MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 10, 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 : 25,390: 1,025 4,238 320 19,879 16,463 21,224 21,021: 4,166 4,369
Old : 25,390: 1,025 4,238 320 19,879 16,463 21,224 21,021: 4,166 4,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 257: -157 -315 -42 551 627 352 270: -95 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 16.7 1.3 78.3 64.8 83.6 82.8: 16.4 17.2
Old : 100.0: 4.0 16.7 1.3 78.3 64.8 83.6 82.8: 16.4 17.2
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 : 60: 5 14 7 27 25 38 40:
Old : 60: 5 14 7 27 25 38 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 : 48.9 43.8 63.3 56.4 47.4 39.5 60.9 50.7
Old : 48.9 43.8 63.3 56.4 47.4 39.5 60.9 50.7
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, August 10, 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 : 212,639: 61,636 32,830 38,773 89,432 105,014 189,841 176,617: 22,798 36,022
Old : 102,413: 40,797 41,626 2,495 50,224 42,548 93,516 86,669: 8,897 15,744
Other: 110,226: 40,184 10,549 16,933 39,208 62,466 96,325 89,948: 13,901 20,278
: : :
: : Changes in Commitments from: August 3, 2010 :
: -8,949: -680 -4,518 -5,830 -2,438 150 -8,948 -10,198: -1 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 15.4 18.2 42.1 49.4 89.3 83.1: 10.7 16.9
Old : 100.0: 39.8 40.6 2.4 49.0 41.5 91.3 84.6: 8.7 15.4
Other: 100.0: 36.5 9.6 15.4 35.6 56.7 87.4 81.6: 12.6 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 92 72 86 39 60 190 176:
Old : 230: 77 86 27 25 50 116 150:
Other: 191: 77 33 46 34 52 137 118:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 25.4 34.4 34.2 22.7 24.6 34.4 31.9
Old : 29.7 25.6 44.6 37.4 29.7 25.6 44.6 36.4
Other: 25.5 26.1 38.9 37.4 25.5 25.6 37.2 35.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 10, 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 : 338,562: 130,654 44,925 51,879 124,724 175,953 307,257 272,757: 31,305 65,805
Old : 338,562: 130,654 44,925 51,879 124,724 175,953 307,257 272,757: 31,305 65,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 6,166: 1,366 -9,169 3,793 -3,295 5,443 1,864 67: 4,302 6,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 13.3 15.3 36.8 52.0 90.8 80.6: 9.2 19.4
Old : 100.0: 38.6 13.3 15.3 36.8 52.0 90.8 80.6: 9.2 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 141 68 90 68 172 265 293:
Old : 414: 141 68 90 68 172 265 293:
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 : 18.0 15.7 28.8 24.5 17.8 14.6 28.7 21.5
Old : 18.0 15.7 28.8 24.5 17.8 14.6 28.7 21.5
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, August 10, 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 : 10,049: 3,733 4,153 1,318 2,887 2,777 7,938 8,248: 2,111 1,801
Old : 10,049: 3,733 4,153 1,318 2,887 2,777 7,938 8,248: 2,111 1,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 34: 5 160 -156 130 -53 -21 -49: 55 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 41.3 13.1 28.7 27.6 79.0 82.1: 21.0 17.9
Old : 100.0: 37.1 41.3 13.1 28.7 27.6 79.0 82.1: 21.0 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 : 86: 21 28 17 20 22 57 59:
Old : 86: 21 28 17 20 22 57 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 23.6 47.3 38.3 33.0 23.6 46.5 36.4
Old : 33.0 23.6 47.3 38.3 33.0 23.6 46.5 36.4
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, August 10, 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 : 33,697: 12,137 7,025 3,354 11,165 6,464 26,656 16,843: 7,041 16,854
Old : 33,697: 12,137 7,025 3,354 11,165 6,464 26,656 16,843: 7,041 16,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -3,888: -2,495 -9 -195 -619 -1,556 -3,309 -1,760: -579 -2,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 20.8 10.0 33.1 19.2 79.1 50.0: 20.9 50.0
Old : 100.0: 36.0 20.8 10.0 33.1 19.2 79.1 50.0: 20.9 50.0
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 : 140: 35 28 33 39 45 97 91:
Old : 140: 35 28 33 39 45 97 91:
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 : 18.2 13.7 29.1 19.9 18.2 13.1 28.8 18.7
Old : 18.2 13.7 29.1 19.9 18.2 13.1 28.8 18.7
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, August 10, 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 : 34,319: 9,754 20 602 18,707 33,580 29,063 34,202: 5,256 117
Old : 34,319: 9,754 20 602 18,707 33,580 29,063 34,202: 5,256 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 1,053: 1,462 -100 0 -362 1,124 1,100 1,024: -47 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 0.1 1.8 54.5 97.8 84.7 99.7: 15.3 0.3
Old : 100.0: 28.4 0.1 1.8 54.5 97.8 84.7 99.7: 15.3 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 1 1 11 11 17 12:
Old : 21: 5 1 1 11 11 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 78.2 77.1 94.6 44.1 62.1 50.0 66.5
Old : 57.2 78.2 77.1 94.6 44.1 62.1 50.0 66.5
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, August 10, 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 : 105,543: 46,616 5,437 674 16,265 85,481 63,555 91,592: 41,988 13,951
Old : 105,543: 46,616 5,437 674 16,265 85,481 63,555 91,592: 41,988 13,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 6,281: 6,281 -716 539 -1,880 7,862 4,940 7,685: 1,341 -1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 5.2 0.6 15.4 81.0 60.2 86.8: 39.8 13.2
Old : 100.0: 44.2 5.2 0.6 15.4 81.0 60.2 86.8: 39.8 13.2
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 : 67: 33 5 6 17 20 51 30:
Old : 67: 33 5 6 17 20 51 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 50.5 31.1 67.6 21.3 50.4 30.8 67.4
Old : 21.3 50.5 31.1 67.6 21.3 50.4 30.8 67.4
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, August 10, 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 : 52,566: 16,775 5,874 7 22,171 36,144 38,953 42,025: 13,613 10,541
Old : 52,566: 16,775 5,874 7 22,171 36,144 38,953 42,025: 13,613 10,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -5,410: -3,527 1,795 -1 -65 -9,367 -3,593 -7,573: -1,817 2,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 11.2 0.0 42.2 68.8 74.1 79.9: 25.9 20.1
Old : 100.0: 31.9 11.2 0.0 42.2 68.8 74.1 79.9: 25.9 20.1
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 : 41: 17 5 1 10 14 27 20:
Old : 41: 17 5 1 10 14 27 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 55.9 53.8 68.5 39.8 55.9 53.2 67.2
Old : 40.0 55.9 53.8 68.5 39.8 55.9 53.2 67.2
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, August 10, 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 : 110,281: 80,624 8,255 234 23,698 100,737 104,556 109,226: 5,725 1,055
Old : 110,281: 80,624 8,255 234 23,698 100,737 104,556 109,226: 5,725 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 18,032: 18,121 893 106 -155 17,082 18,072 18,081: -40 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 7.5 0.2 21.5 91.3 94.8 99.0: 5.2 1.0
Old : 100.0: 73.1 7.5 0.2 21.5 91.3 94.8 99.0: 5.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 44 14 2 16 23 61 39:
Old : 94: 44 14 2 16 23 61 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 : 53.6 63.5 71.1 80.8 53.5 63.5 71.0 80.5
Old : 53.6 63.5 71.1 80.8 53.5 63.5 71.0 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 10, 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 : 142,227: 35,915 30,894 63 82,534 87,126 118,512 118,083: 23,715 24,144
Old : 142,227: 35,915 30,894 63 82,534 87,126 118,512 118,083: 23,715 24,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 6,773: 4,857 -414 -470 -298 8,983 4,089 8,099: 2,684 -1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 21.7 0.0 58.0 61.3 83.3 83.0: 16.7 17.0
Old : 100.0: 25.3 21.7 0.0 58.0 61.3 83.3 83.0: 16.7 17.0
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 : 83: 26 22 6 19 23 46 50:
Old : 83: 26 22 6 19 23 46 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 47.4 50.6 58.8 38.2 47.4 49.8 58.5
Old : 38.8 47.4 50.6 58.8 38.2 47.4 49.8 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, August 10, 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 : 136,999: 65,314 12,836 69 42,754 95,218 108,137 108,123: 28,862 28,876
Old : 136,999: 65,314 12,836 69 42,754 95,218 108,137 108,123: 28,862 28,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 3,129: 3,591 -889 7 646 3,207 4,244 2,325: -1,115 804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 9.4 0.1 31.2 69.5 78.9 78.9: 21.1 21.1
Old : 100.0: 47.7 9.4 0.1 31.2 69.5 78.9 78.9: 21.1 21.1
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 : 102: 36 20 3 25 31 63 52:
Old : 102: 36 20 3 25 31 63 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 49.1 43.7 59.9 31.7 47.7 43.2 58.5
Old : 31.7 49.1 43.7 59.9 31.7 47.7 43.2 58.5
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, August 10, 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 : 234,276: 55,797 59,528 1,314 132,681 127,762 189,792 188,604: 44,484 45,672
Old : 234,276: 55,797 59,528 1,314 132,681 127,762 189,792 188,604: 44,484 45,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -1,825: -4,613 -8,179 -802 5,185 11,293 -230 2,312: -1,595 -4,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 25.4 0.6 56.6 54.5 81.0 80.5: 19.0 19.5
Old : 100.0: 23.8 25.4 0.6 56.6 54.5 81.0 80.5: 19.0 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 49 43 21 38 43 92 102:
Old : 158: 49 43 21 38 43 92 102:
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 45.3 42.9 52.0 33.7 45.3 41.7 51.4
Old : 34.0 45.3 42.9 52.0 33.7 45.3 41.7 51.4
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, August 10, 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 : 25,036: 18,992 6,448 744 1,889 16,756 21,625 23,948: 3,411 1,088
Old : 25,036: 18,992 6,448 744 1,889 16,756 21,625 23,948: 3,411 1,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 637: -1,361 1,154 744 1,073 -986 456 912: 181 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 25.8 3.0 7.5 66.9 86.4 95.7: 13.6 4.3
Old : 100.0: 75.9 25.8 3.0 7.5 66.9 86.4 95.7: 13.6 4.3
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 : 45: 15 12 1 5 15 20 28:
Old : 45: 15 12 1 5 15 20 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 56.1 76.7 76.4 64.0 56.1 73.7 76.4
Old : 64.0 56.1 76.7 76.4 64.0 56.1 73.7 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, August 10, 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 : 7,941,964: 1,468,700 705,965 953,197 4,574,675 5,342,161 6,996,572 7,001,323: 945,392 940,641
Old : 7,941,964: 1,468,700 705,965 953,197 4,574,675 5,342,161 6,996,572 7,001,323: 945,392 940,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 118,504: 101,732 47,011 17,348 -17,610 95,880 101,470 160,239: 17,034 -41,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 8.9 12.0 57.6 67.3 88.1 88.2: 11.9 11.8
Old : 100.0: 18.5 8.9 12.0 57.6 67.3 88.1 88.2: 11.9 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 : 260: 54 56 74 126 133 227 224:
Old : 260: 54 56 74 126 133 227 224:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 27.7 42.3 39.2 28.2 23.5 38.3 32.3
Old : 28.7 27.7 42.3 39.2 28.2 23.5 38.3 32.3
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, August 10, 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 : 870,141: 67,131 91,966 20,701 644,384 647,077 732,216 759,745: 137,925 110,396
Old : 870,141: 67,131 91,966 20,701 644,384 647,077 732,216 759,745: 137,925 110,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 4,334: 2,325 1,908 2,746 7,310 8,433 12,381 13,087: -8,047 -8,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 10.6 2.4 74.1 74.4 84.1 87.3: 15.9 12.7
Old : 100.0: 7.7 10.6 2.4 74.1 74.4 84.1 87.3: 15.9 12.7
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 : 518: 90 99 45 202 223 317 342:
Old : 518: 90 99 45 202 223 317 342:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 13.9 27.8 22.5 15.0 11.6 23.5 18.9
Old : 18.1 13.9 27.8 22.5 15.0 11.6 23.5 18.9
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, August 10, 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 : 319,734: 20,825 41,113 1,110 221,158 212,768 243,093 254,991: 76,641 64,743
Old : 319,734: 20,825 41,113 1,110 221,158 212,768 243,093 254,991: 76,641 64,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 2,984: 794 4,375 -15 1,274 4,639 2,053 8,999: 931 -6,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 12.9 0.3 69.2 66.5 76.0 79.8: 24.0 20.2
Old : 100.0: 6.5 12.9 0.3 69.2 66.5 76.0 79.8: 24.0 20.2
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 : 129: 14 23 8 62 54 82 79:
Old : 129: 14 23 8 62 54 82 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 : 23.9 23.6 34.5 36.3 22.5 23.0 33.1 34.2
Old : 23.9 23.6 34.5 36.3 22.5 23.0 33.1 34.2
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, August 10, 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 : 2,752,036: 306,101 328,840 23,384 2,116,131 2,171,546 2,445,616 2,523,770: 306,420 228,266
Old : 2,752,036: 306,101 328,840 23,384 2,116,131 2,171,546 2,445,616 2,523,770: 306,420 228,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 6,750: 19,850 -137 1,608 30,182 18,970 51,640 20,441: -44,890 -13,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 11.9 0.8 76.9 78.9 88.9 91.7: 11.1 8.3
Old : 100.0: 11.1 11.9 0.8 76.9 78.9 88.9 91.7: 11.1 8.3
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 : 476: 84 92 31 170 206 271 312:
Old : 476: 84 92 31 170 206 271 312:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 13.0 32.6 22.5 17.4 10.9 26.9 19.6
Old : 21.3 13.0 32.6 22.5 17.4 10.9 26.9 19.6
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, August 10, 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 : 89,146: 12,931 7,097 0 65,046 77,485 77,977 84,582: 11,169 4,564
Old : 89,146: 12,931 7,097 0 65,046 77,485 77,977 84,582: 11,169 4,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 1,924: 1,799 25 0 -644 1,879 1,155 1,904: 769 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 8.0 0.0 73.0 86.9 87.5 94.9: 12.5 5.1
Old : 100.0: 14.5 8.0 0.0 73.0 86.9 87.5 94.9: 12.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 10 2 0 48 35 58 37:
Old : 83: 10 2 0 48 35 58 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 : 33.3 46.1 50.0 64.5 32.8 45.1 45.7 61.7
Old : 33.3 46.1 50.0 64.5 32.8 45.1 45.7 61.7
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, August 10, 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 : 86,874: 20,826 13,307 1,674 54,320 66,199 76,820 81,180: 10,053 5,693
Old : 86,874: 20,826 13,307 1,674 54,320 66,199 76,820 81,180: 10,053 5,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 3,365: 2,562 -395 546 643 2,892 3,751 3,043: -386 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 15.3 1.9 62.5 76.2 88.4 93.4: 11.6 6.6
Old : 100.0: 24.0 15.3 1.9 62.5 76.2 88.4 93.4: 11.6 6.6
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 : 222: 64 32 7 69 82 135 119:
Old : 222: 64 32 7 69 82 135 119:
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 : 27.6 26.9 40.6 41.5 24.5 25.7 37.4 38.4
Old : 27.6 26.9 40.6 41.5 24.5 25.7 37.4 38.4
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, August 10, 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 : 14,399: 1,477 2,497 0 7,328 10,749 8,805 13,246: 5,594 1,153
Old : 14,399: 1,477 2,497 0 7,328 10,749 8,805 13,246: 5,594 1,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 450: 492 0 0 21 492 513 492: -63 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 17.3 0.0 50.9 74.7 61.2 92.0: 38.8 8.0
Old : 100.0: 10.3 17.3 0.0 50.9 74.7 61.2 92.0: 38.8 8.0
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 : 23: 1 1 0 11 11 12 12:
Old : 23: 1 1 0 11 11 12 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 : 41.7 68.3 54.1 84.6 41.7 68.3 52.6 83.8
Old : 41.7 68.3 54.1 84.6 41.7 68.3 52.6 83.8
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, August 10, 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 : 362,373: 103,823 61,128 1,292 234,962 277,251 340,077 339,671: 22,296 22,702
Old : 362,373: 103,823 61,128 1,292 234,962 277,251 340,077 339,671: 22,296 22,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 14,576: 12,504 179 578 3,109 12,000 16,191 12,757: -1,615 1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 16.9 0.4 64.8 76.5 93.8 93.7: 6.2 6.3
Old : 100.0: 28.7 16.9 0.4 64.8 76.5 93.8 93.7: 6.2 6.3
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 : 218: 63 33 6 63 76 128 113:
Old : 218: 63 33 6 63 76 128 113:
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 : 32.4 28.6 47.7 43.5 31.8 28.6 47.1 43.5
Old : 32.4 28.6 47.7 43.5 31.8 28.6 47.1 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, August 10, 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 : 114,049: 68,353 13,983 157 19,236 83,895 87,746 98,035: 26,303 16,014
Old : 114,049: 68,353 13,983 157 19,236 83,895 87,746 98,035: 26,303 16,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 14,900: 6,257 602 -33 6,853 12,377 13,077 12,946: 1,823 1,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 12.3 0.1 16.9 73.6 76.9 86.0: 23.1 14.0
Old : 100.0: 59.9 12.3 0.1 16.9 73.6 76.9 86.0: 23.1 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 30 13 2 15 19 46 33:
Old : 70: 30 13 2 15 19 46 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 : 29.0 47.8 42.5 64.9 29.0 47.7 42.5 63.6
Old : 29.0 47.8 42.5 64.9 29.0 47.7 42.5 63.6
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, August 10, 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 : 30,327: 6,625 4,917 0 14,569 10,043 21,194 14,960: 9,133 15,367
Old : 30,327: 6,625 4,917 0 14,569 10,043 21,194 14,960: 9,133 15,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -1,623: -718 646 -8 -124 -1,362 -850 -724: -773 -899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 16.2 0.0 48.0 33.1 69.9 49.3: 30.1 50.7
Old : 100.0: 21.8 16.2 0.0 48.0 33.1 69.9 49.3: 30.1 50.7
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 : 51: 14 9 0 18 13 32 22:
Old : 51: 14 9 0 18 13 32 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 : 26.6 24.3 39.5 33.0 26.4 24.3 39.3 33.0
Old : 26.6 24.3 39.5 33.0 26.4 24.3 39.3 33.0
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, August 10, 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 : 52,273: 4,194 3,643 641 39,519 23,214 44,354 27,498: 7,919 24,775
Old : 52,273: 4,194 3,643 641 39,519 23,214 44,354 27,498: 7,919 24,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 2,225: 579 -1,605 84 1,172 352 1,835 -1,169: 390 3,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 7.0 1.2 75.6 44.4 84.9 52.6: 15.1 47.4
Old : 100.0: 8.0 7.0 1.2 75.6 44.4 84.9 52.6: 15.1 47.4
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 : 59: 8 13 1 22 21 31 34:
Old : 59: 8 13 1 22 21 31 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 : 50.2 21.4 63.8 30.4 47.2 20.8 60.0 28.9
Old : 50.2 21.4 63.8 30.4 47.2 20.8 60.0 28.9
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, August 10, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 30,509: 4,602 266 300 22,245 27,809 27,147 28,375: 3,362 2,134
Old : 30,509: 4,602 266 300 22,245 27,809 27,147 28,375: 3,362 2,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -806: -1,082 266 0 479 -927 -603 -661: -203 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 0.9 1.0 72.9 91.2 89.0 93.0: 11.0 7.0
Old : 100.0: 15.1 0.9 1.0 72.9 91.2 89.0 93.0: 11.0 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 1 1 17 20 23 22:
Old : 38: 6 1 1 17 20 23 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 : 53.6 60.5 68.4 76.6 51.1 57.6 62.9 71.7
Old : 53.6 60.5 68.4 76.6 51.1 57.6 62.9 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, August 10, 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 : 27,515: 6,620 204 0 15,088 24,696 21,708 24,900: 5,807 2,615
Old : 27,515: 6,620 204 0 15,088 24,696 21,708 24,900: 5,807 2,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 411: -170 0 0 533 -453 363 -453: 48 864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 0.7 0.0 54.8 89.8 78.9 90.5: 21.1 9.5
Old : 100.0: 24.1 0.7 0.0 54.8 89.8 78.9 90.5: 21.1 9.5
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 : 40: 12 1 0 17 15 29 16:
Old : 40: 12 1 0 17 15 29 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 67.8 48.9 83.9 34.2 67.8 47.9 83.9
Old : 35.2 67.8 48.9 83.9 34.2 67.8 47.9 83.9
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, August 10, 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 : 15,987: 4,201 3,035 47 10,120 11,615 14,368 14,697: 1,619 1,290
Old : 15,987: 4,201 3,035 47 10,120 11,615 14,368 14,697: 1,619 1,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -9: -16 -681 44 -446 284 -418 -353: 409 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 19.0 0.3 63.3 72.7 89.9 91.9: 10.1 8.1
Old : 100.0: 26.3 19.0 0.3 63.3 72.7 89.9 91.9: 10.1 8.1
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 : 25: 11 5 2 8 4 19 11:
Old : 25: 11 5 2 8 4 19 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 : 62.4 89.0 73.3 91.5 62.4 89.0 73.0 91.1
Old : 62.4 89.0 73.3 91.5 62.4 89.0 73.0 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 13, 2010