BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,892: 96 0 24 2,829 3,459 2,949 3,483: 943 409
Old : 3,892: 96 0 24 2,829 3,459 2,949 3,483: 943 409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 86: 0 0 2 50 73 52 75: 34 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.6 72.7 88.9 75.8 89.5: 24.2 10.5
Old : 100.0: 2.5 0.0 0.6 72.7 88.9 75.8 89.5: 24.2 10.5
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 : 20: 2 0 1 13 9 15 10:
Old : 20: 2 0 1 13 9 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 83.1 63.7 89.1 50.0 82.2 62.4 85.5
Old : 50.1 83.1 63.7 89.1 50.0 82.2 62.4 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 38,896: 1,294 3,693 6,885 25,261 20,553 33,440 31,131: 5,455 7,764
Old : 38,896: 1,294 3,693 6,885 25,261 20,553 33,440 31,131: 5,455 7,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 1,094: 304 172 80 340 724 724 976: 370 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 9.5 17.7 64.9 52.8 86.0 80.0: 14.0 20.0
Old : 100.0: 3.3 9.5 17.7 64.9 52.8 86.0 80.0: 14.0 20.0
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 : 72: 12 10 17 41 32 63 50:
Old : 72: 12 10 17 41 32 63 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 34.3 49.9 46.9 39.1 32.7 49.4 43.4
Old : 39.1 34.3 49.9 46.9 39.1 32.7 49.4 43.4
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 with Delta-adjusted Options and Futures Combined, July 27, 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 : 228,890: 53,249 20,788 63,751 91,182 108,528 208,181 193,066: 20,708 35,823
Old : 119,800: 41,419 31,384 18,475 49,762 52,704 109,656 102,564: 10,144 17,237
Other: 109,089: 28,801 6,374 28,305 41,420 55,823 98,525 90,503: 10,564 18,587
: : :
: : Changes in Commitments from: July 20, 2010 :
: 4,141: 1,668 2,556 -624 2,001 457 3,045 2,389: 1,096 1,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 9.1 27.9 39.8 47.4 91.0 84.3: 9.0 15.7
Old : 100.0: 34.6 26.2 15.4 41.5 44.0 91.5 85.6: 8.5 14.4
Other: 100.0: 26.4 5.8 25.9 38.0 51.2 90.3 83.0: 9.7 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 96 64 101 50 62 207 188:
Old : 240: 93 74 73 37 59 171 168:
Other: 178: 61 42 60 43 51 138 127:
:----------------------------------------------------------------------------------------------------
: 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 23.2 31.9 32.1 20.0 22.3 31.2 29.0
Old : 26.2 25.7 37.1 34.5 26.0 25.3 36.8 33.5
Other: 27.6 22.7 41.1 35.9 27.1 21.3 37.3 29.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 414,854: 132,017 34,353 107,299 143,690 202,642 383,006 344,294: 31,848 70,560
Old : 414,854: 132,017 34,353 107,299 143,690 202,642 383,006 344,294: 31,848 70,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 6,667: 4,934 -320 3,996 -1,891 1,977 7,039 5,654: -372 1,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 8.3 25.9 34.6 48.8 92.3 83.0: 7.7 17.0
Old : 100.0: 31.8 8.3 25.9 34.6 48.8 92.3 83.0: 7.7 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 150 58 115 98 177 304 311:
Old : 413: 150 58 115 98 177 304 311:
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 : 15.7 17.8 25.9 27.4 15.2 15.1 24.9 21.3
Old : 15.7 17.8 25.9 27.4 15.2 15.1 24.9 21.3
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 with Delta-adjusted Options and Futures Combined, July 27, 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 : 9,032: 3,492 3,611 976 2,679 2,691 7,147 7,277: 1,885 1,755
Old : 9,032: 3,492 3,611 976 2,679 2,691 7,147 7,277: 1,885 1,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 397: -45 150 137 68 140 160 426: 237 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 40.0 10.8 29.7 29.8 79.1 80.6: 20.9 19.4
Old : 100.0: 38.7 40.0 10.8 29.7 29.8 79.1 80.6: 20.9 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 18 27 13 16 19 46 51:
Old : 75: 18 27 13 16 19 46 51:
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 : 40.5 25.5 55.3 41.1 40.5 25.5 54.5 38.9
Old : 40.5 25.5 55.3 41.1 40.5 25.5 54.5 38.9
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 with Delta-adjusted Options and Futures Combined, July 27, 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 : 41,845: 15,729 4,720 6,644 11,628 9,831 34,001 21,195: 7,844 20,650
Old : 41,845: 15,729 4,720 6,644 11,628 9,831 34,001 21,195: 7,844 20,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 213: -320 -58 72 105 -1,017 -144 -1,004: 357 1,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 11.3 15.9 27.8 23.5 81.3 50.7: 18.7 49.3
Old : 100.0: 37.6 11.3 15.9 27.8 23.5 81.3 50.7: 18.7 49.3
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 : 156: 47 21 36 49 58 114 104:
Old : 156: 47 21 36 49 58 114 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 13.0 25.7 19.8 15.8 11.5 25.5 16.9
Old : 15.8 13.0 25.7 19.8 15.8 11.5 25.5 16.9
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 with Delta-adjusted Options and Futures Combined, July 27, 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 : 32,110: 7,506 120 602 18,727 31,289 26,835 32,011: 5,275 99
Old : 32,110: 7,506 120 602 18,727 31,289 26,835 32,011: 5,275 99
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 1,569: 1,296 0 0 237 1,563 1,533 1,563: 36 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 0.4 1.9 58.3 97.4 83.6 99.7: 16.4 0.3
Old : 100.0: 23.4 0.4 1.9 58.3 97.4 83.6 99.7: 16.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 2 1 11 10 17 12:
Old : 21: 5 2 1 11 10 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 79.2 74.3 95.8 38.0 63.3 46.9 66.3
Old : 55.8 79.2 74.3 95.8 38.0 63.3 46.9 66.3
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 with Delta-adjusted Options and Futures Combined, July 27, 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 : 99,317: 26,644 2,107 7,258 25,665 71,416 59,567 80,781: 39,750 18,536
Old : 99,317: 26,644 2,107 7,258 25,665 71,416 59,567 80,781: 39,750 18,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 1,939: 2,376 -3,972 1,162 20 3,972 3,558 1,162: -1,619 776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 2.1 7.3 25.8 71.9 60.0 81.3: 40.0 18.7
Old : 100.0: 26.8 2.1 7.3 25.8 71.9 60.0 81.3: 40.0 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 25 11 16 23 24 57 42:
Old : 69: 25 11 16 23 24 57 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 : 16.5 46.4 26.4 62.6 16.5 45.1 25.8 59.5
Old : 16.5 46.4 26.4 62.6 16.5 45.1 25.8 59.5
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 with Delta-adjusted Options and Futures Combined, July 27, 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 : 59,253: 14,841 9,486 1,348 26,362 38,936 42,552 49,771: 16,701 9,482
Old : 59,253: 14,841 9,486 1,348 26,362 38,936 42,552 49,771: 16,701 9,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 611: -4,735 4,075 -5 4,260 -3,198 -481 871: 1,092 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 16.0 2.3 44.5 65.7 71.8 84.0: 28.2 16.0
Old : 100.0: 25.0 16.0 2.3 44.5 65.7 71.8 84.0: 28.2 16.0
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 : 42: 13 9 6 13 13 29 25:
Old : 42: 13 9 6 13 13 29 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 : 33.2 58.2 45.5 70.3 33.2 56.6 45.4 68.7
Old : 33.2 58.2 45.5 70.3 33.2 56.6 45.4 68.7
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 with Delta-adjusted Options and Futures Combined, July 27, 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 : 80,209: 51,784 6,466 0 22,455 71,967 74,239 78,433: 5,970 1,776
Old : 80,209: 51,784 6,466 0 22,455 71,967 74,239 78,433: 5,970 1,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 8,137: 8,233 -1,199 0 -1,358 9,095 6,875 7,896: 1,262 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 8.1 0.0 28.0 89.7 92.6 97.8: 7.4 2.2
Old : 100.0: 64.6 8.1 0.0 28.0 89.7 92.6 97.8: 7.4 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 : 82: 31 18 0 16 21 47 39:
Old : 82: 31 18 0 16 21 47 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 : 50.9 60.6 69.0 79.3 50.9 60.4 69.0 78.9
Old : 50.9 60.6 69.0 79.3 50.9 60.4 69.0 78.9
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 with Delta-adjusted Options and Futures Combined, July 27, 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 : 143,350: 15,386 36,990 11,967 98,576 64,900 125,929 113,858: 17,421 29,493
Old : 143,350: 15,386 36,990 11,967 98,576 64,900 125,929 113,858: 17,421 29,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 1,354: 121 -6,291 1,309 -636 1,398 794 -3,584: 561 4,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 25.8 8.3 68.8 45.3 87.8 79.4: 12.2 20.6
Old : 100.0: 10.7 25.8 8.3 68.8 45.3 87.8 79.4: 12.2 20.6
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: 17 33 22 20 27 49 70:
Old : 85: 17 33 22 20 27 49 70:
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 : 46.0 34.4 59.4 44.5 45.6 34.1 57.8 43.9
Old : 46.0 34.4 59.4 44.5 45.6 34.1 57.8 43.9
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 with Delta-adjusted Options and Futures Combined, July 27, 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 : 140,130: 49,296 18,263 8,422 52,854 83,226 110,572 109,910: 29,558 30,219
Old : 140,130: 49,296 18,263 8,422 52,854 83,226 110,572 109,910: 29,558 30,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -2,498: -5,912 4,020 611 4,481 -11,487 -820 -6,855: -1,678 4,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 13.0 6.0 37.7 59.4 78.9 78.4: 21.1 21.6
Old : 100.0: 35.2 13.0 6.0 37.7 59.4 78.9 78.4: 21.1 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 : 109: 34 29 17 28 30 67 71:
Old : 109: 34 29 17 28 30 67 71:
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 : 27.8 40.1 37.4 51.8 27.5 38.1 37.1 49.3
Old : 27.8 40.1 37.4 51.8 27.5 38.1 37.1 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 299,001: 49,836 75,183 48,665 150,952 114,219 249,454 238,067: 49,548 60,935
Old : 299,001: 49,836 75,183 48,665 150,952 114,219 249,454 238,067: 49,548 60,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 7,015: -228 -1,042 3,842 2,525 3,502 6,138 6,302: 877 713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 25.1 16.3 50.5 38.2 83.4 79.6: 16.6 20.4
Old : 100.0: 16.7 25.1 16.3 50.5 38.2 83.4 79.6: 16.6 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 : 170: 48 63 58 39 46 119 135:
Old : 170: 48 63 58 39 46 119 135:
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 : 30.7 28.1 39.7 35.7 30.0 27.6 36.3 33.1
Old : 30.7 28.1 39.7 35.7 30.0 27.6 36.3 33.1
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 with Delta-adjusted Options and Futures Combined, July 27, 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 : 22,919: 18,398 4,724 0 1,407 17,037 19,805 21,761: 3,114 1,158
Old : 22,919: 18,398 4,724 0 1,407 17,037 19,805 21,761: 3,114 1,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 4,288: 3,875 -826 0 -104 5,150 3,771 4,324: 517 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 20.6 0.0 6.1 74.3 86.4 94.9: 13.6 5.1
Old : 100.0: 80.3 20.6 0.0 6.1 74.3 86.4 94.9: 13.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 15 8 0 4 13 19 21:
Old : 39: 15 8 0 4 13 19 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 : 61.5 53.2 77.3 77.9 61.5 53.2 77.3 77.9
Old : 61.5 53.2 77.3 77.9 61.5 53.2 77.3 77.9
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 with Delta-adjusted Options and Futures Combined, July 27, 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 :13,055,711: 1,301,064 394,096 4,643,415 6,148,392 6,990,668 12,092,871 12,028,179: 962,839 1,027,531
Old :13,055,711: 1,301,064 394,096 4,643,415 6,148,392 6,990,668 12,092,871 12,028,179: 962,839 1,027,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 84,094: 79,443 -17,780 93,921 -168,150 -55,771 5,213 20,370: 78,880 63,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 3.0 35.6 47.1 53.5 92.6 92.1: 7.4 7.9
Old : 100.0: 10.0 3.0 35.6 47.1 53.5 92.6 92.1: 7.4 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 60 73 120 141 147 275 271:
Old : 293: 60 73 120 141 147 275 271:
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 : 21.1 23.9 33.7 35.0 17.3 14.6 23.8 18.1
Old : 21.1 23.9 33.7 35.0 17.3 14.6 23.8 18.1
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 with Delta-adjusted Options and Futures Combined, July 27, 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 : 982,223: 65,102 93,396 62,170 705,298 690,462 832,569 846,028: 149,654 136,195
Old : 982,223: 65,102 93,396 62,170 705,298 690,462 832,569 846,028: 149,654 136,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 5,558: -307 -3,843 -4,135 10,067 15,176 5,625 7,197: -67 -1,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 9.5 6.3 71.8 70.3 84.8 86.1: 15.2 13.9
Old : 100.0: 6.6 9.5 6.3 71.8 70.3 84.8 86.1: 15.2 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 536: 90 119 92 220 231 372 380:
Old : 536: 90 119 92 220 231 372 380:
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 : 16.5 10.9 25.8 18.7 13.9 9.1 21.7 15.3
Old : 16.5 10.9 25.8 18.7 13.9 9.1 21.7 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 390,536: 20,930 42,344 26,525 263,714 240,174 311,169 309,043: 79,367 81,493
Old : 390,536: 20,930 42,344 26,525 263,714 240,174 311,169 309,043: 79,367 81,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 8,562: 2,407 -8,671 167 6,228 15,027 8,801 6,522: -239 2,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 10.8 6.8 67.5 61.5 79.7 79.1: 20.3 20.9
Old : 100.0: 5.4 10.8 6.8 67.5 61.5 79.7 79.1: 20.3 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 19 29 33 77 68 118 108:
Old : 147: 19 29 33 77 68 118 108:
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 : 19.5 18.4 28.2 28.2 18.3 18.4 26.8 26.7
Old : 19.5 18.4 28.2 28.2 18.3 18.4 26.8 26.7
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 with Delta-adjusted Options and Futures Combined, July 27, 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 : 2,958,434: 299,324 333,724 99,759 2,207,919 2,251,441 2,607,002 2,684,924: 351,432 273,510
Old : 2,958,434: 299,324 333,724 99,759 2,207,919 2,251,441 2,607,002 2,684,924: 351,432 273,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -15,021: -50,817 -13,109 15,737 19,196 745 -15,884 3,373: 863 -18,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 11.3 3.4 74.6 76.1 88.1 90.8: 11.9 9.2
Old : 100.0: 10.1 11.3 3.4 74.6 76.1 88.1 90.8: 11.9 9.2
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 : 478: 83 100 74 191 209 320 337:
Old : 478: 83 100 74 191 209 320 337:
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 : 20.2 11.4 31.4 19.2 17.0 9.0 26.4 15.5
Old : 20.2 11.4 31.4 19.2 17.0 9.0 26.4 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 88,835: 11,474 8,133 163 67,387 76,354 79,024 84,650: 9,811 4,185
Old : 88,835: 11,474 8,133 163 67,387 76,354 79,024 84,650: 9,811 4,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 4,387: 3,246 279 -406 1,971 4,538 4,811 4,411: -424 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 9.2 0.2 75.9 86.0 89.0 95.3: 11.0 4.7
Old : 100.0: 12.9 9.2 0.2 75.9 86.0 89.0 95.3: 11.0 4.7
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 : 87: 11 4 1 48 36 59 41:
Old : 87: 11 4 1 48 36 59 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 : 34.6 46.0 50.0 63.7 32.5 45.3 45.4 61.4
Old : 34.6 46.0 50.0 63.7 32.5 45.3 45.4 61.4
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 with Delta-adjusted Options and Futures Combined, July 27, 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 : 79,300: 12,992 14,851 1,216 55,278 56,784 69,486 72,851: 9,814 6,449
Old : 79,300: 12,992 14,851 1,216 55,278 56,784 69,486 72,851: 9,814 6,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 1,622: 730 1,177 -525 1,739 2,442 1,945 3,094: -323 -1,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 18.7 1.5 69.7 71.6 87.6 91.9: 12.4 8.1
Old : 100.0: 16.4 18.7 1.5 69.7 71.6 87.6 91.9: 12.4 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 58 36 19 71 81 141 124:
Old : 215: 58 36 19 71 81 141 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 25.2 42.6 39.5 27.7 22.9 40.9 37.0
Old : 29.1 25.2 42.6 39.5 27.7 22.9 40.9 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 13,432: 247 2,497 0 7,601 9,707 7,848 12,204: 5,584 1,228
Old : 13,432: 247 2,497 0 7,601 9,707 7,848 12,204: 5,584 1,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -388: 247 -947 0 -140 716 107 -231: -495 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 18.6 0.0 56.6 72.3 58.4 90.9: 41.6 9.1
Old : 100.0: 1.8 18.6 0.0 56.6 72.3 58.4 90.9: 41.6 9.1
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 : 24: 1 1 0 12 12 13 13:
Old : 24: 1 1 0 12 12 13 13:
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 : 37.3 67.4 49.1 82.5 36.9 67.4 47.1 82.5
Old : 37.3 67.4 49.1 82.5 36.9 67.4 47.1 82.5
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 with Delta-adjusted Options and Futures Combined, July 27, 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 : 329,340: 64,959 63,003 4,846 238,384 235,386 308,188 303,234: 21,152 26,106
Old : 329,340: 64,959 63,003 4,846 238,384 235,386 308,188 303,234: 21,152 26,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 10,047: -168 8,037 -40 9,396 8,631 9,189 16,627: 859 -6,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 19.1 1.5 72.4 71.5 93.6 92.1: 6.4 7.9
Old : 100.0: 19.7 19.1 1.5 72.4 71.5 93.6 92.1: 6.4 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 58 36 18 66 76 135 119:
Old : 212: 58 36 18 66 76 135 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 23.5 49.7 37.3 33.7 23.5 48.4 36.8
Old : 34.3 23.5 49.7 37.3 33.7 23.5 48.4 36.8
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 with Delta-adjusted Options and Futures Combined, July 27, 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 : 97,572: 51,439 10,624 3,749 15,578 65,712 70,766 80,084: 26,806 17,488
Old : 97,572: 51,439 10,624 3,749 15,578 65,712 70,766 80,084: 26,806 17,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 10,069: 6,168 -1,756 685 1,399 12,337 8,251 11,265: 1,817 -1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 10.9 3.8 16.0 67.3 72.5 82.1: 27.5 17.9
Old : 100.0: 52.7 10.9 3.8 16.0 67.3 72.5 82.1: 27.5 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 25 15 12 16 22 49 41:
Old : 66: 25 15 12 16 22 49 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 : 25.3 42.0 38.7 60.0 25.2 40.5 38.6 56.7
Old : 25.3 42.0 38.7 60.0 25.2 40.5 38.6 56.7
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 with Delta-adjusted Options and Futures Combined, July 27, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 30,601: 8,220 4,329 8 14,495 11,002 22,723 15,339: 7,878 15,262
Old : 30,601: 8,220 4,329 8 14,495 11,002 22,723 15,339: 7,878 15,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 956: -1,059 -533 0 1,752 781 693 248: 263 708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 14.1 0.0 47.4 36.0 74.3 50.1: 25.7 49.9
Old : 100.0: 26.9 14.1 0.0 47.4 36.0 74.3 50.1: 25.7 49.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 12 9 1 16 13 28 23:
Old : 47: 12 9 1 16 13 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 26.7 46.3 35.0 32.9 26.7 46.2 35.0
Old : 32.9 26.7 46.3 35.0 32.9 26.7 46.2 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 48,003: 3,629 5,958 978 36,106 21,811 40,713 28,747: 7,290 19,256
Old : 48,003: 3,629 5,958 978 36,106 21,811 40,713 28,747: 7,290 19,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 2,477: -422 -2,157 105 2,080 -175 1,763 -2,227: 714 4,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 12.4 2.0 75.2 45.4 84.8 59.9: 15.2 40.1
Old : 100.0: 7.6 12.4 2.0 75.2 45.4 84.8 59.9: 15.2 40.1
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 : 57: 7 15 2 19 21 28 36:
Old : 57: 7 15 2 19 21 28 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 : 50.4 24.6 63.3 34.3 48.1 24.6 60.7 33.9
Old : 50.4 24.6 63.3 34.3 48.1 24.6 60.7 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 33,528: 4,739 265 300 25,427 30,256 30,466 30,821: 3,062 2,707
Old : 33,528: 4,739 265 300 25,427 30,256 30,466 30,821: 3,062 2,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -2,416: -1,278 265 0 -748 -3,426 -2,026 -3,161: -390 745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.8 0.9 75.8 90.2 90.9 91.9: 9.1 8.1
Old : 100.0: 14.1 0.8 0.9 75.8 90.2 90.9 91.9: 9.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 1 1 17 24 22 26:
Old : 39: 5 1 1 17 24 22 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 : 61.0 54.6 73.3 70.3 58.6 52.0 69.0 66.0
Old : 61.0 54.6 73.3 70.3 58.6 52.0 69.0 66.0
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 with Delta-adjusted Options and Futures Combined, July 27, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 27,227: 6,805 411 0 15,416 25,040 22,221 25,451: 5,006 1,776
Old : 27,227: 6,805 411 0 15,416 25,040 22,221 25,451: 5,006 1,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 517: 975 -232 0 -75 1,093 900 861: -383 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 1.5 0.0 56.6 92.0 81.6 93.5: 18.4 6.5
Old : 100.0: 25.0 1.5 0.0 56.6 92.0 81.6 93.5: 18.4 6.5
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 : 42: 12 2 0 18 16 30 18:
Old : 42: 12 2 0 18 16 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 : 39.6 66.1 51.9 82.9 38.6 66.1 50.9 82.9
Old : 39.6 66.1 51.9 82.9 38.6 66.1 50.9 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 16,001: 4,153 4,106 0 10,748 10,989 14,901 15,095: 1,100 906
Old : 16,001: 4,153 4,106 0 10,748 10,989 14,901 15,095: 1,100 906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -222: 8 -136 0 -304 0 -296 -136: 74 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 25.7 0.0 67.2 68.7 93.1 94.3: 6.9 5.7
Old : 100.0: 26.0 25.7 0.0 67.2 68.7 93.1 94.3: 6.9 5.7
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 : 25: 9 7 0 9 1 18 8:
Old : 25: 9 7 0 9 1 18 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 : 63.4 91.0 76.3 94.3 63.4 91.0 76.3 94.3
Old : 63.4 91.0 76.3 94.3 63.4 91.0 76.3 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 30, 2010