MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 33,256: 1,117 3,245 6,686 18,772 17,027 26,576 26,958: 6,679 6,297
Old : 33,256: 1,117 3,245 6,686 18,772 17,027 26,576 26,958: 6,679 6,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -4,636: -330 -887 -1,378 -2,351 -771 -4,059 -3,037: -577 -1,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 9.8 20.1 56.4 51.2 79.9 81.1: 20.1 18.9
Old : 100.0: 3.4 9.8 20.1 56.4 51.2 79.9 81.1: 20.1 18.9
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 : 66: 12 13 16 34 28 57 47:
Old : 66: 12 13 16 34 28 57 47:
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 : 26.4 37.0 38.4 51.2 24.8 34.6 34.7 45.8
Old : 26.4 37.0 38.4 51.2 24.8 34.6 34.7 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 189,291: 44,122 28,575 53,117 72,004 77,792 169,243 159,484: 20,048 29,806
Old : 187,899: 44,112 28,638 53,029 70,928 76,568 168,069 158,235: 19,830 29,663
Other: 1,392: 97 24 1 1,076 1,224 1,174 1,249: 218 143
: : :
: : Changes in Commitments from: October 27, 2009 :
: 4,045: 5,637 -6,566 2,546 -1,801 10,121 6,381 6,100: -2,336 -2,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 15.1 28.1 38.0 41.1 89.4 84.3: 10.6 15.7
Old : 100.0: 23.5 15.2 28.2 37.7 40.7 89.4 84.2: 10.6 15.8
Other: 100.0: 7.0 1.7 0.1 77.3 87.9 84.3 89.7: 15.7 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 82 56 87 48 55 187 161:
Old : 225: 82 56 87 48 55 187 161:
Other: 22: 2 2 1 4 14 7 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 21.6 30.2 32.4 18.5 20.1 30.2 28.7
Old : 18.1 21.7 29.9 32.1 18.1 20.2 29.9 28.4
Other: 83.5 75.7 84.3 84.1 83.5 75.7 84.3 84.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 332,985: 84,286 42,903 86,041 136,381 151,833 306,708 280,776: 26,277 52,209
Old : 332,985: 84,286 42,903 86,041 136,381 151,833 306,708 280,776: 26,277 52,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 6,305: 4,200 -3,619 3,353 -1,620 5,423 5,932 5,156: 372 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 12.9 25.8 41.0 45.6 92.1 84.3: 7.9 15.7
Old : 100.0: 25.3 12.9 25.8 41.0 45.6 92.1 84.3: 7.9 15.7
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 : 376: 105 94 96 109 151 268 295:
Old : 376: 105 94 96 109 151 268 295:
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 : 16.7 13.6 27.5 21.0 16.4 10.4 25.1 15.4
Old : 16.7 13.6 27.5 21.0 16.4 10.4 25.1 15.4
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,755: 4,225 3,704 736 2,990 3,476 7,950 7,916: 1,805 1,839
Old : 9,755: 4,225 3,704 736 2,990 3,476 7,950 7,916: 1,805 1,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 145: 468 -724 -72 -35 850 361 54: -216 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 38.0 7.5 30.6 35.6 81.5 81.1: 18.5 18.9
Old : 100.0: 43.3 38.0 7.5 30.6 35.6 81.5 81.1: 18.5 18.9
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 : 77: 22 25 10 20 25 51 52:
Old : 77: 22 25 10 20 25 51 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 28.7 54.9 41.4 36.6 28.7 54.9 41.4
Old : 36.6 28.7 54.9 41.4 36.6 28.7 54.9 41.4
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 27,494: 11,391 9,632 3,224 7,326 5,079 21,941 17,935: 5,553 9,559
Old : 27,494: 11,391 9,632 3,224 7,326 5,079 21,941 17,935: 5,553 9,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -1,632: 308 -252 -1,123 151 122 -663 -1,254: -969 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 35.0 11.7 26.6 18.5 79.8 65.2: 20.2 34.8
Old : 100.0: 41.4 35.0 11.7 26.6 18.5 79.8 65.2: 20.2 34.8
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 : 120: 32 34 30 36 30 82 83:
Old : 120: 32 34 30 36 30 82 83:
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 : 24.9 23.1 37.2 33.2 24.7 22.6 36.3 29.2
Old : 24.9 23.1 37.2 33.2 24.7 22.6 36.3 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 20,800: 7,217 449 216 10,468 19,361 17,901 20,026: 2,899 774
Old : 20,800: 7,217 449 216 10,468 19,361 17,901 20,026: 2,899 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 1,385: -390 0 0 2,140 1,468 1,750 1,468: -365 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 2.2 1.0 50.3 93.1 86.1 96.3: 13.9 3.7
Old : 100.0: 34.7 2.2 1.0 50.3 93.1 86.1 96.3: 13.9 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 1 1 8 11 15 12:
Old : 20: 6 1 1 8 11 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 75.2 77.5 91.5 45.6 66.1 57.2 72.1
Old : 58.8 75.2 77.5 91.5 45.6 66.1 57.2 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 97,620: 27,913 3,524 8,500 22,991 66,022 59,403 78,046: 38,217 19,575
Old : 97,620: 27,913 3,524 8,500 22,991 66,022 59,403 78,046: 38,217 19,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -15,355: -13,790 -1,645 1,513 -365 -16,861 -12,642 -16,994: -2,713 1,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 3.6 8.7 23.6 67.6 60.9 79.9: 39.1 20.1
Old : 100.0: 28.6 3.6 8.7 23.6 67.6 60.9 79.9: 39.1 20.1
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 : 74: 28 13 17 23 20 60 41:
Old : 74: 28 13 17 23 20 60 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 : 17.5 44.7 27.5 57.9 17.5 43.9 27.2 54.7
Old : 17.5 44.7 27.5 57.9 17.5 43.9 27.2 54.7
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 50,149: 21,095 2,482 2,053 9,230 37,400 32,378 41,934: 17,771 8,215
Old : 50,149: 21,095 2,482 2,053 9,230 37,400 32,378 41,934: 17,771 8,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -3,683: -2,937 -3,637 413 1,647 376 -877 -2,848: -2,806 -834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 4.9 4.1 18.4 74.6 64.6 83.6: 35.4 16.4
Old : 100.0: 42.1 4.9 4.1 18.4 74.6 64.6 83.6: 35.4 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 17 7 8 7 14 27 26:
Old : 39: 17 7 8 7 14 27 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 : 31.7 61.2 43.5 70.9 30.9 60.9 42.7 69.9
Old : 31.7 61.2 43.5 70.9 30.9 60.9 42.7 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 82,302: 66,828 6,901 64 11,690 73,266 78,582 80,231: 3,720 2,071
Old : 82,302: 66,828 6,901 64 11,690 73,266 78,582 80,231: 3,720 2,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -8,594: -6,826 42 -25 -723 -7,675 -7,574 -7,658: -1,020 -936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 8.4 0.1 14.2 89.0 95.5 97.5: 4.5 2.5
Old : 100.0: 81.2 8.4 0.1 14.2 89.0 95.5 97.5: 4.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 40 11 1 12 17 52 29:
Old : 76: 40 11 1 12 17 52 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 53.8 75.4 79.7 64.0 53.8 75.4 77.9
Old : 64.0 53.8 75.4 79.7 64.0 53.8 75.4 77.9
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 106,239: 25,853 43,438 3,965 54,016 35,387 83,835 82,790: 22,404 23,449
Old : 106,239: 25,853 43,438 3,965 54,016 35,387 83,835 82,790: 22,404 23,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 2,297: 3,247 -9,658 692 -2,806 13,971 1,133 5,005: 1,164 -2,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 40.9 3.7 50.8 33.3 78.9 77.9: 21.1 22.1
Old : 100.0: 24.3 40.9 3.7 50.8 33.3 78.9 77.9: 21.1 22.1
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 : 73: 23 21 11 20 17 49 43:
Old : 73: 23 21 11 20 17 49 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 : 36.1 47.4 47.0 55.7 36.1 46.2 46.8 54.4
Old : 36.1 47.4 47.0 55.7 36.1 46.2 46.8 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 121,339: 39,748 19,038 6,581 50,425 72,016 96,754 97,636: 24,584 23,703
Old : 121,339: 39,748 19,038 6,581 50,425 72,016 96,754 97,636: 24,584 23,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -5,536: 3,327 1,191 -562 -8,033 -6,654 -5,267 -6,025: -268 489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 15.7 5.4 41.6 59.4 79.7 80.5: 20.3 19.5
Old : 100.0: 32.8 15.7 5.4 41.6 59.4 79.7 80.5: 20.3 19.5
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 : 89: 30 34 21 16 19 59 61:
Old : 89: 30 34 21 16 19 59 61:
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 : 37.0 49.0 49.4 58.5 32.9 48.9 45.2 55.3
Old : 37.0 49.0 49.4 58.5 32.9 48.9 45.2 55.3
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 196,144: 64,201 36,165 25,579 48,399 96,751 138,179 158,495: 57,965 37,649
Old : 196,144: 64,201 36,165 25,579 48,399 96,751 138,179 158,495: 57,965 37,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 3,068: -3,979 5,586 5,212 4,603 -8,422 5,836 2,376: -2,768 692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 18.4 13.0 24.7 49.3 70.4 80.8: 29.6 19.2
Old : 100.0: 32.7 18.4 13.0 24.7 49.3 70.4 80.8: 29.6 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 : 139: 53 37 33 30 37 98 92:
Old : 139: 53 37 33 30 37 98 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 33.2 29.0 43.1 20.0 31.6 27.1 39.1
Old : 20.1 33.2 29.0 43.1 20.0 31.6 27.1 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 21,898: 15,802 2,486 0 3,208 18,307 19,010 20,793: 2,888 1,105
Old : 21,898: 15,802 2,486 0 3,208 18,307 19,010 20,793: 2,888 1,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,332: -1,811 -99 0 108 -1,745 -1,703 -1,844: -629 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 11.4 0.0 14.6 83.6 86.8 95.0: 13.2 5.0
Old : 100.0: 72.2 11.4 0.0 14.6 83.6 86.8 95.0: 13.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 4 0 7 12 21 16:
Old : 35: 14 4 0 7 12 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 68.3 74.2 84.4 59.3 68.3 74.2 84.3
Old : 59.3 68.3 74.2 84.4 59.3 68.3 74.2 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,978,721: 1,331,328 448,425 4,540,691 6,129,448 7,061,563 12,001,466 12,050,679: 977,254 928,042
Old :12,978,721: 1,331,328 448,425 4,540,691 6,129,448 7,061,563 12,001,466 12,050,679: 977,254 928,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 457,340: 196,806 65,261 144,378 70,202 223,410 411,386 433,050: 45,954 24,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 3.5 35.0 47.2 54.4 92.5 92.8: 7.5 7.2
Old : 100.0: 10.3 3.5 35.0 47.2 54.4 92.5 92.8: 7.5 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 : 291: 77 64 114 141 142 278 265:
Old : 291: 77 64 114 141 142 278 265:
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 : 19.4 22.0 30.8 36.4 15.2 15.1 20.1 18.7
Old : 19.4 22.0 30.8 36.4 15.2 15.1 20.1 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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 502,518: 25,181 43,759 40,289 306,096 359,647 371,566 443,695: 130,952 58,823
Old : 502,518: 25,181 43,759 40,289 306,096 359,647 371,566 443,695: 130,952 58,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 9,337: -4,150 2,465 711 4,005 5,638 565 8,815: 8,772 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 8.7 8.0 60.9 71.6 73.9 88.3: 26.1 11.7
Old : 100.0: 5.0 8.7 8.0 60.9 71.6 73.9 88.3: 26.1 11.7
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 : 153: 24 30 37 80 63 129 105:
Old : 153: 24 30 37 80 63 129 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 27.2 24.7 40.1 14.4 26.2 21.4 38.0
Old : 16.4 27.2 24.7 40.1 14.4 26.2 21.4 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,731,385: 483,906 267,741 131,937 1,928,090 1,971,430 2,543,932 2,371,108: 187,452 360,277
Old : 2,731,385: 483,906 267,741 131,937 1,928,090 1,971,430 2,543,932 2,371,108: 187,452 360,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 91,931: 27,534 -56,130 14,444 57,182 100,884 99,161 59,199: -7,230 32,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 9.8 4.8 70.6 72.2 93.1 86.8: 6.9 13.2
Old : 100.0: 17.7 9.8 4.8 70.6 72.2 93.1 86.8: 6.9 13.2
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 : 442: 103 88 71 170 176 310 298:
Old : 442: 103 88 71 170 176 310 298:
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 : 14.8 19.9 25.3 27.5 13.6 16.1 23.1 23.1
Old : 14.8 19.9 25.3 27.5 13.6 16.1 23.1 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 106,732: 17,447 11,077 0 77,571 92,771 95,018 103,848: 11,714 2,884
Old : 106,732: 17,447 11,077 0 77,571 92,771 95,018 103,848: 11,714 2,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -109: 376 666 -1,013 4,122 1,229 3,485 882: -3,594 -991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 10.4 0.0 72.7 86.9 89.0 97.3: 11.0 2.7
Old : 100.0: 16.3 10.4 0.0 72.7 86.9 89.0 97.3: 11.0 2.7
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 : 89: 12 8 0 50 33 62 41:
Old : 89: 12 8 0 50 33 62 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 55.8 46.0 72.0 22.1 50.1 33.7 62.9
Old : 32.3 55.8 46.0 72.0 22.1 50.1 33.7 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 18,404: 5,606 270 0 8,820 12,840 14,426 13,110: 3,978 5,294
Old : 18,404: 5,606 270 0 8,820 12,840 14,426 13,110: 3,978 5,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -1,091: -100 -298 0 -737 223 -837 -75: -254 -1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 1.5 0.0 47.9 69.8 78.4 71.2: 21.6 28.8
Old : 100.0: 30.5 1.5 0.0 47.9 69.8 78.4 71.2: 21.6 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 6 1 0 14 19 20 20:
Old : 34: 6 1 0 14 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 41.1 59.6 55.6 36.9 30.9 52.1 45.4
Old : 41.2 41.1 59.6 55.6 36.9 30.9 52.1 45.4
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 with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 325,400: 95,002 94,221 9,084 184,097 210,575 288,182 313,879: 37,217 11,520
Old : 325,400: 95,002 94,221 9,084 184,097 210,575 288,182 313,879: 37,217 11,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -10,320: 1,166 -5,351 1,460 -4,903 -1,923 -2,277 -5,813: -8,043 -4,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 29.0 2.8 56.6 64.7 88.6 96.5: 11.4 3.5
Old : 100.0: 29.2 29.0 2.8 56.6 64.7 88.6 96.5: 11.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 62 40 19 68 78 136 132:
Old : 227: 62 40 19 68 78 136 132:
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 : 31.9 29.4 42.8 40.6 31.4 28.7 41.8 39.7
Old : 31.9 29.4 42.8 40.6 31.4 28.7 41.8 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 121,289: 55,752 5,488 3,384 29,428 99,136 88,564 108,008: 32,724 13,280
Old : 121,289: 55,752 5,488 3,384 29,428 99,136 88,564 108,008: 32,724 13,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 49: -3,350 -922 752 4,830 94 2,232 -75: -2,183 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 4.5 2.8 24.3 81.7 73.0 89.1: 27.0 10.9
Old : 100.0: 46.0 4.5 2.8 24.3 81.7 73.0 89.1: 27.0 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: 29 12 11 12 15 49 30:
Old : 60: 29 12 11 12 15 49 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 61.9 50.8 78.1 33.3 61.4 47.1 75.0
Old : 36.1 61.9 50.8 78.1 33.3 61.4 47.1 75.0
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, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 30,203: 9,076 3,746 0 14,812 16,607 23,888 20,353: 6,315 9,850
Old : 30,203: 9,076 3,746 0 14,812 16,607 23,888 20,353: 6,315 9,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -1,850: -2,351 -1,026 0 638 -1,467 -1,713 -2,493: -137 643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 12.4 0.0 49.0 55.0 79.1 67.4: 20.9 32.6
Old : 100.0: 30.0 12.4 0.0 49.0 55.0 79.1 67.4: 20.9 32.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 13 8 0 17 15 30 23:
Old : 49: 13 8 0 17 15 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 43.4 44.2 52.3 28.4 39.7 43.0 48.6
Old : 28.6 43.4 44.2 52.3 28.4 39.7 43.0 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 42,160: 7,735 12,156 2,043 24,378 22,219 34,156 36,418: 8,004 5,742
Old : 42,160: 7,735 12,156 2,043 24,378 22,219 34,156 36,418: 8,004 5,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,173: -886 968 -2,492 -380 3,547 -3,758 2,023: 1,585 -4,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 28.8 4.8 57.8 52.7 81.0 86.4: 19.0 13.6
Old : 100.0: 18.3 28.8 4.8 57.8 52.7 81.0 86.4: 19.0 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 5 13 1 20 22 26 35:
Old : 55: 5 13 1 20 22 26 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 36.9 59.4 55.6 38.8 32.1 53.5 50.8
Old : 42.8 36.9 59.4 55.6 38.8 32.1 53.5 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 25,491: 5,636 279 105 16,624 23,735 22,365 24,119: 3,126 1,372
Old : 25,491: 5,636 279 105 16,624 23,735 22,365 24,119: 3,126 1,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 800: 385 -6 65 435 824 885 883: -85 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 1.1 0.4 65.2 93.1 87.7 94.6: 12.3 5.4
Old : 100.0: 22.1 1.1 0.4 65.2 93.1 87.7 94.6: 12.3 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 10 1 2 17 16 27 19:
Old : 40: 10 1 2 17 16 27 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 64.5 66.4 82.8 42.8 64.5 62.0 82.1
Old : 47.3 64.5 66.4 82.8 42.8 64.5 62.0 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 17,262: 1,771 480 0 9,693 15,608 11,464 16,088: 5,798 1,174
Old : 17,262: 1,771 480 0 9,693 15,608 11,464 16,088: 5,798 1,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -680: -768 -284 0 61 -785 -707 -1,069: 27 389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.8 0.0 56.2 90.4 66.4 93.2: 33.6 6.8
Old : 100.0: 10.3 2.8 0.0 56.2 90.4 66.4 93.2: 33.6 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 1 0 9 8 13 9:
Old : 20: 4 1 0 9 8 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 84.1 59.4 92.0 48.6 84.1 58.0 91.6
Old : 50.0 84.1 59.4 92.0 48.6 84.1 58.0 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 20,045: 6,204 666 0 12,176 19,117 18,380 19,783: 1,665 262
Old : 20,045: 6,204 666 0 12,176 19,117 18,380 19,783: 1,665 262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -699: -514 -319 0 -6 -259 -520 -578: -179 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 3.3 0.0 60.7 95.4 91.7 98.7: 8.3 1.3
Old : 100.0: 31.0 3.3 0.0 60.7 95.4 91.7 98.7: 8.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 15 4 0 8 2 23 6:
Old : 28: 15 4 0 8 2 23 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 97.6 68.2 98.7 55.1 97.6 68.2 98.7
Old : 55.1 97.6 68.2 98.7 55.1 97.6 68.2 98.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 6, 2009