MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 40,718: 4,799 1,632 7,283 23,440 24,670 35,523 33,585: 5,195 7,132
Old : 40,718: 4,799 1,632 7,283 23,440 24,670 35,523 33,585: 5,195 7,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 1,946: -22 108 507 1,489 1,179 1,974 1,794: -28 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 4.0 17.9 57.6 60.6 87.2 82.5: 12.8 17.5
Old : 100.0: 11.8 4.0 17.9 57.6 60.6 87.2 82.5: 12.8 17.5
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 : 78: 20 9 22 40 35 67 60:
Old : 78: 20 9 22 40 35 67 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 32.1 38.2 43.3 26.0 28.9 35.6 39.5
Old : 26.9 32.1 38.2 43.3 26.0 28.9 35.6 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 223,157: 44,097 24,494 61,927 96,651 101,748 202,674 188,168: 20,482 34,988
Old : 221,668: 43,814 25,211 61,206 96,628 100,547 201,647 186,963: 20,020 34,704
Other: 1,489: 1,000 0 4 23 1,201 1,027 1,205: 462 284
: : :
: : Changes in Commitments from: November 9, 2010 :
: -7,261: -3,541 -2,786 -1,717 -36 -1,606 -5,293 -6,109: -1,968 -1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 11.0 27.8 43.3 45.6 90.8 84.3: 9.2 15.7
Old : 100.0: 19.8 11.4 27.6 43.6 45.4 91.0 84.3: 9.0 15.7
Other: 100.0: 67.2 0.0 0.3 1.5 80.7 69.0 80.9: 31.0 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 71 78 101 56 64 190 195:
Old : 241: 69 83 101 56 63 189 194:
Other: 27: 11 0 1 2 15 13 16:
:----------------------------------------------------------------------------------------------------
: 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 23.8 32.2 33.4 19.4 22.2 30.7 29.2
Old : 19.9 23.8 32.4 33.4 19.5 22.3 30.9 29.1
Other: 49.1 49.4 63.2 72.5 48.8 49.4 62.9 72.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 399,695: 130,525 12,443 109,817 130,919 205,244 371,261 327,504: 28,434 72,191
Old : 399,695: 130,525 12,443 109,817 130,919 205,244 371,261 327,504: 28,434 72,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 6,094: -1,347 -4,289 6,148 3,623 1,227 8,423 3,086: -2,329 3,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 3.1 27.5 32.8 51.4 92.9 81.9: 7.1 18.1
Old : 100.0: 32.7 3.1 27.5 32.8 51.4 92.9 81.9: 7.1 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 159 47 131 110 194 317 336:
Old : 426: 159 47 131 110 194 317 336:
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 : 16.1 17.0 26.2 25.8 15.9 15.7 24.6 20.6
Old : 16.1 17.0 26.2 25.8 15.9 15.7 24.6 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,693: 4,099 1,568 1,513 2,487 5,252 8,100 8,333: 1,593 1,360
Old : 9,693: 4,099 1,568 1,513 2,487 5,252 8,100 8,333: 1,593 1,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -568: -1 -83 -139 -19 -332 -159 -554: -408 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 16.2 15.6 25.7 54.2 83.6 86.0: 16.4 14.0
Old : 100.0: 42.3 16.2 15.6 25.7 54.2 83.6 86.0: 16.4 14.0
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 : 87: 28 16 16 18 31 59 56:
Old : 87: 28 16 16 18 31 59 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 : 36.0 27.3 52.4 43.8 36.0 27.1 47.9 41.4
Old : 36.0 27.3 52.4 43.8 36.0 27.1 47.9 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 32,616: 10,564 5,753 6,623 10,071 5,507 27,258 17,883: 5,358 14,733
Old : 32,616: 10,564 5,753 6,623 10,071 5,507 27,258 17,883: 5,358 14,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 2,630: 1,661 -393 1,700 -299 557 3,062 1,864: -431 767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 17.6 20.3 30.9 16.9 83.6 54.8: 16.4 45.2
Old : 100.0: 32.4 17.6 20.3 30.9 16.9 83.6 54.8: 16.4 45.2
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 : 141: 47 26 35 45 41 109 88:
Old : 141: 47 26 35 45 41 109 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 19.4 36.0 26.8 22.9 15.5 34.8 20.3
Old : 22.9 19.4 36.0 26.8 22.9 15.5 34.8 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 41,471: 7,429 5 137 25,886 40,883 33,452 41,025: 8,019 446
Old : 41,471: 7,429 5 137 25,886 40,883 33,452 41,025: 8,019 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -642: -400 -11 -469 527 -43 -342 -523: -300 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 0.0 0.3 62.4 98.6 80.7 98.9: 19.3 1.1
Old : 100.0: 17.9 0.0 0.3 62.4 98.6 80.7 98.9: 19.3 1.1
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 : 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 : 60.3 75.0 71.3 92.0 48.6 66.6 58.0 77.1
Old : 60.3 75.0 71.3 92.0 48.6 66.6 58.0 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 134,631: 58,925 19,135 3,731 28,190 92,432 90,846 115,298: 43,786 19,333
Old : 134,631: 58,925 19,135 3,731 28,190 92,432 90,846 115,298: 43,786 19,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -4,178: -3,385 -6,077 250 1,388 2,606 -1,746 -3,221: -2,432 -957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 14.2 2.8 20.9 68.7 67.5 85.6: 32.5 14.4
Old : 100.0: 43.8 14.2 2.8 20.9 68.7 67.5 85.6: 32.5 14.4
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 : 89: 41 11 15 25 27 71 48:
Old : 89: 41 11 15 25 27 71 48:
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 35.5 33.4 55.2 23.5 35.5 32.7 53.3
Old : 23.5 35.5 33.4 55.2 23.5 35.5 32.7 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 47,729: 18,332 10,160 937 11,126 25,781 30,395 36,878: 17,334 10,851
Old : 47,729: 18,332 10,160 937 11,126 25,781 30,395 36,878: 17,334 10,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -6,215: -6,680 -2,114 16 881 -4,141 -5,783 -6,239: -432 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 21.3 2.0 23.3 54.0 63.7 77.3: 36.3 22.7
Old : 100.0: 38.4 21.3 2.0 23.3 54.0 63.7 77.3: 36.3 22.7
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: 12 7 4 13 18 27 27:
Old : 40: 12 7 4 13 18 27 27:
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 41.5 41.4 57.1 26.1 41.5 38.9 57.1
Old : 28.1 41.5 41.4 57.1 26.1 41.5 38.9 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 147,623: 115,539 22,322 0 25,769 122,190 141,308 144,512: 6,315 3,111
Old : 147,623: 115,539 22,322 0 25,769 122,190 141,308 144,512: 6,315 3,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 1,481: 992 -3,479 0 2,519 4,364 3,511 885: -2,030 596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 15.1 0.0 17.5 82.8 95.7 97.9: 4.3 2.1
Old : 100.0: 78.3 15.1 0.0 17.5 82.8 95.7 97.9: 4.3 2.1
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 : 110: 57 17 0 18 23 75 40:
Old : 110: 57 17 0 18 23 75 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 55.5 69.4 81.6 53.3 55.4 69.4 81.5
Old : 53.3 55.5 69.4 81.6 53.3 55.4 69.4 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 108,945: 46,559 21,300 4,951 32,612 61,170 84,123 87,421: 24,822 21,524
Old : 108,945: 46,559 21,300 4,951 32,612 61,170 84,123 87,421: 24,822 21,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 3,428: 4,374 732 538 4,420 1,675 9,333 2,945: -5,905 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 19.6 4.5 29.9 56.1 77.2 80.2: 22.8 19.8
Old : 100.0: 42.7 19.6 4.5 29.9 56.1 77.2 80.2: 22.8 19.8
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 : 93: 33 21 17 26 29 67 59:
Old : 93: 33 21 17 26 29 67 59:
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 : 20.2 27.1 31.1 41.9 19.8 26.4 30.7 41.1
Old : 20.2 27.1 31.1 41.9 19.8 26.4 30.7 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 147,033: 48,933 24,590 6,698 59,115 78,930 114,746 110,218: 32,287 36,815
Old : 147,033: 48,933 24,590 6,698 59,115 78,930 114,746 110,218: 32,287 36,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -4,941: -5,656 6,420 1,678 2,919 -9,992 -1,059 -1,895: -3,882 -3,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 16.7 4.6 40.2 53.7 78.0 75.0: 22.0 25.0
Old : 100.0: 33.3 16.7 4.6 40.2 53.7 78.0 75.0: 22.0 25.0
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 : 109: 32 33 15 29 30 65 74:
Old : 109: 32 33 15 29 30 65 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 37.5 40.4 44.5 28.2 34.1 39.3 41.1
Old : 29.0 37.5 40.4 44.5 28.2 34.1 39.3 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 256,367: 55,986 45,418 42,855 94,843 114,458 193,684 202,731: 62,683 53,635
Old : 256,367: 55,986 45,418 42,855 94,843 114,458 193,684 202,731: 62,683 53,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -3,297: -5,328 7,505 2,731 2,249 -15,029 -348 -4,792: -2,949 1,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 17.7 16.7 37.0 44.6 75.5 79.1: 24.5 20.9
Old : 100.0: 21.8 17.7 16.7 37.0 44.6 75.5 79.1: 24.5 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 56 58 55 41 44 122 132:
Old : 176: 56 58 55 41 44 122 132:
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 : 17.8 24.8 26.9 32.1 16.9 23.3 24.7 28.5
Old : 17.8 24.8 26.9 32.1 16.9 23.3 24.7 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 33,423: 28,915 5,470 0 1,200 27,077 30,115 32,547: 3,308 876
Old : 33,423: 28,915 5,470 0 1,200 27,077 30,115 32,547: 3,308 876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 1,929: 1,950 755 0 209 1,146 2,159 1,901: -230 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 16.4 0.0 3.6 81.0 90.1 97.4: 9.9 2.6
Old : 100.0: 86.5 16.4 0.0 3.6 81.0 90.1 97.4: 9.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 16 9 0 5 13 21 22:
Old : 42: 16 9 0 5 13 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 53.2 82.4 82.4 68.0 53.2 82.4 82.4
Old : 68.0 53.2 82.4 82.4 68.0 53.2 82.4 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :13,129,817: 801,227 336,813 4,623,309 6,790,759 7,216,488 12,215,295 12,176,610: 914,522 953,208
Old :13,129,817: 801,227 336,813 4,623,309 6,790,759 7,216,488 12,215,295 12,176,610: 914,522 953,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -612,284: -301,582 -49,540 -261,098 12,878 -205,662 -549,802 -516,300: -62,481 -95,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 2.6 35.2 51.7 55.0 93.0 92.7: 7.0 7.3
Old : 100.0: 6.1 2.6 35.2 51.7 55.0 93.0 92.7: 7.0 7.3
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 : 283: 79 48 112 137 141 260 266:
Old : 283: 79 48 112 137 141 260 266:
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 21.2 34.3 34.8 16.9 14.3 20.5 21.2
Old : 23.9 21.2 34.3 34.8 16.9 14.3 20.5 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,078,285: 85,992 87,728 105,710 734,367 771,899 926,068 965,336: 152,217 112,949
Old : 1,078,285: 85,992 87,728 105,710 734,367 771,899 926,068 965,336: 152,217 112,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 19,923: 4,196 2,752 -2,827 -2,307 6,688 -937 6,613: 20,860 13,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 8.1 9.8 68.1 71.6 85.9 89.5: 14.1 10.5
Old : 100.0: 8.0 8.1 9.8 68.1 71.6 85.9 89.5: 14.1 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 574: 124 117 101 245 234 411 410:
Old : 574: 124 117 101 245 234 411 410:
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 : 14.7 15.4 22.3 24.2 11.4 12.0 17.1 18.4
Old : 14.7 15.4 22.3 24.2 11.4 12.0 17.1 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 454,514: 57,399 26,824 36,890 271,964 343,765 366,253 407,479: 88,261 47,034
Old : 454,514: 57,399 26,824 36,890 271,964 343,765 366,253 407,479: 88,261 47,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 7,910: -6,870 1,014 2,079 2,224 7,215 -2,567 10,308: 10,477 -2,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 5.9 8.1 59.8 75.6 80.6 89.7: 19.4 10.3
Old : 100.0: 12.6 5.9 8.1 59.8 75.6 80.6 89.7: 19.4 10.3
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 : 157: 25 27 35 76 77 119 121:
Old : 157: 25 27 35 76 77 119 121:
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 25.1 32.3 36.7 22.4 23.7 30.3 35.3
Old : 23.3 25.1 32.3 36.7 22.4 23.7 30.3 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,118,859: 352,719 514,276 134,342 2,312,015 2,140,666 2,799,076 2,789,285: 319,783 329,574
Old : 3,118,859: 352,719 514,276 134,342 2,312,015 2,140,666 2,799,076 2,789,285: 319,783 329,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 60,065: 21,109 -25,534 9,698 -22,656 -2,636 8,151 -18,471: 51,913 78,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 16.5 4.3 74.1 68.6 89.7 89.4: 10.3 10.6
Old : 100.0: 11.3 16.5 4.3 74.1 68.6 89.7 89.4: 10.3 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 : 512: 112 102 82 214 205 357 358:
Old : 512: 112 102 82 214 205 357 358:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 16.6 25.8 25.1 14.3 14.2 21.8 21.2
Old : 16.9 16.6 25.8 25.1 14.3 14.2 21.8 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 105,889: 14,669 7,568 557 79,943 94,186 95,169 102,311: 10,720 3,578
Old : 105,889: 14,669 7,568 557 79,943 94,186 95,169 102,311: 10,720 3,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -84: 277 37 -1,540 1,618 1,499 355 -4: -439 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 7.1 0.5 75.5 88.9 89.9 96.6: 10.1 3.4
Old : 100.0: 13.9 7.1 0.5 75.5 88.9 89.9 96.6: 10.1 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 : 84: 12 5 2 44 36 57 42:
Old : 84: 12 5 2 44 36 57 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 40.4 54.8 61.8 30.8 37.5 44.0 57.0
Old : 40.7 40.4 54.8 61.8 30.8 37.5 44.0 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 125,365: 31,916 10,781 11,387 71,631 94,686 114,934 116,854: 10,431 8,511
Old : 125,365: 31,916 10,781 11,387 71,631 94,686 114,934 116,854: 10,431 8,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 8,326: 4,358 -108 1,862 1,642 3,425 7,862 5,179: 463 3,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 8.6 9.1 57.1 75.5 91.7 93.2: 8.3 6.8
Old : 100.0: 25.5 8.6 9.1 57.1 75.5 91.7 93.2: 8.3 6.8
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 : 263: 89 39 20 84 79 179 132:
Old : 263: 89 39 20 84 79 179 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 30.6 32.8 48.9 10.2 23.0 17.3 32.1
Old : 22.2 30.6 32.8 48.9 10.2 23.0 17.3 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 30,485: 11,192 322 0 16,236 28,621 27,428 28,943: 3,057 1,542
Old : 30,485: 11,192 322 0 16,236 28,621 27,428 28,943: 3,057 1,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 2,530: 2,460 23 0 706 2,980 3,166 3,003: -636 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 1.1 0.0 53.3 93.9 90.0 94.9: 10.0 5.1
Old : 100.0: 36.7 1.1 0.0 53.3 93.9 90.0 94.9: 10.0 5.1
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: 4 1 0 10 13 14 14:
Old : 27: 4 1 0 10 13 14 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 : 67.9 67.8 83.3 86.8 67.9 65.2 82.4 84.2
Old : 67.9 67.8 83.3 86.8 67.9 65.2 82.4 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 474,400: 153,414 102,087 7,142 276,973 330,325 437,529 439,554: 36,872 34,847
Old : 474,400: 153,414 102,087 7,142 276,973 330,325 437,529 439,554: 36,872 34,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 28,977: 19,815 9,670 -1,015 4,681 2,224 23,481 10,879: 5,496 18,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 21.5 1.5 58.4 69.6 92.2 92.7: 7.8 7.3
Old : 100.0: 32.3 21.5 1.5 58.4 69.6 92.2 92.7: 7.8 7.3
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 : 255: 86 40 17 78 74 169 126:
Old : 255: 86 40 17 78 74 169 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 38.2 31.1 49.4 19.1 38.2 29.2 49.2
Old : 19.9 38.2 31.1 49.4 19.1 38.2 29.2 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 132,124: 52,961 16,322 4,647 40,162 91,263 97,770 112,233: 34,353 19,891
Old : 132,124: 52,961 16,322 4,647 40,162 91,263 97,770 112,233: 34,353 19,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -8,397: -9,511 924 217 4,869 -10,546 -4,425 -9,405: -3,972 1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 12.4 3.5 30.4 69.1 74.0 84.9: 26.0 15.1
Old : 100.0: 40.1 12.4 3.5 30.4 69.1 74.0 84.9: 26.0 15.1
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 : 71: 27 16 13 18 21 51 44:
Old : 71: 27 16 13 18 21 51 44:
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 : 28.9 48.0 40.9 64.0 28.9 46.5 40.4 62.5
Old : 28.9 48.0 40.9 64.0 28.9 46.5 40.4 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 40,790: 9,687 12,014 0 21,689 10,114 31,376 22,128: 9,414 18,662
Old : 40,790: 9,687 12,014 0 21,689 10,114 31,376 22,128: 9,414 18,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 3,121: -361 3,175 0 3,904 88 3,543 3,263: -422 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 29.5 0.0 53.2 24.8 76.9 54.2: 23.1 45.8
Old : 100.0: 23.7 29.5 0.0 53.2 24.8 76.9 54.2: 23.1 45.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 15 11 0 26 18 41 29:
Old : 63: 15 11 0 26 18 41 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 : 25.7 29.4 38.5 37.7 25.7 27.3 37.7 34.6
Old : 25.7 29.4 38.5 37.7 25.7 27.3 37.7 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 47,542: 10,978 10,430 538 25,225 23,307 36,741 34,275: 10,801 13,267
Old : 47,542: 10,978 10,430 538 25,225 23,307 36,741 34,275: 10,801 13,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 617: 3,548 -783 499 -5,199 -415 -1,152 -699: 1,769 1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 21.9 1.1 53.1 49.0 77.3 72.1: 22.7 27.9
Old : 100.0: 23.1 21.9 1.1 53.1 49.0 77.3 72.1: 22.7 27.9
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 : 52: 10 8 1 20 20 30 29:
Old : 52: 10 8 1 20 20 30 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 : 34.8 37.6 51.6 50.5 33.7 37.6 48.5 50.3
Old : 34.8 37.6 51.6 50.5 33.7 37.6 48.5 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 30,384: 4,122 1,656 300 21,510 26,564 25,932 28,520: 4,452 1,864
Old : 30,384: 4,122 1,656 300 21,510 26,564 25,932 28,520: 4,452 1,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 425: 141 158 0 -20 754 121 912: 304 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 5.5 1.0 70.8 87.4 85.3 93.9: 14.7 6.1
Old : 100.0: 13.6 5.5 1.0 70.8 87.4 85.3 93.9: 14.7 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 4 1 17 24 23 29:
Old : 44: 6 4 1 17 24 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 : 47.7 42.5 64.2 66.6 42.0 42.5 54.8 61.4
Old : 47.7 42.5 64.2 66.6 42.0 42.5 54.8 61.4
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 with Delta-adjusted Options and Futures Combined, November 16, 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 : 37,701: 10,088 2,010 4 19,530 34,133 29,622 36,147: 8,079 1,554
Old : 37,701: 10,088 2,010 4 19,530 34,133 29,622 36,147: 8,079 1,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 1,655: 2,550 384 -59 -877 1,120 1,614 1,445: 41 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.3 0.0 51.8 90.5 78.6 95.9: 21.4 4.1
Old : 100.0: 26.8 5.3 0.0 51.8 90.5 78.6 95.9: 21.4 4.1
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 : 52: 15 3 1 22 18 38 21:
Old : 52: 15 3 1 22 18 38 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 : 29.7 63.8 43.7 80.7 28.5 63.8 42.5 80.7
Old : 29.7 63.8 43.7 80.7 28.5 63.8 42.5 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 with Delta-adjusted Options and Futures Combined, November 16, 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 : 14,765: 4,228 2,752 0 9,390 11,571 13,618 14,323: 1,147 442
Old : 14,765: 4,228 2,752 0 9,390 11,571 13,618 14,323: 1,147 442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -463: -61 -2,070 -5 -18 2,139 -84 64: -379 -527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 18.6 0.0 63.6 78.4 92.2 97.0: 7.8 3.0
Old : 100.0: 28.6 18.6 0.0 63.6 78.4 92.2 97.0: 7.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 13 3 0 5 2 18 5:
Old : 22: 13 3 0 5 2 18 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 97.0 79.2 97.0 65.9 97.0 79.2 97.0
Old : 65.9 97.0 79.2 97.0 65.9 97.0 79.2 97.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 19, 2010