MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 30, 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 : 30,882: 4,045 4,749 697 22,008 22,168 26,750 27,614: 4,132 3,268
Old : 30,882: 4,045 4,749 697 22,008 22,168 26,750 27,614: 4,132 3,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 1,633: 185 655 -26 1,471 865 1,630 1,494: 3 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 15.4 2.3 71.3 71.8 86.6 89.4: 13.4 10.6
Old : 100.0: 13.1 15.4 2.3 71.3 71.8 86.6 89.4: 13.4 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 14 18 13 30 27 51 53:
Old : 78: 14 18 13 30 27 51 53:
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 : 37.6 39.5 52.3 53.5 37.6 34.6 49.8 47.4
Old : 37.6 39.5 52.3 53.5 37.6 34.6 49.8 47.4
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 30, 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 : 199,633: 48,961 29,534 39,124 89,722 95,296 177,807 163,954: 21,826 35,679
Old : 197,781: 48,716 30,420 38,228 89,585 93,915 176,529 162,563: 21,252 35,218
Other: 1,852: 1,131 0 10 137 1,381 1,278 1,391: 574 461
: : :
: : Changes in Commitments from: November 23, 2010 :
: 2,165: 4,224 75 -1,226 -2,469 588 529 -563: 1,636 2,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 14.8 19.6 44.9 47.7 89.1 82.1: 10.9 17.9
Old : 100.0: 24.6 15.4 19.3 45.3 47.5 89.3 82.2: 10.7 17.8
Other: 100.0: 61.1 0.0 0.5 7.4 74.6 69.0 75.1: 31.0 24.9
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 70 88 93 45 60 180 189:
Old : 245: 69 89 93 45 59 179 188:
Other: 30: 11 0 2 3 17 14 19:
:----------------------------------------------------------------------------------------------------
: 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 24.8 35.6 35.7 21.8 24.7 34.0 31.6
Old : 22.0 24.9 36.0 35.7 22.0 24.7 34.3 31.5
Other: 47.9 46.0 63.1 66.5 47.4 46.0 62.6 66.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 30, 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 : 343,325: 137,034 52,173 51,965 125,742 172,196 314,741 276,334: 28,584 66,991
Old : 343,325: 137,034 52,173 51,965 125,742 172,196 314,741 276,334: 28,584 66,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 11,235: 9,082 8,888 1,917 -1,593 -2,699 9,406 8,106: 1,829 3,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 15.2 15.1 36.6 50.2 91.7 80.5: 8.3 19.5
Old : 100.0: 39.9 15.2 15.1 36.6 50.2 91.7 80.5: 8.3 19.5
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 : 444: 154 61 112 94 195 304 330:
Old : 444: 154 61 112 94 195 304 330:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 12.8 28.1 20.7 16.7 12.3 27.3 19.1
Old : 17.1 12.8 28.1 20.7 16.7 12.3 27.3 19.1
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 30, 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 : 8,483: 3,967 2,121 628 2,337 4,340 6,932 7,089: 1,551 1,394
Old : 8,483: 3,967 2,121 628 2,337 4,340 6,932 7,089: 1,551 1,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -621: -38 496 -529 -155 -574 -722 -607: 101 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 25.0 7.4 27.5 51.2 81.7 83.6: 18.3 16.4
Old : 100.0: 46.8 25.0 7.4 27.5 51.2 81.7 83.6: 18.3 16.4
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: 32 18 11 15 27 52 51:
Old : 82: 32 18 11 15 27 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 : 40.7 30.4 55.5 44.8 40.7 30.4 53.9 44.8
Old : 40.7 30.4 55.5 44.8 40.7 30.4 53.9 44.8
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 30, 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 : 37,221: 15,556 6,899 6,055 9,135 6,488 30,746 19,442: 6,475 17,779
Old : 37,221: 15,556 6,899 6,055 9,135 6,488 30,746 19,442: 6,475 17,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 4,844: 3,275 46 1,337 -531 755 4,081 2,138: 763 2,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 18.5 16.3 24.5 17.4 82.6 52.2: 17.4 47.8
Old : 100.0: 41.8 18.5 16.3 24.5 17.4 82.6 52.2: 17.4 47.8
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 : 140: 47 33 31 25 37 94 86:
Old : 140: 47 33 31 25 37 94 86:
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 : 21.9 19.0 35.3 25.6 21.9 14.0 33.2 19.2
Old : 21.9 19.0 35.3 25.6 21.9 14.0 33.2 19.2
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 30, 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 : 43,401: 6,779 5 137 28,398 42,928 35,314 43,070: 8,087 331
Old : 43,401: 6,779 5 137 28,398 42,928 35,314 43,070: 8,087 331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 1,528: -328 0 0 1,707 1,482 1,379 1,482: 149 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 0.0 0.3 65.4 98.9 81.4 99.2: 18.6 0.8
Old : 100.0: 15.6 0.0 0.3 65.4 98.9 81.4 99.2: 18.6 0.8
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 : 22: 5 1 1 12 15 18 16:
Old : 22: 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 : 59.3 72.9 70.7 90.2 48.0 62.5 53.8 70.2
Old : 59.3 72.9 70.7 90.2 48.0 62.5 53.8 70.2
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, November 30, 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 : 100,245: 30,999 11,844 937 29,282 70,943 61,218 83,724: 39,027 16,521
Old : 100,245: 30,999 11,844 937 29,282 70,943 61,218 83,724: 39,027 16,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -5,197: -5,798 -2,454 786 -968 -1,993 -5,980 -3,661: 783 -1,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 11.8 0.9 29.2 70.8 61.1 83.5: 38.9 16.5
Old : 100.0: 30.9 11.8 0.9 29.2 70.8 61.1 83.5: 38.9 16.5
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 : 80: 34 11 4 25 19 61 32:
Old : 80: 34 11 4 25 19 61 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 : 19.7 40.5 27.9 58.2 19.7 40.4 27.9 56.6
Old : 19.7 40.5 27.9 58.2 19.7 40.4 27.9 56.6
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 30, 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 : 43,600: 16,240 8,416 14 11,647 25,043 27,901 33,473: 15,699 10,127
Old : 43,600: 16,240 8,416 14 11,647 25,043 27,901 33,473: 15,699 10,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 3,535: 1,531 2,218 14 2,045 2,040 3,590 4,272: -55 -737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 19.3 0.0 26.7 57.4 64.0 76.8: 36.0 23.2
Old : 100.0: 37.2 19.3 0.0 26.7 57.4 64.0 76.8: 36.0 23.2
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 : 46: 15 9 2 13 17 28 28:
Old : 46: 15 9 2 13 17 28 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 : 27.4 43.4 39.1 58.2 25.5 41.3 37.1 56.0
Old : 27.4 43.4 39.1 58.2 25.5 41.3 37.1 56.0
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 30, 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 : 134,618: 97,199 18,293 624 30,705 113,789 128,528 132,706: 6,090 1,912
Old : 134,618: 97,199 18,293 624 30,705 113,789 128,528 132,706: 6,090 1,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -16,164: -13,917 -5,577 176 -681 -9,470 -14,422 -14,871: -1,742 -1,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 13.6 0.5 22.8 84.5 95.5 98.6: 4.5 1.4
Old : 100.0: 72.2 13.6 0.5 22.8 84.5 95.5 98.6: 4.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 47 12 2 18 20 67 33:
Old : 94: 47 12 2 18 20 67 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 : 51.3 60.5 67.2 85.9 51.3 60.4 67.2 85.8
Old : 51.3 60.5 67.2 85.9 51.3 60.4 67.2 85.8
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 30, 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 : 85,587: 24,409 29,273 897 41,148 34,219 66,454 64,389: 19,133 21,198
Old : 85,587: 24,409 29,273 897 41,148 34,219 66,454 64,389: 19,133 21,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -8,327: -11,430 3,631 232 7,061 -12,579 -4,137 -8,716: -4,190 389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 34.2 1.0 48.1 40.0 77.6 75.2: 22.4 24.8
Old : 100.0: 28.5 34.2 1.0 48.1 40.0 77.6 75.2: 22.4 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 19 29 6 27 22 51 52:
Old : 85: 19 29 6 27 22 51 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 : 29.8 22.8 39.3 36.4 29.4 21.6 39.0 34.5
Old : 29.8 22.8 39.3 36.4 29.4 21.6 39.0 34.5
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 30, 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 : 133,069: 55,791 25,785 1,097 51,521 75,586 108,409 102,468: 24,660 30,601
Old : 133,069: 55,791 25,785 1,097 51,521 75,586 108,409 102,468: 24,660 30,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 3,449: 4,630 1,816 225 155 961 5,010 3,002: -1,561 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 19.4 0.8 38.7 56.8 81.5 77.0: 18.5 23.0
Old : 100.0: 41.9 19.4 0.8 38.7 56.8 81.5 77.0: 18.5 23.0
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 : 102: 30 30 7 27 27 64 57:
Old : 102: 30 30 7 27 27 64 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 41.2 45.4 49.0 34.7 38.2 45.2 46.0
Old : 34.9 41.2 45.4 49.0 34.7 38.2 45.2 46.0
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 30, 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 : 203,930: 47,264 54,512 3,853 96,865 94,867 147,982 153,232: 55,948 50,698
Old : 203,930: 47,264 54,512 3,853 96,865 94,867 147,982 153,232: 55,948 50,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 16,741: 3,594 2,549 -1,255 6,693 3,739 9,032 5,033: 7,709 11,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 26.7 1.9 47.5 46.5 72.6 75.1: 27.4 24.9
Old : 100.0: 23.2 26.7 1.9 47.5 46.5 72.6 75.1: 27.4 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 41 52 19 39 45 91 105:
Old : 159: 41 52 19 39 45 91 105:
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 : 23.9 25.5 34.7 32.6 22.2 25.3 32.6 32.2
Old : 23.9 25.5 34.7 32.6 22.2 25.3 32.6 32.2
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 30, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 27,575: 22,982 4,537 0 1,301 21,802 24,283 26,339: 3,292 1,236
Old : 27,575: 22,982 4,537 0 1,301 21,802 24,283 26,339: 3,292 1,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -3,394: -3,113 -489 0 -343 -3,358 -3,456 -3,847: 62 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 16.5 0.0 4.7 79.1 88.1 95.5: 11.9 4.5
Old : 100.0: 83.3 16.5 0.0 4.7 79.1 88.1 95.5: 11.9 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 : 37: 14 9 0 4 12 18 21:
Old : 37: 14 9 0 4 12 18 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 : 73.3 52.7 82.2 83.7 73.3 52.7 82.2 83.7
Old : 73.3 52.7 82.2 83.7 73.3 52.7 82.2 83.7
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 30, 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 : 8,083,590: 767,476 638,959 1,043,471 5,438,759 5,513,761 7,249,706 7,196,191: 833,884 887,399
Old : 8,083,590: 767,476 638,959 1,043,471 5,438,759 5,513,761 7,249,706 7,196,191: 833,884 887,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -120,561: -187,350 93,200 22,762 106,881 -211,055 -57,707 -95,093: -62,854 -25,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 7.9 12.9 67.3 68.2 89.7 89.0: 10.3 11.0
Old : 100.0: 9.5 7.9 12.9 67.3 68.2 89.7 89.0: 10.3 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 61 46 77 126 134 223 226:
Old : 253: 61 46 77 126 134 223 226:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 28.6 42.4 42.1 29.0 22.6 35.4 34.0
Old : 32.2 28.6 42.4 42.1 29.0 22.6 35.4 34.0
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 30, 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 : 941,143: 77,469 82,306 51,561 676,049 703,227 805,080 837,095: 136,063 104,048
Old : 941,143: 77,469 82,306 51,561 676,049 703,227 805,080 837,095: 136,063 104,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 4,262: -2,135 -9,696 -409 10,489 13,271 7,944 3,167: -3,682 1,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 8.7 5.5 71.8 74.7 85.5 88.9: 14.5 11.1
Old : 100.0: 8.2 8.7 5.5 71.8 74.7 85.5 88.9: 14.5 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 533: 108 96 49 224 218 353 342:
Old : 533: 108 96 49 224 218 353 342:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 18.3 25.7 27.8 13.2 14.2 19.8 21.4
Old : 16.9 18.3 25.7 27.8 13.2 14.2 19.8 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 30, 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 : 364,644: 53,092 23,064 4,014 222,491 297,950 279,597 325,028: 85,047 39,616
Old : 364,644: 53,092 23,064 4,014 222,491 297,950 279,597 325,028: 85,047 39,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -4,959: -3,344 -3,758 2,110 942 1,575 -292 -73: -4,667 -4,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 6.3 1.1 61.0 81.7 76.7 89.1: 23.3 10.9
Old : 100.0: 14.6 6.3 1.1 61.0 81.7 76.7 89.1: 23.3 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 : 133: 16 19 7 56 68 76 90:
Old : 133: 16 19 7 56 68 76 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 31.7 40.1 46.2 26.2 29.3 37.6 43.8
Old : 28.4 31.7 40.1 46.2 26.2 29.3 37.6 43.8
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 30, 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 : 2,882,495: 330,645 504,968 28,979 2,267,789 2,026,387 2,627,413 2,560,334: 255,082 322,161
Old : 2,882,495: 330,645 504,968 28,979 2,267,789 2,026,387 2,627,413 2,560,334: 255,082 322,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 46,106: -9,600 -45,331 3,049 47,733 58,481 41,182 16,199: 4,924 29,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 17.5 1.0 78.7 70.3 91.2 88.8: 8.8 11.2
Old : 100.0: 11.5 17.5 1.0 78.7 70.3 91.2 88.8: 8.8 11.2
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 : 491: 98 92 33 195 190 309 299:
Old : 491: 98 92 33 195 190 309 299:
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 : 18.3 17.8 28.6 27.0 16.0 14.4 24.6 22.3
Old : 18.3 17.8 28.6 27.0 16.0 14.4 24.6 22.3
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 30, 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 : 107,572: 16,341 7,460 1,066 79,113 96,077 96,520 104,603: 11,052 2,969
Old : 107,572: 16,341 7,460 1,066 79,113 96,077 96,520 104,603: 11,052 2,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 437: -1,041 -166 741 -447 618 -747 1,193: 1,184 -756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 6.9 1.0 73.5 89.3 89.7 97.2: 10.3 2.8
Old : 100.0: 15.2 6.9 1.0 73.5 89.3 89.7 97.2: 10.3 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 : 89: 14 5 1 47 35 61 41:
Old : 89: 14 5 1 47 35 61 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 : 38.7 39.7 53.6 62.4 28.7 36.8 42.9 57.9
Old : 38.7 39.7 53.6 62.4 28.7 36.8 42.9 57.9
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 30, 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 : 107,048: 22,257 10,568 8,146 66,101 81,672 96,504 100,386: 10,544 6,663
Old : 107,048: 22,257 10,568 8,146 66,101 81,672 96,504 100,386: 10,544 6,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -3,723: -1,043 -873 -1,024 -3,605 -4,552 -5,672 -6,449: 1,949 2,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 9.9 7.6 61.7 76.3 90.1 93.8: 9.9 6.2
Old : 100.0: 20.8 9.9 7.6 61.7 76.3 90.1 93.8: 9.9 6.2
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 : 243: 72 37 13 88 75 165 122:
Old : 243: 72 37 13 88 75 165 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 31.1 32.8 47.0 14.7 25.6 21.6 34.7
Old : 21.5 31.1 32.8 47.0 14.7 25.6 21.6 34.7
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 30, 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 : 26,647: 7,454 1,541 0 12,757 24,036 20,211 25,577: 6,436 1,070
Old : 26,647: 7,454 1,541 0 12,757 24,036 20,211 25,577: 6,436 1,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -1,459: -1,185 21 0 -3,150 -1,443 -4,335 -1,422: 2,876 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 5.8 0.0 47.9 90.2 75.8 96.0: 24.2 4.0
Old : 100.0: 28.0 5.8 0.0 47.9 90.2 75.8 96.0: 24.2 4.0
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 : 29: 5 3 0 8 15 13 18:
Old : 29: 5 3 0 8 15 13 18:
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 : 60.3 61.7 71.4 81.7 60.3 61.7 70.0 81.7
Old : 60.3 61.7 71.4 81.7 60.3 61.7 70.0 81.7
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 30, 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 : 402,007: 107,867 78,986 6,879 266,719 288,178 381,465 374,043: 20,542 27,964
Old : 402,007: 107,867 78,986 6,879 266,719 288,178 381,465 374,043: 20,542 27,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -11,320: -6,027 -11,207 1,617 -2,275 -15,545 -6,685 -25,135: -4,635 13,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 19.6 1.7 66.3 71.7 94.9 93.0: 5.1 7.0
Old : 100.0: 26.8 19.6 1.7 66.3 71.7 94.9 93.0: 5.1 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 69 39 9 81 67 153 112:
Old : 236: 69 39 9 81 67 153 112:
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 : 21.9 34.3 32.6 48.6 19.8 34.3 29.2 48.6
Old : 21.9 34.3 32.6 48.6 19.8 34.3 29.2 48.6
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 30, 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 : 117,302: 44,794 18,151 592 41,271 82,785 86,657 101,528: 30,645 15,774
Old : 117,302: 44,794 18,151 592 41,271 82,785 86,657 101,528: 30,645 15,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -696: -2,141 -313 423 1,180 -682 -538 -572: -158 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 15.5 0.5 35.2 70.6 73.9 86.6: 26.1 13.4
Old : 100.0: 38.2 15.5 0.5 35.2 70.6 73.9 86.6: 26.1 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 30 12 4 14 20 46 34:
Old : 69: 30 12 4 14 20 46 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 49.5 46.3 69.9 34.3 47.0 45.2 67.3
Old : 34.3 49.5 46.3 69.9 34.3 47.0 45.2 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, November 30, 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 : 45,596: 10,406 14,995 48 23,309 11,172 33,763 26,215: 11,833 19,381
Old : 45,596: 10,406 14,995 48 23,309 11,172 33,763 26,215: 11,833 19,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 452: -1,027 580 -31 909 637 -149 1,186: 601 -734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 32.9 0.1 51.1 24.5 74.0 57.5: 26.0 42.5
Old : 100.0: 22.8 32.9 0.1 51.1 24.5 74.0 57.5: 26.0 42.5
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 : 58: 12 12 1 24 17 36 30:
Old : 58: 12 12 1 24 17 36 30:
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 : 29.6 29.2 43.1 38.9 29.6 28.0 43.1 36.8
Old : 29.6 29.2 43.1 38.9 29.6 28.0 43.1 36.8
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 30, 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 : 53,021: 14,075 4,438 1,114 23,604 35,120 38,793 40,672: 14,228 12,349
Old : 53,021: 14,075 4,438 1,114 23,604 35,120 38,793 40,672: 14,228 12,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 2,703: 785 -2,711 27 -1,041 6,480 -229 3,796: 2,932 -1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.4 2.1 44.5 66.2 73.2 76.7: 26.8 23.3
Old : 100.0: 26.5 8.4 2.1 44.5 66.2 73.2 76.7: 26.8 23.3
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 : 54: 11 8 3 17 24 29 34:
Old : 54: 11 8 3 17 24 29 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 35.1 49.3 49.2 32.4 29.7 44.0 43.4
Old : 34.0 35.1 49.3 49.2 32.4 29.7 44.0 43.4
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 30, 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 : 29,013: 3,886 1,333 300 20,126 25,573 24,312 27,206: 4,701 1,807
Old : 29,013: 3,886 1,333 300 20,126 25,573 24,312 27,206: 4,701 1,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -1,189: 181 -238 0 -1,255 -1,046 -1,074 -1,284: -115 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 4.6 1.0 69.4 88.1 83.8 93.8: 16.2 6.2
Old : 100.0: 13.4 4.6 1.0 69.4 88.1 83.8 93.8: 16.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 3 1 17 24 22 28:
Old : 42: 5 3 1 17 24 22 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 : 45.5 41.3 62.1 64.7 40.3 40.5 53.7 59.4
Old : 45.5 41.3 62.1 64.7 40.3 40.5 53.7 59.4
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 30, 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 : 37,512: 10,041 1,577 0 20,845 34,111 30,886 35,688: 6,626 1,824
Old : 37,512: 10,041 1,577 0 20,845 34,111 30,886 35,688: 6,626 1,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 296: 42 -319 -8 1,081 68 1,115 -259: -819 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 4.2 0.0 55.6 90.9 82.3 95.1: 17.7 4.9
Old : 100.0: 26.8 4.2 0.0 55.6 90.9 82.3 95.1: 17.7 4.9
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 : 51: 14 2 0 24 18 38 20:
Old : 51: 14 2 0 24 18 38 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 : 31.1 63.8 45.8 80.7 30.0 63.8 44.7 80.7
Old : 31.1 63.8 45.8 80.7 30.0 63.8 44.7 80.7
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 30, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (GSCI X $250) :
: : :
All : 14,556: 3,810 2,647 6 9,349 11,496 13,165 14,149: 1,391 407
Old : 14,556: 3,810 2,647 6 9,349 11,496 13,165 14,149: 1,391 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -209: -418 -105 6 -41 -75 -453 -174: 244 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 18.2 0.0 64.2 79.0 90.4 97.2: 9.6 2.8
Old : 100.0: 26.2 18.2 0.0 64.2 79.0 90.4 97.2: 9.6 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 : 21: 12 2 1 6 2 19 4:
Old : 21: 12 2 1 6 2 19 4:
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 : 64.8 97.2 76.7 97.2 64.8 97.2 76.7 97.2
Old : 64.8 97.2 76.7 97.2 64.8 97.2 76.7 97.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 3, 2010