MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 7, 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 : 27,776: 3,282 4,932 472 20,086 19,082 23,840 24,486: 3,936 3,290
Old : 27,776: 3,282 4,932 472 20,086 19,082 23,840 24,486: 3,936 3,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -3,106: -763 183 -225 -1,922 -3,086 -2,910 -3,128: -196 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 17.8 1.7 72.3 68.7 85.8 88.2: 14.2 11.8
Old : 100.0: 11.8 17.8 1.7 72.3 68.7 85.8 88.2: 14.2 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 8 19 10 29 28 44 51:
Old : 71: 8 19 10 29 28 44 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 35.4 53.8 50.4 39.0 30.2 51.8 43.7
Old : 39.0 35.4 53.8 50.4 39.0 30.2 51.8 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, December 7, 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 : 204,650: 51,548 30,825 40,095 91,149 96,978 182,792 167,898: 21,858 36,752
Old : 202,574: 51,187 31,593 39,307 90,878 95,402 181,372 166,302: 21,202 36,272
Other: 2,076: 1,139 10 10 271 1,576 1,420 1,596: 656 480
: : :
: : Changes in Commitments from: November 30, 2010 :
: 5,017: 2,587 1,291 971 1,427 1,682 4,985 3,944: 32 1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 15.1 19.6 44.5 47.4 89.3 82.0: 10.7 18.0
Old : 100.0: 25.3 15.6 19.4 44.9 47.1 89.5 82.1: 10.5 17.9
Other: 100.0: 54.9 0.5 0.5 13.1 75.9 68.4 76.9: 31.6 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 80 82 91 47 62 184 190:
Old : 249: 77 84 91 47 61 183 189:
Other: 39: 13 1 2 7 20 20 23:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 24.0 34.7 34.8 21.6 23.6 33.7 30.5
Old : 21.9 24.0 35.1 34.8 21.9 23.6 34.0 30.4
Other: 41.8 46.3 56.7 63.8 41.3 46.3 56.3 63.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 7, 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 : 340,954: 132,389 44,065 52,400 127,864 177,151 312,653 273,616: 28,301 67,338
Old : 340,954: 132,389 44,065 52,400 127,864 177,151 312,653 273,616: 28,301 67,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -2,371: -4,645 -8,108 435 2,122 4,955 -2,088 -2,718: -283 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 12.9 15.4 37.5 52.0 91.7 80.3: 8.3 19.7
Old : 100.0: 38.8 12.9 15.4 37.5 52.0 91.7 80.3: 8.3 19.7
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 : 446: 144 76 105 98 194 307 326:
Old : 446: 144 76 105 98 194 307 326:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 13.3 28.3 20.8 17.5 13.1 28.3 19.2
Old : 17.5 13.3 28.3 20.8 17.5 13.1 28.3 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, December 7, 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 : 9,343: 4,073 2,706 866 2,459 4,097 7,398 7,669: 1,945 1,674
Old : 9,343: 4,073 2,706 866 2,459 4,097 7,398 7,669: 1,945 1,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 860: 106 585 238 122 -243 466 580: 394 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 29.0 9.3 26.3 43.9 79.2 82.1: 20.8 17.9
Old : 100.0: 43.6 29.0 9.3 26.3 43.9 79.2 82.1: 20.8 17.9
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 : 85: 33 16 9 15 25 54 48:
Old : 85: 33 16 9 15 25 54 48:
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 : 36.8 28.2 51.9 44.1 36.8 28.2 49.3 44.1
Old : 36.8 28.2 51.9 44.1 36.8 28.2 49.3 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, December 7, 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 : 38,400: 16,676 6,637 6,053 9,198 6,816 31,927 19,506: 6,473 18,894
Old : 38,400: 16,676 6,637 6,053 9,198 6,816 31,927 19,506: 6,473 18,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 1,179: 1,120 -262 -2 63 328 1,181 64: -2 1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 17.3 15.8 24.0 17.8 83.1 50.8: 16.9 49.2
Old : 100.0: 43.4 17.3 15.8 24.0 17.8 83.1 50.8: 16.9 49.2
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 : 138: 49 29 30 27 41 91 89:
Old : 138: 49 29 30 27 41 91 89:
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 : 21.2 17.4 34.3 24.4 21.2 12.8 32.6 17.8
Old : 21.2 17.4 34.3 24.4 21.2 12.8 32.6 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, December 7, 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 : 51,528: 8,496 0 80 33,423 50,713 41,999 50,793: 9,529 735
Old : 51,528: 8,496 0 80 33,423 50,713 41,999 50,793: 9,529 735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 8,127: 1,717 -5 -57 5,025 7,785 6,685 7,723: 1,442 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 0.0 0.2 64.9 98.4 81.5 98.6: 18.5 1.4
Old : 100.0: 16.5 0.0 0.2 64.9 98.4 81.5 98.6: 18.5 1.4
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 : 22: 6 0 1 13 15 19 16:
Old : 22: 6 0 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 : 55.8 64.9 67.8 88.2 48.3 58.0 54.8 69.1
Old : 55.8 64.9 67.8 88.2 48.3 58.0 54.8 69.1
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, December 7, 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 : 114,999: 47,003 13,281 3 28,147 85,525 75,153 98,809: 39,846 16,190
Old : 114,999: 47,003 13,281 3 28,147 85,525 75,153 98,809: 39,846 16,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 14,754: 16,004 1,437 -934 -1,135 14,582 13,935 15,085: 819 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 11.5 0.0 24.5 74.4 65.4 85.9: 34.6 14.1
Old : 100.0: 40.9 11.5 0.0 24.5 74.4 65.4 85.9: 34.6 14.1
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 : 77: 37 8 1 18 24 55 33:
Old : 77: 37 8 1 18 24 55 33:
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 38.1 35.2 54.3 23.6 37.4 34.8 53.0
Old : 23.8 38.1 35.2 54.3 23.6 37.4 34.8 53.0
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, December 7, 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 : 42,914: 18,014 9,027 5 9,920 24,795 27,939 33,827: 14,975 9,087
Old : 42,914: 18,014 9,027 5 9,920 24,795 27,939 33,827: 14,975 9,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -686: 1,774 611 -9 -1,727 -248 38 354: -724 -1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 21.0 0.0 23.1 57.8 65.1 78.8: 34.9 21.2
Old : 100.0: 42.0 21.0 0.0 23.1 57.8 65.1 78.8: 34.9 21.2
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 : 42: 15 9 1 10 13 26 22:
Old : 42: 15 9 1 10 13 26 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 : 25.1 42.9 38.6 61.1 25.1 42.9 38.2 60.4
Old : 25.1 42.9 38.6 61.1 25.1 42.9 38.2 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, December 7, 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 : 143,823: 78,102 18,620 1,631 56,856 121,413 136,589 141,664: 7,234 2,159
Old : 143,823: 78,102 18,620 1,631 56,856 121,413 136,589 141,664: 7,234 2,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 9,205: -19,097 327 1,007 26,151 7,624 8,061 8,958: 1,144 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 12.9 1.1 39.5 84.4 95.0 98.5: 5.0 1.5
Old : 100.0: 54.3 12.9 1.1 39.5 84.4 95.0 98.5: 5.0 1.5
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 : 98: 42 17 4 19 23 65 43:
Old : 98: 42 17 4 19 23 65 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 : 49.3 49.8 66.6 77.1 43.3 49.0 57.0 70.0
Old : 49.3 49.8 66.6 77.1 43.3 49.0 57.0 70.0
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, December 7, 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 : 86,269: 14,242 27,162 1,716 52,143 36,262 68,101 65,140: 18,168 21,129
Old : 86,269: 14,242 27,162 1,716 52,143 36,262 68,101 65,140: 18,168 21,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 682: -10,167 -2,111 819 10,995 2,043 1,647 751: -965 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 31.5 2.0 60.4 42.0 78.9 75.5: 21.1 24.5
Old : 100.0: 16.5 31.5 2.0 60.4 42.0 78.9 75.5: 21.1 24.5
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 : 84: 13 29 8 30 27 49 59:
Old : 84: 13 29 8 30 27 49 59:
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 : 29.4 21.9 42.5 35.7 28.3 19.2 38.8 30.2
Old : 29.4 21.9 42.5 35.7 28.3 19.2 38.8 30.2
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, December 7, 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 : 132,233: 47,661 24,373 720 55,384 74,207 103,765 99,300: 28,468 32,933
Old : 132,233: 47,661 24,373 720 55,384 74,207 103,765 99,300: 28,468 32,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -836: -8,130 -1,412 -377 3,863 -1,379 -4,644 -3,168: 3,808 2,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 18.4 0.5 41.9 56.1 78.5 75.1: 21.5 24.9
Old : 100.0: 36.0 18.4 0.5 41.9 56.1 78.5 75.1: 21.5 24.9
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 : 93: 26 25 4 26 28 54 55:
Old : 93: 26 25 4 26 28 54 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 : 35.4 40.6 46.4 48.5 35.2 36.3 46.2 44.2
Old : 35.4 40.6 46.4 48.5 35.2 36.3 46.2 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, December 7, 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 : 198,099: 32,322 47,612 3,554 115,122 92,641 150,998 143,807: 47,101 54,292
Old : 198,099: 32,322 47,612 3,554 115,122 92,641 150,998 143,807: 47,101 54,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -5,831: -14,942 -6,900 -299 18,257 -2,226 3,016 -9,425: -8,847 3,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 24.0 1.8 58.1 46.8 76.2 72.6: 23.8 27.4
Old : 100.0: 16.3 24.0 1.8 58.1 46.8 76.2 72.6: 23.8 27.4
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 : 147: 30 52 17 42 45 84 102:
Old : 147: 30 52 17 42 45 84 102:
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 : 25.9 21.1 37.3 29.7 23.7 18.4 34.5 25.4
Old : 25.9 21.1 37.3 29.7 23.7 18.4 34.5 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, December 7, 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 : 27,595: 22,024 3,763 166 2,185 22,194 24,375 26,123: 3,220 1,472
Old : 27,595: 22,024 3,763 166 2,185 22,194 24,375 26,123: 3,220 1,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 20: -958 -774 166 884 392 92 -216: -72 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 13.6 0.6 7.9 80.4 88.3 94.7: 11.7 5.3
Old : 100.0: 79.8 13.6 0.6 7.9 80.4 88.3 94.7: 11.7 5.3
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 : 40: 14 9 3 8 14 23 25:
Old : 40: 14 9 3 8 14 23 25:
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 : 68.6 50.8 77.8 81.6 68.6 50.8 77.7 81.6
Old : 68.6 50.8 77.8 81.6 68.6 50.8 77.7 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, December 7, 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 : 8,170,084: 930,551 631,255 989,975 5,405,980 5,669,580 7,326,506 7,290,810: 843,578 879,274
Old : 8,170,084: 930,551 631,255 989,975 5,405,980 5,669,580 7,326,506 7,290,810: 843,578 879,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 86,494: 163,075 -7,704 -53,496 -32,779 155,819 76,800 94,619: 9,694 -8,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 7.7 12.1 66.2 69.4 89.7 89.2: 10.3 10.8
Old : 100.0: 11.4 7.7 12.1 66.2 69.4 89.7 89.2: 10.3 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 : 239: 59 41 80 120 128 217 216:
Old : 239: 59 41 80 120 128 217 216:
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 : 32.2 28.8 43.9 42.3 30.8 23.0 37.9 34.4
Old : 32.2 28.8 43.9 42.3 30.8 23.0 37.9 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, December 7, 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 : 980,643: 75,408 79,933 69,095 685,937 724,090 830,439 873,117: 150,204 107,526
Old : 980,643: 75,408 79,933 69,095 685,937 724,090 830,439 873,117: 150,204 107,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 39,500: -2,062 -2,373 17,533 9,888 20,862 25,360 36,022: 14,140 3,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.2 7.0 69.9 73.8 84.7 89.0: 15.3 11.0
Old : 100.0: 7.7 8.2 7.0 69.9 73.8 84.7 89.0: 15.3 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 : 550: 111 109 60 234 213 374 353:
Old : 550: 111 109 60 234 213 374 353:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 19.1 25.7 28.5 12.6 14.4 18.7 21.4
Old : 17.1 19.1 25.7 28.5 12.6 14.4 18.7 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, December 7, 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 : 384,778: 62,391 21,690 8,004 222,030 310,923 292,425 340,617: 92,353 44,161
Old : 384,778: 62,391 21,690 8,004 222,030 310,923 292,425 340,617: 92,353 44,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 20,134: 9,299 -1,374 3,990 -461 12,973 12,828 15,589: 7,306 4,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 5.6 2.1 57.7 80.8 76.0 88.5: 24.0 11.5
Old : 100.0: 16.2 5.6 2.1 57.7 80.8 76.0 88.5: 24.0 11.5
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 : 137: 19 19 8 58 68 78 94:
Old : 137: 19 19 8 58 68 78 94:
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 : 28.4 31.1 40.2 44.8 26.5 29.8 37.6 43.4
Old : 28.4 31.1 40.2 44.8 26.5 29.8 37.6 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, December 7, 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 : 2,979,326: 333,297 559,426 37,240 2,319,535 2,065,834 2,690,072 2,662,500: 289,254 316,826
Old : 2,979,326: 333,297 559,426 37,240 2,319,535 2,065,834 2,690,072 2,662,500: 289,254 316,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 96,831: 2,652 54,458 8,261 51,746 39,447 62,659 102,166: 34,172 -5,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 18.8 1.2 77.9 69.3 90.3 89.4: 9.7 10.6
Old : 100.0: 11.2 18.8 1.2 77.9 69.3 90.3 89.4: 9.7 10.6
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 : 503: 101 104 45 201 186 325 312:
Old : 503: 101 104 45 201 186 325 312:
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 19.4 28.1 28.5 15.5 15.7 23.5 24.0
Old : 18.4 19.4 28.1 28.5 15.5 15.7 23.5 24.0
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, December 7, 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 : 108,340: 15,658 6,814 327 82,131 97,985 98,116 105,126: 10,224 3,214
Old : 108,340: 15,658 6,814 327 82,131 97,985 98,116 105,126: 10,224 3,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 768: -683 -646 -739 3,018 1,908 1,596 523: -828 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 6.3 0.3 75.8 90.4 90.6 97.0: 9.4 3.0
Old : 100.0: 14.5 6.3 0.3 75.8 90.4 90.6 97.0: 9.4 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 : 92: 16 5 1 49 35 65 41:
Old : 92: 16 5 1 49 35 65 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 41.4 53.3 63.6 28.7 37.3 41.5 57.8
Old : 40.2 41.4 53.3 63.6 28.7 37.3 41.5 57.8
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, December 7, 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 : 110,065: 23,284 9,870 8,352 66,676 85,624 98,312 103,846: 11,753 6,220
Old : 110,065: 23,284 9,870 8,352 66,676 85,624 98,312 103,846: 11,753 6,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 3,017: 1,027 -698 206 575 3,952 1,808 3,460: 1,209 -443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 9.0 7.6 60.6 77.8 89.3 94.3: 10.7 5.7
Old : 100.0: 21.2 9.0 7.6 60.6 77.8 89.3 94.3: 10.7 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 : 244: 80 30 12 88 77 172 116:
Old : 244: 80 30 12 88 77 172 116:
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 : 22.9 32.6 34.0 50.5 14.9 27.9 21.6 37.5
Old : 22.9 32.6 34.0 50.5 14.9 27.9 21.6 37.5
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, December 7, 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 : 27,544: 8,421 1,573 0 13,013 24,995 21,434 26,568: 6,110 976
Old : 27,544: 8,421 1,573 0 13,013 24,995 21,434 26,568: 6,110 976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 897: 967 32 0 256 959 1,223 991: -326 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 5.7 0.0 47.2 90.7 77.8 96.5: 22.2 3.5
Old : 100.0: 30.6 5.7 0.0 47.2 90.7 77.8 96.5: 22.2 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 : 31: 6 3 0 8 16 14 19:
Old : 31: 6 3 0 8 16 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 60.6 72.5 81.0 62.4 60.6 71.1 80.2
Old : 62.4 60.6 72.5 81.0 62.4 60.6 71.1 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, December 7, 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 : 412,606: 113,404 80,572 2,671 268,314 303,145 384,389 386,388: 28,217 26,218
Old : 412,606: 113,404 80,572 2,671 268,314 303,145 384,389 386,388: 28,217 26,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 10,599: 5,537 1,586 -4,208 1,595 14,967 2,924 12,345: 7,675 -1,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 19.5 0.6 65.0 73.5 93.2 93.6: 6.8 6.4
Old : 100.0: 27.5 19.5 0.6 65.0 73.5 93.2 93.6: 6.8 6.4
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 : 238: 76 31 9 84 70 163 107:
Old : 238: 76 31 9 84 70 163 107:
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 37.1 33.0 53.5 20.4 37.1 29.8 53.5
Old : 22.6 37.1 33.0 53.5 20.4 37.1 29.8 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, December 7, 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 : 127,012: 53,550 10,198 522 41,937 102,478 96,009 113,198: 31,003 13,814
Old : 127,012: 53,550 10,198 522 41,937 102,478 96,009 113,198: 31,003 13,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 9,710: 8,756 -7,953 -70 666 19,693 9,352 11,670: 358 -1,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 8.0 0.4 33.0 80.7 75.6 89.1: 24.4 10.9
Old : 100.0: 42.2 8.0 0.4 33.0 80.7 75.6 89.1: 24.4 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 27 10 4 15 22 44 34:
Old : 65: 27 10 4 15 22 44 34:
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 : 31.8 51.5 45.2 69.0 30.4 47.7 40.9 63.3
Old : 31.8 51.5 45.2 69.0 30.4 47.7 40.9 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, December 7, 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 : 63,587: 10,060 13,042 477 27,152 16,963 37,689 30,482: 25,898 33,105
Old : 63,587: 10,060 13,042 477 27,152 16,963 37,689 30,482: 25,898 33,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 17,991: -346 -1,953 429 3,843 5,791 3,926 4,267: 14,065 13,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 20.5 0.8 42.7 26.7 59.3 47.9: 40.7 52.1
Old : 100.0: 15.8 20.5 0.8 42.7 26.7 59.3 47.9: 40.7 52.1
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 : 57: 15 10 2 26 19 43 29:
Old : 57: 15 10 2 26 19 43 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 : 24.0 26.3 35.3 35.1 22.7 21.9 31.6 28.9
Old : 24.0 26.3 35.3 35.1 22.7 21.9 31.6 28.9
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, December 7, 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 : 59,504: 14,072 4,857 1,917 26,476 33,400 42,465 40,174: 17,039 19,330
Old : 59,504: 14,072 4,857 1,917 26,476 33,400 42,465 40,174: 17,039 19,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 6,483: -3 419 803 2,872 -1,720 3,672 -498: 2,811 6,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 8.2 3.2 44.5 56.1 71.4 67.5: 28.6 32.5
Old : 100.0: 23.6 8.2 3.2 44.5 56.1 71.4 67.5: 28.6 32.5
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 : 57: 13 8 3 22 24 36 34:
Old : 57: 13 8 3 22 24 36 34:
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 25.9 44.9 37.3 28.8 19.0 38.3 29.7
Old : 32.7 25.9 44.9 37.3 28.8 19.0 38.3 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, December 7, 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 : 28,966: 3,559 1,298 300 20,954 25,131 24,813 26,729: 4,153 2,237
Old : 28,966: 3,559 1,298 300 20,954 25,131 24,813 26,729: 4,153 2,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -47: -327 -35 0 828 -442 501 -477: -548 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 4.5 1.0 72.3 86.8 85.7 92.3: 14.3 7.7
Old : 100.0: 12.3 4.5 1.0 72.3 86.8 85.7 92.3: 14.3 7.7
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 : 43: 5 3 1 18 24 23 28:
Old : 43: 5 3 1 18 24 23 28:
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 : 44.6 41.8 62.1 64.5 38.8 40.7 53.4 58.9
Old : 44.6 41.8 62.1 64.5 38.8 40.7 53.4 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, December 7, 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 : 39,484: 13,332 1,772 16 18,836 35,928 32,184 37,716: 7,300 1,768
Old : 39,484: 13,332 1,772 16 18,836 35,928 32,184 37,716: 7,300 1,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 1,972: 3,291 195 16 -2,009 1,817 1,298 2,028: 674 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 4.5 0.0 47.7 91.0 81.5 95.5: 18.5 4.5
Old : 100.0: 33.8 4.5 0.0 47.7 91.0 81.5 95.5: 18.5 4.5
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 : 53: 17 3 2 22 18 40 22:
Old : 53: 17 3 2 22 18 40 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 : 31.8 61.9 46.1 79.6 30.8 61.9 45.1 79.6
Old : 31.8 61.9 46.1 79.6 30.8 61.9 45.1 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 10, 2010