MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 7, 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 : 24,871: 1,278 2,211 859 18,081 17,457 20,218 20,527: 4,653 4,344
Old : 24,871: 1,278 2,211 859 18,081 17,457 20,218 20,527: 4,653 4,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -3,466: 250 -533 -360 -3,331 -1,717 -3,441 -2,610: -25 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 8.9 3.5 72.7 70.2 81.3 82.5: 18.7 17.5
Old : 100.0: 5.1 8.9 3.5 72.7 70.2 81.3 82.5: 18.7 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 8 13 10 23 23 39 38:
Old : 58: 8 13 10 23 23 39 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 : 44.6 42.7 59.2 57.4 44.1 39.9 56.6 53.1
Old : 44.6 42.7 59.2 57.4 44.1 39.9 56.6 53.1
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, September 7, 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 : 220,867: 63,486 28,838 43,896 91,435 112,750 198,817 185,484: 22,050 35,383
Old : 77,586: 30,534 33,423 1,267 40,384 31,375 72,185 66,065: 5,401 11,521
Other: 143,281: 52,147 14,610 23,434 51,051 81,375 126,632 119,419: 16,649 23,862
: : :
: : Changes in Commitments from: August 31, 2010 :
: 2,015: -398 -870 -286 3,165 2,555 2,481 1,399: -466 616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 13.1 19.9 41.4 51.0 90.0 84.0: 10.0 16.0
Old : 100.0: 39.4 43.1 1.6 52.1 40.4 93.0 85.2: 7.0 14.8
Other: 100.0: 36.4 10.2 16.4 35.6 56.8 88.4 83.3: 11.6 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 102 55 98 41 63 199 187:
Old : 220: 68 83 12 28 43 102 132:
Other: 227: 95 39 62 39 59 167 144:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 24.3 33.5 32.8 21.2 23.9 32.2 30.6
Old : 27.3 26.3 42.3 39.1 27.3 26.3 42.3 39.0
Other: 22.5 24.6 34.9 35.9 22.5 24.6 34.5 34.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 7, 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 : 350,095: 152,300 41,229 46,851 124,557 197,338 323,708 285,418: 26,387 64,677
Old : 350,095: 152,300 41,229 46,851 124,557 197,338 323,708 285,418: 26,387 64,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 599: 911 1,300 -3,450 3,106 2,708 567 558: 32 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 11.8 13.4 35.6 56.4 92.5 81.5: 7.5 18.5
Old : 100.0: 43.5 11.8 13.4 35.6 56.4 92.5 81.5: 7.5 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 159 57 86 79 182 280 295:
Old : 429: 159 57 86 79 182 280 295:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 18.4 28.1 26.5 16.8 17.7 27.2 25.1
Old : 16.9 18.4 28.1 26.5 16.8 17.7 27.2 25.1
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, September 7, 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 : 8,341: 3,548 4,230 279 2,764 2,237 6,591 6,746: 1,750 1,595
Old : 8,341: 3,548 4,230 279 2,764 2,237 6,591 6,746: 1,750 1,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -309: 19 339 -388 7 -230 -362 -279: 53 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 50.7 3.3 33.1 26.8 79.0 80.9: 21.0 19.1
Old : 100.0: 42.5 50.7 3.3 33.1 26.8 79.0 80.9: 21.0 19.1
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 : 74: 18 28 7 18 18 43 48:
Old : 74: 18 28 7 18 18 43 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 31.1 55.7 45.2 39.6 31.1 55.3 45.0
Old : 39.6 31.1 55.7 45.2 39.6 31.1 55.3 45.0
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, September 7, 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 : 35,157: 14,922 7,140 3,798 10,064 7,049 28,784 17,987: 6,373 17,170
Old : 35,157: 14,922 7,140 3,798 10,064 7,049 28,784 17,987: 6,373 17,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -2,190: -1,152 -251 -1,008 -96 -700 -2,256 -1,959: 66 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 20.3 10.8 28.6 20.1 81.9 51.2: 18.1 48.8
Old : 100.0: 42.4 20.3 10.8 28.6 20.1 81.9 51.2: 18.1 48.8
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 : 129: 40 21 28 31 41 90 77:
Old : 129: 40 21 28 31 41 90 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 14.6 32.6 21.5 19.6 13.3 31.8 19.5
Old : 19.6 14.6 32.6 21.5 19.6 13.3 31.8 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, September 7, 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 : 37,181: 2,009 252 646 22,100 36,111 24,755 37,009: 12,426 172
Old : 37,181: 2,009 252 646 22,100 36,111 24,755 37,009: 12,426 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 227: 0 75 41 175 81 216 197: 11 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.7 1.7 59.4 97.1 66.6 99.5: 33.4 0.5
Old : 100.0: 5.4 0.7 1.7 59.4 97.1 66.6 99.5: 33.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 2 2 12 12 17 14:
Old : 21: 3 2 2 12 12 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 78.7 59.6 94.4 29.3 61.0 33.7 66.6
Old : 47.4 78.7 59.6 94.4 29.3 61.0 33.7 66.6
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, September 7, 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 : 107,378: 27,734 27,282 347 43,989 62,136 72,070 89,765: 35,308 17,613
Old : 107,378: 27,734 27,282 347 43,989 62,136 72,070 89,765: 35,308 17,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -625: 777 -4,439 -541 1,040 6,078 1,276 1,098: -1,901 -1,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 25.4 0.3 41.0 57.9 67.1 83.6: 32.9 16.4
Old : 100.0: 25.8 25.4 0.3 41.0 57.9 67.1 83.6: 32.9 16.4
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 : 73: 25 14 3 27 21 55 35:
Old : 73: 25 14 3 27 21 55 35:
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 : 27.2 45.4 39.0 63.4 26.2 45.2 36.5 61.0
Old : 27.2 45.4 39.0 63.4 26.2 45.2 36.5 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, September 7, 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 : 74,713: 25,464 8,837 3 28,989 56,436 54,456 65,276: 20,257 9,437
Old : 74,713: 25,464 8,837 3 28,989 56,436 54,456 65,276: 20,257 9,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 14,058: 4,279 1,933 -12 8,001 12,456 12,268 14,377: 1,790 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 11.8 0.0 38.8 75.5 72.9 87.4: 27.1 12.6
Old : 100.0: 34.1 11.8 0.0 38.8 75.5 72.9 87.4: 27.1 12.6
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 : 44: 16 6 1 11 19 27 26:
Old : 44: 16 6 1 11 19 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 55.7 54.5 69.6 29.4 50.9 42.3 61.2
Old : 39.9 55.7 54.5 69.6 29.4 50.9 42.3 61.2
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, September 7, 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 : 102,861: 38,237 24,173 1,287 60,620 75,108 100,144 100,568: 2,717 2,293
Old : 102,861: 38,237 24,173 1,287 60,620 75,108 100,144 100,568: 2,717 2,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 11,757: -494 6,446 1,028 12,593 4,742 13,127 12,216: -1,370 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 23.5 1.3 58.9 73.0 97.4 97.8: 2.6 2.2
Old : 100.0: 37.2 23.5 1.3 58.9 73.0 97.4 97.8: 2.6 2.2
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 : 90: 24 27 4 25 20 53 49:
Old : 90: 24 27 4 25 20 53 49:
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 : 40.3 54.6 65.2 71.2 39.4 54.6 62.0 68.0
Old : 40.3 54.6 65.2 71.2 39.4 54.6 62.0 68.0
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, September 7, 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 : 145,712: 21,363 37,431 1,754 96,791 72,743 119,908 111,928: 25,804 33,784
Old : 145,712: 21,363 37,431 1,754 96,791 72,743 119,908 111,928: 25,804 33,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 1,516: -1,689 -887 1,592 75 -4,378 -22 -3,673: 1,538 5,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 25.7 1.2 66.4 49.9 82.3 76.8: 17.7 23.2
Old : 100.0: 14.7 25.7 1.2 66.4 49.9 82.3 76.8: 17.7 23.2
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 : 87: 20 27 6 22 27 45 58:
Old : 87: 20 27 6 22 27 45 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 37.9 56.4 48.4 43.0 37.9 55.3 47.7
Old : 44.0 37.9 56.4 48.4 43.0 37.9 55.3 47.7
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, September 7, 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 : 150,513: 65,440 13,257 818 56,195 105,685 122,453 119,760: 28,060 30,753
Old : 150,513: 65,440 13,257 818 56,195 105,685 122,453 119,760: 28,060 30,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 11,434: 4,221 1,942 -257 7,807 10,841 11,771 12,526: -337 -1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 8.8 0.5 37.3 70.2 81.4 79.6: 18.6 20.4
Old : 100.0: 43.5 8.8 0.5 37.3 70.2 81.4 79.6: 18.6 20.4
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 : 101: 39 20 8 24 29 66 54:
Old : 101: 39 20 8 24 29 66 54:
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 : 30.9 45.8 44.8 59.6 30.6 44.1 42.0 53.6
Old : 30.9 45.8 44.8 59.6 30.6 44.1 42.0 53.6
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, September 7, 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 : 257,788: 53,156 76,855 2,553 148,315 118,728 204,024 198,136: 53,764 59,652
Old : 257,788: 53,156 76,855 2,553 148,315 118,728 204,024 198,136: 53,764 59,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 16,655: 2,057 187 372 4,438 6,281 6,867 6,840: 9,788 9,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 29.8 1.0 57.5 46.1 79.1 76.9: 20.9 23.1
Old : 100.0: 20.6 29.8 1.0 57.5 46.1 79.1 76.9: 20.9 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 : 158: 42 53 25 38 44 92 110:
Old : 158: 42 53 25 38 44 92 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 36.9 42.4 44.6 32.4 35.7 41.0 43.4
Old : 32.8 36.9 42.4 44.6 32.4 35.7 41.0 43.4
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, September 7, 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 : 27,922: 14,648 5,271 663 9,876 20,791 25,187 26,725: 2,735 1,197
Old : 27,922: 14,648 5,271 663 9,876 20,791 25,187 26,725: 2,735 1,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 7,823: 2,455 35 663 4,920 8,113 8,038 8,811: -215 -988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 18.9 2.4 35.4 74.5 90.2 95.7: 9.8 4.3
Old : 100.0: 52.5 18.9 2.4 35.4 74.5 90.2 95.7: 9.8 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 : 36: 9 10 2 9 11 19 22:
Old : 36: 9 10 2 9 11 19 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 : 57.4 61.8 77.3 81.9 45.3 50.2 56.9 61.4
Old : 57.4 61.8 77.3 81.9 45.3 50.2 56.9 61.4
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, September 7, 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 : 7,933,258: 1,471,383 720,588 915,010 4,671,635 5,402,496 7,058,028 7,038,094: 875,230 895,164
Old : 7,933,258: 1,471,383 720,588 915,010 4,671,635 5,402,496 7,058,028 7,038,094: 875,230 895,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 57,580: 45,690 -27,998 -2,816 15,810 63,859 58,684 33,045: -1,104 24,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 9.1 11.5 58.9 68.1 89.0 88.7: 11.0 11.3
Old : 100.0: 18.5 9.1 11.5 58.9 68.1 89.0 88.7: 11.0 11.3
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 : 264: 51 54 81 134 139 236 233:
Old : 264: 51 54 81 134 139 236 233:
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 : 28.4 28.8 40.4 39.9 26.9 24.1 36.8 32.8
Old : 28.4 28.8 40.4 39.9 26.9 24.1 36.8 32.8
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, September 7, 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 : 943,773: 60,997 108,961 48,346 709,530 685,121 818,873 842,428: 124,900 101,345
Old : 943,773: 60,997 108,961 48,346 709,530 685,121 818,873 842,428: 124,900 101,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 5,330: -6,687 4,764 -4,968 1,401 -4,128 -10,254 -4,333: 15,584 9,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 11.5 5.1 75.2 72.6 86.8 89.3: 13.2 10.7
Old : 100.0: 6.5 11.5 5.1 75.2 72.6 86.8 89.3: 13.2 10.7
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 : 526: 86 103 43 218 239 329 360:
Old : 526: 86 103 43 218 239 329 360:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 12.0 28.2 20.9 14.2 9.5 22.5 16.7
Old : 17.8 12.0 28.2 20.9 14.2 9.5 22.5 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, September 7, 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 : 338,583: 19,957 66,993 901 227,622 217,990 248,480 285,884: 90,103 52,699
Old : 338,583: 19,957 66,993 901 227,622 217,990 248,480 285,884: 90,103 52,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 8,669: 2,450 -6,656 76 -6,488 5,444 -3,962 -1,136: 12,631 9,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 19.8 0.3 67.2 64.4 73.4 84.4: 26.6 15.6
Old : 100.0: 5.9 19.8 0.3 67.2 64.4 73.4 84.4: 26.6 15.6
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 : 126: 17 18 9 61 60 82 83:
Old : 126: 17 18 9 61 60 82 83:
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 : 23.2 25.2 34.0 40.5 21.9 25.2 31.2 39.4
Old : 23.2 25.2 34.0 40.5 21.9 25.2 31.2 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,025,949: 418,696 423,337 23,730 2,409,538 2,335,654 2,851,964 2,782,721: 173,985 243,228
Old : 3,025,949: 418,696 423,337 23,730 2,409,538 2,335,654 2,851,964 2,782,721: 173,985 243,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -16,697: -68,233 34,550 -2,673 39,444 -47,862 -31,462 -15,985: 14,765 -712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 14.0 0.8 79.6 77.2 94.3 92.0: 5.7 8.0
Old : 100.0: 13.8 14.0 0.8 79.6 77.2 94.3 92.0: 5.7 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 : 487: 79 96 26 189 221 282 329:
Old : 487: 79 96 26 189 221 282 329:
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 : 21.4 11.9 33.3 21.0 18.2 9.6 28.7 17.0
Old : 21.4 11.9 33.3 21.0 18.2 9.6 28.7 17.0
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, September 7, 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 : 87,319: 10,090 8,085 633 64,300 72,842 75,023 81,560: 12,296 5,759
Old : 87,319: 10,090 8,085 633 64,300 72,842 75,023 81,560: 12,296 5,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -23: 548 62 526 -2,599 -1,945 -1,525 -1,357: 1,502 1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 9.3 0.7 73.6 83.4 85.9 93.4: 14.1 6.6
Old : 100.0: 11.6 9.3 0.7 73.6 83.4 85.9 93.4: 14.1 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 : 77: 7 3 2 47 36 54 41:
Old : 77: 7 3 2 47 36 54 41:
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 : 32.5 48.9 46.5 66.7 31.8 48.3 43.4 62.9
Old : 32.5 48.9 46.5 66.7 31.8 48.3 43.4 62.9
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, September 7, 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 : 94,852: 8,201 21,070 1,808 75,363 64,657 85,372 87,535: 9,480 7,317
Old : 94,852: 8,201 21,070 1,808 75,363 64,657 85,372 87,535: 9,480 7,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -1,886: 1,335 -1,042 -547 -2,806 -157 -2,017 -1,746: 131 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 22.2 1.9 79.5 68.2 90.0 92.3: 10.0 7.7
Old : 100.0: 8.6 22.2 1.9 79.5 68.2 90.0 92.3: 10.0 7.7
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 : 222: 37 57 14 74 83 123 143:
Old : 222: 37 57 14 74 83 123 143:
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 : 32.0 25.0 49.9 39.3 28.1 21.0 41.6 31.2
Old : 32.0 25.0 49.9 39.3 28.1 21.0 41.6 31.2
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, September 7, 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 : 24,940: 0 3,235 0 18,735 20,457 18,735 23,692: 6,205 1,248
Old : 24,940: 0 3,235 0 18,735 20,457 18,735 23,692: 6,205 1,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -335: 0 -738 0 -246 491 -246 -247: -89 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.0 0.0 75.1 82.0 75.1 95.0: 24.9 5.0
Old : 100.0: 0.0 13.0 0.0 75.1 82.0 75.1 95.0: 24.9 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 : 22: 0 2 0 8 13 8 15:
Old : 22: 0 2 0 8 13 8 15:
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 : 69.4 65.8 75.1 85.6 66.5 65.8 72.2 84.6
Old : 69.4 65.8 75.1 85.6 66.5 65.8 72.2 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 7, 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 : 349,561: 46,724 94,896 3,319 283,141 220,999 333,184 319,214: 16,377 30,347
Old : 349,561: 46,724 94,896 3,319 283,141 220,999 333,184 319,214: 16,377 30,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -7,754: 2,557 -5,638 1,385 -12,798 -3,241 -8,856 -7,494: 1,102 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 27.1 0.9 81.0 63.2 95.3 91.3: 4.7 8.7
Old : 100.0: 13.4 27.1 0.9 81.0 63.2 95.3 91.3: 4.7 8.7
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 : 219: 38 56 14 70 75 119 135:
Old : 219: 38 56 14 70 75 119 135:
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 : 36.2 26.2 52.4 39.5 35.5 26.2 51.3 39.5
Old : 36.2 26.2 52.4 39.5 35.5 26.2 51.3 39.5
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, September 7, 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 : 128,346: 69,700 12,734 2,789 30,034 99,652 102,523 115,175: 25,823 13,171
Old : 128,346: 69,700 12,734 2,789 30,034 99,652 102,523 115,175: 25,823 13,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 25,907: 15,439 2,281 783 7,798 25,417 24,020 28,481: 1,887 -2,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 9.9 2.2 23.4 77.6 79.9 89.7: 20.1 10.3
Old : 100.0: 54.3 9.9 2.2 23.4 77.6 79.9 89.7: 20.1 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 30 13 6 17 19 50 35:
Old : 71: 30 13 6 17 19 50 35:
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 : 29.2 45.3 42.3 63.6 29.2 44.9 41.9 61.7
Old : 29.2 45.3 42.3 63.6 29.2 44.9 41.9 61.7
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, September 7, 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 : 44,935: 6,937 5,893 4,836 17,710 11,816 29,483 22,545: 15,452 22,390
Old : 44,935: 6,937 5,893 4,836 17,710 11,816 29,483 22,545: 15,452 22,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 12,904: 1,238 129 4,836 -414 1,434 5,660 6,399: 7,244 6,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 13.1 10.8 39.4 26.3 65.6 50.2: 34.4 49.8
Old : 100.0: 15.4 13.1 10.8 39.4 26.3 65.6 50.2: 34.4 49.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 13 10 6 24 16 41 31:
Old : 60: 13 10 6 24 16 41 31:
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 : 24.8 24.0 36.5 32.3 21.2 19.6 29.7 25.8
Old : 24.8 24.0 36.5 32.3 21.2 19.6 29.7 25.8
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, September 7, 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 : 57,931: 5,561 3,968 1,173 40,026 32,532 46,760 37,673: 11,171 20,258
Old : 57,931: 5,561 3,968 1,173 40,026 32,532 46,760 37,673: 11,171 20,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 3,418: -326 -543 554 1,369 -511 1,597 -500: 1,821 3,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 6.8 2.0 69.1 56.2 80.7 65.0: 19.3 35.0
Old : 100.0: 9.6 6.8 2.0 69.1 56.2 80.7 65.0: 19.3 35.0
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 : 63: 10 9 5 24 30 37 42:
Old : 63: 10 9 5 24 30 37 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 : 46.6 24.9 58.0 35.6 42.0 23.6 52.7 33.8
Old : 46.6 24.9 58.0 35.6 42.0 23.6 52.7 33.8
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, September 7, 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 : 31,973: 5,595 1,781 300 22,806 27,513 28,701 29,594: 3,272 2,379
Old : 31,973: 5,595 1,781 300 22,806 27,513 28,701 29,594: 3,272 2,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -2,777: -849 1,201 0 -1,928 -4,548 -2,777 -3,347: 0 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 5.6 0.9 71.3 86.1 89.8 92.6: 10.2 7.4
Old : 100.0: 17.5 5.6 0.9 71.3 86.1 89.8 92.6: 10.2 7.4
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 : 43: 6 6 1 17 20 23 27:
Old : 43: 6 6 1 17 20 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 51.2 65.8 67.0 46.5 48.2 61.4 62.6
Old : 49.4 51.2 65.8 67.0 46.5 48.2 61.4 62.6
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, September 7, 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 : 26,469: 5,836 204 0 15,234 24,358 21,070 24,562: 5,399 1,907
Old : 26,469: 5,836 204 0 15,234 24,358 21,070 24,562: 5,399 1,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -461: -138 -277 0 -289 60 -427 -217: -34 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 0.8 0.0 57.6 92.0 79.6 92.8: 20.4 7.2
Old : 100.0: 22.0 0.8 0.0 57.6 92.0 79.6 92.8: 20.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 11 1 0 19 17 30 18:
Old : 42: 11 1 0 19 17 30 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 : 35.1 69.8 49.5 84.1 34.0 69.8 48.2 83.6
Old : 35.1 69.8 49.5 84.1 34.0 69.8 48.2 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 10, 2010