CFTC Commitments of Traders Long Report - CME (Combined) MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 38,098: 1,643 4,359 7,687 21,233 18,509 30,564 30,555: 7,534 7,544 Old : 38,098: 1,643 4,359 7,687 21,233 18,509 30,564 30,555: 7,534 7,544 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 593: -85 -32 137 338 308 389 413: 203 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 11.4 20.2 55.7 48.6 80.2 80.2: 19.8 19.8 Old : 100.0: 4.3 11.4 20.2 55.7 48.6 80.2 80.2: 19.8 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 : 74: 14 19 18 35 27 58 56: Old : 74: 14 19 18 35 27 58 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 : 26.5 33.8 38.4 49.1 25.2 31.9 35.8 44.4 Old : 26.5 33.8 38.4 49.1 25.2 31.9 35.8 44.4 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 with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 207,459: 47,980 13,015 54,601 78,384 103,471 180,964 171,087: 26,494 36,372 Old : 205,493: 47,920 13,344 54,272 77,084 101,676 179,275 169,292: 26,217 36,201 Other: 1,966: 389 0 0 1,300 1,795 1,689 1,795: 277 171 : : : : : Changes in Commitments from: November 24, 2009 : : 8,625: 161 -9,606 4,430 -84 8,160 4,507 2,983: 4,118 5,642 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.1 6.3 26.3 37.8 49.9 87.2 82.5: 12.8 17.5 Old : 100.0: 23.3 6.5 26.4 37.5 49.5 87.2 82.4: 12.8 17.6 Other: 100.0: 19.8 0.0 0.0 66.1 91.3 85.9 91.3: 14.1 8.7 : : : :# Traders : Number of Traders in Each Category : All : 234: 85 61 86 52 61 194 168: Old : 234: 85 61 86 52 61 194 168: Other: 25: 6 0 0 4 15 10 15: :---------------------------------------------------------------------------------------------------- : 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 : 17.9 25.7 29.4 34.9 17.6 25.0 29.0 32.8 Old : 18.0 25.9 29.0 34.6 17.7 24.7 28.7 32.4 Other: 80.2 77.5 85.8 86.4 80.2 77.5 85.8 86.4 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 333,127: 96,767 58,826 66,449 141,757 149,210 304,974 274,486: 28,153 58,641 Old : 333,127: 96,767 58,826 66,449 141,757 149,210 304,974 274,486: 28,153 58,641 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 2,027: 497 1,553 -136 1,765 1,415 2,126 2,832: -99 -805 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 17.7 19.9 42.6 44.8 91.5 82.4: 8.5 17.6 Old : 100.0: 29.0 17.7 19.9 42.6 44.8 91.5 82.4: 8.5 17.6 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 : 396: 119 99 93 109 153 270 310: Old : 396: 119 99 93 109 153 270 310: 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 : 16.6 13.2 27.0 20.6 16.6 9.7 26.2 15.2 Old : 16.6 13.2 27.0 20.6 16.6 9.7 26.2 15.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 12,023: 4,978 1,578 2,265 2,691 6,226 9,933 10,068: 2,090 1,955 Old : 12,023: 4,978 1,578 2,265 2,691 6,226 9,933 10,068: 2,090 1,955 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 314: 188 -598 205 -352 506 41 113: 273 201 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.4 13.1 18.8 22.4 51.8 82.6 83.7: 17.4 16.3 Old : 100.0: 41.4 13.1 18.8 22.4 51.8 82.6 83.7: 17.4 16.3 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 : 102: 37 23 18 14 35 63 66: Old : 102: 37 23 18 14 35 63 66: 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 24.3 44.3 36.9 29.6 24.3 43.2 36.6 Old : 29.6 24.3 44.3 36.9 29.6 24.3 43.2 36.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 29,727: 12,423 12,320 2,636 8,353 4,963 23,413 19,919: 6,315 9,809 Old : 29,727: 12,423 12,320 2,636 8,353 4,963 23,413 19,919: 6,315 9,809 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 1,806: 303 710 825 746 -267 1,874 1,267: -68 539 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.8 41.4 8.9 28.1 16.7 78.8 67.0: 21.2 33.0 Old : 100.0: 41.8 41.4 8.9 28.1 16.7 78.8 67.0: 21.2 33.0 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 : 122: 35 35 29 35 28 84 82: Old : 122: 35 35 29 35 28 84 82: 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 : 23.1 22.5 36.8 30.9 23.1 22.1 35.6 29.8 Old : 23.1 22.5 36.8 30.9 23.1 22.1 35.6 29.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 21,469: 4,145 229 216 11,871 19,767 16,232 20,212: 5,237 1,257 Old : 21,469: 4,145 229 216 11,871 19,767 16,232 20,212: 5,237 1,257 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 1,613: -1,624 105 0 1,948 280 324 385: 1,289 1,228 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.3 1.1 1.0 55.3 92.1 75.6 94.1: 24.4 5.9 Old : 100.0: 19.3 1.1 1.0 55.3 92.1 75.6 94.1: 24.4 5.9 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 : 21: 6 1 1 10 11 17 12: Old : 21: 6 1 1 10 11 17 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.0 76.0 62.9 88.2 30.6 61.5 42.3 66.9 Old : 43.0 76.0 62.9 88.2 30.6 61.5 42.3 66.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 110,629: 35,081 4,318 6,616 24,260 78,270 65,958 89,205: 44,671 21,424 Old : 110,629: 35,081 4,318 6,616 24,260 78,270 65,958 89,205: 44,671 21,424 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 9,337: 5,321 -368 -116 89 9,753 5,293 9,269: 4,044 68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.7 3.9 6.0 21.9 70.8 59.6 80.6: 40.4 19.4 Old : 100.0: 31.7 3.9 6.0 21.9 70.8 59.6 80.6: 40.4 19.4 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 : 76: 31 11 15 22 23 57 45: Old : 76: 31 11 15 22 23 57 45: 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 : 20.4 41.3 29.0 54.3 20.4 40.6 28.6 53.3 Old : 20.4 41.3 29.0 54.3 20.4 40.6 28.6 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, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 60,045: 28,790 4,158 1,839 8,387 45,977 39,016 51,973: 21,029 8,072 Old : 60,045: 28,790 4,158 1,839 8,387 45,977 39,016 51,973: 21,029 8,072 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 3,056: 2,949 232 131 -1,334 3,841 1,747 4,204: 1,310 -1,148 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.9 6.9 3.1 14.0 76.6 65.0 86.6: 35.0 13.4 Old : 100.0: 47.9 6.9 3.1 14.0 76.6 65.0 86.6: 35.0 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 : 39: 16 7 7 7 15 26 26: Old : 39: 16 7 7 7 15 26 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.3 57.9 47.9 68.1 32.3 57.7 45.1 67.9 Old : 34.3 57.9 47.9 68.1 32.3 57.7 45.1 67.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 126,095: 107,391 6,996 469 12,526 117,186 120,386 124,651: 5,709 1,444 Old : 126,095: 107,391 6,996 469 12,526 117,186 120,386 124,651: 5,709 1,444 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 9,418: 9,317 -1,802 -53 -305 11,674 8,959 9,819: 459 -401 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.2 5.5 0.4 9.9 92.9 95.5 98.9: 4.5 1.1 Old : 100.0: 85.2 5.5 0.4 9.9 92.9 95.5 98.9: 4.5 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 : 94: 52 14 4 13 20 66 37: Old : 94: 52 14 4 13 20 66 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.7 50.4 76.0 80.8 63.7 50.4 76.0 80.6 Old : 63.7 50.4 76.0 80.8 63.7 50.4 76.0 80.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 97,103: 24,614 34,292 2,878 46,253 37,475 73,746 74,645: 23,357 22,458 Old : 97,103: 24,614 34,292 2,878 46,253 37,475 73,746 74,645: 23,357 22,458 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 1,461: 1,067 133 -82 909 -703 1,894 -652: -433 2,113 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 35.3 3.0 47.6 38.6 75.9 76.9: 24.1 23.1 Old : 100.0: 25.3 35.3 3.0 47.6 38.6 75.9 76.9: 24.1 23.1 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 : 67: 22 19 11 18 18 45 43: Old : 67: 22 19 11 18 18 45 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.1 47.6 39.8 55.2 27.6 44.6 39.4 52.2 Old : 28.1 47.6 39.8 55.2 27.6 44.6 39.4 52.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 160,568: 74,022 16,389 12,372 40,851 105,891 127,245 134,652: 33,323 25,916 Old : 160,568: 74,022 16,389 12,372 40,851 105,891 127,245 134,652: 33,323 25,916 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 17,788: 8,899 3,098 5,116 971 7,581 14,985 15,795: 2,802 1,993 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.1 10.2 7.7 25.4 65.9 79.2 83.9: 20.8 16.1 Old : 100.0: 46.1 10.2 7.7 25.4 65.9 79.2 83.9: 20.8 16.1 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 : 95: 38 30 18 16 22 65 59: Old : 95: 38 30 18 16 22 65 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 : 28.3 48.7 43.2 62.1 27.4 48.4 38.6 58.0 Old : 28.3 48.7 43.2 62.1 27.4 48.4 38.6 58.0 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 with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 208,807: 71,362 44,092 23,277 54,390 102,878 149,030 170,246: 59,777 38,561 Old : 208,807: 71,362 44,092 23,277 54,390 102,878 149,030 170,246: 59,777 38,561 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 3,608: 320 -3,922 1,673 -3,319 4,788 -1,326 2,538: 4,934 1,070 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.2 21.1 11.1 26.0 49.3 71.4 81.5: 28.6 18.5 Old : 100.0: 34.2 21.1 11.1 26.0 49.3 71.4 81.5: 28.6 18.5 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 : 150: 54 42 38 33 38 105 100: Old : 150: 54 42 38 33 38 105 100: 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 : 17.0 35.6 26.8 44.8 16.1 33.6 24.3 41.7 Old : 17.0 35.6 26.8 44.8 16.1 33.6 24.3 41.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 22,778: 13,729 5,626 0 5,906 15,543 19,635 21,169: 3,143 1,609 Old : 22,778: 13,729 5,626 0 5,906 15,543 19,635 21,169: 3,143 1,609 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 1,139: -1,401 2,080 0 2,302 -1,399 901 681: 238 458 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.3 24.7 0.0 25.9 68.2 86.2 92.9: 13.8 7.1 Old : 100.0: 60.3 24.7 0.0 25.9 68.2 86.2 92.9: 13.8 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 12 5 0 11 12 23 17: Old : 36: 12 5 0 11 12 23 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 61.4 71.5 80.9 53.5 61.4 70.5 80.9 Old : 53.9 61.4 71.5 80.9 53.5 61.4 70.5 80.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 :13,988,391: 1,487,812 399,585 4,993,426 6,528,251 7,591,089 13,009,488 12,984,101: 978,903 1,004,291 Old :13,988,391: 1,487,812 399,585 4,993,426 6,528,251 7,591,089 13,009,488 12,984,101: 978,903 1,004,291 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 216,123: 28,079 -4,543 94,100 121,381 126,460 243,560 216,017: -27,437 107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 2.9 35.7 46.7 54.3 93.0 92.8: 7.0 7.2 Old : 100.0: 10.6 2.9 35.7 46.7 54.3 93.0 92.8: 7.0 7.2 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 : 297: 79 64 116 145 145 286 268: Old : 297: 79 64 116 145 145 286 268: 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 : 20.3 23.4 31.3 37.4 15.8 16.9 20.5 20.0 Old : 20.3 23.4 31.3 37.4 15.8 16.9 20.5 20.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 515,570: 27,568 41,426 40,169 312,537 376,294 380,274 457,889: 135,296 57,681 Old : 515,570: 27,568 41,426 40,169 312,537 376,294 380,274 457,889: 135,296 57,681 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 12,746: 442 159 5,632 564 6,440 6,638 12,230: 6,108 516 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 8.0 7.8 60.6 73.0 73.8 88.8: 26.2 11.2 Old : 100.0: 5.3 8.0 7.8 60.6 73.0 73.8 88.8: 26.2 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 : 159: 20 37 38 83 63 134 107: Old : 159: 20 37 38 83 63 134 107: 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 27.8 24.4 42.2 13.9 26.8 20.8 40.4 Old : 16.1 27.8 24.4 42.2 13.9 26.8 20.8 40.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 2,830,163: 467,204 290,971 127,328 2,050,501 2,008,470 2,645,032 2,426,769: 185,131 403,394 Old : 2,830,163: 467,204 290,971 127,328 2,050,501 2,008,470 2,645,032 2,426,769: 185,131 403,394 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 29,992: 2,290 12,688 8,641 14,978 4,375 25,909 25,704: 4,083 4,288 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 10.3 4.5 72.5 71.0 93.5 85.7: 6.5 14.3 Old : 100.0: 16.5 10.3 4.5 72.5 71.0 93.5 85.7: 6.5 14.3 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 : 445: 100 95 68 171 174 309 299: Old : 445: 100 95 68 171 174 309 299: 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 : 15.7 22.3 25.9 28.8 13.9 17.9 22.1 23.5 Old : 15.7 22.3 25.9 28.8 13.9 17.9 22.1 23.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 112,103: 19,868 11,289 1 80,146 98,593 100,015 109,883: 12,087 2,220 Old : 112,103: 19,868 11,289 1 80,146 98,593 100,015 109,883: 12,087 2,220 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 2,053: 949 -485 -743 1,168 3,512 1,374 2,284: 679 -231 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 10.1 0.0 71.5 87.9 89.2 98.0: 10.8 2.0 Old : 100.0: 17.7 10.1 0.0 71.5 87.9 89.2 98.0: 10.8 2.0 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 : 94: 14 9 1 52 34 66 44: Old : 94: 14 9 1 52 34 66 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 : 30.1 52.9 44.1 72.9 21.6 47.9 32.4 63.8 Old : 30.1 52.9 44.1 72.9 21.6 47.9 32.4 63.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 25,920: 14,585 570 0 6,860 21,600 21,445 22,170: 4,475 3,750 Old : 25,920: 14,585 570 0 6,860 21,600 21,445 22,170: 4,475 3,750 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 1,128: 2,019 0 0 -728 308 1,291 308: -163 820 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.3 2.2 0.0 26.5 83.3 82.7 85.5: 17.3 14.5 Old : 100.0: 56.3 2.2 0.0 26.5 83.3 82.7 85.5: 17.3 14.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 6 1 0 11 19 17 20: Old : 32: 6 1 0 11 19 17 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 : 60.0 51.6 74.5 69.7 60.0 51.4 74.5 69.5 Old : 60.0 51.6 74.5 69.7 60.0 51.4 74.5 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 372,256: 117,576 103,207 5,005 221,987 249,152 344,568 357,364: 27,689 14,892 Old : 372,256: 117,576 103,207 5,005 221,987 249,152 344,568 357,364: 27,689 14,892 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 10,135: 8,031 7,993 -1,782 5,429 3,879 11,678 10,090: -1,543 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.6 27.7 1.3 59.6 66.9 92.6 96.0: 7.4 4.0 Old : 100.0: 31.6 27.7 1.3 59.6 66.9 92.6 96.0: 7.4 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 : 230: 70 46 17 61 77 141 130: Old : 230: 70 46 17 61 77 141 130: 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 34.5 41.8 52.2 29.2 33.9 41.1 51.5 Old : 29.8 34.5 41.8 52.2 29.2 33.9 41.1 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 125,665: 55,821 6,726 4,079 32,718 101,123 92,617 111,928: 33,048 13,737 Old : 125,665: 55,821 6,726 4,079 32,718 101,123 92,617 111,928: 33,048 13,737 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : -260: 1,861 -3,118 317 -2,858 1,499 -680 -1,303: 420 1,042 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.4 5.4 3.2 26.0 80.5 73.7 89.1: 26.3 10.9 Old : 100.0: 44.4 5.4 3.2 26.0 80.5 73.7 89.1: 26.3 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 : 63: 31 10 14 14 16 51 34: Old : 63: 31 10 14 14 16 51 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.3 60.8 46.1 75.6 32.3 60.7 42.6 71.1 Old : 32.3 60.8 46.1 75.6 32.3 60.7 42.6 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 35,274: 8,909 4,985 55 20,464 17,244 29,428 22,284: 5,846 12,990 Old : 35,274: 8,909 4,985 55 20,464 17,244 29,428 22,284: 5,846 12,990 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 1,489: 363 316 55 1,329 -291 1,747 80: -258 1,409 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 14.1 0.2 58.0 48.9 83.4 63.2: 16.6 36.8 Old : 100.0: 25.3 14.1 0.2 58.0 48.9 83.4 63.2: 16.6 36.8 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 : 60: 16 12 1 22 15 39 27: Old : 60: 16 12 1 22 15 39 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 : 28.3 37.8 42.0 46.1 27.2 33.2 39.4 41.4 Old : 28.3 37.8 42.0 46.1 27.2 33.2 39.4 41.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X JPY 500) : : : : All : 59,315: 8,815 8,626 4,271 38,212 26,841 51,298 39,738: 8,017 19,577 Old : 59,315: 8,815 8,626 4,271 38,212 26,841 51,298 39,738: 8,017 19,577 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 48: -1,046 -2,940 1,106 -1,414 2,220 -1,354 386: 1,402 -338 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 14.5 7.2 64.4 45.3 86.5 67.0: 13.5 33.0 Old : 100.0: 14.9 14.5 7.2 64.4 45.3 86.5 67.0: 13.5 33.0 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 : 62: 9 14 1 20 25 29 40: Old : 62: 9 14 1 20 25 29 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 : 47.7 23.1 66.6 38.2 43.2 20.0 57.1 31.0 Old : 47.7 23.1 66.6 38.2 43.2 20.0 57.1 31.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 25,184: 5,080 0 143 16,961 23,864 22,184 24,007: 3,000 1,177 Old : 25,184: 5,080 0 143 16,961 23,864 22,184 24,007: 3,000 1,177 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : -20: 433 0 51 -367 29 117 80: -137 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.2 0.0 0.6 67.3 94.8 88.1 95.3: 11.9 4.7 Old : 100.0: 20.2 0.0 0.6 67.3 94.8 88.1 95.3: 11.9 4.7 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 : 39: 12 0 2 16 15 28 17: Old : 39: 12 0 2 16 15 28 17: 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 67.7 65.0 84.8 47.4 67.7 61.0 83.7 Old : 51.3 67.7 65.0 84.8 47.4 67.7 61.0 83.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : 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 : 19,500: 2,821 1,591 0 10,501 17,262 13,322 18,853: 6,178 647 Old : 19,500: 2,821 1,591 0 10,501 17,262 13,322 18,853: 6,178 647 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 21: -400 263 0 467 111 67 374: -46 -353 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 8.2 0.0 53.9 88.5 68.3 96.7: 31.7 3.3 Old : 100.0: 14.5 8.2 0.0 53.9 88.5 68.3 96.7: 31.7 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 5 2 0 9 9 14 11: Old : 23: 5 2 0 9 9 14 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.1 86.2 59.4 93.8 49.4 86.2 58.7 93.8 Old : 50.1 86.2 59.4 93.8 49.4 86.2 58.7 93.8 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, December 1, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (GSCI X $250) : : : : All : 19,413: 5,602 363 0 11,627 18,706 17,229 19,069: 2,184 344 Old : 19,413: 5,602 363 0 11,627 18,706 17,229 19,069: 2,184 344 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 24, 2009 : : 359: 195 126 0 -325 319 -130 445: 489 -86 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.9 1.9 0.0 59.9 96.4 88.7 98.2: 11.3 1.8 Old : 100.0: 28.9 1.9 0.0 59.9 96.4 88.7 98.2: 11.3 1.8 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 : 26: 13 3 0 7 4 20 7: Old : 26: 13 3 0 7 4 20 7: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 96.9 69.8 98.2 56.8 96.9 69.8 98.1 Old : 56.8 96.9 69.8 98.2 56.8 96.9 69.8 98.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Updated December 4, 2009