 76.0 91.1 47.3 66.2 58.3 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 112,975: 41,703 5,169 6,988 23,356 82,883 72,046 95,039: 40,930 17,936
Old : 112,975: 41,703 5,169 6,988 23,356 82,883 72,046 95,039: 40,930 17,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -9,817: -11,531 -3,980 2,066 2,465 -6,975 -7,000 -8,890: -2,816 -927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 4.6 6.2 20.7 73.4 63.8 84.1: 36.2 15.9
Old : 100.0: 36.9 4.6 6.2 20.7 73.4 63.8 84.1: 36.2 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 33 11 18 23 20 63 42:
Old : 76: 33 11 18 23 20 63 42:
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 48.2 29.2 63.9 18.1 47.0 29.2 61.7
Old : 18.1 48.2 29.2 63.9 18.1 47.0 29.2 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 53,832: 24,031 6,118 1,640 7,583 37,024 33,254 44,782: 20,577 9,050
Old : 53,832: 24,031 6,118 1,640 7,583 37,024 33,254 44,782: 20,577 9,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -3,924: -5,999 -88 401 3,072 -5,155 -2,527 -4,842: -1,397 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 11.4 3.0 14.1 68.8 61.8 83.2: 38.2 16.8
Old : 100.0: 44.6 11.4 3.0 14.1 68.8 61.8 83.2: 38.2 16.8
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 : 39: 18 8 7 6 12 27 24:
Old : 39: 18 8 7 6 12 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 57.3 42.9 70.1 29.2 57.3 42.4 69.8
Old : 29.8 57.3 42.9 70.1 29.2 57.3 42.4 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 90,896: 73,654 6,859 89 12,413 80,941 86,156 87,889: 4,740 3,007
Old : 90,896: 73,654 6,859 89 12,413 80,941 86,156 87,889: 4,740 3,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 7,366: 9,741 -1,870 -87 -2,025 8,372 7,629 6,415: -263 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 7.5 0.1 13.7 89.0 94.8 96.7: 5.2 3.3
Old : 100.0: 81.0 7.5 0.1 13.7 89.0 94.8 96.7: 5.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 38 12 1 13 16 51 29:
Old : 75: 38 12 1 13 16 51 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 : 60.7 52.2 72.7 79.7 60.7 52.2 72.7 78.1
Old : 60.7 52.2 72.7 79.7 60.7 52.2 72.7 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 103,942: 22,606 53,096 3,274 56,822 21,416 82,702 77,785: 21,240 26,157
Old : 103,942: 22,606 53,096 3,274 56,822 21,416 82,702 77,785: 21,240 26,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -6,252: 6,544 -5,938 492 -14,161 2,880 -7,125 -2,565: 873 -3,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 51.1 3.1 54.7 20.6 79.6 74.8: 20.4 25.2
Old : 100.0: 21.7 51.1 3.1 54.7 20.6 79.6 74.8: 20.4 25.2
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 : 70: 19 24 10 19 16 43 45:
Old : 70: 19 24 10 19 16 43 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 38.0 52.1 48.1 39.2 37.8 51.9 47.2
Old : 39.2 38.0 52.1 48.1 39.2 37.8 51.9 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 126,874: 36,421 17,847 7,144 58,457 78,670 102,022 103,661: 24,853 23,214
Old : 126,874: 36,421 17,847 7,144 58,457 78,670 102,022 103,661: 24,853 23,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -4,606: -13,097 302 399 10,855 -5,958 -1,843 -5,257: -2,762 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 14.1 5.6 46.1 62.0 80.4 81.7: 19.6 18.3
Old : 100.0: 28.7 14.1 5.6 46.1 62.0 80.4 81.7: 19.6 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 : 84: 28 31 20 16 18 55 58:
Old : 84: 28 31 20 16 18 55 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 52.1 52.2 62.1 37.5 52.0 48.1 59.3
Old : 41.3 52.1 52.2 62.1 37.5 52.0 48.1 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 193,076: 68,180 30,579 20,368 43,796 105,173 132,343 156,119: 60,733 36,957
Old : 193,076: 68,180 30,579 20,368 43,796 105,173 132,343 156,119: 60,733 36,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -1,067: -9,211 -6,724 2,911 2,642 5,136 -3,658 1,323: 2,591 -2,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 15.8 10.5 22.7 54.5 68.5 80.9: 31.5 19.1
Old : 100.0: 35.3 15.8 10.5 22.7 54.5 68.5 80.9: 31.5 19.1
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 : 134: 56 34 34 27 34 98 87:
Old : 134: 56 34 34 27 34 98 87:
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 36.8 26.5 47.9 19.1 35.9 25.6 43.5
Old : 19.2 36.8 26.5 47.9 19.1 35.9 25.6 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 24,230: 17,613 2,585 0 3,100 20,052 20,713 22,637: 3,517 1,593
Old : 24,230: 17,613 2,585 0 3,100 20,052 20,713 22,637: 3,517 1,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -632: -1,918 212 0 1,220 -1,548 -698 -1,336: 66 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 10.7 0.0 12.8 82.8 85.5 93.4: 14.5 6.6
Old : 100.0: 72.7 10.7 0.0 12.8 82.8 85.5 93.4: 14.5 6.6
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: 17 6 0 7 11 24 17:
Old : 39: 17 6 0 7 11 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 65.4 69.4 81.8 56.1 63.8 69.4 80.2
Old : 56.1 65.4 69.4 81.8 56.1 63.8 69.4 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 with Delta-adjusted Options and Futures Combined, October 27, 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 :12,521,381: 1,134,522 383,163 4,396,313 6,059,246 6,838,153 11,590,080 11,617,629: 931,301 903,752
Old :12,521,381: 1,134,522 383,163 4,396,313 6,059,246 6,838,153 11,590,080 11,617,629: 931,301 903,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 291,832: -38,885 15,820 125,730 234,108 167,214 320,953 308,763: -29,121 -16,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 3.1 35.1 48.4 54.6 92.6 92.8: 7.4 7.2
Old : 100.0: 9.1 3.1 35.1 48.4 54.6 92.6 92.8: 7.4 7.2
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 : 285: 72 66 113 137 140 272 261:
Old : 285: 72 66 113 137 140 272 261:
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 : 19.5 22.2 30.7 36.4 14.5 15.4 18.7 18.7
Old : 19.5 22.2 30.7 36.4 14.5 15.4 18.7 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 493,180: 29,331 41,294 39,578 302,092 354,008 371,001 434,880: 122,180 58,300
Old : 493,180: 29,331 41,294 39,578 302,092 354,008 371,001 434,880: 122,180 58,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 8,017: 646 2,551 3,429 -6,045 -1,878 -1,969 4,103: 9,986 3,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 8.4 8.0 61.3 71.8 75.2 88.2: 24.8 11.8
Old : 100.0: 5.9 8.4 8.0 61.3 71.8 75.2 88.2: 24.8 11.8
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 : 153: 27 29 35 80 62 130 103:
Old : 153: 27 29 35 80 62 130 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 27.7 25.4 40.8 15.0 26.8 22.4 38.7
Old : 17.1 27.7 25.4 40.8 15.0 26.8 22.4 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 2,639,454: 456,372 323,871 117,492 1,870,908 1,870,546 2,444,772 2,311,910: 194,682 327,545
Old : 2,639,454: 456,372 323,871 117,492 1,870,908 1,870,546 2,444,772 2,311,910: 194,682 327,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 105,154: 26,251 -22,843 24,867 49,064 86,767 100,182 88,790: 4,972 16,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 12.3 4.5 70.9 70.9 92.6 87.6: 7.4 12.4
Old : 100.0: 17.3 12.3 4.5 70.9 70.9 92.6 87.6: 7.4 12.4
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 : 452: 102 101 75 169 172 310 309:
Old : 452: 102 101 75 169 172 310 309:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 19.4 26.2 27.0 14.5 15.3 24.1 22.4
Old : 15.6 19.4 26.2 27.0 14.5 15.3 24.1 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 106,841: 17,071 10,411 1,013 73,449 91,542 91,533 102,966: 15,308 3,875
Old : 106,841: 17,071 10,411 1,013 73,449 91,542 91,533 102,966: 15,308 3,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 1,703: 94 -40 -1,017 920 3,680 -3 2,623: 1,706 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 9.7 0.9 68.7 85.7 85.7 96.4: 14.3 3.6
Old : 100.0: 16.0 9.7 0.9 68.7 85.7 85.7 96.4: 14.3 3.6
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 : 88: 12 8 2 50 32 63 41:
Old : 88: 12 8 2 50 32 63 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 : 31.4 53.2 44.1 71.3 21.3 50.1 33.9 65.3
Old : 31.4 53.2 44.1 71.3 21.3 50.1 33.9 65.3
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 with Delta-adjusted Options and Futures Combined, October 27, 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 : 19,495: 5,706 568 0 9,557 12,617 15,263 13,185: 4,232 6,310
Old : 19,495: 5,706 568 0 9,557 12,617 15,263 13,185: 4,232 6,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -832: -1,080 -14 0 196 502 -884 488: 52 -1,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 2.9 0.0 49.0 64.7 78.3 67.6: 21.7 32.4
Old : 100.0: 29.3 2.9 0.0 49.0 64.7 78.3 67.6: 21.7 32.4
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 : 38: 7 2 0 15 20 22 22:
Old : 38: 7 2 0 15 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 37.9 55.1 51.0 33.9 28.5 49.0 41.6
Old : 37.8 37.9 55.1 51.0 33.9 28.5 49.0 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 335,719: 93,836 99,572 7,623 189,000 212,497 290,459 319,692: 45,260 16,027
Old : 335,719: 93,836 99,572 7,623 189,000 212,497 290,459 319,692: 45,260 16,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 5,527: 12,256 -6,684 -1,203 -365 15,378 10,689 7,491: -5,162 -1,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 29.7 2.3 56.3 63.3 86.5 95.2: 13.5 4.8
Old : 100.0: 28.0 29.7 2.3 56.3 63.3 86.5 95.2: 13.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 58 51 23 60 78 127 144:
Old : 229: 58 51 23 60 78 127 144:
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 : 30.2 29.3 40.6 40.2 29.7 28.6 39.9 39.2
Old : 30.2 29.3 40.6 40.2 29.7 28.6 39.9 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 121,240: 59,102 6,410 2,632 24,598 99,041 86,333 108,083: 34,907 13,156
Old : 121,240: 59,102 6,410 2,632 24,598 99,041 86,333 108,083: 34,907 13,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -4,819: -3,289 -2,237 519 -3,533 154 -6,302 -1,564: 1,484 -3,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 5.3 2.2 20.3 81.7 71.2 89.1: 28.8 10.9
Old : 100.0: 48.7 5.3 2.2 20.3 81.7 71.2 89.1: 28.8 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 30 11 8 12 14 48 27:
Old : 60: 30 11 8 12 14 48 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 : 34.2 61.9 46.7 79.6 34.2 61.4 45.6 77.0
Old : 34.2 61.9 46.7 79.6 34.2 61.4 45.6 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 32,053: 11,427 4,772 0 14,174 18,074 25,601 22,846: 6,452 9,207
Old : 32,053: 11,427 4,772 0 14,174 18,074 25,601 22,846: 6,452 9,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 931: -487 695 0 732 -324 245 371: 686 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 14.9 0.0 44.2 56.4 79.9 71.3: 20.1 28.7
Old : 100.0: 35.7 14.9 0.0 44.2 56.4 79.9 71.3: 20.1 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 13 9 0 21 17 34 26:
Old : 54: 13 9 0 21 17 34 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 : 30.3 40.9 43.6 53.5 29.6 38.3 42.7 50.6
Old : 30.3 40.9 43.6 53.5 29.6 38.3 42.7 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 44,333: 8,621 11,188 4,535 24,758 18,672 37,914 34,395: 6,419 9,938
Old : 44,333: 8,621 11,188 4,535 24,758 18,672 37,914 34,395: 6,419 9,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -653: 446 1,214 1,624 -2,732 -236 -662 2,602: 9 -3,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 25.2 10.2 55.8 42.1 85.5 77.6: 14.5 22.4
Old : 100.0: 19.4 25.2 10.2 55.8 42.1 85.5 77.6: 14.5 22.4
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 : 56: 7 13 1 19 22 27 35:
Old : 56: 7 13 1 19 22 27 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 : 46.4 37.6 62.0 50.5 37.2 27.3 50.6 38.8
Old : 46.4 37.6 62.0 50.5 37.2 27.3 50.6 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 24,691: 5,251 285 40 16,189 22,911 21,480 23,236: 3,211 1,455
Old : 24,691: 5,251 285 40 16,189 22,911 21,480 23,236: 3,211 1,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 212: 381 -107 0 -232 948 149 841: 63 -629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 1.2 0.2 65.6 92.8 87.0 94.1: 13.0 5.9
Old : 100.0: 21.3 1.2 0.2 65.6 92.8 87.0 94.1: 13.0 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 1 1 16 17 27 19:
Old : 41: 11 1 1 16 17 27 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 62.9 64.6 81.3 43.8 62.9 59.8 80.8
Old : 48.4 62.9 64.6 81.3 43.8 62.9 59.8 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 17,942: 2,539 764 0 9,632 16,393 12,171 17,157: 5,771 785
Old : 17,942: 2,539 764 0 9,632 16,393 12,171 17,157: 5,771 785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 278: -45 284 0 4 259 -41 543: 319 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 4.3 0.0 53.7 91.4 67.8 95.6: 32.2 4.4
Old : 100.0: 14.2 4.3 0.0 53.7 91.4 67.8 95.6: 32.2 4.4
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 : 20: 5 2 0 6 8 11 10:
Old : 20: 5 2 0 6 8 11 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 : 53.7 85.0 63.4 93.1 52.2 85.0 61.9 93.0
Old : 53.7 85.0 63.4 93.1 52.2 85.0 61.9 93.0
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 with Delta-adjusted Options and Futures Combined, October 27, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 20,744: 6,718 985 0 12,182 19,376 18,900 20,361: 1,844 383
Old : 20,744: 6,718 985 0 12,182 19,376 18,900 20,361: 1,844 383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 966: 706 100 0 24 712 730 812: 236 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 4.7 0.0 58.7 93.4 91.1 98.2: 8.9 1.8
Old : 100.0: 32.4 4.7 0.0 58.7 93.4 91.1 98.2: 8.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 16 3 0 7 2 23 5:
Old : 28: 16 3 0 7 2 23 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 97.6 66.0 98.2 53.0 97.6 66.0 98.2
Old : 53.0 97.6 66.0 98.2 53.0 97.6 66.0 98.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2009