MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 41,282: 3,796 2,504 7,567 24,395 23,648 35,758 33,718: 5,524 7,564
Old : 41,282: 3,796 2,504 7,567 24,395 23,648 35,758 33,718: 5,524 7,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -3,415: -970 -27 -334 -2,034 -3,309 -3,338 -3,670: -76 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 6.1 18.3 59.1 57.3 86.6 81.7: 13.4 18.3
Old : 100.0: 9.2 6.1 18.3 59.1 57.3 86.6 81.7: 13.4 18.3
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 : 77: 18 11 21 39 35 65 60:
Old : 77: 18 11 21 39 35 65 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 : 30.4 29.1 42.6 41.3 30.0 25.7 38.6 36.8
Old : 30.4 29.1 42.6 41.3 30.0 25.7 38.6 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 234,902: 50,958 22,829 64,718 95,891 106,939 211,567 194,486: 23,335 40,416
Old : 232,826: 50,597 23,597 63,930 95,620 105,363 210,147 192,890: 22,679 39,936
Other: 2,076: 1,139 10 10 271 1,576 1,420 1,596: 656 480
: : :
: : Changes in Commitments from: November 30, 2010 :
: 5,350: 2,036 1,343 1,122 2,098 1,726 5,256 4,191: 94 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 9.7 27.6 40.8 45.5 90.1 82.8: 9.9 17.2
Old : 100.0: 21.7 10.1 27.5 41.1 45.3 90.3 82.8: 9.7 17.2
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 : 256: 83 84 110 57 66 210 201:
Old : 255: 80 86 110 57 65 209 200:
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 : 18.9 22.2 30.5 32.4 18.8 20.8 29.6 27.7
Old : 19.0 22.2 30.8 32.5 19.0 20.8 29.9 27.7
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 with Delta-adjusted Options and Futures Combined, 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 : 408,284: 134,166 17,523 108,401 135,643 205,327 378,210 331,251: 30,074 77,033
Old : 408,284: 134,166 17,523 108,401 135,643 205,327 378,210 331,251: 30,074 77,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -39,506: -2,839 763 -33,314 -2,653 -5,369 -38,806 -37,920: -700 -1,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 4.3 26.6 33.2 50.3 92.6 81.1: 7.4 18.9
Old : 100.0: 32.9 4.3 26.6 33.2 50.3 92.6 81.1: 7.4 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 461: 170 60 124 119 201 347 342:
Old : 461: 170 60 124 119 201 347 342:
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 : 15.3 15.4 25.4 22.4 15.3 13.3 24.3 18.3
Old : 15.3 15.4 25.4 22.4 15.3 13.3 24.3 18.3
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, 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 : 9,533: 4,045 2,708 968 2,518 4,135 7,532 7,810: 2,001 1,722
Old : 9,533: 4,045 2,708 968 2,518 4,135 7,532 7,810: 2,001 1,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 876: 75 588 261 120 -247 457 602: 420 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 28.4 10.2 26.4 43.4 79.0 81.9: 21.0 18.1
Old : 100.0: 42.4 28.4 10.2 26.4 43.4 79.0 81.9: 21.0 18.1
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 : 86: 32 18 13 17 25 57 52:
Old : 86: 32 18 13 17 25 57 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 27.6 50.9 43.3 36.1 27.6 48.3 43.3
Old : 36.1 27.6 50.9 43.3 36.1 27.6 48.3 43.3
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, 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 : 42,283: 16,720 4,748 9,315 9,347 7,616 35,383 21,679: 6,901 20,605
Old : 42,283: 16,720 4,748 9,315 9,347 7,616 35,383 21,679: 6,901 20,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 1,311: 1,122 -306 26 117 335 1,265 56: 46 1,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 11.2 22.0 22.1 18.0 83.7 51.3: 16.3 48.7
Old : 100.0: 39.5 11.2 22.0 22.1 18.0 83.7 51.3: 16.3 48.7
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 : 146: 56 23 40 38 47 111 97:
Old : 146: 56 23 40 38 47 111 97:
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 : 19.3 15.9 31.2 23.8 19.3 11.9 29.6 16.1
Old : 19.3 15.9 31.2 23.8 19.3 11.9 29.6 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 51,680: 8,648 0 80 33,423 50,782 42,151 50,862: 9,529 817
Old : 51,680: 8,648 0 80 33,423 50,782 42,151 50,862: 9,529 817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 8,193: 1,869 -5 -57 5,025 7,854 6,837 7,792: 1,356 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 0.0 0.2 64.7 98.3 81.6 98.4: 18.4 1.6
Old : 100.0: 16.7 0.0 0.2 64.7 98.3 81.6 98.4: 18.4 1.6
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 : 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 : 55.6 64.8 67.6 88.1 48.0 57.9 54.8 68.9
Old : 55.6 64.8 67.6 88.1 48.0 57.9 54.8 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 120,631: 47,056 13,431 1,523 30,202 87,957 78,781 102,912: 41,851 17,719
Old : 120,631: 47,056 13,431 1,523 30,202 87,957 78,781 102,912: 41,851 17,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 10,099: 15,276 2,783 -3,116 -2,026 11,049 10,134 10,716: -34 -616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 11.1 1.3 25.0 72.9 65.3 85.3: 34.7 14.7
Old : 100.0: 39.0 11.1 1.3 25.0 72.9 65.3 85.3: 34.7 14.7
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 : 79: 37 10 9 21 26 61 42:
Old : 79: 37 10 9 21 26 61 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 : 23.2 36.3 34.5 52.3 22.3 35.6 32.9 50.4
Old : 23.2 36.3 34.5 52.3 22.3 35.6 32.9 50.4
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, 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 : 44,633: 18,016 8,620 705 10,500 25,690 29,221 35,014: 15,412 9,619
Old : 44,633: 18,016 8,620 705 10,500 25,690 29,221 35,014: 15,412 9,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -2,175: 1,663 464 -792 -2,069 -1,012 -1,199 -1,341: -976 -834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 19.3 1.6 23.5 57.6 65.5 78.4: 34.5 21.6
Old : 100.0: 40.4 19.3 1.6 23.5 57.6 65.5 78.4: 34.5 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 15 9 4 11 14 29 24:
Old : 42: 15 9 4 11 14 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 41.2 37.5 58.8 24.2 41.2 36.5 58.1
Old : 24.5 41.2 37.5 58.8 24.2 41.2 36.5 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 92,595: 14,132 26,398 5,373 54,154 38,808 73,660 70,580: 18,936 22,016
Old : 92,595: 14,132 26,398 5,373 54,154 38,808 73,660 70,580: 18,936 22,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -6,127: -12,357 -1,056 -1,891 9,756 -2,641 -4,491 -5,588: -1,636 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 28.5 5.8 58.5 41.9 79.5 76.2: 20.5 23.8
Old : 100.0: 15.3 28.5 5.8 58.5 41.9 79.5 76.2: 20.5 23.8
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 : 85: 14 29 14 32 27 56 61:
Old : 85: 14 29 14 32 27 56 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 20.4 39.6 33.2 26.4 17.9 36.2 28.2
Old : 27.4 20.4 39.6 33.2 26.4 17.9 36.2 28.2
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 with Delta-adjusted Options and Futures Combined, 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 : 141,987: 48,032 24,681 5,111 58,888 77,308 112,031 107,100: 29,956 34,887
Old : 141,987: 48,032 24,681 5,111 58,888 77,308 112,031 107,100: 29,956 34,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -6,934: -8,252 -267 -3,543 2,484 -3,994 -9,311 -7,804: 2,377 870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 17.4 3.6 41.5 54.4 78.9 75.4: 21.1 24.6
Old : 100.0: 33.8 17.4 3.6 41.5 54.4 78.9 75.4: 21.1 24.6
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 : 101: 28 31 16 30 30 66 69:
Old : 101: 28 31 16 30 30 66 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 37.8 44.3 45.2 33.0 33.8 43.7 41.2
Old : 33.5 37.8 44.3 45.2 33.0 33.8 43.7 41.2
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 with Delta-adjusted Options and Futures Combined, 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 : 236,446: 33,245 47,594 27,903 124,248 101,306 185,396 176,802: 51,050 59,643
Old : 236,446: 33,245 47,594 27,903 124,248 101,306 185,396 176,802: 51,050 59,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -56,015: -17,208 -8,112 -29,044 7,315 -17,287 -38,938 -54,444: -17,077 -1,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 20.1 11.8 52.5 42.8 78.4 74.8: 21.6 25.2
Old : 100.0: 14.1 20.1 11.8 52.5 42.8 78.4 74.8: 21.6 25.2
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 : 164: 42 57 46 47 48 114 126:
Old : 164: 42 57 46 47 48 114 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 18.1 31.5 25.7 19.4 15.5 28.2 21.4
Old : 21.8 18.1 31.5 25.7 19.4 15.5 28.2 21.4
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 :13,545,920: 857,056 312,487 4,913,492 6,871,083 7,371,316 12,641,631 12,597,295: 904,289 948,624
Old :13,545,920: 857,056 312,487 4,913,492 6,871,083 7,371,316 12,641,631 12,597,295: 904,289 948,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 27,798: 112,689 -60,474 525 -84,964 108,282 28,250 48,333: -452 -20,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.3 36.3 50.7 54.4 93.3 93.0: 6.7 7.0
Old : 100.0: 6.3 2.3 36.3 50.7 54.4 93.3 93.0: 6.7 7.0
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 : 278: 81 43 111 137 145 258 264:
Old : 278: 81 43 111 137 145 258 264:
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 22.4 35.9 35.3 18.5 14.0 22.3 20.7
Old : 25.1 22.4 35.9 35.3 18.5 14.0 22.3 20.7
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, 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 : 1,121,798: 72,788 78,061 128,103 759,922 796,022 960,813 1,002,187: 160,985 119,611
Old : 1,121,798: 72,788 78,061 128,103 759,922 796,022 960,813 1,002,187: 160,985 119,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 59,765: -4,922 -7,416 31,385 19,813 31,219 46,276 55,188: 13,488 4,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 7.0 11.4 67.7 71.0 85.6 89.3: 14.4 10.7
Old : 100.0: 6.5 7.0 11.4 67.7 71.0 85.6 89.3: 14.4 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 575: 114 128 111 256 228 429 408:
Old : 575: 114 128 111 256 228 429 408:
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 : 15.0 16.8 22.5 25.8 11.0 12.6 16.3 18.7
Old : 15.0 16.8 22.5 25.8 11.0 12.6 16.3 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 477,658: 67,112 23,466 42,540 268,467 359,993 378,119 425,999: 99,539 51,659
Old : 477,658: 67,112 23,466 42,540 268,467 359,993 378,119 425,999: 99,539 51,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 31,473: 11,490 -1,793 7,704 5,354 20,678 24,549 26,589: 6,925 4,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 4.9 8.9 56.2 75.4 79.2 89.2: 20.8 10.8
Old : 100.0: 14.1 4.9 8.9 56.2 75.4 79.2 89.2: 20.8 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 : 153: 24 29 35 77 77 120 122:
Old : 153: 24 29 35 77 77 120 122:
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 25.1 33.9 36.5 21.3 24.0 30.2 34.9
Old : 22.9 25.1 33.9 36.5 21.3 24.0 30.2 34.9
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, 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 : 3,220,699: 314,319 558,913 141,878 2,457,273 2,180,148 2,913,471 2,880,939: 307,228 339,760
Old : 3,220,699: 314,319 558,913 141,878 2,457,273 2,180,148 2,913,471 2,880,939: 307,228 339,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 141,457: -5,609 48,335 41,955 72,292 52,705 108,639 142,995: 32,818 -1,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 17.4 4.4 76.3 67.7 90.5 89.5: 9.5 10.5
Old : 100.0: 9.8 17.4 4.4 76.3 67.7 90.5 89.5: 9.5 10.5
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 : 514: 100 114 91 224 201 372 358:
Old : 514: 100 114 91 224 201 372 358:
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 : 17.1 18.1 26.1 27.4 14.4 14.5 21.7 22.4
Old : 17.1 18.1 26.1 27.4 14.4 14.5 21.7 22.4
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, 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 : 108,343: 15,658 6,814 327 82,133 97,986 98,118 105,127: 10,225 3,216
Old : 108,343: 15,658 6,814 327 82,133 97,986 98,118 105,127: 10,225 3,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 768: -683 -646 -739 3,019 1,907 1,597 522: -829 246
: : :
: : 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 50 35 66 41:
Old : 92: 16 5 1 50 35 66 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 with Delta-adjusted Options and Futures Combined, 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 : 111,775: 23,338 9,740 9,116 67,404 86,449 99,858 105,305: 11,917 6,471
Old : 111,775: 23,338 9,740 9,116 67,404 86,449 99,858 105,305: 11,917 6,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 3,248: 998 -671 317 754 3,988 2,069 3,633: 1,180 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 8.7 8.2 60.3 77.3 89.3 94.2: 10.7 5.8
Old : 100.0: 20.9 8.7 8.2 60.3 77.3 89.3 94.2: 10.7 5.8
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 : 245: 81 30 18 88 80 175 123:
Old : 245: 81 30 18 88 80 175 123:
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 : 22.5 32.1 33.5 49.7 14.7 27.4 21.2 37.0
Old : 22.5 32.1 33.5 49.7 14.7 27.4 21.2 37.0
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, 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 : 27,567: 8,421 1,573 0 13,013 24,995 21,434 26,568: 6,133 999
Old : 27,567: 8,421 1,573 0 13,013 24,995 21,434 26,568: 6,133 999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 895: 967 32 0 256 959 1,223 991: -328 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 5.7 0.0 47.2 90.7 77.8 96.4: 22.2 3.6
Old : 100.0: 30.5 5.7 0.0 47.2 90.7 77.8 96.4: 22.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 62.3 60.6 72.4 80.9 62.3 60.6 71.1 80.1
Old : 62.3 60.6 72.4 80.9 62.3 60.6 71.1 80.1
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, 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 : 421,043: 113,676 79,924 6,492 271,953 307,268 392,121 393,684: 28,922 27,359
Old : 421,043: 113,676 79,924 6,492 271,953 307,268 392,121 393,684: 28,922 27,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 11,768: 5,393 1,721 -3,655 2,490 15,147 4,228 13,212: 7,540 -1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 19.0 1.5 64.6 73.0 93.1 93.5: 6.9 6.5
Old : 100.0: 27.0 19.0 1.5 64.6 73.0 93.1 93.5: 6.9 6.5
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 : 239: 77 31 15 86 74 168 115:
Old : 239: 77 31 15 86 74 168 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 36.4 32.3 52.4 20.0 36.4 29.2 52.4
Old : 22.2 36.4 32.3 52.4 20.0 36.4 29.2 52.4
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, 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 : 132,701: 54,107 10,407 2,334 43,958 104,782 100,398 117,523: 32,303 15,178
Old : 132,701: 54,107 10,407 2,334 43,958 104,782 100,398 117,523: 32,303 15,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 3,032: 8,648 -6,876 -2,760 -1,091 16,986 4,797 7,350: -1,766 -4,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 7.8 1.8 33.1 79.0 75.7 88.6: 24.3 11.4
Old : 100.0: 40.8 7.8 1.8 33.1 79.0 75.7 88.6: 24.3 11.4
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 : 67: 28 11 10 17 24 49 41:
Old : 67: 28 11 10 17 24 49 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 : 30.8 49.3 43.7 66.3 29.1 45.7 39.2 60.5
Old : 30.8 49.3 43.7 66.3 29.1 45.7 39.2 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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