MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 38,772: 4,821 1,524 6,776 21,951 23,491 33,549 31,791: 5,223 6,981
Old : 38,772: 4,821 1,524 6,776 21,951 23,491 33,549 31,791: 5,223 6,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: -2,834: -802 -581 115 -1,608 -2,048 -2,295 -2,513: -540 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 3.9 17.5 56.6 60.6 86.5 82.0: 13.5 18.0
Old : 100.0: 12.4 3.9 17.5 56.6 60.6 86.5 82.0: 13.5 18.0
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 : 74: 21 5 22 39 35 66 57:
Old : 74: 21 5 22 39 35 66 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 31.7 38.6 43.5 25.8 28.7 36.5 39.7
Old : 26.4 31.7 38.6 43.5 25.8 28.7 36.5 39.7
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 with Delta-adjusted Options and Futures Combined, November 9, 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 : 230,418: 47,637 27,280 63,644 96,686 103,354 207,968 194,277: 22,450 36,140
Old : 229,150: 47,396 27,768 63,130 96,524 102,372 207,051 193,269: 22,099 35,880
Other: 1,268: 755 26 0 162 982 917 1,008: 351 260
: : :
: : Changes in Commitments from: November 2, 2010 :
: -3,560: -257 4,996 -5,589 1,835 -2,377 -4,012 -2,969: 452 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 11.8 27.6 42.0 44.9 90.3 84.3: 9.7 15.7
Old : 100.0: 20.7 12.1 27.5 42.1 44.7 90.4 84.3: 9.6 15.7
Other: 100.0: 59.5 2.1 0.0 12.8 77.4 72.3 79.5: 27.7 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 79 79 107 53 61 191 202:
Old : 246: 78 81 106 53 59 190 200:
Other: 29: 11 1 0 2 16 13 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 : 19.3 23.3 31.2 32.2 19.2 21.6 30.5 27.6
Old : 19.4 23.3 31.4 32.2 19.3 21.5 30.7 27.5
Other: 45.3 47.2 63.6 72.4 45.3 47.2 63.6 72.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 393,601: 131,872 16,732 103,669 127,296 204,017 362,837 324,418: 30,764 69,183
Old : 393,601: 131,872 16,732 103,669 127,296 204,017 362,837 324,418: 30,764 69,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: -8,619: -4,906 1,061 -3,620 -2,237 -5,573 -10,763 -8,132: 2,144 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 4.3 26.3 32.3 51.8 92.2 82.4: 7.8 17.6
Old : 100.0: 33.5 4.3 26.3 32.3 51.8 92.2 82.4: 7.8 17.6
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 : 433: 161 57 127 109 191 321 334:
Old : 433: 161 57 127 109 191 321 334:
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 : 16.3 17.5 26.4 26.3 16.0 16.3 24.9 21.5
Old : 16.3 17.5 26.4 26.3 16.0 16.3 24.9 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 10,261: 4,100 1,651 1,652 2,507 5,584 8,259 8,887: 2,002 1,374
Old : 10,261: 4,100 1,651 1,652 2,507 5,584 8,259 8,887: 2,002 1,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 244: -11 -105 150 84 427 223 472: 20 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 16.1 16.1 24.4 54.4 80.5 86.6: 19.5 13.4
Old : 100.0: 40.0 16.1 16.1 24.4 54.4 80.5 86.6: 19.5 13.4
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 : 91: 31 17 16 21 32 65 57:
Old : 91: 31 17 16 21 32 65 57:
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 28.1 49.5 45.2 33.7 26.6 45.1 40.6
Old : 33.7 28.1 49.5 45.2 33.7 26.6 45.1 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,986: 8,903 6,145 4,923 10,370 4,951 24,197 16,019: 5,789 13,966
Old : 29,986: 8,903 6,145 4,923 10,370 4,951 24,197 16,019: 5,789 13,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 1,313: 497 -25 297 185 -95 978 176: 335 1,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 20.5 16.4 34.6 16.5 80.7 53.4: 19.3 46.6
Old : 100.0: 29.7 20.5 16.4 34.6 16.5 80.7 53.4: 19.3 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 : 137: 39 31 34 42 37 99 88:
Old : 137: 39 31 34 42 37 99 88:
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 : 23.6 18.4 36.7 25.2 23.6 15.9 36.5 20.7
Old : 23.6 18.4 36.7 25.2 23.6 15.9 36.5 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 42,113: 7,829 16 606 25,359 40,926 33,794 41,548: 8,319 565
Old : 42,113: 7,829 16 606 25,359 40,926 33,794 41,548: 8,319 565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 1,116: 662 0 0 383 966 1,045 966: 71 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 0.0 1.4 60.2 97.2 80.2 98.7: 19.8 1.3
Old : 100.0: 18.6 0.0 1.4 60.2 97.2 80.2 98.7: 19.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 1 1 12 15 18 16:
Old : 23: 5 1 1 12 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 74.3 70.6 91.0 47.6 64.0 56.9 75.3
Old : 59.4 74.3 70.6 91.0 47.6 64.0 56.9 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 138,810: 62,309 25,212 3,481 26,801 89,826 92,592 118,519: 46,218 20,291
Old : 138,810: 62,309 25,212 3,481 26,801 89,826 92,592 118,519: 46,218 20,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 18,861: 21,150 5,812 -2,544 -1,908 14,260 16,698 17,528: 2,163 1,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 18.2 2.5 19.3 64.7 66.7 85.4: 33.3 14.6
Old : 100.0: 44.9 18.2 2.5 19.3 64.7 66.7 85.4: 33.3 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 37 13 14 24 28 67 49:
Old : 87: 37 13 14 24 28 67 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 36.4 36.9 55.5 25.6 35.9 36.7 53.7
Old : 25.6 36.4 36.9 55.5 25.6 35.9 36.7 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 53,944: 25,012 12,274 922 10,245 29,922 36,178 43,117: 17,766 10,827
Old : 53,944: 25,012 12,274 922 10,245 29,922 36,178 43,117: 17,766 10,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 1,924: 1,894 1,082 -541 2,006 1,751 3,358 2,292: -1,435 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 22.8 1.7 19.0 55.5 67.1 79.9: 32.9 20.1
Old : 100.0: 46.4 22.8 1.7 19.0 55.5 67.1 79.9: 32.9 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 18 6 4 12 20 31 29:
Old : 46: 18 6 4 12 20 31 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 : 30.1 40.9 41.9 56.8 28.9 40.9 40.6 56.8
Old : 30.1 40.9 41.9 56.8 28.9 40.9 40.6 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 146,142: 114,547 25,801 0 23,250 117,826 137,797 143,627: 8,345 2,515
Old : 146,142: 114,547 25,801 0 23,250 117,826 137,797 143,627: 8,345 2,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 10,271: 10,025 3,551 -8 -1,312 5,904 8,705 9,447: 1,566 824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 17.7 0.0 15.9 80.6 94.3 98.3: 5.7 1.7
Old : 100.0: 78.4 17.7 0.0 15.9 80.6 94.3 98.3: 5.7 1.7
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 : 117: 61 18 0 20 23 81 41:
Old : 117: 61 18 0 20 23 81 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 : 47.5 57.1 65.3 81.4 47.5 57.0 65.3 81.4
Old : 47.5 57.1 65.3 81.4 47.5 57.0 65.3 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 105,517: 42,185 20,568 4,413 28,192 59,495 74,790 84,476: 30,727 21,041
Old : 105,517: 42,185 20,568 4,413 28,192 59,495 74,790 84,476: 30,727 21,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 3,245: 2,478 -4,402 -715 -3,190 10,398 -1,427 5,280: 4,673 -2,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 19.5 4.2 26.7 56.4 70.9 80.1: 29.1 19.9
Old : 100.0: 40.0 19.5 4.2 26.7 56.4 70.9 80.1: 29.1 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 33 19 17 22 28 59 60:
Old : 88: 33 19 17 22 28 59 60:
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 : 19.1 28.3 32.3 43.7 18.7 27.8 31.9 42.8
Old : 19.1 28.3 32.3 43.7 18.7 27.8 31.9 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 151,974: 54,588 18,171 5,020 56,196 88,922 115,805 112,113: 36,169 39,861
Old : 151,974: 54,588 18,171 5,020 56,196 88,922 115,805 112,113: 36,169 39,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: -6,585: -7,819 -123 -4,293 1,649 -11,362 -10,463 -15,778: 3,878 9,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 12.0 3.3 37.0 58.5 76.2 73.8: 23.8 26.2
Old : 100.0: 35.9 12.0 3.3 37.0 58.5 76.2 73.8: 23.8 26.2
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 : 110: 36 30 14 30 31 73 68:
Old : 110: 36 30 14 30 31 73 68:
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 : 28.3 43.1 38.3 49.9 27.9 40.4 37.8 47.1
Old : 28.3 43.1 38.3 49.9 27.9 40.4 37.8 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 259,664: 61,314 37,913 40,124 92,594 129,487 194,032 207,524: 65,632 52,140
Old : 259,664: 61,314 37,913 40,124 92,594 129,487 194,032 207,524: 65,632 52,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: -25,561: -4,062 8,415 -17,475 -4,655 -11,402 -26,193 -20,462: 632 -5,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 14.6 15.5 35.7 49.9 74.7 79.9: 25.3 20.1
Old : 100.0: 23.6 14.6 15.5 35.7 49.9 74.7 79.9: 25.3 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 59 52 49 42 46 124 124:
Old : 176: 59 52 49 42 46 124 124:
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 : 17.3 30.1 26.7 36.9 16.3 28.7 24.0 33.5
Old : 17.3 30.1 26.7 36.9 16.3 28.7 24.0 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 31,494: 26,965 4,715 0 991 25,931 27,956 30,646: 3,538 848
Old : 31,494: 26,965 4,715 0 991 25,931 27,956 30,646: 3,538 848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 3,141: 3,572 470 0 -365 3,025 3,207 3,495: -66 -354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 15.0 0.0 3.1 82.3 88.8 97.3: 11.2 2.7
Old : 100.0: 85.6 15.0 0.0 3.1 82.3 88.8 97.3: 11.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 16 10 0 4 11 20 21:
Old : 40: 16 10 0 4 11 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 55.2 81.3 83.9 66.9 55.2 81.3 83.9
Old : 66.9 55.2 81.3 83.9 66.9 55.2 81.3 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 :13,742,101: 1,102,810 386,353 4,884,407 6,777,881 7,422,149 12,765,097 12,692,909: 977,004 1,049,192
Old :13,742,101: 1,102,810 386,353 4,884,407 6,777,881 7,422,149 12,765,097 12,692,909: 977,004 1,049,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: -151,548: -484,368 -29,399 -133,937 491,050 -40,474 -127,255 -203,810: -24,293 52,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 2.8 35.5 49.3 54.0 92.9 92.4: 7.1 7.6
Old : 100.0: 8.0 2.8 35.5 49.3 54.0 92.9 92.4: 7.1 7.6
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 : 288: 77 54 109 141 145 264 268:
Old : 288: 77 54 109 141 145 264 268:
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 : 22.4 21.2 33.2 34.6 15.6 14.3 19.6 20.4
Old : 22.4 21.2 33.2 34.6 15.6 14.3 19.6 20.4
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 with Delta-adjusted Options and Futures Combined, November 9, 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 : 1,058,363: 81,795 84,976 108,536 736,674 765,211 927,005 958,723: 131,358 99,640
Old : 1,058,363: 81,795 84,976 108,536 736,674 765,211 927,005 958,723: 131,358 99,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 46,032: -1,955 7,006 17,759 25,495 22,965 41,299 47,731: 4,732 -1,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.0 10.3 69.6 72.3 87.6 90.6: 12.4 9.4
Old : 100.0: 7.7 8.0 10.3 69.6 72.3 87.6 90.6: 12.4 9.4
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 : 585: 123 124 96 242 240 413 413:
Old : 585: 123 124 96 242 240 413 413:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 15.8 23.1 25.1 11.8 11.9 17.6 18.4
Old : 15.5 15.8 23.1 25.1 11.8 11.9 17.6 18.4
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 with Delta-adjusted Options and Futures Combined, November 9, 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 : 446,604: 64,270 25,810 34,811 269,739 336,550 368,821 397,172: 77,784 49,432
Old : 446,604: 64,270 25,810 34,811 269,739 336,550 368,821 397,172: 77,784 49,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 20,513: 4,897 3,224 4,929 6,304 16,263 16,131 24,416: 4,383 -3,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 5.8 7.8 60.4 75.4 82.6 88.9: 17.4 11.1
Old : 100.0: 14.4 5.8 7.8 60.4 75.4 82.6 88.9: 17.4 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 : 157: 26 29 37 74 75 121 120:
Old : 157: 26 29 37 74 75 121 120:
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 : 24.7 24.6 33.4 37.2 23.6 23.3 31.8 35.1
Old : 24.7 24.6 33.4 37.2 23.6 23.3 31.8 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 3,058,794: 331,610 539,810 124,643 2,334,671 2,143,302 2,790,924 2,807,756: 267,870 251,039
Old : 3,058,794: 331,610 539,810 124,643 2,334,671 2,143,302 2,790,924 2,807,756: 267,870 251,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 127,591: 2,909 56,081 26,981 95,954 33,513 125,843 116,575: 1,747 11,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 17.6 4.1 76.3 70.1 91.2 91.8: 8.8 8.2
Old : 100.0: 10.8 17.6 4.1 76.3 70.1 91.2 91.8: 8.8 8.2
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 : 522: 112 107 73 214 210 358 358:
Old : 522: 112 107 73 214 210 358 358:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 17.9 26.1 26.8 14.6 15.5 21.9 22.7
Old : 17.2 17.9 26.1 26.8 14.6 15.5 21.9 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 105,973: 14,392 7,531 2,097 78,324 92,688 94,813 102,316: 11,160 3,657
Old : 105,973: 14,392 7,531 2,097 78,324 92,688 94,813 102,316: 11,160 3,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 127: -3,088 -114 1,584 1,581 -2,602 77 -1,132: 50 1,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 7.1 2.0 73.9 87.5 89.5 96.5: 10.5 3.5
Old : 100.0: 13.6 7.1 2.0 73.9 87.5 89.5 96.5: 10.5 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 : 82: 13 5 1 42 35 55 41:
Old : 82: 13 5 1 42 35 55 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 : 40.6 41.9 53.8 63.6 30.5 39.1 42.3 58.6
Old : 40.6 41.9 53.8 63.6 30.5 39.1 42.3 58.6
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 with Delta-adjusted Options and Futures Combined, November 9, 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 : 117,039: 27,558 10,889 9,525 69,989 91,261 107,072 111,675: 9,968 5,364
Old : 117,039: 27,558 10,889 9,525 69,989 91,261 107,072 111,675: 9,968 5,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 1,802: -3,471 256 586 6,712 3,331 3,827 4,173: -2,025 -2,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 9.3 8.1 59.8 78.0 91.5 95.4: 8.5 4.6
Old : 100.0: 23.5 9.3 8.1 59.8 78.0 91.5 95.4: 8.5 4.6
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 : 254: 81 38 21 85 79 174 131:
Old : 254: 81 38 21 85 79 174 131:
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 : 23.1 32.2 33.8 49.4 12.1 24.0 20.0 34.9
Old : 23.1 32.2 33.8 49.4 12.1 24.0 20.0 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 27,955: 8,732 299 0 15,530 25,641 24,262 25,940: 3,693 2,015
Old : 27,955: 8,732 299 0 15,530 25,641 24,262 25,940: 3,693 2,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 3,064: 1,023 94 0 2,031 5,256 3,054 5,350: 10 -2,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 1.1 0.0 55.6 91.7 86.8 92.8: 13.2 7.2
Old : 100.0: 31.2 1.1 0.0 55.6 91.7 86.8 92.8: 13.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 1 0 10 13 15 14:
Old : 27: 5 1 0 10 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 66.0 79.5 85.0 63.5 63.2 78.4 82.2
Old : 63.5 66.0 79.5 85.0 63.5 63.2 78.4 82.2
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 with Delta-adjusted Options and Futures Combined, November 9, 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 : 445,423: 133,598 92,416 8,157 272,293 328,102 414,048 428,675: 31,376 16,748
Old : 445,423: 133,598 92,416 8,157 272,293 328,102 414,048 428,675: 31,376 16,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: -6,310: -21,704 1,574 2,164 23,407 -9,623 3,866 -5,885: -10,175 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 20.7 1.8 61.1 73.7 93.0 96.2: 7.0 3.8
Old : 100.0: 30.0 20.7 1.8 61.1 73.7 93.0 96.2: 7.0 3.8
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 : 248: 77 40 18 80 74 164 125:
Old : 248: 77 40 18 80 74 164 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 39.2 34.1 50.9 21.9 39.2 32.3 50.7
Old : 22.8 39.2 34.1 50.9 21.9 39.2 32.3 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 140,520: 62,472 15,398 4,430 35,293 101,810 102,195 121,638: 38,325 18,882
Old : 140,520: 62,472 15,398 4,430 35,293 101,810 102,195 121,638: 38,325 18,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 364: -3,182 -512 -2,311 1,970 3,835 -3,523 1,012: 3,887 -648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 11.0 3.2 25.1 72.5 72.7 86.6: 27.3 13.4
Old : 100.0: 44.5 11.0 3.2 25.1 72.5 72.7 86.6: 27.3 13.4
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 : 69: 28 13 10 15 23 47 42:
Old : 69: 28 13 10 15 23 47 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 48.6 43.9 62.8 31.1 48.1 43.8 62.3
Old : 31.1 48.6 43.9 62.8 31.1 48.1 43.8 62.3
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 with Delta-adjusted Options and Futures Combined, November 9, 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 : 37,669: 10,048 8,839 0 17,785 10,026 27,833 18,865: 9,836 18,804
Old : 37,669: 10,048 8,839 0 17,785 10,026 27,833 18,865: 9,836 18,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 3,890: 3,275 1,710 -4 -30 1,538 3,241 3,244: 649 646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 23.5 0.0 47.2 26.6 73.9 50.1: 26.1 49.9
Old : 100.0: 26.7 23.5 0.0 47.2 26.6 73.9 50.1: 26.1 49.9
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 : 55: 13 10 0 25 15 38 25:
Old : 55: 13 10 0 25 15 38 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 : 25.1 26.3 37.5 35.9 25.1 24.4 35.6 31.7
Old : 25.1 26.3 37.5 35.9 25.1 24.4 35.6 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 46,925: 7,430 11,213 39 30,424 23,722 37,893 34,974: 9,032 11,951
Old : 46,925: 7,430 11,213 39 30,424 23,722 37,893 34,974: 9,032 11,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 120: 311 -913 -118 -60 1,061 133 30: -13 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 23.9 0.1 64.8 50.6 80.8 74.5: 19.2 25.5
Old : 100.0: 15.8 23.9 0.1 64.8 50.6 80.8 74.5: 19.2 25.5
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 : 52: 9 8 1 21 19 30 28:
Old : 52: 9 8 1 21 19 30 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 : 34.3 40.0 51.8 54.1 32.6 40.0 49.4 54.1
Old : 34.3 40.0 51.8 54.1 32.6 40.0 49.4 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 29,959: 3,981 1,498 300 21,530 25,810 25,811 27,608: 4,148 2,351
Old : 29,959: 3,981 1,498 300 21,530 25,810 25,811 27,608: 4,148 2,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: -124: -362 407 0 -275 -779 -637 -372: 513 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 5.0 1.0 71.9 86.2 86.2 92.2: 13.8 7.8
Old : 100.0: 13.3 5.0 1.0 71.9 86.2 86.2 92.2: 13.8 7.8
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 : 44: 6 3 1 17 25 23 29:
Old : 44: 6 3 1 17 25 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 : 49.3 39.7 66.6 64.3 44.1 39.7 57.7 59.0
Old : 49.3 39.7 66.6 64.3 44.1 39.7 57.7 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 36,046: 7,538 1,626 63 20,407 33,013 28,008 34,702: 8,038 1,344
Old : 36,046: 7,538 1,626 63 20,407 33,013 28,008 34,702: 8,038 1,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 1,443: 306 345 63 663 1,897 1,032 2,305: 411 -862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 4.5 0.2 56.6 91.6 77.7 96.3: 22.3 3.7
Old : 100.0: 20.9 4.5 0.2 56.6 91.6 77.7 96.3: 22.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 13 3 1 21 18 35 21:
Old : 49: 13 3 1 21 18 35 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 66.2 42.6 83.6 26.7 66.2 41.3 83.6
Old : 28.1 66.2 42.6 83.6 26.7 66.2 41.3 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,228: 4,289 4,822 5 9,408 9,432 13,702 14,259: 1,526 969
Old : 15,228: 4,289 4,822 5 9,408 9,432 13,702 14,259: 1,526 969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 350: 277 112 5 -102 -59 180 58: 170 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 31.7 0.0 61.8 61.9 90.0 93.6: 10.0 6.4
Old : 100.0: 28.2 31.7 0.0 61.8 61.9 90.0 93.6: 10.0 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 : 24: 13 4 1 5 3 18 8:
Old : 24: 13 4 1 5 3 18 8:
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 : 63.0 91.7 75.7 93.6 63.0 91.7 75.7 93.6
Old : 63.0 91.7 75.7 93.6 63.0 91.7 75.7 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2010