MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 27,656: 4,339 3,308 815 18,820 20,196 23,974 24,319: 3,682 3,337
Old : 27,656: 4,339 3,308 815 18,820 20,196 23,974 24,319: 3,682 3,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 1,533: 97 443 35 1,471 971 1,603 1,449: -70 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 12.0 2.9 68.1 73.0 86.7 87.9: 13.3 12.1
Old : 100.0: 15.7 12.0 2.9 68.1 73.0 86.7 87.9: 13.3 12.1
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: 16 12 10 31 26 51 45:
Old : 73: 16 12 10 31 26 51 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 39.8 49.0 55.0 33.5 35.0 47.4 48.6
Old : 33.5 39.8 49.0 55.0 33.5 35.0 47.4 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 193,252: 44,272 32,503 37,636 92,605 91,769 174,513 161,908: 18,739 31,344
Old : 191,763: 43,846 33,077 37,058 92,582 90,568 173,486 160,703: 18,277 31,060
Other: 1,489: 1,000 0 4 23 1,201 1,027 1,205: 462 284
: : :
: : Changes in Commitments from: November 9, 2010 :
: -6,141: -3,203 -3,097 -677 -388 -1,345 -4,268 -5,119: -1,873 -1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 16.8 19.5 47.9 47.5 90.3 83.8: 9.7 16.2
Old : 100.0: 22.9 17.2 19.3 48.3 47.2 90.5 83.8: 9.5 16.2
Other: 100.0: 67.2 0.0 0.3 1.5 80.7 69.0 80.9: 31.0 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 64 79 82 45 58 164 181:
Old : 234: 61 85 82 45 57 163 180:
Other: 27: 11 0 1 2 15 13 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 : 22.8 25.9 36.9 36.5 22.4 25.1 35.5 32.5
Old : 23.0 25.9 37.2 36.5 22.6 25.2 35.8 32.4
Other: 49.1 49.4 63.2 72.5 48.8 49.4 62.9 72.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 314,299: 129,237 38,689 39,481 119,858 173,580 288,576 251,750: 25,723 62,549
Old : 314,299: 129,237 38,689 39,481 119,858 173,580 288,576 251,750: 25,723 62,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 7,144: -795 -5,501 6,668 3,419 2,842 9,292 4,009: -2,148 3,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 12.3 12.6 38.1 55.2 91.8 80.1: 8.2 19.9
Old : 100.0: 41.1 12.3 12.6 38.1 55.2 91.8 80.1: 8.2 19.9
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 : 413: 142 57 105 80 188 267 317:
Old : 413: 142 57 105 80 188 267 317:
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 16.5 30.5 24.4 19.1 16.2 30.2 23.0
Old : 19.2 16.5 30.5 24.4 19.1 16.2 30.2 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,578: 4,096 1,606 1,444 2,472 5,213 8,012 8,263: 1,566 1,315
Old : 9,578: 4,096 1,606 1,444 2,472 5,213 8,012 8,263: 1,566 1,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -559: -3 -112 -118 -31 -328 -152 -558: -407 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 16.8 15.1 25.8 54.4 83.7 86.3: 16.3 13.7
Old : 100.0: 42.8 16.8 15.1 25.8 54.4 83.7 86.3: 16.3 13.7
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 : 86: 27 16 14 17 31 56 55:
Old : 86: 27 16 14 17 31 56 55:
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 : 36.4 27.6 53.0 44.2 36.4 27.4 48.5 41.8
Old : 36.4 27.6 53.0 44.2 36.4 27.4 48.5 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,189: 10,402 6,927 4,017 9,824 4,855 24,243 15,799: 4,946 13,390
Old : 29,189: 10,402 6,927 4,017 9,824 4,855 24,243 15,799: 4,946 13,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 2,288: 1,599 -204 1,371 -271 486 2,699 1,653: -411 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 23.7 13.8 33.7 16.6 83.1 54.1: 16.9 45.9
Old : 100.0: 35.6 23.7 13.8 33.7 16.6 83.1 54.1: 16.9 45.9
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 : 131: 41 28 31 34 36 95 79:
Old : 131: 41 28 31 34 36 95 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 21.2 40.2 28.0 25.6 17.2 38.9 22.7
Old : 25.6 21.2 40.2 28.0 25.6 17.2 38.9 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,471: 7,429 5 137 25,886 40,883 33,452 41,025: 8,019 446
Old : 41,471: 7,429 5 137 25,886 40,883 33,452 41,025: 8,019 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -642: -400 -11 -469 527 -43 -342 -523: -300 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 0.0 0.3 62.4 98.6 80.7 98.9: 19.3 1.1
Old : 100.0: 17.9 0.0 0.3 62.4 98.6 80.7 98.9: 19.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 1 1 12 15 18 16:
Old : 23: 5 1 1 12 15 18 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 : 60.3 75.0 71.3 92.0 48.6 66.6 58.0 77.1
Old : 60.3 75.0 71.3 92.0 48.6 66.6 58.0 77.1
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 - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 124,587: 58,390 19,949 180 25,324 87,484 83,894 107,613: 40,693 16,974
Old : 124,587: 58,390 19,949 180 25,324 87,484 83,894 107,613: 40,693 16,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -4,123: -4,143 -5,246 81 2,113 1,337 -1,949 -3,828: -2,174 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 16.0 0.1 20.3 70.2 67.3 86.4: 32.7 13.6
Old : 100.0: 46.9 16.0 0.1 20.3 70.2 67.3 86.4: 32.7 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 : 85: 40 9 4 22 21 64 32:
Old : 85: 40 9 4 22 21 64 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 38.4 35.4 58.1 25.3 38.3 35.4 56.8
Old : 25.3 38.4 35.4 58.1 25.3 38.3 35.4 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,579: 18,005 10,202 0 10,138 24,359 28,143 34,561: 16,436 10,018
Old : 44,579: 18,005 10,202 0 10,138 24,359 28,143 34,561: 16,436 10,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -6,421: -6,906 -2,094 -4 1,174 -4,513 -5,736 -6,611: -685 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 22.9 0.0 22.7 54.6 63.1 77.5: 36.9 22.5
Old : 100.0: 40.4 22.9 0.0 22.7 54.6 63.1 77.5: 36.9 22.5
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 : 38: 11 6 0 12 15 23 21:
Old : 38: 11 6 0 12 15 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 44.4 44.3 61.1 28.0 44.4 42.0 61.1
Old : 30.1 44.4 44.3 61.1 28.0 44.4 42.0 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 147,623: 115,539 22,322 0 25,769 122,190 141,308 144,512: 6,315 3,111
Old : 147,623: 115,539 22,322 0 25,769 122,190 141,308 144,512: 6,315 3,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 1,481: 992 -3,479 0 2,519 4,364 3,511 885: -2,030 596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 15.1 0.0 17.5 82.8 95.7 97.9: 4.3 2.1
Old : 100.0: 78.3 15.1 0.0 17.5 82.8 95.7 97.9: 4.3 2.1
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 : 110: 57 17 0 18 23 75 40:
Old : 110: 57 17 0 18 23 75 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 55.5 69.4 81.6 53.3 55.4 69.4 81.5
Old : 53.3 55.5 69.4 81.6 53.3 55.4 69.4 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 98,997: 45,677 21,906 319 29,403 56,634 75,399 78,859: 23,598 20,138
Old : 98,997: 45,677 21,906 319 29,403 56,634 75,399 78,859: 23,598 20,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 2,464: 3,762 1,257 -33 4,701 658 8,430 1,882: -5,966 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 22.1 0.3 29.7 57.2 76.2 79.7: 23.8 20.3
Old : 100.0: 46.1 22.1 0.3 29.7 57.2 76.2 79.7: 23.8 20.3
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 : 91: 32 20 8 23 26 59 50:
Old : 91: 32 20 8 23 26 59 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 : 22.2 29.7 34.3 45.9 21.8 28.9 33.8 45.1
Old : 22.2 29.7 34.3 45.9 21.8 28.9 33.8 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 131,701: 47,595 24,737 437 54,366 73,253 102,398 98,427: 29,303 33,274
Old : 131,701: 47,595 24,737 437 54,366 73,253 102,398 98,427: 29,303 33,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -8,814: -6,661 7,135 8 2,721 -12,482 -3,932 -5,339: -4,882 -3,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 18.8 0.3 41.3 55.6 77.8 74.7: 22.2 25.3
Old : 100.0: 36.1 18.8 0.3 41.3 55.6 77.8 74.7: 22.2 25.3
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 : 100: 27 30 5 25 27 56 58:
Old : 100: 27 30 5 25 27 56 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 : 30.9 41.4 43.6 49.3 30.9 38.0 43.3 45.9
Old : 30.9 41.4 43.6 49.3 30.9 38.0 43.3 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 195,598: 54,708 46,102 4,768 82,056 99,611 141,532 150,481: 54,066 45,117
Old : 195,598: 54,708 46,102 4,768 82,056 99,611 141,532 150,481: 54,066 45,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -8,930: -6,769 7,908 -740 1,991 -18,249 -5,518 -11,081: -3,412 2,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 23.6 2.4 42.0 50.9 72.4 76.9: 27.6 23.1
Old : 100.0: 28.0 23.6 2.4 42.0 50.9 72.4 76.9: 27.6 23.1
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 : 157: 47 48 20 36 40 93 98:
Old : 157: 47 48 20 36 40 93 98:
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 : 22.7 30.2 33.2 38.0 22.5 30.2 32.7 36.9
Old : 22.7 30.2 33.2 38.0 22.5 30.2 32.7 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,423: 28,915 5,470 0 1,200 27,077 30,115 32,547: 3,308 876
Old : 33,423: 28,915 5,470 0 1,200 27,077 30,115 32,547: 3,308 876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 1,929: 1,950 755 0 209 1,146 2,159 1,901: -230 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 16.4 0.0 3.6 81.0 90.1 97.4: 9.9 2.6
Old : 100.0: 86.5 16.4 0.0 3.6 81.0 90.1 97.4: 9.9 2.6
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 : 42: 16 9 0 5 13 21 22:
Old : 42: 16 9 0 5 13 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 53.2 82.4 82.4 68.0 53.2 82.4 82.4
Old : 68.0 53.2 82.4 82.4 68.0 53.2 82.4 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,072,688: 867,191 556,947 1,029,629 5,323,678 5,593,925 7,220,498 7,180,501: 852,190 892,187
Old : 8,072,688: 867,191 556,947 1,029,629 5,323,678 5,593,925 7,220,498 7,180,501: 852,190 892,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -375,480: -303,297 -77,110 -89,488 90,915 -111,860 -301,870 -278,458: -73,610 -97,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 6.9 12.8 65.9 69.3 89.4 88.9: 10.6 11.1
Old : 100.0: 10.7 6.9 12.8 65.9 69.3 89.4 88.9: 10.6 11.1
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 : 250: 65 37 85 124 129 226 225:
Old : 250: 65 37 85 124 129 226 225:
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 : 31.1 29.0 40.6 42.9 27.6 23.0 33.9 34.4
Old : 31.1 29.0 40.6 42.9 27.6 23.0 33.9 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 921,238: 86,215 85,101 48,716 646,111 686,161 781,042 819,977: 140,196 101,261
Old : 921,238: 86,215 85,101 48,716 646,111 686,161 781,042 819,977: 140,196 101,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 16,846: 3,271 4,302 -6,964 1,687 5,575 -2,006 2,913: 18,852 13,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 9.2 5.3 70.1 74.5 84.8 89.0: 15.2 11.0
Old : 100.0: 9.4 9.2 5.3 70.1 74.5 84.8 89.0: 15.2 11.0
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 : 545: 109 104 44 227 220 351 354:
Old : 545: 109 104 44 227 220 351 354:
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 : 17.2 17.9 26.0 27.9 13.4 14.0 20.1 21.5
Old : 17.2 17.9 26.0 27.9 13.4 14.0 20.1 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 349,376: 53,129 23,252 815 214,640 285,689 268,584 309,756: 80,792 39,620
Old : 349,376: 53,129 23,252 815 214,640 285,689 268,584 309,756: 80,792 39,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 5,366: -8,860 618 -198 5,117 7,201 -3,941 7,621: 9,307 -2,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 6.7 0.2 61.4 81.8 76.9 88.7: 23.1 11.3
Old : 100.0: 15.2 6.7 0.2 61.4 81.8 76.9 88.7: 23.1 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 14 26 7 59 67 77 96:
Old : 144: 14 26 7 59 67 77 96:
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 32.6 41.1 47.8 29.1 30.8 39.5 46.0
Old : 30.3 32.6 41.1 47.8 29.1 30.8 39.5 46.0
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 - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,859,310: 365,436 509,247 39,499 2,157,355 2,002,361 2,562,290 2,551,107: 297,020 308,203
Old : 2,859,310: 365,436 509,247 39,499 2,157,355 2,002,361 2,562,290 2,551,107: 297,020 308,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 57,400: 20,589 -21,644 6,236 -17,149 -8,131 9,676 -23,539: 47,724 80,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 17.8 1.4 75.5 70.0 89.6 89.2: 10.4 10.8
Old : 100.0: 12.8 17.8 1.4 75.5 70.0 89.6 89.2: 10.4 10.8
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 : 494: 100 97 28 195 188 306 302:
Old : 494: 100 97 28 195 188 306 302:
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 : 18.4 17.8 28.0 27.1 15.6 15.5 23.8 23.1
Old : 18.4 17.8 28.0 27.1 15.6 15.5 23.8 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 - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 105,873: 14,669 7,568 557 79,940 94,173 95,166 102,298: 10,707 3,575
Old : 105,873: 14,669 7,568 557 79,940 94,173 95,166 102,298: 10,707 3,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -84: 277 37 -1,540 1,625 1,492 362 -11: -446 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 7.1 0.5 75.5 88.9 89.9 96.6: 10.1 3.4
Old : 100.0: 13.9 7.1 0.5 75.5 88.9 89.9 96.6: 10.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 12 5 2 43 36 56 42:
Old : 84: 12 5 2 43 36 56 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 : 40.7 40.4 54.8 61.8 30.8 37.5 44.0 57.0
Old : 40.7 40.4 54.8 61.8 30.8 37.5 44.0 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 123,529: 31,808 11,049 10,635 70,902 93,589 113,346 115,274: 10,183 8,255
Old : 123,529: 31,808 11,049 10,635 70,902 93,589 113,346 115,274: 10,183 8,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 8,591: 4,381 83 2,000 1,814 3,315 8,194 5,398: 397 3,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 8.9 8.6 57.4 75.8 91.8 93.3: 8.2 6.7
Old : 100.0: 25.7 8.9 8.6 57.4 75.8 91.8 93.3: 8.2 6.7
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 : 260: 86 39 13 81 77 171 125:
Old : 260: 86 39 13 81 77 171 125:
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 31.1 33.3 49.7 10.4 23.3 17.6 32.6
Old : 22.6 31.1 33.3 49.7 10.4 23.3 17.6 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,460: 11,192 322 0 16,236 28,621 27,428 28,943: 3,032 1,517
Old : 30,460: 11,192 322 0 16,236 28,621 27,428 28,943: 3,032 1,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 2,524: 2,460 23 0 706 2,980 3,166 3,003: -642 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 1.1 0.0 53.3 94.0 90.0 95.0: 10.0 5.0
Old : 100.0: 36.7 1.1 0.0 53.3 94.0 90.0 95.0: 10.0 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 : 27: 4 1 0 10 13 14 14:
Old : 27: 4 1 0 10 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 67.9 83.4 86.9 67.9 65.2 82.5 84.3
Old : 67.9 67.9 83.4 86.9 67.9 65.2 82.5 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 465,344: 152,874 103,429 3,384 273,330 324,840 429,588 431,653: 35,756 33,691
Old : 465,344: 152,874 103,429 3,384 273,330 324,840 429,588 431,653: 35,756 33,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 30,336: 19,927 10,622 -324 5,539 1,675 25,142 11,973: 5,194 18,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 22.2 0.7 58.7 69.8 92.3 92.8: 7.7 7.2
Old : 100.0: 32.9 22.2 0.7 58.7 69.8 92.3 92.8: 7.7 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 : 252: 83 40 10 74 72 160 119:
Old : 252: 83 40 10 74 72 160 119:
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 : 20.3 38.9 31.7 50.3 19.5 38.9 29.8 50.3
Old : 20.3 38.9 31.7 50.3 19.5 38.9 29.8 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 121,110: 52,462 16,260 507 36,564 86,694 89,533 103,461: 31,577 17,649
Old : 121,110: 52,462 16,260 507 36,564 86,694 89,533 103,461: 31,577 17,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -9,096: -10,521 893 345 5,419 -11,369 -4,757 -10,131: -4,339 1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 13.4 0.4 30.2 71.6 73.9 85.4: 26.1 14.6
Old : 100.0: 43.3 13.4 0.4 30.2 71.6 73.9 85.4: 26.1 14.6
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 : 70: 29 13 5 13 19 44 35:
Old : 70: 29 13 5 13 19 44 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 52.1 43.9 69.6 31.5 50.5 43.8 68.0
Old : 31.5 52.1 43.9 69.6 31.5 50.5 43.8 68.0
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 - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,790: 9,687 12,014 0 21,689 10,114 31,376 22,128: 9,414 18,662
Old : 40,790: 9,687 12,014 0 21,689 10,114 31,376 22,128: 9,414 18,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 3,121: -361 3,175 0 3,904 88 3,543 3,263: -422 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 29.5 0.0 53.2 24.8 76.9 54.2: 23.1 45.8
Old : 100.0: 23.7 29.5 0.0 53.2 24.8 76.9 54.2: 23.1 45.8
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 : 63: 15 11 0 26 18 41 29:
Old : 63: 15 11 0 26 18 41 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 : 25.7 29.4 38.5 37.7 25.7 27.3 37.7 34.6
Old : 25.7 29.4 38.5 37.7 25.7 27.3 37.7 34.6
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 - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,542: 10,978 10,430 538 25,225 23,307 36,741 34,275: 10,801 13,267
Old : 47,542: 10,978 10,430 538 25,225 23,307 36,741 34,275: 10,801 13,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 617: 3,548 -783 499 -5,199 -415 -1,152 -699: 1,769 1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 21.9 1.1 53.1 49.0 77.3 72.1: 22.7 27.9
Old : 100.0: 23.1 21.9 1.1 53.1 49.0 77.3 72.1: 22.7 27.9
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 : 52: 10 8 1 20 20 30 29:
Old : 52: 10 8 1 20 20 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 37.6 51.6 50.5 33.7 37.6 48.5 50.3
Old : 34.8 37.6 51.6 50.5 33.7 37.6 48.5 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,384: 4,122 1,656 300 21,510 26,564 25,932 28,520: 4,452 1,864
Old : 30,384: 4,122 1,656 300 21,510 26,564 25,932 28,520: 4,452 1,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 425: 141 158 0 -20 754 121 912: 304 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 5.5 1.0 70.8 87.4 85.3 93.9: 14.7 6.1
Old : 100.0: 13.6 5.5 1.0 70.8 87.4 85.3 93.9: 14.7 6.1
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 : 44: 6 4 1 17 24 23 29:
Old : 44: 6 4 1 17 24 23 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 : 47.7 42.5 64.2 66.6 42.0 42.5 54.8 61.4
Old : 47.7 42.5 64.2 66.6 42.0 42.5 54.8 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,701: 10,088 2,010 4 19,530 34,133 29,622 36,147: 8,079 1,554
Old : 37,701: 10,088 2,010 4 19,530 34,133 29,622 36,147: 8,079 1,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 1,655: 2,550 384 -59 -877 1,120 1,614 1,445: 41 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.3 0.0 51.8 90.5 78.6 95.9: 21.4 4.1
Old : 100.0: 26.8 5.3 0.0 51.8 90.5 78.6 95.9: 21.4 4.1
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 : 52: 15 3 1 22 18 38 21:
Old : 52: 15 3 1 22 18 38 21:
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 : 29.7 63.8 43.7 80.7 28.5 63.8 42.5 80.7
Old : 29.7 63.8 43.7 80.7 28.5 63.8 42.5 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,765: 4,228 2,752 0 9,390 11,571 13,618 14,323: 1,147 442
Old : 14,765: 4,228 2,752 0 9,390 11,571 13,618 14,323: 1,147 442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -463: -61 -2,070 -5 -18 2,139 -84 64: -379 -527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 18.6 0.0 63.6 78.4 92.2 97.0: 7.8 3.0
Old : 100.0: 28.6 18.6 0.0 63.6 78.4 92.2 97.0: 7.8 3.0
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 : 22: 13 3 0 5 2 18 5:
Old : 22: 13 3 0 5 2 18 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 : 65.9 97.0 79.2 97.0 65.9 97.0 79.2 97.0
Old : 65.9 97.0 79.2 97.0 65.9 97.0 79.2 97.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 19, 2010