BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,761: 96 0 22 2,764 3,386 2,882 3,408: 879 353
Old : 3,761: 96 0 22 2,764 3,386 2,882 3,408: 879 353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 12: 0 0 0 19 3 19 3: -7 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.6 73.5 90.0 76.6 90.6: 23.4 9.4
Old : 100.0: 2.6 0.0 0.6 73.5 90.0 76.6 90.6: 23.4 9.4
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 : 20: 2 0 1 13 7 15 8:
Old : 20: 2 0 1 13 7 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 85.3 64.6 90.6 51.2 84.4 63.1 87.8
Old : 51.2 85.3 64.6 90.6 51.2 84.4 63.1 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, July 20, 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 : 27,799: 686 6,661 517 22,536 15,951 23,739 23,129: 4,060 4,670
Old : 27,799: 686 6,661 517 22,536 15,951 23,739 23,129: 4,060 4,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,039: 121 163 128 728 1,335 977 1,626: 62 -587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 24.0 1.9 81.1 57.4 85.4 83.2: 14.6 16.8
Old : 100.0: 2.5 24.0 1.9 81.1 57.4 85.4 83.2: 14.6 16.8
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 : 64: 7 15 12 29 25 47 42:
Old : 64: 7 15 12 29 25 47 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 39.7 63.7 55.3 49.9 37.8 63.1 51.8
Old : 49.9 39.7 63.7 55.3 49.9 37.8 63.1 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, July 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 199,120: 50,216 30,653 43,412 87,045 95,060 180,673 169,125: 18,447 29,995
Old : 113,224: 43,272 32,470 11,611 47,536 52,478 102,419 96,559: 10,805 16,665
Other: 85,896: 25,063 16,302 13,682 39,509 42,582 78,254 72,566: 7,642 13,330
: : :
: : Changes in Commitments from: July 13, 2010 :
: 9,526: 4,164 -2,612 7,347 -417 5,711 11,094 10,446: -1,568 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 15.4 21.8 43.7 47.7 90.7 84.9: 9.3 15.1
Old : 100.0: 38.2 28.7 10.3 42.0 46.3 90.5 85.3: 9.5 14.7
Other: 100.0: 29.2 19.0 15.9 46.0 49.6 91.1 84.5: 8.9 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 85 68 83 43 64 175 185:
Old : 230: 84 73 48 31 59 142 156:
Other: 165: 42 53 36 38 48 105 116:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 24.7 35.5 34.4 21.8 24.0 34.8 30.6
Old : 27.2 27.4 38.5 37.9 27.0 26.4 38.3 35.3
Other: 33.8 24.1 50.4 37.4 33.2 22.2 46.1 30.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 20, 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 : 323,008: 118,136 55,938 44,055 130,786 162,626 292,977 262,619: 30,031 60,389
Old : 323,008: 118,136 55,938 44,055 130,786 162,626 292,977 262,619: 30,031 60,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 8,298: 5,153 -2,490 3,964 -679 7,801 8,438 9,275: -140 -977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 17.3 13.6 40.5 50.3 90.7 81.3: 9.3 18.7
Old : 100.0: 36.6 17.3 13.6 40.5 50.3 90.7 81.3: 9.3 18.7
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 : 393: 124 69 94 74 166 254 293:
Old : 393: 124 69 94 74 166 254 293:
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 : 19.2 16.8 30.9 24.9 18.5 15.3 29.8 22.2
Old : 19.2 16.8 30.9 24.9 18.5 15.3 29.8 22.2
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 - Futures Only, July 20, 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 : 8,312: 3,559 3,479 654 2,504 2,449 6,717 6,582: 1,595 1,730
Old : 8,312: 3,559 3,479 654 2,504 2,449 6,717 6,582: 1,595 1,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -192: -116 -110 59 -58 -221 -115 -272: -77 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 41.9 7.9 30.1 29.5 80.8 79.2: 19.2 20.8
Old : 100.0: 42.8 41.9 7.9 30.1 29.5 80.8 79.2: 19.2 20.8
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 : 70: 18 27 9 13 16 39 46:
Old : 70: 18 27 9 13 16 39 46:
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 : 43.8 27.1 59.4 42.4 43.8 27.1 58.9 41.4
Old : 43.8 27.1 59.4 42.4 43.8 27.1 58.9 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, July 20, 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 : 37,244: 16,046 7,172 3,020 11,156 9,440 30,222 19,632: 7,022 17,612
Old : 37,244: 16,046 7,172 3,020 11,156 9,440 30,222 19,632: 7,022 17,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -1,602: -43 70 -164 -1,282 -659 -1,489 -753: -113 -849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 19.3 8.1 30.0 25.3 81.1 52.7: 18.9 47.3
Old : 100.0: 43.1 19.3 8.1 30.0 25.3 81.1 52.7: 18.9 47.3
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 : 150: 45 23 26 36 53 93 95:
Old : 150: 45 23 26 36 53 93 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 13.6 29.6 20.9 18.7 12.7 29.4 19.5
Old : 18.7 13.6 29.6 20.9 18.7 12.7 29.4 19.5
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 20, 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 : 30,541: 6,210 120 602 18,490 29,726 25,302 30,448: 5,239 93
Old : 30,541: 6,210 120 602 18,490 29,726 25,302 30,448: 5,239 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,016: 1,423 -842 0 -374 1,991 1,049 1,149: -33 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 0.4 2.0 60.5 97.3 82.8 99.7: 17.2 0.3
Old : 100.0: 20.3 0.4 2.0 60.5 97.3 82.8 99.7: 17.2 0.3
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 : 21: 5 2 1 11 10 17 12:
Old : 21: 5 2 1 11 10 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 : 56.5 80.0 73.1 96.2 35.4 62.2 44.4 64.7
Old : 56.5 80.0 73.1 96.2 35.4 62.2 44.4 64.7
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 20, 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 : 83,317: 23,739 7,315 24 21,328 60,385 45,091 67,724: 38,226 15,593
Old : 83,317: 23,739 7,315 24 21,328 60,385 45,091 67,724: 38,226 15,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -4,077: -4,213 1,401 3 -1,947 -5,656 -6,157 -4,252: 2,080 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 8.8 0.0 25.6 72.5 54.1 81.3: 45.9 18.7
Old : 100.0: 28.5 8.8 0.0 25.6 72.5 54.1 81.3: 45.9 18.7
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 : 62: 17 12 3 21 21 40 34:
Old : 62: 17 12 3 21 21 40 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 : 20.7 47.0 31.1 64.9 20.7 47.0 30.8 64.8
Old : 20.7 47.0 31.1 64.9 20.7 47.0 30.8 64.8
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 20, 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 : 54,918: 19,977 4,864 3 20,185 41,191 40,165 46,058: 14,753 8,860
Old : 54,918: 19,977 4,864 3 20,185 41,191 40,165 46,058: 14,753 8,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,862: 1,740 1,217 3 -401 1,287 1,342 2,507: 520 -645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 8.9 0.0 36.8 75.0 73.1 83.9: 26.9 16.1
Old : 100.0: 36.4 8.9 0.0 36.8 75.0 73.1 83.9: 26.9 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 : 40: 17 5 1 9 13 26 19:
Old : 40: 17 5 1 9 13 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 : 36.9 64.7 50.7 76.6 36.8 64.7 50.3 76.6
Old : 36.9 64.7 50.7 76.6 36.8 64.7 50.3 76.6
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 20, 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 : 72,072: 43,551 7,665 0 23,813 62,872 67,364 70,537: 4,708 1,535
Old : 72,072: 43,551 7,665 0 23,813 62,872 67,364 70,537: 4,708 1,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 7,857: 6,721 -1,030 -1 949 9,033 7,669 8,002: 188 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 10.6 0.0 33.0 87.2 93.5 97.9: 6.5 2.1
Old : 100.0: 60.4 10.6 0.0 33.0 87.2 93.5 97.9: 6.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 29 15 0 18 19 47 34:
Old : 76: 29 15 0 18 19 47 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 : 55.3 63.3 71.8 82.4 55.3 62.9 71.8 82.0
Old : 55.3 63.3 71.8 82.4 55.3 62.9 71.8 82.0
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 20, 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 : 124,904: 16,448 43,215 581 92,451 58,754 109,480 102,550: 15,424 22,354
Old : 124,904: 16,448 43,215 581 92,451 58,754 109,480 102,550: 15,424 22,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -6,776: 947 -6,957 151 -6,184 6,742 -5,086 -64: -1,690 -6,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 34.6 0.5 74.0 47.0 87.7 82.1: 12.3 17.9
Old : 100.0: 13.2 34.6 0.5 74.0 47.0 87.7 82.1: 12.3 17.9
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 : 88: 17 31 6 18 29 39 62:
Old : 88: 17 31 6 18 29 39 62:
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 : 54.2 35.4 68.0 47.7 54.0 35.1 67.3 47.4
Old : 54.2 35.4 68.0 47.7 54.0 35.1 67.3 47.4
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 20, 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 : 127,658: 54,733 13,822 123 43,093 90,752 97,949 104,697: 29,709 22,961
Old : 127,658: 54,733 13,822 123 43,093 90,752 97,949 104,697: 29,709 22,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -6,007: -8,472 -2,024 71 682 -4,192 -7,719 -6,145: 1,712 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 10.8 0.1 33.8 71.1 76.7 82.0: 23.3 18.0
Old : 100.0: 42.9 10.8 0.1 33.8 71.1 76.7 82.0: 23.3 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 : 100: 34 22 5 21 31 58 55:
Old : 100: 34 22 5 21 31 58 55:
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 : 33.0 47.6 44.3 59.6 33.0 46.4 43.9 58.3
Old : 33.0 47.6 44.3 59.6 33.0 46.4 43.9 58.3
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 20, 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 : 230,118: 55,008 79,259 1,990 130,879 97,825 187,877 179,074: 42,241 51,044
Old : 230,118: 55,008 79,259 1,990 130,879 97,825 187,877 179,074: 42,241 51,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 4,415: -1,179 -3,978 1,027 7,344 9,184 7,192 6,233: -2,777 -1,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 34.4 0.9 56.9 42.5 81.6 77.8: 18.4 22.2
Old : 100.0: 23.9 34.4 0.9 56.9 42.5 81.6 77.8: 18.4 22.2
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 : 156: 47 48 22 33 41 87 104:
Old : 156: 47 48 22 33 41 87 104:
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 : 39.9 35.6 49.3 42.7 39.7 35.6 48.2 42.7
Old : 39.9 35.6 49.3 42.7 39.7 35.6 48.2 42.7
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 20, 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 : 18,631: 14,523 5,550 0 1,511 11,887 16,034 17,437: 2,597 1,194
Old : 18,631: 14,523 5,550 0 1,511 11,887 16,034 17,437: 2,597 1,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,833: 1,840 -1,681 0 -229 3,784 1,611 2,103: 222 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 29.8 0.0 8.1 63.8 86.1 93.6: 13.9 6.4
Old : 100.0: 78.0 29.8 0.0 8.1 63.8 86.1 93.6: 13.9 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 : 38: 13 10 0 4 12 17 22:
Old : 38: 13 10 0 4 12 17 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 : 59.0 58.1 76.1 79.0 59.0 58.1 76.1 78.6
Old : 59.0 58.1 76.1 79.0 59.0 58.1 76.1 78.6
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 20, 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 : 7,729,322: 1,265,874 588,719 875,774 4,766,542 5,361,040 6,908,190 6,825,533: 821,132 903,789
Old : 7,729,322: 1,265,874 588,719 875,774 4,766,542 5,361,040 6,908,190 6,825,533: 821,132 903,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 81,209: -68,308 -30,674 17,490 153,757 82,583 102,939 69,399: -21,730 11,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 7.6 11.3 61.7 69.4 89.4 88.3: 10.6 11.7
Old : 100.0: 16.4 7.6 11.3 61.7 69.4 89.4 88.3: 10.6 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 56 57 76 131 135 238 225:
Old : 270: 56 57 76 131 135 238 225:
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 29.0 45.4 39.4 30.3 24.4 40.9 31.4
Old : 30.4 29.0 45.4 39.4 30.3 24.4 40.9 31.4
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 20, 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 : 870,890: 66,009 95,334 30,477 633,554 619,374 730,040 745,185: 140,850 125,705
Old : 870,890: 66,009 95,334 30,477 633,554 619,374 730,040 745,185: 140,850 125,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -4,006: 2,166 -3,204 4,006 -2,744 10,039 3,428 10,842: -7,434 -14,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 10.9 3.5 72.7 71.1 83.8 85.6: 16.2 14.4
Old : 100.0: 7.6 10.9 3.5 72.7 71.1 83.8 85.6: 16.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 515: 80 103 48 203 222 312 344:
Old : 515: 80 103 48 203 222 312 344:
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 : 18.4 11.0 28.7 19.5 15.4 9.9 24.3 16.7
Old : 18.4 11.0 28.7 19.5 15.4 9.9 24.3 16.7
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 20, 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 : 307,963: 18,554 49,541 1,156 214,853 186,062 234,563 236,759: 73,400 71,204
Old : 307,963: 18,554 49,541 1,156 214,853 186,062 234,563 236,759: 73,400 71,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -4,394: -4,487 6,113 127 -2,308 2,882 -6,668 9,122: 2,274 -13,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 16.1 0.4 69.8 60.4 76.2 76.9: 23.8 23.1
Old : 100.0: 6.0 16.1 0.4 69.8 60.4 76.2 76.9: 23.8 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 : 128: 12 21 8 62 56 80 79:
Old : 128: 12 21 8 62 56 80 79:
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 : 24.6 24.4 35.1 35.9 23.2 24.4 33.4 35.8
Old : 24.6 24.4 35.1 35.9 23.2 24.4 33.4 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, July 20, 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 : 2,814,633: 354,454 346,145 29,426 2,093,505 2,166,559 2,477,385 2,542,130: 337,248 272,503
Old : 2,814,633: 354,454 346,145 29,426 2,093,505 2,166,559 2,477,385 2,542,130: 337,248 272,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,940: 44,613 -35,238 8,049 -2,181 35,787 50,481 8,598: -48,541 -6,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 12.3 1.0 74.4 77.0 88.0 90.3: 12.0 9.7
Old : 100.0: 12.6 12.3 1.0 74.4 77.0 88.0 90.3: 12.0 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 : 474: 76 95 38 169 205 268 315:
Old : 474: 76 95 38 169 205 268 315:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 11.9 32.9 20.5 18.3 9.5 28.8 16.6
Old : 20.8 11.9 32.9 20.5 18.3 9.5 28.8 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, July 20, 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 : 84,446: 8,228 7,854 569 65,416 71,815 74,213 80,238: 10,233 4,208
Old : 84,446: 8,228 7,854 569 65,416 71,815 74,213 80,238: 10,233 4,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,283: 1,112 261 -157 575 267 1,530 371: -247 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 9.3 0.7 77.5 85.0 87.9 95.0: 12.1 5.0
Old : 100.0: 9.7 9.3 0.7 77.5 85.0 87.9 95.0: 12.1 5.0
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 : 81: 9 3 2 45 35 54 40:
Old : 81: 9 3 2 45 35 54 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 : 35.9 51.0 51.8 67.5 33.7 51.0 46.9 65.8
Old : 35.9 51.0 51.8 67.5 33.7 51.0 46.9 65.8
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 20, 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 : 76,812: 12,255 13,721 1,498 53,057 53,845 66,810 69,064: 10,003 7,748
Old : 76,812: 12,255 13,721 1,498 53,057 53,845 66,810 69,064: 10,003 7,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 512: 533 -5,521 395 386 5,349 1,314 223: -802 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 17.9 1.9 69.1 70.1 87.0 89.9: 13.0 10.1
Old : 100.0: 16.0 17.9 1.9 69.1 70.1 87.0 89.9: 13.0 10.1
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 : 211: 50 38 13 60 82 114 130:
Old : 211: 50 38 13 60 82 114 130:
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 : 29.3 24.7 43.2 38.0 28.8 23.4 42.1 36.2
Old : 29.3 24.7 43.2 38.0 28.8 23.4 42.1 36.2
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 20, 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 : 13,807: 0 3,444 0 7,741 8,991 7,741 12,435: 6,066 1,372
Old : 13,807: 0 3,444 0 7,741 8,991 7,741 12,435: 6,066 1,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 710: 0 1,686 0 1,202 -1,255 1,202 431: -492 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.9 0.0 56.1 65.1 56.1 90.1: 43.9 9.9
Old : 100.0: 0.0 24.9 0.0 56.1 65.1 56.1 90.1: 43.9 9.9
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: 0 3 0 11 9 11 12:
Old : 22: 0 3 0 11 9 11 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 : 39.9 69.2 50.8 85.3 39.9 69.2 50.8 85.3
Old : 39.9 69.2 50.8 85.3 39.9 69.2 50.8 85.3
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 20, 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 : 315,026: 65,093 55,207 3,669 226,581 224,268 295,343 283,144: 19,683 31,882
Old : 315,026: 65,093 55,207 3,669 226,581 224,268 295,343 283,144: 19,683 31,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -990: 3,168 -35,530 1,471 -4,079 33,019 560 -1,040: -1,550 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 17.5 1.2 71.9 71.2 93.8 89.9: 6.2 10.1
Old : 100.0: 20.7 17.5 1.2 71.9 71.2 93.8 89.9: 6.2 10.1
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 : 209: 52 37 11 56 78 110 124:
Old : 209: 52 37 11 56 78 110 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 23.1 51.5 35.7 34.0 23.1 50.0 35.7
Old : 34.6 23.1 51.5 35.7 34.0 23.1 50.0 35.7
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 20, 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 : 80,302: 45,253 12,367 161 11,829 50,979 57,243 63,507: 23,059 16,795
Old : 80,302: 45,253 12,367 161 11,829 50,979 57,243 63,507: 23,059 16,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 11,820: 10,044 638 -2 224 10,762 10,266 11,398: 1,554 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 15.4 0.2 14.7 63.5 71.3 79.1: 28.7 20.9
Old : 100.0: 56.4 15.4 0.2 14.7 63.5 71.3 79.1: 28.7 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 23 11 3 10 21 35 33:
Old : 59: 23 11 3 10 21 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 37.0 40.3 53.7 25.7 36.9 39.9 51.3
Old : 25.7 37.0 40.3 53.7 25.7 36.9 39.9 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, July 20, 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 : 29,643: 9,279 4,862 8 12,741 10,221 22,028 15,091: 7,615 14,552
Old : 29,643: 9,279 4,862 8 12,741 10,221 22,028 15,091: 7,615 14,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -3,103: -2,430 404 0 -677 -1,562 -3,107 -1,158: 4 -1,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 16.4 0.0 43.0 34.5 74.3 50.9: 25.7 49.1
Old : 100.0: 31.3 16.4 0.0 43.0 34.5 74.3 50.9: 25.7 49.1
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 : 46: 12 10 1 15 12 27 23:
Old : 46: 12 10 1 15 12 27 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 : 34.0 25.9 47.1 34.5 34.0 25.9 47.0 34.4
Old : 34.0 25.9 47.1 34.5 34.0 25.9 47.0 34.4
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 - Futures Only, July 20, 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 : 45,526: 4,051 8,115 873 34,026 21,986 38,950 30,974: 6,576 14,552
Old : 45,526: 4,051 8,115 873 34,026 21,986 38,950 30,974: 6,576 14,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -329: -397 -2,862 -443 1,363 2,811 523 -494: -852 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 17.8 1.9 74.7 48.3 85.6 68.0: 14.4 32.0
Old : 100.0: 8.9 17.8 1.9 74.7 48.3 85.6 68.0: 14.4 32.0
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 : 57: 6 14 2 18 24 26 38:
Old : 57: 6 14 2 18 24 26 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 : 51.7 26.9 64.7 37.8 49.0 25.9 61.5 35.8
Old : 51.7 26.9 64.7 37.8 49.0 25.9 61.5 35.8
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 20, 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 : 35,944: 6,017 0 300 26,175 33,682 32,492 33,982: 3,452 1,962
Old : 35,944: 6,017 0 300 26,175 33,682 32,492 33,982: 3,452 1,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,683: 876 0 -1 386 2,199 1,261 2,198: 422 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 0.0 0.8 72.8 93.7 90.4 94.5: 9.6 5.5
Old : 100.0: 16.7 0.0 0.8 72.8 93.7 90.4 94.5: 9.6 5.5
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 : 43: 7 0 1 20 24 27 25:
Old : 43: 7 0 1 20 24 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 61.4 68.0 76.1 54.4 58.9 64.4 72.4
Old : 56.4 61.4 68.0 76.1 54.4 58.9 64.4 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, July 20, 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 : 26,710: 5,830 643 0 15,491 23,947 21,321 24,590: 5,389 2,120
Old : 26,710: 5,830 643 0 15,491 23,947 21,321 24,590: 5,389 2,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 349: 124 408 0 114 -401 238 7: 111 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 2.4 0.0 58.0 89.7 79.8 92.1: 20.2 7.9
Old : 100.0: 21.8 2.4 0.0 58.0 89.7 79.8 92.1: 20.2 7.9
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 : 39: 10 2 0 16 16 26 18:
Old : 39: 10 2 0 16 16 26 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 : 40.6 64.0 54.9 80.9 39.6 64.0 53.9 80.7
Old : 40.6 64.0 54.9 80.9 39.6 64.0 53.9 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, July 20, 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 : 16,223: 4,145 4,242 0 11,052 10,989 15,197 15,231: 1,026 992
Old : 16,223: 4,145 4,242 0 11,052 10,989 15,197 15,231: 1,026 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -900: 1,297 -977 0 1,145 655 2,442 -322: -3,342 -578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 26.1 0.0 68.1 67.7 93.7 93.9: 6.3 6.1
Old : 100.0: 25.6 26.1 0.0 68.1 67.7 93.7 93.9: 6.3 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 8 0 9 1 18 9:
Old : 26: 9 8 0 9 1 18 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 : 62.5 89.9 75.7 93.3 62.5 89.9 75.7 93.2
Old : 62.5 89.9 75.7 93.3 62.5 89.9 75.7 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 23, 2010