MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 27,412: 2,153 6,476 825 19,746 15,017 22,724 22,318: 4,688 5,094
Old : 27,412: 2,153 6,476 825 19,746 15,017 22,724 22,318: 4,688 5,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,269: -10 -467 147 1,084 1,487 1,221 1,167: 48 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 23.6 3.0 72.0 54.8 82.9 81.4: 17.1 18.6
Old : 100.0: 7.9 23.6 3.0 72.0 54.8 82.9 81.4: 17.1 18.6
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 : 68: 14 18 15 26 22 46 49:
Old : 68: 14 18 15 26 22 46 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 : 41.8 37.4 55.4 55.4 41.8 35.8 55.2 53.8
Old : 41.8 37.4 55.4 55.4 41.8 35.8 55.2 53.8
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 - Futures Only, January 19, 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 : 199,667: 58,546 26,733 27,963 88,087 114,448 174,596 169,144: 25,071 30,523
Old : 196,419: 57,984 26,932 27,487 86,680 111,963 172,151 166,382: 24,268 30,037
Other: 3,248: 821 60 217 1,407 2,485 2,445 2,762: 803 486
: : :
: : Changes in Commitments from: January 12, 2010 :
: 8,088: 4,994 1,674 -1,145 3,711 6,784 7,560 7,313: 528 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 13.4 14.0 44.1 57.3 87.4 84.7: 12.6 15.3
Old : 100.0: 29.5 13.7 14.0 44.1 57.0 87.6 84.7: 12.4 15.3
Other: 100.0: 25.3 1.8 6.7 43.3 76.5 75.3 85.0: 24.7 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 90 52 75 44 55 182 152:
Old : 229: 90 52 75 43 54 181 151:
Other: 41: 11 7 2 7 17 18 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 36.9 32.7 45.1 20.1 36.8 32.2 43.4
Old : 20.4 36.9 32.6 45.0 20.4 36.8 32.1 43.2
Other: 61.1 57.0 70.6 72.8 58.6 56.2 65.1 70.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 19, 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 : 278,567: 106,621 38,966 34,119 114,926 147,391 255,666 220,476: 22,901 58,091
Old : 278,567: 106,621 38,966 34,119 114,926 147,391 255,666 220,476: 22,901 58,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 106: 7,161 -9,002 -3,147 -3,361 9,106 653 -3,043: -547 3,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 14.0 12.2 41.3 52.9 91.8 79.1: 8.2 20.9
Old : 100.0: 38.3 14.0 12.2 41.3 52.9 91.8 79.1: 8.2 20.9
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 : 381: 122 67 83 67 162 231 280:
Old : 381: 122 67 83 67 162 231 280:
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 : 19.9 14.9 32.0 22.7 19.4 13.1 31.5 21.0
Old : 19.9 14.9 32.0 22.7 19.4 13.1 31.5 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 19, 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 : 10,060: 4,086 1,647 1,252 2,839 5,814 8,177 8,713: 1,883 1,347
Old : 10,060: 4,086 1,647 1,252 2,839 5,814 8,177 8,713: 1,883 1,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 670: -137 -313 593 4 679 460 959: 210 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 16.4 12.4 28.2 57.8 81.3 86.6: 18.7 13.4
Old : 100.0: 40.6 16.4 12.4 28.2 57.8 81.3 86.6: 18.7 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 : 82: 28 18 8 13 30 46 52:
Old : 82: 28 18 8 13 30 46 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 24.9 51.6 40.9 34.0 24.9 50.2 39.9
Old : 34.0 24.9 51.6 40.9 34.0 24.9 50.2 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, January 19, 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 : 31,648: 11,857 7,561 3,554 11,110 8,775 26,521 19,890: 5,127 11,758
Old : 31,648: 11,857 7,561 3,554 11,110 8,775 26,521 19,890: 5,127 11,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,183: 855 -145 416 348 1,413 1,619 1,684: -436 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 23.9 11.2 35.1 27.7 83.8 62.8: 16.2 37.2
Old : 100.0: 37.5 23.9 11.2 35.1 27.7 83.8 62.8: 16.2 37.2
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 : 135: 30 41 26 34 44 83 95:
Old : 135: 30 41 26 34 44 83 95:
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 : 24.4 14.2 37.5 22.0 24.3 12.8 37.2 19.5
Old : 24.4 14.2 37.5 22.0 24.3 12.8 37.2 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, January 19, 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 : 17,177: 3,057 0 60 9,725 16,914 12,842 16,974: 4,335 203
Old : 17,177: 3,057 0 60 9,725 16,914 12,842 16,974: 4,335 203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -1,169: 511 -383 -60 -1,564 -559 -1,113 -1,002: -56 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 0.0 0.3 56.6 98.5 74.8 98.8: 25.2 1.2
Old : 100.0: 17.8 0.0 0.3 56.6 98.5 74.8 98.8: 25.2 1.2
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 : 20: 7 0 1 8 11 15 12:
Old : 20: 7 0 1 8 11 15 12:
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 : 46.2 85.6 65.9 94.5 36.2 72.4 47.9 77.2
Old : 46.2 85.6 65.9 94.5 36.2 72.4 47.9 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 19, 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 : 120,271: 58,048 11,245 41 17,807 91,505 75,896 102,791: 44,375 17,480
Old : 120,271: 58,048 11,245 41 17,807 91,505 75,896 102,791: 44,375 17,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 2,961: -2,171 -279 -29 2,668 2,352 468 2,044: 2,493 917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 9.3 0.0 14.8 76.1 63.1 85.5: 36.9 14.5
Old : 100.0: 48.3 9.3 0.0 14.8 76.1 63.1 85.5: 36.9 14.5
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 : 76: 31 10 5 19 26 54 37:
Old : 76: 31 10 5 19 26 54 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 43.2 40.5 67.2 29.0 42.8 40.5 66.8
Old : 29.0 43.2 40.5 67.2 29.0 42.8 40.5 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 19, 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 : 37,744: 17,281 3,310 176 5,700 25,353 23,157 28,839: 14,587 8,905
Old : 37,744: 17,281 3,310 176 5,700 25,353 23,157 28,839: 14,587 8,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -460: 68 23 128 -678 895 -482 1,046: 22 -1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 8.8 0.5 15.1 67.2 61.4 76.4: 38.6 23.6
Old : 100.0: 45.8 8.8 0.5 15.1 67.2 61.4 76.4: 38.6 23.6
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 : 36: 19 4 2 6 10 25 16:
Old : 36: 19 4 2 6 10 25 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 : 28.6 55.9 41.0 69.7 27.8 55.8 39.9 69.7
Old : 28.6 55.9 41.0 69.7 27.8 55.8 39.9 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 19, 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 : 112,382: 87,090 7,843 228 17,005 102,528 104,323 110,599: 8,059 1,783
Old : 112,382: 87,090 7,843 228 17,005 102,528 104,323 110,599: 8,059 1,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 7,720: 5,485 2,135 -15 993 5,397 6,463 7,517: 1,257 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 7.0 0.2 15.1 91.2 92.8 98.4: 7.2 1.6
Old : 100.0: 77.5 7.0 0.2 15.1 91.2 92.8 98.4: 7.2 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 : 96: 52 15 2 15 21 68 37:
Old : 96: 52 15 2 15 21 68 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 65.8 70.4 82.0 53.1 65.5 70.3 81.3
Old : 53.1 65.8 70.4 82.0 53.1 65.5 70.3 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 19, 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 : 83,337: 21,199 41,370 419 41,982 17,464 63,600 59,253: 19,737 24,084
Old : 83,337: 21,199 41,370 419 41,982 17,464 63,600 59,253: 19,737 24,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -5,810: 6,017 -9,279 309 -14,358 5,881 -8,032 -3,089: 2,222 -2,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 49.6 0.5 50.4 21.0 76.3 71.1: 23.7 28.9
Old : 100.0: 25.4 49.6 0.5 50.4 21.0 76.3 71.1: 23.7 28.9
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 : 70: 15 27 6 14 18 34 46:
Old : 70: 15 27 6 14 18 34 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 32.5 45.7 42.1 30.8 32.5 44.5 42.1
Old : 31.6 32.5 45.7 42.1 30.8 32.5 44.5 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 19, 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 : 122,367: 23,718 40,814 407 80,293 51,178 104,418 92,399: 17,949 29,968
Old : 122,367: 23,718 40,814 407 80,293 51,178 104,418 92,399: 17,949 29,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,799: 1,767 2,119 88 -1,867 1,276 -12 3,483: 1,811 -1,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 33.4 0.3 65.6 41.8 85.3 75.5: 14.7 24.5
Old : 100.0: 19.4 33.4 0.3 65.6 41.8 85.3 75.5: 14.7 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 21 32 5 16 20 40 54:
Old : 82: 21 32 5 16 20 40 54:
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 : 57.0 30.9 68.6 47.1 51.9 30.8 63.6 44.4
Old : 57.0 30.9 68.6 47.1 51.9 30.8 63.6 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, January 19, 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 : 164,501: 34,186 59,468 1,772 80,493 59,772 116,451 121,012: 48,050 43,489
Old : 164,501: 34,186 59,468 1,772 80,493 59,772 116,451 121,012: 48,050 43,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 3,214: -2,000 5,365 -61 3,452 -5,534 1,391 -230: 1,823 3,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 36.2 1.1 48.9 36.3 70.8 73.6: 29.2 26.4
Old : 100.0: 20.8 36.2 1.1 48.9 36.3 70.8 73.6: 29.2 26.4
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 : 135: 41 42 14 32 29 80 78:
Old : 135: 41 42 14 32 29 80 78:
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 22.7 42.5 32.9 34.7 21.9 41.0 32.1
Old : 36.1 22.7 42.5 32.9 34.7 21.9 41.0 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 19, 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 : 26,917: 22,397 6,041 0 1,218 19,664 23,615 25,705: 3,302 1,212
Old : 26,917: 22,397 6,041 0 1,218 19,664 23,615 25,705: 3,302 1,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,185: 980 307 0 22 854 1,002 1,161: 183 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 22.4 0.0 4.5 73.1 87.7 95.5: 12.3 4.5
Old : 100.0: 83.2 22.4 0.0 4.5 73.1 87.7 95.5: 12.3 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 : 38: 17 8 0 4 11 21 19:
Old : 38: 17 8 0 4 11 21 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 : 64.7 53.2 80.1 75.9 64.7 52.5 80.1 75.2
Old : 64.7 53.2 80.1 75.9 64.7 52.5 80.1 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 19, 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 : 6,974,400: 1,229,283 365,923 839,685 4,093,156 4,860,558 6,162,124 6,066,166: 812,276 908,234
Old : 6,974,400: 1,229,283 365,923 839,685 4,093,156 4,860,558 6,162,124 6,066,166: 812,276 908,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 188,050: 197,433 -8,287 19,665 -60,632 149,485 156,466 160,863: 31,584 27,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 5.2 12.0 58.7 69.7 88.4 87.0: 11.6 13.0
Old : 100.0: 17.6 5.2 12.0 58.7 69.7 88.4 87.0: 11.6 13.0
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 : 253: 66 49 86 116 118 229 216:
Old : 253: 66 49 86 116 118 229 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 32.8 38.8 41.5 27.5 27.8 34.4 33.1
Old : 28.4 32.8 38.8 41.5 27.5 27.8 34.4 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, January 19, 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 : 332,847: 25,251 33,463 120 216,021 261,682 241,392 295,265: 91,455 37,582
Old : 332,847: 25,251 33,463 120 216,021 261,682 241,392 295,265: 91,455 37,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 6,701: 102 3,698 -145 3,623 2,934 3,580 6,487: 3,121 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 10.1 0.0 64.9 78.6 72.5 88.7: 27.5 11.3
Old : 100.0: 7.6 10.1 0.0 64.9 78.6 72.5 88.7: 27.5 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 17 15 4 71 56 89 74:
Old : 132: 17 15 4 71 56 89 74:
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 36.5 30.5 52.9 21.3 36.3 28.8 52.7
Old : 22.8 36.5 30.5 52.9 21.3 36.3 28.8 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,479,545: 396,022 346,720 14,740 1,878,802 1,846,906 2,289,564 2,208,366: 189,981 271,179
Old : 2,479,545: 396,022 346,720 14,740 1,878,802 1,846,906 2,289,564 2,208,366: 189,981 271,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 34,344: 12,719 12,262 -1,114 32,270 20,866 43,875 32,014: -9,531 2,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 14.0 0.6 75.8 74.5 92.3 89.1: 7.7 10.9
Old : 100.0: 16.0 14.0 0.6 75.8 74.5 92.3 89.1: 7.7 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 427: 93 89 32 150 163 260 267:
Old : 427: 93 89 32 150 163 260 267:
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 20.2 32.1 28.2 21.0 17.3 29.3 25.2
Old : 21.8 20.2 32.1 28.2 21.0 17.3 29.3 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, January 19, 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 : 98,206: 9,171 9,699 0 78,838 85,793 88,009 95,492: 10,197 2,714
Old : 98,206: 9,171 9,699 0 78,838 85,793 88,009 95,492: 10,197 2,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -20: 714 -2 -299 -1,802 765 -1,387 464: 1,367 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 9.9 0.0 80.3 87.4 89.6 97.2: 10.4 2.8
Old : 100.0: 9.3 9.9 0.0 80.3 87.4 89.6 97.2: 10.4 2.8
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 : 79: 12 4 0 45 31 57 35:
Old : 79: 12 4 0 45 31 57 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 57.1 49.6 74.5 25.8 54.8 39.0 67.2
Old : 34.3 57.1 49.6 74.5 25.8 54.8 39.0 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, January 19, 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 : 15,669: 5,660 205 625 5,192 12,065 11,477 12,895: 4,192 2,774
Old : 15,669: 5,660 205 625 5,192 12,065 11,477 12,895: 4,192 2,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,120: 1,575 205 0 -458 840 1,117 1,045: 3 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 1.3 4.0 33.1 77.0 73.2 82.3: 26.8 17.7
Old : 100.0: 36.1 1.3 4.0 33.1 77.0 73.2 82.3: 26.8 17.7
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 : 24: 4 1 1 11 12 15 14:
Old : 24: 4 1 1 11 12 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 : 53.0 54.8 64.7 72.8 49.1 52.8 59.7 69.0
Old : 53.0 54.8 64.7 72.8 49.1 52.8 59.7 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, January 19, 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 : 340,412: 139,046 90,375 5,308 167,268 229,620 311,622 325,303: 28,790 15,109
Old : 340,412: 139,046 90,375 5,308 167,268 229,620 311,622 325,303: 28,790 15,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 33,219: 30,078 1,081 -826 2,913 32,899 32,165 33,154: 1,054 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 26.5 1.6 49.1 67.5 91.5 95.6: 8.5 4.4
Old : 100.0: 40.8 26.5 1.6 49.1 67.5 91.5 95.6: 8.5 4.4
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 : 231: 74 43 10 54 75 131 125:
Old : 231: 74 43 10 54 75 131 125:
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 : 25.8 26.4 35.9 41.2 22.8 26.4 32.7 40.9
Old : 25.8 26.4 35.9 41.2 22.8 26.4 32.7 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, January 19, 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 : 133,086: 77,331 14,480 749 24,229 107,538 102,309 122,767: 30,777 10,319
Old : 133,086: 77,331 14,480 749 24,229 107,538 102,309 122,767: 30,777 10,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 6,116: 4,091 592 613 431 6,678 5,135 7,883: 981 -1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 10.9 0.6 18.2 80.8 76.9 92.2: 23.1 7.8
Old : 100.0: 58.1 10.9 0.6 18.2 80.8 76.9 92.2: 23.1 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 : 71: 35 12 3 11 17 46 32:
Old : 71: 35 12 3 11 17 46 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 55.6 49.3 77.7 33.2 55.3 48.9 76.8
Old : 33.2 55.6 49.3 77.7 33.2 55.3 48.9 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 40,127: 14,685 15,144 0 19,013 11,767 33,698 26,911: 6,429 13,216
Old : 40,127: 14,685 15,144 0 19,013 11,767 33,698 26,911: 6,429 13,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,873: 919 535 0 468 1,005 1,387 1,540: 486 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 37.7 0.0 47.4 29.3 84.0 67.1: 16.0 32.9
Old : 100.0: 36.6 37.7 0.0 47.4 29.3 84.0 67.1: 16.0 32.9
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: 19 10 0 16 18 35 28:
Old : 55: 19 10 0 16 18 35 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 : 42.9 34.8 55.2 46.7 42.3 34.6 53.8 46.6
Old : 42.9 34.8 55.2 46.7 42.3 34.6 53.8 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 19, 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 : 36,241: 13,234 8,032 488 17,002 21,647 30,724 30,167: 5,517 6,074
Old : 36,241: 13,234 8,032 488 17,002 21,647 30,724 30,167: 5,517 6,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -824: -2,565 184 100 2,230 725 -235 1,009: -589 -1,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 22.2 1.3 46.9 59.7 84.8 83.2: 15.2 16.8
Old : 100.0: 36.5 22.2 1.3 46.9 59.7 84.8 83.2: 15.2 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 12 13 2 18 26 31 40:
Old : 63: 12 13 2 18 26 31 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 26.4 52.2 41.0 31.3 26.4 46.7 39.5
Old : 34.1 26.4 52.2 41.0 31.3 26.4 46.7 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, January 19, 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 : 27,668: 5,926 347 40 19,595 25,819 25,561 26,206: 2,107 1,462
Old : 27,668: 5,926 347 40 19,595 25,819 25,561 26,206: 2,107 1,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -49: 324 33 0 109 -283 433 -250: -482 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 1.3 0.1 70.8 93.3 92.4 94.7: 7.6 5.3
Old : 100.0: 21.4 1.3 0.1 70.8 93.3 92.4 94.7: 7.6 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: 10 1 1 15 18 25 20:
Old : 40: 10 1 1 15 18 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 67.0 68.9 79.8 51.6 67.0 66.5 79.1
Old : 53.9 67.0 68.9 79.8 51.6 67.0 66.5 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, January 19, 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 : 20,089: 4,050 1,157 40 9,592 17,674 13,682 18,871: 6,407 1,218
Old : 20,089: 4,050 1,157 40 9,592 17,674 13,682 18,871: 6,407 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -486: -85 -89 40 -650 -143 -695 -192: 209 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 5.8 0.2 47.7 88.0 68.1 93.9: 31.9 6.1
Old : 100.0: 20.2 5.8 0.2 47.7 88.0 68.1 93.9: 31.9 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 8 3 1 10 7 18 11:
Old : 26: 8 3 1 10 7 18 11:
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 : 45.1 84.1 54.8 91.6 44.1 83.9 53.9 91.5
Old : 45.1 84.1 54.8 91.6 44.1 83.9 53.9 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, January 19, 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 : 19,150: 4,962 315 15 11,430 18,383 16,407 18,713: 2,743 437
Old : 19,150: 4,962 315 15 11,430 18,383 16,407 18,713: 2,743 437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -794: -932 -616 -78 296 -239 -714 -933: -80 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 1.6 0.1 59.7 96.0 85.7 97.7: 14.3 2.3
Old : 100.0: 25.9 1.6 0.1 59.7 96.0 85.7 97.7: 14.3 2.3
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 : 25: 12 3 1 9 2 22 5:
Old : 25: 12 3 1 9 2 22 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 97.2 67.3 97.7 56.2 96.7 67.3 97.2
Old : 56.2 97.2 67.3 97.7 56.2 96.7 67.3 97.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2010