MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 23, 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 : 29,249: 3,860 4,094 723 20,537 21,303 25,120 26,120: 4,129 3,129
Old : 29,249: 3,860 4,094 723 20,537 21,303 25,120 26,120: 4,129 3,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 1,593: -479 786 -92 1,717 1,107 1,146 1,801: 447 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 14.0 2.5 70.2 72.8 85.9 89.3: 14.1 10.7
Old : 100.0: 13.2 14.0 2.5 70.2 72.8 85.9 89.3: 14.1 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 15 17 14 30 27 52 52:
Old : 77: 15 17 14 30 27 52 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 : 34.9 40.1 50.4 54.2 34.9 34.7 48.0 48.1
Old : 34.9 40.1 50.4 54.2 34.9 34.7 48.0 48.1
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 23, 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 : 197,468: 44,737 29,459 40,350 92,191 94,708 177,278 164,517: 20,190 32,951
Old : 195,848: 44,437 30,199 39,606 92,044 93,467 176,087 163,272: 19,761 32,576
Other: 1,620: 1,040 0 4 147 1,241 1,191 1,245: 429 375
: : :
: : Changes in Commitments from: November 16, 2010 :
: 4,216: 465 -3,044 2,714 -414 2,939 2,765 2,609: 1,451 1,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 14.9 20.4 46.7 48.0 89.8 83.3: 10.2 16.7
Old : 100.0: 22.7 15.4 20.2 47.0 47.7 89.9 83.4: 10.1 16.6
Other: 100.0: 64.2 0.0 0.2 9.1 76.6 73.5 76.9: 26.5 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 70 74 87 45 60 173 185:
Old : 240: 67 78 87 45 59 172 184:
Other: 29: 11 0 1 3 16 14 17:
:----------------------------------------------------------------------------------------------------
: 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 25.3 36.1 36.2 22.6 25.1 35.0 32.1
Old : 22.8 25.3 36.4 36.2 22.8 25.1 35.3 32.0
Other: 48.8 50.3 66.5 71.6 48.6 50.3 66.2 71.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 23, 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 : 332,090: 127,952 43,285 50,048 127,335 174,895 305,335 268,228: 26,755 63,862
Old : 332,090: 127,952 43,285 50,048 127,335 174,895 305,335 268,228: 26,755 63,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 17,791: -1,285 4,596 10,567 7,477 1,315 16,759 16,478: 1,032 1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 13.0 15.1 38.3 52.7 91.9 80.8: 8.1 19.2
Old : 100.0: 38.5 13.0 15.1 38.3 52.7 91.9 80.8: 8.1 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 : 425: 147 57 110 85 189 283 323:
Old : 425: 147 57 110 85 189 283 323:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 14.3 29.5 22.9 17.8 13.9 28.8 20.8
Old : 18.1 14.3 29.5 22.9 17.8 13.9 28.8 20.8
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 23, 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 : 9,104: 4,005 1,625 1,157 2,492 4,914 7,654 7,696: 1,450 1,408
Old : 9,104: 4,005 1,625 1,157 2,492 4,914 7,654 7,696: 1,450 1,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -474: -91 19 -287 20 -299 -358 -567: -116 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 17.8 12.7 27.4 54.0 84.1 84.5: 15.9 15.5
Old : 100.0: 44.0 17.8 12.7 27.4 54.0 84.1 84.5: 15.9 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 31 16 14 17 30 58 55:
Old : 88: 31 16 14 17 30 58 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 : 38.5 28.7 54.2 45.7 38.5 28.7 51.0 43.2
Old : 38.5 28.7 54.2 45.7 38.5 28.7 51.0 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 23, 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 : 32,377: 12,281 6,853 4,718 9,666 5,733 26,665 17,304: 5,712 15,073
Old : 32,377: 12,281 6,853 4,718 9,666 5,733 26,665 17,304: 5,712 15,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 3,188: 1,879 -74 701 -158 878 2,422 1,505: 766 1,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 21.2 14.6 29.9 17.7 82.4 53.4: 17.6 46.6
Old : 100.0: 37.9 21.2 14.6 29.9 17.7 82.4 53.4: 17.6 46.6
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 : 131: 37 31 27 29 38 84 84:
Old : 131: 37 31 27 29 38 84 84:
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 : 24.5 20.7 38.4 27.2 24.5 16.2 36.3 21.1
Old : 24.5 20.7 38.4 27.2 24.5 16.2 36.3 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, November 23, 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 : 41,873: 7,107 5 137 26,691 41,446 33,935 41,588: 7,938 285
Old : 41,873: 7,107 5 137 26,691 41,446 33,935 41,588: 7,938 285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 402: -322 0 0 805 563 483 563: -81 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 0.0 0.3 63.7 99.0 81.0 99.3: 19.0 0.7
Old : 100.0: 17.0 0.0 0.3 63.7 99.0 81.0 99.3: 19.0 0.7
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 : 23: 5 1 1 13 15 19 16:
Old : 23: 5 1 1 13 15 19 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 : 60.7 75.2 69.9 91.9 48.9 65.9 56.2 74.9
Old : 60.7 75.2 69.9 91.9 48.9 65.9 56.2 74.9
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 23, 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 : 105,442: 36,797 14,298 151 30,250 72,936 67,198 87,385: 38,244 18,057
Old : 105,442: 36,797 14,298 151 30,250 72,936 67,198 87,385: 38,244 18,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -19,145: -21,593 -5,651 -29 4,926 -14,548 -16,696 -20,228: -2,449 1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 13.6 0.1 28.7 69.2 63.7 82.9: 36.3 17.1
Old : 100.0: 34.9 13.6 0.1 28.7 69.2 63.7 82.9: 36.3 17.1
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 : 80: 35 9 5 24 20 62 31:
Old : 80: 35 9 5 24 20 62 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 39.0 29.8 55.8 19.7 38.7 29.8 54.0
Old : 19.8 39.0 29.8 55.8 19.7 38.7 29.8 54.0
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 23, 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 : 40,065: 14,709 6,198 0 9,602 23,003 24,311 29,201: 15,754 10,864
Old : 40,065: 14,709 6,198 0 9,602 23,003 24,311 29,201: 15,754 10,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -4,514: -3,296 -4,004 0 -536 -1,356 -3,832 -5,360: -682 846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 15.5 0.0 24.0 57.4 60.7 72.9: 39.3 27.1
Old : 100.0: 36.7 15.5 0.0 24.0 57.4 60.7 72.9: 39.3 27.1
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 : 37: 11 8 0 10 12 21 20:
Old : 37: 11 8 0 10 12 21 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 : 29.8 42.9 43.8 57.5 27.9 42.9 41.1 57.4
Old : 29.8 42.9 43.8 57.5 27.9 42.9 41.1 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 23, 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 : 150,782: 111,116 23,870 448 31,386 123,259 142,950 147,577: 7,832 3,205
Old : 150,782: 111,116 23,870 448 31,386 123,259 142,950 147,577: 7,832 3,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 3,159: -4,423 1,548 448 5,617 1,069 1,642 3,065: 1,517 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 15.8 0.3 20.8 81.7 94.8 97.9: 5.2 2.1
Old : 100.0: 73.7 15.8 0.3 20.8 81.7 94.8 97.9: 5.2 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 : 108: 50 21 2 19 22 71 45:
Old : 108: 50 21 2 19 22 71 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 : 50.4 55.2 66.3 81.2 50.4 55.0 66.3 81.0
Old : 50.4 55.2 66.3 81.2 50.4 55.0 66.3 81.0
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 23, 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 : 93,914: 35,839 25,642 665 34,087 46,798 70,591 73,105: 23,323 20,809
Old : 93,914: 35,839 25,642 665 34,087 46,798 70,591 73,105: 23,323 20,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -5,083: -9,838 3,736 346 4,684 -9,836 -4,808 -5,754: -275 671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 27.3 0.7 36.3 49.8 75.2 77.8: 24.8 22.2
Old : 100.0: 38.2 27.3 0.7 36.3 49.8 75.2 77.8: 24.8 22.2
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 : 92: 29 23 5 26 26 57 52:
Old : 92: 29 23 5 26 26 57 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 : 26.3 26.0 36.9 40.4 25.8 25.3 36.5 39.2
Old : 26.3 26.0 36.9 40.4 25.8 25.3 36.5 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 23, 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 : 129,620: 51,161 23,969 872 51,366 74,625 103,399 99,466: 26,221 30,154
Old : 129,620: 51,161 23,969 872 51,366 74,625 103,399 99,466: 26,221 30,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -2,081: 3,566 -768 435 -3,000 1,372 1,001 1,039: -3,082 -3,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 18.5 0.7 39.6 57.6 79.8 76.7: 20.2 23.3
Old : 100.0: 39.5 18.5 0.7 39.6 57.6 79.8 76.7: 20.2 23.3
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 : 99: 28 29 5 25 26 57 56:
Old : 99: 28 29 5 25 26 57 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 42.8 44.1 50.8 32.7 39.3 43.8 47.4
Old : 32.7 42.8 44.1 50.8 32.7 39.3 43.8 47.4
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 23, 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 : 187,189: 43,670 51,963 5,108 90,172 91,128 138,950 148,199: 48,239 38,990
Old : 187,189: 43,670 51,963 5,108 90,172 91,128 138,950 148,199: 48,239 38,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -8,409: -11,038 5,861 340 8,116 -8,483 -2,582 -2,282: -5,827 -6,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 27.8 2.7 48.2 48.7 74.2 79.2: 25.8 20.8
Old : 100.0: 23.3 27.8 2.7 48.2 48.7 74.2 79.2: 25.8 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 40 55 20 38 41 90 104:
Old : 160: 40 55 20 38 41 90 104:
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 : 25.2 25.7 35.6 33.1 23.1 25.4 33.2 32.6
Old : 25.2 25.7 35.6 33.1 23.1 25.4 33.2 32.6
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 23, 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 : 30,969: 26,095 5,026 0 1,644 25,160 27,739 30,186: 3,230 783
Old : 30,969: 26,095 5,026 0 1,644 25,160 27,739 30,186: 3,230 783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -2,454: -2,820 -444 0 444 -1,917 -2,376 -2,361: -78 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 16.2 0.0 5.3 81.2 89.6 97.5: 10.4 2.5
Old : 100.0: 84.3 16.2 0.0 5.3 81.2 89.6 97.5: 10.4 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 : 45: 16 12 0 6 12 22 24:
Old : 45: 16 12 0 6 12 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 52.2 80.2 80.2 66.8 52.2 80.2 80.2
Old : 66.8 52.2 80.2 80.2 66.8 52.2 80.2 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, November 23, 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 : 8,204,151: 954,826 545,759 1,020,709 5,331,878 5,724,816 7,307,413 7,291,284: 896,738 912,867
Old : 8,204,151: 954,826 545,759 1,020,709 5,331,878 5,724,816 7,307,413 7,291,284: 896,738 912,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 131,463: 87,635 -11,188 -8,920 8,200 130,891 86,915 110,783: 44,548 20,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 6.7 12.4 65.0 69.8 89.1 88.9: 10.9 11.1
Old : 100.0: 11.6 6.7 12.4 65.0 69.8 89.1 88.9: 10.9 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 : 246: 58 41 80 122 130 221 219:
Old : 246: 58 41 80 122 130 221 219:
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 : 31.6 29.8 41.4 43.3 27.5 24.1 34.0 35.1
Old : 31.6 29.8 41.4 43.3 27.5 24.1 34.0 35.1
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 23, 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 : 936,881: 79,605 92,002 51,970 665,560 689,956 797,135 833,928: 139,746 102,953
Old : 936,881: 79,605 92,002 51,970 665,560 689,956 797,135 833,928: 139,746 102,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 15,643: -6,611 6,901 3,255 19,449 3,795 16,093 13,951: -450 1,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.8 5.5 71.0 73.6 85.1 89.0: 14.9 11.0
Old : 100.0: 8.5 9.8 5.5 71.0 73.6 85.1 89.0: 14.9 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 : 536: 103 106 47 220 219 348 349:
Old : 536: 103 106 47 220 219 348 349:
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 : 16.9 18.3 25.5 27.8 13.1 14.2 19.6 21.7
Old : 16.9 18.3 25.5 27.8 13.1 14.2 19.6 21.7
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 - Futures Only, November 23, 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 : 369,603: 56,436 26,822 1,904 221,549 296,375 279,889 325,101: 89,714 44,502
Old : 369,603: 56,436 26,822 1,904 221,549 296,375 279,889 325,101: 89,714 44,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 20,227: 3,307 3,570 1,089 6,909 10,686 11,305 15,345: 8,922 4,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 7.3 0.5 59.9 80.2 75.7 88.0: 24.3 12.0
Old : 100.0: 15.3 7.3 0.5 59.9 80.2 75.7 88.0: 24.3 12.0
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 : 133: 18 19 7 54 63 76 85:
Old : 133: 18 19 7 54 63 76 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 31.9 40.4 46.4 27.5 29.9 38.1 44.5
Old : 28.6 31.9 40.4 46.4 27.5 29.9 38.1 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, November 23, 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 : 2,836,389: 340,245 550,299 25,930 2,220,056 1,967,906 2,586,231 2,544,135: 250,158 292,254
Old : 2,836,389: 340,245 550,299 25,930 2,220,056 1,967,906 2,586,231 2,544,135: 250,158 292,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -22,921: -25,191 41,052 -13,569 62,701 -34,455 23,941 -6,972: -46,862 -15,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 19.4 0.9 78.3 69.4 91.2 89.7: 8.8 10.3
Old : 100.0: 12.0 19.4 0.9 78.3 69.4 91.2 89.7: 8.8 10.3
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 : 492: 94 101 30 193 191 303 306:
Old : 492: 94 101 30 193 191 303 306:
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 : 18.2 18.0 28.1 27.5 15.6 15.3 24.3 23.0
Old : 18.2 18.0 28.1 27.5 15.6 15.3 24.3 23.0
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 23, 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 : 107,135: 17,382 7,626 325 79,560 95,459 97,267 103,410: 9,868 3,725
Old : 107,135: 17,382 7,626 325 79,560 95,459 97,267 103,410: 9,868 3,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 1,262: 2,713 58 -232 -380 1,286 2,101 1,112: -839 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 7.1 0.3 74.3 89.1 90.8 96.5: 9.2 3.5
Old : 100.0: 16.2 7.1 0.3 74.3 89.1 90.8 96.5: 9.2 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 : 88: 15 5 1 45 37 60 43:
Old : 88: 15 5 1 45 37 60 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 : 38.7 39.2 53.9 61.9 29.1 36.9 44.0 57.5
Old : 38.7 39.2 53.9 61.9 29.1 36.9 44.0 57.5
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 23, 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 : 110,771: 23,300 11,441 9,170 69,706 86,224 102,176 106,835: 8,595 3,937
Old : 110,771: 23,300 11,441 9,170 69,706 86,224 102,176 106,835: 8,595 3,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -12,757: -8,509 391 -1,465 -1,196 -7,365 -11,170 -8,439: -1,588 -4,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 10.3 8.3 62.9 77.8 92.2 96.4: 7.8 3.6
Old : 100.0: 21.0 10.3 8.3 62.9 77.8 92.2 96.4: 7.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 67 41 16 91 78 167 128:
Old : 248: 67 41 16 91 78 167 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 31.8 34.9 48.9 12.2 24.2 18.7 33.5
Old : 23.8 31.8 34.9 48.9 12.2 24.2 18.7 33.5
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 23, 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 : 28,106: 8,639 1,520 0 15,907 25,479 24,546 26,999: 3,560 1,107
Old : 28,106: 8,639 1,520 0 15,907 25,479 24,546 26,999: 3,560 1,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -2,354: -2,553 1,198 0 -329 -3,142 -2,882 -1,944: 528 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 5.4 0.0 56.6 90.7 87.3 96.1: 12.7 3.9
Old : 100.0: 30.7 5.4 0.0 56.6 90.7 87.3 96.1: 12.7 3.9
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 : 30: 5 3 0 10 13 15 16:
Old : 30: 5 3 0 10 13 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 60.5 80.1 84.4 68.8 57.7 78.9 81.6
Old : 68.8 60.5 80.1 84.4 68.8 57.7 78.9 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 23, 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 : 413,327: 113,894 90,193 5,262 268,994 303,723 388,150 399,178: 25,177 14,149
Old : 413,327: 113,894 90,193 5,262 268,994 303,723 388,150 399,178: 25,177 14,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -52,017: -38,980 -13,236 1,878 -4,336 -21,117 -41,438 -32,475: -10,579 -19,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 21.8 1.3 65.1 73.5 93.9 96.6: 6.1 3.4
Old : 100.0: 27.6 21.8 1.3 65.1 73.5 93.9 96.6: 6.1 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 : 241: 66 41 12 83 72 154 120:
Old : 241: 66 41 12 83 72 154 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 37.6 32.1 51.3 19.6 37.6 28.4 51.2
Old : 21.8 37.6 32.1 51.3 19.6 37.6 28.4 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 23, 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 : 117,998: 46,935 18,464 169 40,091 83,467 87,195 102,100: 30,803 15,898
Old : 117,998: 46,935 18,464 169 40,091 83,467 87,195 102,100: 30,803 15,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -3,112: -5,527 2,204 -338 3,527 -3,227 -2,338 -1,361: -774 -1,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 15.6 0.1 34.0 70.7 73.9 86.5: 26.1 13.5
Old : 100.0: 39.8 15.6 0.1 34.0 70.7 73.9 86.5: 26.1 13.5
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 : 70: 27 16 4 14 18 43 36:
Old : 70: 27 16 4 14 18 43 36:
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 : 33.3 51.5 45.5 70.7 33.3 49.3 45.2 68.5
Old : 33.3 51.5 45.5 70.7 33.3 49.3 45.2 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, November 23, 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 : 45,144: 11,433 14,415 79 22,400 10,535 33,912 25,029: 11,232 20,115
Old : 45,144: 11,433 14,415 79 22,400 10,535 33,912 25,029: 11,232 20,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 4,354: 1,746 2,401 79 711 421 2,536 2,901: 1,818 1,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 31.9 0.2 49.6 23.3 75.1 55.4: 24.9 44.6
Old : 100.0: 25.3 31.9 0.2 49.6 23.3 75.1 55.4: 24.9 44.6
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 : 64: 15 13 1 25 18 40 32:
Old : 64: 15 13 1 25 18 40 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 : 28.8 27.5 41.5 36.2 28.8 26.2 41.5 33.9
Old : 28.8 27.5 41.5 36.2 28.8 26.2 41.5 33.9
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 23, 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 : 50,318: 13,290 7,149 1,087 24,645 28,640 39,022 36,876: 11,296 13,442
Old : 50,318: 13,290 7,149 1,087 24,645 28,640 39,022 36,876: 11,296 13,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 2,776: 2,312 -3,281 549 -580 5,333 2,281 2,601: 495 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 14.2 2.2 49.0 56.9 77.6 73.3: 22.4 26.7
Old : 100.0: 26.4 14.2 2.2 49.0 56.9 77.6 73.3: 22.4 26.7
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 : 58: 14 9 2 19 22 34 32:
Old : 58: 14 9 2 19 22 34 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 : 33.7 30.7 50.1 46.6 32.2 30.7 45.1 44.6
Old : 33.7 30.7 50.1 46.6 32.2 30.7 45.1 44.6
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 23, 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 : 30,202: 3,705 1,571 300 21,381 26,619 25,386 28,490: 4,816 1,712
Old : 30,202: 3,705 1,571 300 21,381 26,619 25,386 28,490: 4,816 1,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -182: -417 -85 0 -129 55 -546 -30: 364 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 5.2 1.0 70.8 88.1 84.1 94.3: 15.9 5.7
Old : 100.0: 12.3 5.2 1.0 70.8 88.1 84.1 94.3: 15.9 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 47.3 42.0 62.6 66.5 42.2 42.0 53.8 61.2
Old : 47.3 42.0 62.6 66.5 42.2 42.0 53.8 61.2
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 23, 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 : 37,216: 9,999 1,896 8 19,764 34,043 29,771 35,947: 7,445 1,269
Old : 37,216: 9,999 1,896 8 19,764 34,043 29,771 35,947: 7,445 1,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -485: -89 -114 4 234 -90 149 -200: -634 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 5.1 0.0 53.1 91.5 80.0 96.6: 20.0 3.4
Old : 100.0: 26.9 5.1 0.0 53.1 91.5 80.0 96.6: 20.0 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 : 52: 15 3 1 22 18 37 22:
Old : 52: 15 3 1 22 18 37 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 : 30.1 64.3 44.3 81.5 28.9 64.3 43.1 81.5
Old : 30.1 64.3 44.3 81.5 28.9 64.3 43.1 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2010