MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 12, 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 : 24,570: 3,289 1,646 985 15,790 18,735 20,064 21,366: 4,506 3,204
Old : 24,570: 3,289 1,646 985 15,790 18,735 20,064 21,366: 4,506 3,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 1,141: 986 33 26 31 961 1,043 1,020: 98 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 6.7 4.0 64.3 76.3 81.7 87.0: 18.3 13.0
Old : 100.0: 13.4 6.7 4.0 64.3 76.3 81.7 87.0: 18.3 13.0
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 : 66: 17 10 12 23 24 48 39:
Old : 66: 17 10 12 23 24 48 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 : 37.7 44.6 51.2 61.9 37.4 42.4 48.7 58.3
Old : 37.7 44.6 51.2 61.9 37.4 42.4 48.7 58.3
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, October 12, 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 : 214,639: 65,084 27,721 42,340 84,995 109,031 192,419 179,092: 22,220 35,547
Old : 214,489: 65,125 27,734 42,272 84,973 108,982 192,370 178,988: 22,119 35,501
Other: 150: 27 55 0 22 49 49 104: 101 46
: : :
: : Changes in Commitments from: October 5, 2010 :
: -7,206: -2,602 -961 -465 -3,354 -4,468 -6,421 -5,894: -785 -1,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 12.9 19.7 39.6 50.8 89.6 83.4: 10.4 16.6
Old : 100.0: 30.4 12.9 19.7 39.6 50.8 89.7 83.4: 10.3 16.6
Other: 100.0: 18.0 36.7 0.0 14.7 32.7 32.7 69.3: 67.3 30.7
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 83 79 93 42 62 187 185:
Old : 250: 83 80 93 42 62 187 185:
Other: 8: 2 1 0 1 4 3 5:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 24.3 33.8 33.0 21.7 24.1 33.1 31.7
Old : 21.7 24.3 33.8 33.0 21.7 24.1 33.1 31.7
Other: 32.7 68.7 32.7 69.3 32.7 68.7 32.7 69.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 12, 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 : 318,427: 138,118 37,300 33,886 120,260 186,622 292,264 257,808: 26,163 60,619
Old : 318,427: 138,118 37,300 33,886 120,260 186,622 292,264 257,808: 26,163 60,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -4,548: -3,816 2,815 336 -2,161 -4,361 -5,641 -1,210: 1,093 -3,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 11.7 10.6 37.8 58.6 91.8 81.0: 8.2 19.0
Old : 100.0: 43.4 11.7 10.6 37.8 58.6 91.8 81.0: 8.2 19.0
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 : 418: 140 59 84 80 187 258 305:
Old : 418: 140 59 84 80 187 258 305:
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 : 19.4 19.4 31.0 27.3 19.2 18.9 30.6 26.3
Old : 19.4 19.4 31.0 27.3 19.2 18.9 30.6 26.3
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, October 12, 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 : 10,056: 3,954 3,347 772 3,019 4,094 7,745 8,213: 2,311 1,843
Old : 10,056: 3,954 3,347 772 3,019 4,094 7,745 8,213: 2,311 1,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 562: 132 321 -248 321 328 205 401: 357 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 33.3 7.7 30.0 40.7 77.0 81.7: 23.0 18.3
Old : 100.0: 39.3 33.3 7.7 30.0 40.7 77.0 81.7: 23.0 18.3
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 : 92: 30 26 14 18 27 60 59:
Old : 92: 30 26 14 18 27 60 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 : 34.3 22.1 46.5 37.5 31.8 22.1 44.0 37.5
Old : 34.3 22.1 46.5 37.5 31.8 22.1 44.0 37.5
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, October 12, 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 : 29,050: 10,499 9,043 2,717 10,068 4,322 23,284 16,082: 5,766 12,968
Old : 29,050: 10,499 9,043 2,717 10,068 4,322 23,284 16,082: 5,766 12,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -1,222: -1,462 1,823 -119 -47 -1,332 -1,628 372: 406 -1,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 31.1 9.4 34.7 14.9 80.2 55.4: 19.8 44.6
Old : 100.0: 36.1 31.1 9.4 34.7 14.9 80.2 55.4: 19.8 44.6
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 : 124: 27 42 27 33 34 76 88:
Old : 124: 27 42 27 33 34 76 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 15.8 39.2 21.9 23.5 14.5 38.6 20.4
Old : 23.5 15.8 39.2 21.9 23.5 14.5 38.6 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, October 12, 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 : 39,446: 6,446 16 606 23,923 38,730 30,975 39,352: 8,471 94
Old : 39,446: 6,446 16 606 23,923 38,730 30,975 39,352: 8,471 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 1,918: 1,472 -4 4 -244 1,968 1,232 1,968: 686 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 0.0 1.5 60.6 98.2 78.5 99.8: 21.5 0.2
Old : 100.0: 16.3 0.0 1.5 60.6 98.2 78.5 99.8: 21.5 0.2
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 : 21: 4 1 1 11 13 16 14:
Old : 21: 4 1 1 11 13 16 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 : 58.5 76.3 71.6 92.9 50.7 64.4 56.1 76.3
Old : 58.5 76.3 71.6 92.9 50.7 64.4 56.1 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, October 12, 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 : 123,851: 63,283 19,497 101 19,986 89,438 83,370 109,036: 40,481 14,815
Old : 123,851: 63,283 19,497 101 19,986 89,438 83,370 109,036: 40,481 14,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 3,806: 374 -734 -1 3,143 3,946 3,516 3,211: 290 595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 15.7 0.1 16.1 72.2 67.3 88.0: 32.7 12.0
Old : 100.0: 51.1 15.7 0.1 16.1 72.2 67.3 88.0: 32.7 12.0
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 : 88: 44 8 3 21 23 67 32:
Old : 88: 44 8 3 21 23 67 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 39.4 35.9 63.2 26.5 39.3 35.8 63.0
Old : 26.5 39.4 35.9 63.2 26.5 39.3 35.8 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, October 12, 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 : 57,722: 31,504 11,557 2 6,229 36,081 37,735 47,640: 19,987 10,082
Old : 57,722: 31,504 11,557 2 6,229 36,081 37,735 47,640: 19,987 10,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 1,086: -189 2,463 -3 950 -2,367 758 93: 328 993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 20.0 0.0 10.8 62.5 65.4 82.5: 34.6 17.5
Old : 100.0: 54.6 20.0 0.0 10.8 62.5 65.4 82.5: 34.6 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 : 51: 23 6 1 9 18 32 25:
Old : 51: 23 6 1 9 18 32 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 41.2 41.3 61.2 30.5 40.7 41.1 60.5
Old : 30.5 41.2 41.3 61.2 30.5 40.7 41.1 60.5
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, October 12, 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 : 141,728: 108,857 22,639 0 26,074 117,689 134,931 140,328: 6,797 1,400
Old : 141,728: 108,857 22,639 0 26,074 117,689 134,931 140,328: 6,797 1,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 2,153: 2,688 2,234 0 -819 219 1,869 2,453: 284 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 16.0 0.0 18.4 83.0 95.2 99.0: 4.8 1.0
Old : 100.0: 76.8 16.0 0.0 18.4 83.0 95.2 99.0: 4.8 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 : 112: 58 16 0 15 26 73 42:
Old : 112: 58 16 0 15 26 73 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 55.0 64.3 79.9 49.5 55.0 64.3 79.9
Old : 49.5 55.0 64.3 79.9 49.5 55.0 64.3 79.9
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, October 12, 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 : 92,868: 39,870 31,804 199 26,610 40,769 66,679 72,772: 26,189 20,096
Old : 92,868: 39,870 31,804 199 26,610 40,769 66,679 72,772: 26,189 20,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 6,332: 2,806 4,143 198 2,852 787 5,856 5,128: 476 1,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 34.2 0.2 28.7 43.9 71.8 78.4: 28.2 21.6
Old : 100.0: 42.9 34.2 0.2 28.7 43.9 71.8 78.4: 28.2 21.6
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 : 85: 28 22 6 20 21 51 46:
Old : 85: 28 22 6 20 21 51 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 27.6 36.5 42.4 22.7 27.6 36.0 42.2
Old : 23.2 27.6 36.5 42.4 22.7 27.6 36.0 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 12, 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 : 146,581: 66,463 18,178 157 48,326 98,217 114,946 116,552: 31,635 30,029
Old : 146,581: 66,463 18,178 157 48,326 98,217 114,946 116,552: 31,635 30,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 4,093: -403 518 -227 3,720 1,800 3,090 2,091: 1,003 2,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 12.4 0.1 33.0 67.0 78.4 79.5: 21.6 20.5
Old : 100.0: 45.3 12.4 0.1 33.0 67.0 78.4 79.5: 21.6 20.5
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 : 109: 43 23 3 20 30 65 54:
Old : 109: 43 23 3 20 30 65 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 : 33.3 49.6 43.2 56.9 33.0 48.2 42.9 55.5
Old : 33.3 49.6 43.2 56.9 33.0 48.2 42.9 55.5
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, October 12, 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 : 197,836: 68,718 27,207 2,883 73,180 122,239 144,781 152,329: 53,055 45,507
Old : 197,836: 68,718 27,207 2,883 73,180 122,239 144,781 152,329: 53,055 45,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 430: -4,261 2,471 798 6,816 -114 3,353 3,155: -2,923 -2,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 13.8 1.5 37.0 61.8 73.2 77.0: 26.8 23.0
Old : 100.0: 34.7 13.8 1.5 37.0 61.8 73.2 77.0: 26.8 23.0
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 : 153: 61 30 14 32 40 96 82:
Old : 153: 61 30 14 32 40 96 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 40.4 30.1 46.8 19.8 39.1 29.5 45.5
Old : 20.1 40.4 30.1 46.8 19.8 39.1 29.5 45.5
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, October 12, 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 : 26,437: 21,276 4,703 0 1,213 20,607 22,489 25,310: 3,948 1,127
Old : 26,437: 21,276 4,703 0 1,213 20,607 22,489 25,310: 3,948 1,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 395: -63 -302 0 332 1,156 269 854: 126 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 17.8 0.0 4.6 77.9 85.1 95.7: 14.9 4.3
Old : 100.0: 80.5 17.8 0.0 4.6 77.9 85.1 95.7: 14.9 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 : 37: 13 7 0 5 13 18 20:
Old : 37: 13 7 0 5 13 18 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 : 66.4 56.1 77.7 79.2 66.4 56.1 77.7 79.2
Old : 66.4 56.1 77.7 79.2 66.4 56.1 77.7 79.2
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, October 12, 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 : 7,781,612: 1,650,967 549,458 977,142 4,206,322 5,344,831 6,834,431 6,871,431: 947,181 910,181
Old : 7,781,612: 1,650,967 549,458 977,142 4,206,322 5,344,831 6,834,431 6,871,431: 947,181 910,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 11,705: -15,203 58,868 -30,520 31,056 -9,849 -14,667 18,499: 26,372 -6,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 7.1 12.6 54.1 68.7 87.8 88.3: 12.2 11.7
Old : 100.0: 21.2 7.1 12.6 54.1 68.7 87.8 88.3: 12.2 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 64 43 77 121 131 225 218:
Old : 251: 64 43 77 121 131 225 218:
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 : 30.3 28.0 41.6 39.6 28.2 23.2 35.3 32.8
Old : 30.3 28.0 41.6 39.6 28.2 23.2 35.3 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, October 12, 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 : 843,960: 68,702 77,112 35,458 601,535 625,599 705,694 738,168: 138,266 105,792
Old : 843,960: 68,702 77,112 35,458 601,535 625,599 705,694 738,168: 138,266 105,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 14,109: -4,996 223 1,319 16,971 12,183 13,294 13,725: 815 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 9.1 4.2 71.3 74.1 83.6 87.5: 16.4 12.5
Old : 100.0: 8.1 9.1 4.2 71.3 74.1 83.6 87.5: 16.4 12.5
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 : 522: 103 105 39 206 209 331 332:
Old : 522: 103 105 39 206 209 331 332:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 13.5 28.3 23.5 16.3 11.2 23.9 18.9
Old : 18.7 13.5 28.3 23.5 16.3 11.2 23.9 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, October 12, 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 : 306,550: 44,385 20,865 707 188,607 224,979 233,699 246,551: 72,851 59,999
Old : 306,550: 44,385 20,865 707 188,607 224,979 233,699 246,551: 72,851 59,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 5,495: 1,246 67 -3 2,798 5,768 4,041 5,832: 1,454 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 6.8 0.2 61.5 73.4 76.2 80.4: 23.8 19.6
Old : 100.0: 14.5 6.8 0.2 61.5 73.4 76.2 80.4: 23.8 19.6
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 : 135: 20 20 6 54 63 77 86:
Old : 135: 20 20 6 54 63 77 86:
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 24.8 39.5 40.1 27.7 23.9 38.2 38.7
Old : 29.0 24.8 39.5 40.1 27.7 23.9 38.2 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, October 12, 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 : 2,687,051: 273,851 433,501 21,487 2,064,639 2,003,098 2,359,977 2,458,086: 327,074 228,965
Old : 2,687,051: 273,851 433,501 21,487 2,064,639 2,003,098 2,359,977 2,458,086: 327,074 228,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 43,072: -17,107 14,884 -7,493 70,867 32,074 46,267 39,465: -3,195 3,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 16.1 0.8 76.8 74.5 87.8 91.5: 12.2 8.5
Old : 100.0: 10.2 16.1 0.8 76.8 74.5 87.8 91.5: 12.2 8.5
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 : 476: 97 96 23 179 184 289 290:
Old : 476: 97 96 23 179 184 289 290:
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 : 21.5 14.8 32.3 23.9 19.0 13.3 27.7 20.7
Old : 21.5 14.8 32.3 23.9 19.0 13.3 27.7 20.7
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, October 12, 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 : 106,520: 18,181 7,101 141 77,302 95,024 95,624 102,266: 10,896 4,254
Old : 106,520: 18,181 7,101 141 77,302 95,024 95,624 102,266: 10,896 4,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -2,398: -1,776 176 32 -794 -3,110 -2,538 -2,902: 140 504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 6.7 0.1 72.6 89.2 89.8 96.0: 10.2 4.0
Old : 100.0: 17.1 6.7 0.1 72.6 89.2 89.8 96.0: 10.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 14 3 2 42 34 57 38:
Old : 80: 14 3 2 42 34 57 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 : 39.4 45.7 54.3 67.2 29.0 42.6 42.7 61.1
Old : 39.4 45.7 54.3 67.2 29.0 42.6 42.7 61.1
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, October 12, 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 : 108,848: 28,709 9,644 8,459 61,268 84,471 98,435 102,573: 10,412 6,275
Old : 108,848: 28,709 9,644 8,459 61,268 84,471 98,435 102,573: 10,412 6,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -2,595: -7,381 -983 378 5,457 -2,102 -1,547 -2,708: -1,048 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 8.9 7.8 56.3 77.6 90.4 94.2: 9.6 5.8
Old : 100.0: 26.4 8.9 7.8 56.3 77.6 90.4 94.2: 9.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 66 40 15 82 79 155 127:
Old : 241: 66 40 15 82 79 155 127:
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 : 21.9 28.9 34.8 42.8 17.8 21.6 26.9 33.3
Old : 21.9 28.9 34.8 42.8 17.8 21.6 26.9 33.3
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, October 12, 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 : 20,244: 6,974 0 0 10,083 16,737 17,057 16,737: 3,187 3,507
Old : 20,244: 6,974 0 0 10,083 16,737 17,057 16,737: 3,187 3,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 777: -272 0 0 1,023 891 751 891: 26 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 0.0 0.0 49.8 82.7 84.3 82.7: 15.7 17.3
Old : 100.0: 34.4 0.0 0.0 49.8 82.7 84.3 82.7: 15.7 17.3
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 : 24: 3 0 0 7 15 10 15:
Old : 24: 3 0 0 7 15 10 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 : 69.2 48.2 81.6 69.6 69.2 48.2 81.6 69.6
Old : 69.2 48.2 81.6 69.6 69.2 48.2 81.6 69.6
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, October 12, 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 : 443,019: 143,545 83,090 7,423 255,924 338,668 406,892 429,181: 36,127 13,838
Old : 443,019: 143,545 83,090 7,423 255,924 338,668 406,892 429,181: 36,127 13,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -16,859: -36,600 -5,968 2,941 22,170 -14,967 -11,489 -17,994: -5,370 1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 18.8 1.7 57.8 76.4 91.8 96.9: 8.2 3.1
Old : 100.0: 32.4 18.8 1.7 57.8 76.4 91.8 96.9: 8.2 3.1
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 : 238: 66 40 12 76 73 146 121:
Old : 238: 66 40 12 76 73 146 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 35.5 37.4 48.8 25.2 35.5 36.4 48.8
Old : 25.6 35.5 37.4 48.8 25.2 35.5 36.4 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, October 12, 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 : 138,537: 79,697 12,006 152 26,478 112,594 106,327 124,752: 32,210 13,785
Old : 138,537: 79,697 12,006 152 26,478 112,594 106,327 124,752: 32,210 13,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -910: -2,174 -829 -4 1,509 -448 -669 -1,281: -241 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 8.7 0.1 19.1 81.3 76.7 90.0: 23.3 10.0
Old : 100.0: 57.5 8.7 0.1 19.1 81.3 76.7 90.0: 23.3 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 35 13 2 11 22 47 36:
Old : 77: 35 13 2 11 22 47 36:
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 : 35.6 53.0 49.0 68.0 35.6 52.8 48.8 66.9
Old : 35.6 53.0 49.0 68.0 35.6 52.8 48.8 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 12, 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 : 34,118: 7,569 6,150 4 16,150 7,139 23,723 13,293: 10,395 20,825
Old : 34,118: 7,569 6,150 4 16,150 7,139 23,723 13,293: 10,395 20,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 1,729: 1,381 2,061 0 -374 486 1,007 2,547: 722 -818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 18.0 0.0 47.3 20.9 69.5 39.0: 30.5 61.0
Old : 100.0: 22.2 18.0 0.0 47.3 20.9 69.5 39.0: 30.5 61.0
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 : 49: 15 10 1 19 10 34 21:
Old : 49: 15 10 1 19 10 34 21:
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 19.2 42.0 27.1 30.2 19.2 39.5 26.7
Old : 32.0 19.2 42.0 27.1 30.2 19.2 39.5 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 12, 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 : 36,800: 6,201 8,738 405 21,604 19,791 28,210 28,934: 8,590 7,866
Old : 36,800: 6,201 8,738 405 21,604 19,791 28,210 28,934: 8,590 7,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -3,995: 455 7 37 -2,635 -906 -2,143 -862: -1,852 -3,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 23.7 1.1 58.7 53.8 76.7 78.6: 23.3 21.4
Old : 100.0: 16.9 23.7 1.1 58.7 53.8 76.7 78.6: 23.3 21.4
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 : 46: 9 8 1 17 18 27 26:
Old : 46: 9 8 1 17 18 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 : 35.8 44.4 49.0 61.2 34.0 44.4 47.2 61.2
Old : 35.8 44.4 49.0 61.2 34.0 44.4 47.2 61.2
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, October 12, 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 : 31,704: 3,919 1,815 300 23,823 27,329 28,042 29,444: 3,662 2,260
Old : 31,704: 3,919 1,815 300 23,823 27,329 28,042 29,444: 3,662 2,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 1,187: 4 253 0 925 1,038 929 1,291: 258 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 5.7 0.9 75.1 86.2 88.4 92.9: 11.6 7.1
Old : 100.0: 12.4 5.7 0.9 75.1 86.2 88.4 92.9: 11.6 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 4 1 17 26 23 31:
Old : 46: 6 4 1 17 26 23 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 : 51.0 42.2 66.9 62.2 44.9 39.1 58.6 56.0
Old : 51.0 42.2 66.9 62.2 44.9 39.1 58.6 56.0
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, October 12, 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 : 30,773: 7,906 1,485 0 16,409 27,327 24,315 28,812: 6,458 1,961
Old : 30,773: 7,906 1,485 0 16,409 27,327 24,315 28,812: 6,458 1,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 246: 53 204 0 227 136 280 340: -34 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 4.8 0.0 53.3 88.8 79.0 93.6: 21.0 6.4
Old : 100.0: 25.7 4.8 0.0 53.3 88.8 79.0 93.6: 21.0 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 13 2 0 18 15 31 17:
Old : 43: 13 2 0 18 15 31 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 67.8 43.9 84.7 29.2 67.8 42.4 84.7
Old : 30.7 67.8 43.9 84.7 29.2 67.8 42.4 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, October 12, 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 : 15,742: 4,136 6,283 0 10,027 8,455 14,163 14,738: 1,579 1,004
Old : 15,742: 4,136 6,283 0 10,027 8,455 14,163 14,738: 1,579 1,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 1,743: 691 275 -71 554 1,174 1,174 1,378: 569 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 39.9 0.0 63.7 53.7 90.0 93.6: 10.0 6.4
Old : 100.0: 26.3 39.9 0.0 63.7 53.7 90.0 93.6: 10.0 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 13 4 0 6 4 19 8:
Old : 26: 13 4 0 6 4 19 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 84.2 73.4 93.6 61.0 80.7 72.4 90.1
Old : 61.0 84.2 73.4 93.6 61.0 80.7 72.4 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 15, 2010