MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 26,123: 4,242 2,865 780 17,349 19,225 22,371 22,870: 3,752 3,253
Old : 26,123: 4,242 2,865 780 17,349 19,225 22,371 22,870: 3,752 3,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: -2,898: -777 208 -198 -1,466 -2,335 -2,441 -2,325: -457 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 11.0 3.0 66.4 73.6 85.6 87.5: 14.4 12.5
Old : 100.0: 16.2 11.0 3.0 66.4 73.6 85.6 87.5: 14.4 12.5
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 : 68: 15 10 15 30 24 52 43:
Old : 68: 15 10 15 30 24 52 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 : 34.1 39.5 49.0 55.1 34.1 35.1 47.5 49.8
Old : 34.1 39.5 49.0 55.1 34.1 35.1 47.5 49.8
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, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 199,393: 47,475 35,600 38,313 92,993 93,114 178,781 167,027: 20,612 32,366
Old : 198,125: 47,169 36,023 37,864 92,831 92,132 177,864 166,019: 20,261 32,106
Other: 1,268: 755 26 0 162 982 917 1,008: 351 260
: : :
: : Changes in Commitments from: November 2, 2010 :
: -4,621: -591 4,613 -6,327 1,751 -2,540 -5,167 -4,254: 546 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 17.9 19.2 46.6 46.7 89.7 83.8: 10.3 16.2
Old : 100.0: 23.8 18.2 19.1 46.9 46.5 89.8 83.8: 10.2 16.2
Other: 100.0: 59.5 2.1 0.0 12.8 77.4 72.3 79.5: 27.7 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 68 81 88 42 56 164 190:
Old : 240: 66 84 87 42 54 163 188:
Other: 29: 11 1 0 2 16 13 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 25.3 35.8 35.1 22.2 24.5 35.0 30.5
Old : 22.4 25.3 36.0 35.1 22.4 24.4 35.2 30.4
Other: 45.3 47.2 63.6 72.4 45.3 47.2 63.6 72.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 307,155: 130,032 44,190 32,813 116,439 170,738 279,284 247,741: 27,871 59,414
Old : 307,155: 130,032 44,190 32,813 116,439 170,738 279,284 247,741: 27,871 59,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: -8,906: -6,798 -1,358 -2,413 -1,910 -4,930 -11,121 -8,701: 2,215 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 14.4 10.7 37.9 55.6 90.9 80.7: 9.1 19.3
Old : 100.0: 42.3 14.4 10.7 37.9 55.6 90.9 80.7: 9.1 19.3
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 : 419: 138 72 103 81 183 274 313:
Old : 419: 138 72 103 81 183 274 313:
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 : 19.5 16.9 30.9 24.9 19.4 16.6 30.8 23.7
Old : 19.5 16.9 30.9 24.9 19.4 16.6 30.8 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,137: 4,099 1,718 1,562 2,503 5,541 8,164 8,821: 1,973 1,316
Old : 10,137: 4,099 1,718 1,562 2,503 5,541 8,164 8,821: 1,973 1,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 220: -14 -104 134 82 430 202 460: 18 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 16.9 15.4 24.7 54.7 80.5 87.0: 19.5 13.0
Old : 100.0: 40.4 16.9 15.4 24.7 54.7 80.5 87.0: 19.5 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 : 90: 30 17 14 20 32 62 56:
Old : 90: 30 17 14 20 32 62 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 28.3 50.1 45.7 34.1 26.8 45.6 41.0
Old : 34.1 28.3 50.1 45.7 34.1 26.8 45.6 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 26,901: 8,803 7,131 2,646 10,095 4,369 21,544 14,146: 5,357 12,755
Old : 26,901: 8,803 7,131 2,646 10,095 4,369 21,544 14,146: 5,357 12,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 1,075: 438 2 106 181 -114 725 -6: 350 1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 26.5 9.8 37.5 16.2 80.1 52.6: 19.9 47.4
Old : 100.0: 32.7 26.5 9.8 37.5 16.2 80.1 52.6: 19.9 47.4
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 : 129: 36 30 28 35 32 87 78:
Old : 129: 36 30 28 35 32 87 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 : 26.3 20.0 40.9 26.1 26.3 17.6 40.7 22.8
Old : 26.3 20.0 40.9 26.1 26.3 17.6 40.7 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 42,113: 7,829 16 606 25,359 40,926 33,794 41,548: 8,319 565
Old : 42,113: 7,829 16 606 25,359 40,926 33,794 41,548: 8,319 565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 1,116: 662 0 0 383 966 1,045 966: 71 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 0.0 1.4 60.2 97.2 80.2 98.7: 19.8 1.3
Old : 100.0: 18.6 0.0 1.4 60.2 97.2 80.2 98.7: 19.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 1 1 12 15 18 16:
Old : 23: 5 1 1 12 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 74.3 70.6 91.0 47.6 64.0 56.9 75.3
Old : 59.4 74.3 70.6 91.0 47.6 64.0 56.9 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 128,710: 62,533 25,195 99 23,211 86,147 85,843 111,441: 42,867 17,269
Old : 128,710: 62,533 25,195 99 23,211 86,147 85,843 111,441: 42,867 17,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 23,901: 20,643 6,670 0 1,239 15,882 21,882 22,552: 2,019 1,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 19.6 0.1 18.0 66.9 66.7 86.6: 33.3 13.4
Old : 100.0: 48.6 19.6 0.1 18.0 66.9 66.7 86.6: 33.3 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 38 10 3 22 22 62 33:
Old : 84: 38 10 3 22 22 62 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 38.6 38.7 58.8 27.6 38.6 38.7 57.6
Old : 27.6 38.6 38.7 58.8 27.6 38.6 38.7 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 51,000: 24,911 12,296 4 8,964 28,872 33,879 41,172: 17,121 9,828
Old : 51,000: 24,911 12,296 4 8,964 28,872 33,879 41,172: 17,121 9,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 2,871: 1,548 1,398 4 2,698 2,066 4,250 3,468: -1,379 -597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 24.1 0.0 17.6 56.6 66.4 80.7: 33.6 19.3
Old : 100.0: 48.8 24.1 0.0 17.6 56.6 66.4 80.7: 33.6 19.3
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 : 45: 17 6 1 10 18 27 25:
Old : 45: 17 6 1 10 18 27 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 : 31.8 43.2 44.3 60.1 30.6 43.2 43.0 60.1
Old : 31.8 43.2 44.3 60.1 30.6 43.2 43.0 60.1
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 - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 146,142: 114,547 25,801 0 23,250 117,826 137,797 143,627: 8,345 2,515
Old : 146,142: 114,547 25,801 0 23,250 117,826 137,797 143,627: 8,345 2,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 10,271: 10,025 3,551 -8 -1,312 5,904 8,705 9,447: 1,566 824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 17.7 0.0 15.9 80.6 94.3 98.3: 5.7 1.7
Old : 100.0: 78.4 17.7 0.0 15.9 80.6 94.3 98.3: 5.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 61 18 0 20 23 81 41:
Old : 117: 61 18 0 20 23 81 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 57.1 65.3 81.4 47.5 57.0 65.3 81.4
Old : 47.5 57.1 65.3 81.4 47.5 57.0 65.3 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 96,533: 41,915 20,649 352 24,702 55,976 66,969 76,977: 29,564 19,556
Old : 96,533: 41,915 20,649 352 24,702 55,976 66,969 76,977: 29,564 19,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 4,714: 2,015 -4,069 182 -1,983 10,276 214 6,389: 4,500 -1,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 21.4 0.4 25.6 58.0 69.4 79.7: 30.6 20.3
Old : 100.0: 43.4 21.4 0.4 25.6 58.0 69.4 79.7: 30.6 20.3
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 : 86: 29 21 8 20 25 52 51:
Old : 86: 29 21 8 20 25 52 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 31.0 35.3 47.6 20.5 30.4 34.9 46.7
Old : 20.8 31.0 35.3 47.6 20.5 30.4 34.9 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 140,515: 54,256 17,602 429 51,645 85,735 106,330 103,766: 34,185 36,749
Old : 140,515: 54,256 17,602 429 51,645 85,735 106,330 103,766: 34,185 36,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 453: -8,805 996 -367 6,031 -9,951 -3,141 -9,322: 3,594 9,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 12.5 0.3 36.8 61.0 75.7 73.8: 24.3 26.2
Old : 100.0: 38.6 12.5 0.3 36.8 61.0 75.7 73.8: 24.3 26.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 35 23 4 25 29 64 52:
Old : 101: 35 23 4 25 29 64 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 : 30.2 46.5 40.3 53.9 30.0 44.0 40.1 51.4
Old : 30.2 46.5 40.3 53.9 30.0 44.0 40.1 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 204,528: 61,477 38,194 5,508 80,065 117,860 147,050 161,562: 57,478 42,966
Old : 204,528: 61,477 38,194 5,508 80,065 117,860 147,050 161,562: 57,478 42,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: -2,444: -8,708 6,619 2,329 5,294 -7,534 -1,085 1,414: -1,359 -3,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 18.7 2.7 39.1 57.6 71.9 79.0: 28.1 21.0
Old : 100.0: 30.1 18.7 2.7 39.1 57.6 71.9 79.0: 28.1 21.0
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 : 157: 52 40 18 37 42 95 94:
Old : 157: 52 40 18 37 42 95 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 36.4 30.4 42.8 20.6 36.4 29.8 42.4
Old : 21.0 36.4 30.4 42.8 20.6 36.4 29.8 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 31,494: 26,965 4,715 0 991 25,931 27,956 30,646: 3,538 848
Old : 31,494: 26,965 4,715 0 991 25,931 27,956 30,646: 3,538 848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 3,141: 3,572 470 0 -365 3,025 3,207 3,495: -66 -354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 15.0 0.0 3.1 82.3 88.8 97.3: 11.2 2.7
Old : 100.0: 85.6 15.0 0.0 3.1 82.3 88.8 97.3: 11.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 16 10 0 4 11 20 21:
Old : 40: 16 10 0 4 11 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 55.2 81.3 83.9 66.9 55.2 81.3 83.9
Old : 66.9 55.2 81.3 83.9 66.9 55.2 81.3 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 8,448,168: 1,170,488 634,057 1,119,117 5,232,763 5,705,785 7,522,368 7,458,959: 925,800 989,209
Old : 8,448,168: 1,170,488 634,057 1,119,117 5,232,763 5,705,785 7,522,368 7,458,959: 925,800 989,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 59,966: -457,362 1,828 77,790 456,095 -72,687 76,523 6,931: -16,557 53,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 7.5 13.2 61.9 67.5 89.0 88.3: 11.0 11.7
Old : 100.0: 13.9 7.5 13.2 61.9 67.5 89.0 88.3: 11.0 11.7
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 : 256: 57 50 79 126 134 225 227:
Old : 256: 57 50 79 126 134 225 227:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 27.6 39.2 41.2 25.8 22.4 32.7 33.0
Old : 29.8 27.6 39.2 41.2 25.8 22.4 32.7 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 904,392: 82,945 80,798 55,679 644,424 680,586 783,048 817,064: 121,344 87,328
Old : 904,392: 82,945 80,798 55,679 644,424 680,586 783,048 817,064: 121,344 87,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 25,368: 257 5,738 10,193 11,175 12,465 21,625 28,396: 3,744 -3,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 8.9 6.2 71.3 75.3 86.6 90.3: 13.4 9.7
Old : 100.0: 9.2 8.9 6.2 71.3 75.3 86.6 90.3: 13.4 9.7
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 : 549: 116 98 47 224 228 357 357:
Old : 549: 116 98 47 224 228 357 357:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 18.3 26.9 28.7 13.8 13.9 20.7 21.5
Old : 18.1 18.3 26.9 28.7 13.8 13.9 20.7 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 344,010: 61,989 22,634 1,013 209,523 278,488 272,525 302,135: 71,485 41,875
Old : 344,010: 61,989 22,634 1,013 209,523 278,488 272,525 302,135: 71,485 41,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 6,964: 6,251 2,325 429 -3,389 9,291 3,291 12,045: 3,673 -5,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 6.6 0.3 60.9 81.0 79.2 87.8: 20.8 12.2
Old : 100.0: 18.0 6.6 0.3 60.9 81.0 79.2 87.8: 20.8 12.2
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 : 140: 17 23 7 56 66 77 92:
Old : 140: 17 23 7 56 66 77 92:
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 : 32.0 31.9 42.7 47.3 30.8 30.3 41.5 45.7
Old : 32.0 31.9 42.7 47.3 30.8 30.3 41.5 45.7
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, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,801,910: 344,847 530,891 33,263 2,174,504 2,010,492 2,552,614 2,574,646: 249,296 227,264
Old : 2,801,910: 344,847 530,891 33,263 2,174,504 2,010,492 2,552,614 2,574,646: 249,296 227,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 92,021: 7,649 54,686 11,201 72,818 15,870 91,668 81,757: 353 10,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 18.9 1.2 77.6 71.8 91.1 91.9: 8.9 8.1
Old : 100.0: 12.3 18.9 1.2 77.6 71.8 91.1 91.9: 8.9 8.1
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 : 501: 105 95 28 196 195 313 306:
Old : 501: 105 95 28 196 195 313 306:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 19.3 28.4 28.4 16.0 16.9 23.9 24.6
Old : 18.7 19.3 28.4 28.4 16.0 16.9 23.9 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 105,957: 14,392 7,531 2,097 78,315 92,681 94,804 102,309: 11,153 3,648
Old : 105,957: 14,392 7,531 2,097 78,315 92,681 94,804 102,309: 11,153 3,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 125: -3,088 -114 1,584 1,579 -2,602 75 -1,132: 50 1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 7.1 2.0 73.9 87.5 89.5 96.6: 10.5 3.4
Old : 100.0: 13.6 7.1 2.0 73.9 87.5 89.5 96.6: 10.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 13 5 1 41 35 54 41:
Old : 82: 13 5 1 41 35 54 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 41.9 53.8 63.6 30.6 39.1 42.3 58.6
Old : 40.6 41.9 53.8 63.6 30.6 39.1 42.3 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 114,938: 27,428 10,967 8,635 69,088 90,274 105,151 109,876: 9,786 5,062
Old : 114,938: 27,428 10,967 8,635 69,088 90,274 105,151 109,876: 9,786 5,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 1,476: -3,366 430 301 6,570 3,154 3,505 3,885: -2,029 -2,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 9.5 7.5 60.1 78.5 91.5 95.6: 8.5 4.4
Old : 100.0: 23.9 9.5 7.5 60.1 78.5 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 : 252: 80 37 14 83 77 168 124:
Old : 252: 80 37 14 83 77 168 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 32.7 34.5 50.3 12.3 24.4 20.3 35.5
Old : 23.5 32.7 34.5 50.3 12.3 24.4 20.3 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 27,936: 8,732 299 0 15,530 25,641 24,262 25,940: 3,674 1,996
Old : 27,936: 8,732 299 0 15,530 25,641 24,262 25,940: 3,674 1,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 3,063: 1,023 94 0 2,031 5,256 3,054 5,350: 9 -2,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 1.1 0.0 55.6 91.8 86.8 92.9: 13.2 7.1
Old : 100.0: 31.3 1.1 0.0 55.6 91.8 86.8 92.9: 13.2 7.1
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 : 27: 5 1 0 10 13 15 14:
Old : 27: 5 1 0 10 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 66.1 79.6 85.1 63.5 63.2 78.5 82.2
Old : 63.5 66.1 79.6 85.1 63.5 63.2 78.5 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 435,008: 132,947 92,807 3,708 267,791 323,165 404,446 419,680: 30,562 15,328
Old : 435,008: 132,947 92,807 3,708 267,791 323,165 404,446 419,680: 30,562 15,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: -7,936: -21,181 2,444 741 22,695 -10,510 2,255 -7,325: -10,191 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 21.3 0.9 61.6 74.3 93.0 96.5: 7.0 3.5
Old : 100.0: 30.6 21.3 0.9 61.6 74.3 93.0 96.5: 7.0 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 76 39 11 77 72 157 118:
Old : 246: 76 39 11 77 72 157 118:
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 : 23.3 40.1 34.7 52.0 22.4 40.1 32.9 52.0
Old : 23.3 40.1 34.7 52.0 22.4 40.1 32.9 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 130,206: 62,983 15,367 162 31,145 98,063 94,290 113,592: 35,916 16,614
Old : 130,206: 62,983 15,367 162 31,145 98,063 94,290 113,592: 35,916 16,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 4,238: -3,838 -274 1 4,165 4,365 328 4,092: 3,910 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 11.8 0.1 23.9 75.3 72.4 87.2: 27.6 12.8
Old : 100.0: 48.4 11.8 0.1 23.9 75.3 72.4 87.2: 27.6 12.8
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 : 68: 29 11 2 11 20 41 32:
Old : 68: 29 11 2 11 20 41 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 : 33.6 52.2 47.3 67.5 33.6 51.7 47.2 67.1
Old : 33.6 52.2 47.3 67.5 33.6 51.7 47.2 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 37,669: 10,048 8,839 0 17,785 10,026 27,833 18,865: 9,836 18,804
Old : 37,669: 10,048 8,839 0 17,785 10,026 27,833 18,865: 9,836 18,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 3,890: 3,275 1,710 -4 -30 1,538 3,241 3,244: 649 646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 23.5 0.0 47.2 26.6 73.9 50.1: 26.1 49.9
Old : 100.0: 26.7 23.5 0.0 47.2 26.6 73.9 50.1: 26.1 49.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 13 10 0 25 15 38 25:
Old : 55: 13 10 0 25 15 38 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 26.3 37.5 35.9 25.1 24.4 35.6 31.7
Old : 25.1 26.3 37.5 35.9 25.1 24.4 35.6 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 46,925: 7,430 11,213 39 30,424 23,722 37,893 34,974: 9,032 11,951
Old : 46,925: 7,430 11,213 39 30,424 23,722 37,893 34,974: 9,032 11,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 120: 311 -913 -118 -60 1,061 133 30: -13 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 23.9 0.1 64.8 50.6 80.8 74.5: 19.2 25.5
Old : 100.0: 15.8 23.9 0.1 64.8 50.6 80.8 74.5: 19.2 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 9 8 1 21 19 30 28:
Old : 52: 9 8 1 21 19 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 40.0 51.8 54.1 32.6 40.0 49.4 54.1
Old : 34.3 40.0 51.8 54.1 32.6 40.0 49.4 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 29,959: 3,981 1,498 300 21,530 25,810 25,811 27,608: 4,148 2,351
Old : 29,959: 3,981 1,498 300 21,530 25,810 25,811 27,608: 4,148 2,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: -124: -362 407 0 -275 -779 -637 -372: 513 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 5.0 1.0 71.9 86.2 86.2 92.2: 13.8 7.8
Old : 100.0: 13.3 5.0 1.0 71.9 86.2 86.2 92.2: 13.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 3 1 17 25 23 29:
Old : 44: 6 3 1 17 25 23 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 39.7 66.6 64.3 44.1 39.7 57.7 59.0
Old : 49.3 39.7 66.6 64.3 44.1 39.7 57.7 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 36,046: 7,538 1,626 63 20,407 33,013 28,008 34,702: 8,038 1,344
Old : 36,046: 7,538 1,626 63 20,407 33,013 28,008 34,702: 8,038 1,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 1,443: 306 345 63 663 1,897 1,032 2,305: 411 -862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 4.5 0.2 56.6 91.6 77.7 96.3: 22.3 3.7
Old : 100.0: 20.9 4.5 0.2 56.6 91.6 77.7 96.3: 22.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 13 3 1 21 18 35 21:
Old : 49: 13 3 1 21 18 35 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 66.2 42.6 83.6 26.7 66.2 41.3 83.6
Old : 28.1 66.2 42.6 83.6 26.7 66.2 41.3 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, November 9, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,228: 4,289 4,822 5 9,408 9,432 13,702 14,259: 1,526 969
Old : 15,228: 4,289 4,822 5 9,408 9,432 13,702 14,259: 1,526 969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 350: 277 112 5 -102 -59 180 58: 170 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 31.7 0.0 61.8 61.9 90.0 93.6: 10.0 6.4
Old : 100.0: 28.2 31.7 0.0 61.8 61.9 90.0 93.6: 10.0 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 4 1 5 3 18 8:
Old : 24: 13 4 1 5 3 18 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 91.7 75.7 93.6 63.0 91.7 75.7 93.6
Old : 63.0 91.7 75.7 93.6 63.0 91.7 75.7 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2010