MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, July 6, 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 : 25,841: 746 6,708 279 21,284 13,706 22,309 20,693: 3,532 5,148
Old : 25,841: 746 6,708 279 21,284 13,706 22,309 20,693: 3,532 5,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -3,864: 414 -2,262 -268 -4,071 -694 -3,925 -3,224: 61 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 26.0 1.1 82.4 53.0 86.3 80.1: 13.7 19.9
Old : 100.0: 2.9 26.0 1.1 82.4 53.0 86.3 80.1: 13.7 19.9
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 : 60: 5 16 11 28 21 42 39:
Old : 60: 5 16 11 28 21 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 40.4 63.7 55.2 49.6 38.2 62.9 51.6
Old : 49.6 40.4 63.7 55.2 49.6 38.2 62.9 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, July 6, 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 : 191,486: 46,034 31,492 35,379 90,951 94,722 172,364 161,593: 19,122 29,893
Old : 129,799: 39,354 33,307 15,689 63,405 61,922 118,448 110,918: 11,351 18,881
Other: 61,687: 19,500 11,005 6,870 27,546 32,800 53,916 50,675: 7,771 11,012
: : :
: : Changes in Commitments from: June 29, 2010 :
: -3,922: -3,401 1,169 1,371 -849 -5,957 -2,879 -3,417: -1,043 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 16.4 18.5 47.5 49.5 90.0 84.4: 10.0 15.6
Old : 100.0: 30.3 25.7 12.1 48.8 47.7 91.3 85.5: 8.7 14.5
Other: 100.0: 31.6 17.8 11.1 44.7 53.2 87.4 82.1: 12.6 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 82 60 74 47 64 172 170:
Old : 224: 80 67 55 39 59 151 152:
Other: 140: 40 33 22 35 48 89 93:
:----------------------------------------------------------------------------------------------------
: 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 24.8 37.4 34.1 22.3 23.8 35.7 30.9
Old : 26.5 27.8 40.6 37.4 25.3 27.5 38.3 36.0
Other: 37.6 25.9 53.3 36.8 34.5 22.9 47.5 31.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 6, 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 : 325,069: 114,763 58,686 45,476 133,170 156,154 293,409 260,316: 31,660 64,753
Old : 325,069: 114,763 58,686 45,476 133,170 156,154 293,409 260,316: 31,660 64,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 3,626: 2,166 -2,096 -3,236 -232 4,575 -1,302 -757: 4,928 4,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 18.1 14.0 41.0 48.0 90.3 80.1: 9.7 19.9
Old : 100.0: 35.3 18.1 14.0 41.0 48.0 90.3 80.1: 9.7 19.9
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 : 368: 113 75 103 62 152 232 288:
Old : 368: 113 75 103 62 152 232 288:
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 : 19.6 13.9 32.3 21.6 18.8 12.8 30.6 19.6
Old : 19.6 13.9 32.3 21.6 18.8 12.8 30.6 19.6
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 - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,941: 3,690 3,564 685 2,824 3,103 7,199 7,352: 1,742 1,589
Old : 8,941: 3,690 3,564 685 2,824 3,103 7,199 7,352: 1,742 1,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -443: -78 -53 -140 58 39 -160 -154: -283 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 39.9 7.7 31.6 34.7 80.5 82.2: 19.5 17.8
Old : 100.0: 41.3 39.9 7.7 31.6 34.7 80.5 82.2: 19.5 17.8
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 : 78: 22 27 14 16 20 48 53:
Old : 78: 22 27 14 16 20 48 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 28.4 56.9 44.6 41.9 28.4 56.5 42.1
Old : 41.9 28.4 56.9 44.6 41.9 28.4 56.5 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 37,298: 14,955 7,323 2,687 12,370 9,193 30,012 19,203: 7,286 18,095
Old : 37,298: 14,955 7,323 2,687 12,370 9,193 30,012 19,203: 7,286 18,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 378: 188 148 -570 264 429 -118 7: 496 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 19.6 7.2 33.2 24.6 80.5 51.5: 19.5 48.5
Old : 100.0: 40.1 19.6 7.2 33.2 24.6 80.5 51.5: 19.5 48.5
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 : 149: 39 27 25 42 53 95 92:
Old : 149: 39 27 25 42 53 95 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 16.0 32.2 23.1 20.0 13.0 31.5 19.4
Old : 20.0 16.0 32.2 23.1 20.0 13.0 31.5 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, July 6, 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 : 27,538: 3,958 1,055 602 17,984 25,628 22,544 27,285: 4,994 253
Old : 27,538: 3,958 1,055 602 17,984 25,628 22,544 27,285: 4,994 253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 482: -113 -100 0 263 513 150 413: 332 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 3.8 2.2 65.3 93.1 81.9 99.1: 18.1 0.9
Old : 100.0: 14.4 3.8 2.2 65.3 93.1 81.9 99.1: 18.1 0.9
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 : 22: 4 3 1 13 9 18 12:
Old : 22: 4 3 1 13 9 18 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 : 51.7 76.7 69.5 93.8 30.1 60.8 40.1 62.3
Old : 51.7 76.7 69.5 93.8 30.1 60.8 40.1 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, July 6, 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 : 92,565: 28,549 20,455 433 29,407 55,809 58,389 76,697: 34,176 15,868
Old : 92,565: 28,549 20,455 433 29,407 55,809 58,389 76,697: 34,176 15,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 4,104: -3,026 4,774 406 9,381 -2,681 6,761 2,499: -2,657 1,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 22.1 0.5 31.8 60.3 63.1 82.9: 36.9 17.1
Old : 100.0: 30.8 22.1 0.5 31.8 60.3 63.1 82.9: 36.9 17.1
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 : 69: 22 17 6 21 17 44 39:
Old : 69: 22 17 6 21 17 44 39:
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 : 30.4 45.7 40.8 63.0 30.4 45.6 40.5 63.0
Old : 30.4 45.7 40.8 63.0 30.4 45.6 40.5 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, July 6, 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 : 45,002: 7,627 15,082 1 23,099 17,989 30,727 33,072: 14,275 11,930
Old : 45,002: 7,627 15,082 1 23,099 17,989 30,727 33,072: 14,275 11,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 2,162: -20 -5,413 -1 -3,788 9,784 -3,809 4,370: 5,971 -2,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 33.5 0.0 51.3 40.0 68.3 73.5: 31.7 26.5
Old : 100.0: 16.9 33.5 0.0 51.3 40.0 68.3 73.5: 31.7 26.5
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 : 41: 12 11 1 10 12 23 23:
Old : 41: 12 11 1 10 12 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 31.4 53.1 51.9 41.9 31.4 52.0 51.9
Old : 41.9 31.4 53.1 51.9 41.9 31.4 52.0 51.9
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 - Futures Only, July 6, 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 : 61,340: 30,858 8,133 2 25,463 51,364 56,323 59,499: 5,017 1,841
Old : 61,340: 30,858 8,133 2 25,463 51,364 56,323 59,499: 5,017 1,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -5,506: -14,854 4,917 1 10,186 -10,811 -4,667 -5,893: -839 387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 13.3 0.0 41.5 83.7 91.8 97.0: 8.2 3.0
Old : 100.0: 50.3 13.3 0.0 41.5 83.7 91.8 97.0: 8.2 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 : 74: 23 19 1 18 17 41 37:
Old : 74: 23 19 1 18 17 41 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 60.1 69.3 78.3 53.5 59.6 69.3 77.8
Old : 53.5 60.1 69.3 78.3 53.5 59.6 69.3 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, July 6, 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 : 123,693: 18,442 56,519 586 89,405 39,667 108,433 96,772: 15,260 26,921
Old : 123,693: 18,442 56,519 586 89,405 39,667 108,433 96,772: 15,260 26,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 2,460: 816 4,122 6 770 3,002 1,592 7,130: 868 -4,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 45.7 0.5 72.3 32.1 87.7 78.2: 12.3 21.8
Old : 100.0: 14.9 45.7 0.5 72.3 32.1 87.7 78.2: 12.3 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 19 37 5 14 24 38 61:
Old : 89: 19 37 5 14 24 38 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 29.1 70.6 42.2 57.0 28.8 69.8 41.8
Old : 57.0 29.1 70.6 42.2 57.0 28.8 69.8 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, July 6, 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 : 135,128: 62,476 24,550 20 43,431 86,278 105,927 110,848: 29,201 24,280
Old : 135,128: 62,476 24,550 20 43,431 86,278 105,927 110,848: 29,201 24,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 14,644: 10,755 256 20 270 12,165 11,045 12,441: 3,599 2,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 18.2 0.0 32.1 63.8 78.4 82.0: 21.6 18.0
Old : 100.0: 46.2 18.2 0.0 32.1 63.8 78.4 82.0: 21.6 18.0
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 : 105: 35 28 1 19 29 54 58:
Old : 105: 35 28 1 19 29 54 58:
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 : 32.7 43.2 43.5 58.2 32.7 42.9 43.0 57.9
Old : 32.7 43.2 43.5 58.2 32.7 42.9 43.0 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, July 6, 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 : 228,333: 56,316 95,225 1,612 122,675 80,214 180,603 177,051: 47,730 51,282
Old : 228,333: 56,316 95,225 1,612 122,675 80,214 180,603 177,051: 47,730 51,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 2,581: 12,959 -21,802 651 -17,438 23,587 -3,828 2,436: 6,409 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 41.7 0.7 53.7 35.1 79.1 77.5: 20.9 22.5
Old : 100.0: 24.7 41.7 0.7 53.7 35.1 79.1 77.5: 20.9 22.5
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 : 170: 45 64 18 33 39 89 110:
Old : 170: 45 64 18 33 39 89 110:
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 : 36.4 35.3 45.2 41.4 36.4 35.3 44.5 40.7
Old : 36.4 35.3 45.2 41.4 36.4 35.3 44.5 40.7
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 - Futures Only, July 6, 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 : 12,959: 8,093 5,516 0 2,751 6,141 10,844 11,657: 2,115 1,302
Old : 12,959: 8,093 5,516 0 2,751 6,141 10,844 11,657: 2,115 1,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 79: -366 -457 0 794 630 428 173: -349 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 42.6 0.0 21.2 47.4 83.7 90.0: 16.3 10.0
Old : 100.0: 62.5 42.6 0.0 21.2 47.4 83.7 90.0: 16.3 10.0
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 : 31: 9 9 0 5 9 14 18:
Old : 31: 9 9 0 5 9 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 60.8 75.3 76.8 59.8 60.8 75.3 76.8
Old : 59.8 60.8 75.3 76.8 59.8 60.8 75.3 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, July 6, 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 : 7,411,219: 1,085,773 560,444 820,085 4,646,653 5,158,424 6,552,511 6,538,953: 858,708 872,266
Old : 7,411,219: 1,085,773 560,444 820,085 4,646,653 5,158,424 6,552,511 6,538,953: 858,708 872,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 193,316: 116,156 41,579 36,446 41,198 140,410 193,800 218,435: -484 -25,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 7.6 11.1 62.7 69.6 88.4 88.2: 11.6 11.8
Old : 100.0: 14.7 7.6 11.1 62.7 69.6 88.4 88.2: 11.6 11.8
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 : 252: 48 56 72 122 133 222 216:
Old : 252: 48 56 72 122 133 222 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 29.8 46.3 40.0 31.7 24.6 42.2 32.0
Old : 32.1 29.8 46.3 40.0 31.7 24.6 42.2 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, July 6, 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 : 883,425: 64,842 85,465 31,581 631,550 633,522 727,973 750,568: 155,452 132,857
Old : 883,425: 64,842 85,465 31,581 631,550 633,522 727,973 750,568: 155,452 132,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 33,024: -4,978 14,630 12,625 17,776 -5,766 25,423 21,489: 7,602 11,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 9.7 3.6 71.5 71.7 82.4 85.0: 17.6 15.0
Old : 100.0: 7.3 9.7 3.6 71.5 71.7 82.4 85.0: 17.6 15.0
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 : 537: 81 128 45 207 218 314 366:
Old : 537: 81 128 45 207 218 314 366:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 10.6 28.3 18.8 15.3 9.7 23.2 16.3
Old : 18.6 10.6 28.3 18.8 15.3 9.7 23.2 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, July 6, 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 : 308,396: 21,613 47,987 1,007 215,359 182,524 237,979 231,518: 70,417 76,878
Old : 308,396: 21,613 47,987 1,007 215,359 182,524 237,979 231,518: 70,417 76,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 8,464: 986 13,067 426 5,065 -5,276 6,477 8,217: 1,987 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 15.6 0.3 69.8 59.2 77.2 75.1: 22.8 24.9
Old : 100.0: 7.0 15.6 0.3 69.8 59.2 77.2 75.1: 22.8 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 15 24 10 61 60 82 88:
Old : 136: 15 24 10 61 60 82 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 : 24.3 24.2 35.3 34.8 22.9 24.2 33.8 34.7
Old : 24.3 24.2 35.3 34.8 22.9 24.2 33.8 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,875,146: 336,765 308,007 32,252 2,080,953 2,254,990 2,449,970 2,595,249: 425,176 279,897
Old : 2,875,146: 336,765 308,007 32,252 2,080,953 2,254,990 2,449,970 2,595,249: 425,176 279,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 122,801: 28,358 65,995 2,814 63,556 -2,450 94,728 66,359: 28,073 56,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 10.7 1.1 72.4 78.4 85.2 90.3: 14.8 9.7
Old : 100.0: 11.7 10.7 1.1 72.4 78.4 85.2 90.3: 14.8 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 488: 73 120 35 173 197 268 330:
Old : 488: 73 120 35 173 197 268 330:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 11.5 32.4 20.3 18.3 9.2 27.8 17.5
Old : 20.7 11.5 32.4 20.3 18.3 9.2 27.8 17.5
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 - Futures Only, July 6, 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 : 88,680: 7,267 7,861 843 71,160 76,691 79,270 85,395: 9,410 3,285
Old : 88,680: 7,267 7,861 843 71,160 76,691 79,270 85,395: 9,410 3,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -4,539: -2,714 230 843 -2,247 -5,419 -4,118 -4,346: -421 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 8.9 1.0 80.2 86.5 89.4 96.3: 10.6 3.7
Old : 100.0: 8.2 8.9 1.0 80.2 86.5 89.4 96.3: 10.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 8 3 2 47 40 55 45:
Old : 86: 8 3 2 47 40 55 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 : 35.0 51.7 52.9 68.8 33.3 51.7 49.6 67.2
Old : 35.0 51.7 52.9 68.8 33.3 51.7 49.6 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, July 6, 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 : 72,124: 9,965 15,885 885 52,618 50,179 63,467 66,949: 8,657 5,175
Old : 72,124: 9,965 15,885 885 52,618 50,179 63,467 66,949: 8,657 5,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 12,519: 791 4,205 605 7,166 6,931 8,563 11,741: 3,957 779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 22.0 1.2 73.0 69.6 88.0 92.8: 12.0 7.2
Old : 100.0: 13.8 22.0 1.2 73.0 69.6 88.0 92.8: 12.0 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 : 211: 47 39 9 72 80 123 125:
Old : 211: 47 39 9 72 80 123 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 22.3 42.8 35.9 28.3 20.7 41.5 32.0
Old : 29.0 22.3 42.8 35.9 28.3 20.7 41.5 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, July 6, 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 : 11,078: 550 775 0 5,915 9,027 6,465 9,802: 4,613 1,276
Old : 11,078: 550 775 0 5,915 9,027 6,465 9,802: 4,613 1,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.0 0.0 53.4 81.5 58.4 88.5: 41.6 11.5
Old : 100.0: 5.0 7.0 0.0 53.4 81.5 58.4 88.5: 41.6 11.5
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 : 21: 2 1 0 10 10 12 11:
Old : 21: 2 1 0 10 10 12 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 : 35.3 70.9 49.7 86.6 35.3 70.9 49.7 86.6
Old : 35.3 70.9 49.7 86.6 35.3 70.9 49.7 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, July 6, 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 : 305,231: 49,121 77,598 2,376 233,515 205,760 285,012 285,734: 20,219 19,497
Old : 305,231: 49,121 77,598 2,376 233,515 205,760 285,012 285,734: 20,219 19,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 7,206: 3,254 19,196 977 6,257 -10,480 10,488 9,693: -3,282 -2,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 25.4 0.8 76.5 67.4 93.4 93.6: 6.6 6.4
Old : 100.0: 16.1 25.4 0.8 76.5 67.4 93.4 93.6: 6.6 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 46 41 7 67 74 116 119:
Old : 209: 46 41 7 67 74 116 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 23.0 49.4 36.1 32.3 23.0 47.9 35.8
Old : 33.1 23.0 49.4 36.1 32.3 23.0 47.9 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, July 6, 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 : 64,872: 25,885 18,639 2,026 16,180 26,973 44,091 47,638: 20,781 17,234
Old : 64,872: 25,885 18,639 2,026 16,180 26,973 44,091 47,638: 20,781 17,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 5,215: -2,220 3,388 1,243 4,989 -716 4,012 3,915: 1,203 1,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 28.7 3.1 24.9 41.6 68.0 73.4: 32.0 26.6
Old : 100.0: 39.9 28.7 3.1 24.9 41.6 68.0 73.4: 32.0 26.6
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 : 58: 21 15 5 13 17 39 32:
Old : 58: 21 15 5 13 17 39 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 33.0 37.8 50.8 22.1 29.4 37.0 44.9
Old : 22.3 33.0 37.8 50.8 22.1 29.4 37.0 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, July 6, 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 : 32,413: 12,676 4,591 8 11,561 10,728 24,245 15,327: 8,168 17,086
Old : 32,413: 12,676 4,591 8 11,561 10,728 24,245 15,327: 8,168 17,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 2,122: 1,760 -213 0 -645 1,294 1,115 1,081: 1,007 1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 14.2 0.0 35.7 33.1 74.8 47.3: 25.2 52.7
Old : 100.0: 39.1 14.2 0.0 35.7 33.1 74.8 47.3: 25.2 52.7
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 : 48: 15 8 1 15 13 30 22:
Old : 48: 15 8 1 15 13 30 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 : 36.4 25.5 48.2 33.7 36.4 25.5 48.2 33.7
Old : 36.4 25.5 48.2 33.7 36.4 25.5 48.2 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, July 6, 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 : 43,298: 5,498 9,003 272 28,131 24,536 33,901 33,811: 9,397 9,487
Old : 43,298: 5,498 9,003 272 28,131 24,536 33,901 33,811: 9,397 9,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 3,544: 15 3,158 -5 3,267 1,546 3,277 4,699: 267 -1,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 20.8 0.6 65.0 56.7 78.3 78.1: 21.7 21.9
Old : 100.0: 12.7 20.8 0.6 65.0 56.7 78.3 78.1: 21.7 21.9
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 : 59: 8 12 2 18 25 27 38:
Old : 59: 8 12 2 18 25 27 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 30.3 59.3 43.1 42.2 30.2 54.0 41.5
Old : 45.6 30.3 59.3 43.1 42.2 30.2 54.0 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, July 6, 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 : 40,142: 8,003 253 300 28,352 37,217 36,655 37,770: 3,487 2,372
Old : 40,142: 8,003 253 300 28,352 37,217 36,655 37,770: 3,487 2,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 329: -1,110 41 0 1,252 -255 142 -214: 187 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 0.6 0.7 70.6 92.7 91.3 94.1: 8.7 5.9
Old : 100.0: 19.9 0.6 0.7 70.6 92.7 91.3 94.1: 8.7 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 : 45: 8 1 1 22 21 30 23:
Old : 45: 8 1 1 22 21 30 23:
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 : 51.6 64.3 64.2 78.0 50.4 63.1 62.9 76.5
Old : 51.6 64.3 64.2 78.0 50.4 63.1 62.9 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, July 6, 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 : 25,694: 5,799 818 0 14,294 23,377 20,093 24,195: 5,601 1,499
Old : 25,694: 5,799 818 0 14,294 23,377 20,093 24,195: 5,601 1,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 175: -316 105 0 797 231 481 336: -306 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 3.2 0.0 55.6 91.0 78.2 94.2: 21.8 5.8
Old : 100.0: 22.6 3.2 0.0 55.6 91.0 78.2 94.2: 21.8 5.8
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 : 40: 10 3 0 16 16 26 19:
Old : 40: 10 3 0 16 16 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 66.8 57.3 82.8 40.8 66.8 56.3 82.3
Old : 41.8 66.8 57.3 82.8 40.8 66.8 56.3 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,967: 2,513 5,138 0 9,949 10,349 12,462 15,487: 3,505 480
Old : 15,967: 2,513 5,138 0 9,949 10,349 12,462 15,487: 3,505 480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -284: -212 -4 -226 46 47 -392 -183: 108 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 32.2 0.0 62.3 64.8 78.0 97.0: 22.0 3.0
Old : 100.0: 15.7 32.2 0.0 62.3 64.8 78.0 97.0: 22.0 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 : 21: 7 7 0 6 2 13 9:
Old : 21: 7 7 0 6 2 13 9:
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 : 62.3 91.7 72.5 96.3 62.3 91.7 72.5 96.3
Old : 62.3 91.7 72.5 96.3 62.3 91.7 72.5 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 9, 2010