MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 35,528: 1,155 2,140 5,289 23,393 20,977 29,837 28,406: 5,691 7,122
Old : 35,528: 1,155 2,140 5,289 23,393 20,977 29,837 28,406: 5,691 7,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 920: 5 117 39 450 659 495 815: 425 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 6.0 14.9 65.8 59.0 84.0 80.0: 16.0 20.0
Old : 100.0: 3.3 6.0 14.9 65.8 59.0 84.0 80.0: 16.0 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 : 67: 11 9 14 38 31 58 45:
Old : 67: 11 9 14 38 31 58 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 36.1 50.6 47.7 37.8 33.3 48.6 42.2
Old : 38.1 36.1 50.6 47.7 37.8 33.3 48.6 42.2
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, August 24, 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 : 247,175: 64,722 16,492 67,784 91,777 122,844 224,283 207,121: 22,892 40,054
Old : 104,853: 38,521 39,382 10,534 49,457 40,208 98,512 90,124: 6,341 14,730
Other: 142,321: 51,113 2,023 32,338 42,320 82,636 125,771 116,997: 16,551 25,324
: : :
: : Changes in Commitments from: August 17, 2010 :
: 19,324: 7,366 -1,202 7,900 3,409 10,014 18,676 16,713: 648 2,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 6.7 27.4 37.1 49.7 90.7 83.8: 9.3 16.2
Old : 100.0: 36.7 37.6 10.0 47.2 38.3 94.0 86.0: 6.0 14.0
Other: 100.0: 35.9 1.4 22.7 29.7 58.1 88.4 82.2: 11.6 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 99 58 102 45 61 208 175:
Old : 219: 66 84 41 27 51 120 149:
Other: 202: 99 22 63 42 60 166 127:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 24.6 29.5 33.0 19.2 23.7 29.1 30.0
Old : 26.1 26.9 40.9 38.6 26.1 26.8 40.9 38.4
Other: 20.3 25.5 31.3 36.6 20.2 24.3 30.0 34.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 432,931: 150,499 15,733 118,149 137,056 225,124 405,704 359,006: 27,228 73,925
Old : 432,931: 150,499 15,733 118,149 137,056 225,124 405,704 359,006: 27,228 73,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 17,804: 11,546 -7,396 9,693 -1,276 12,912 19,963 15,209: -2,159 2,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 3.6 27.3 31.7 52.0 93.7 82.9: 6.3 17.1
Old : 100.0: 34.8 3.6 27.3 31.7 52.0 93.7 82.9: 6.3 17.1
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 : 441: 173 54 111 93 188 315 317:
Old : 441: 173 54 111 93 188 315 317:
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 : 15.0 17.9 24.3 25.9 14.6 16.3 23.0 22.3
Old : 15.0 17.9 24.3 25.9 14.6 16.3 23.0 22.3
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, August 24, 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 : 9,232: 3,528 3,950 1,011 2,880 2,628 7,420 7,590: 1,813 1,642
Old : 9,232: 3,528 3,950 1,011 2,880 2,628 7,420 7,590: 1,813 1,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -931: -136 -513 -286 -304 36 -726 -763: -205 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 42.8 11.0 31.2 28.5 80.4 82.2: 19.6 17.8
Old : 100.0: 38.2 42.8 11.0 31.2 28.5 80.4 82.2: 19.6 17.8
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 : 75: 19 24 13 22 21 52 50:
Old : 75: 19 24 13 22 21 52 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 : 35.5 27.0 49.9 41.2 35.5 27.0 49.4 39.3
Old : 35.5 27.0 49.9 41.2 35.5 27.0 49.4 39.3
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, August 24, 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 : 42,520: 15,367 5,006 9,220 10,973 8,669 35,561 22,896: 6,959 19,624
Old : 42,520: 15,367 5,006 9,220 10,973 8,669 35,561 22,896: 6,959 19,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 5,847: 3,478 505 2,313 -324 905 5,467 3,722: 380 2,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 11.8 21.7 25.8 20.4 83.6 53.8: 16.4 46.2
Old : 100.0: 36.1 11.8 21.7 25.8 20.4 83.6 53.8: 16.4 46.2
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 : 150: 50 20 41 50 51 121 98:
Old : 150: 50 20 41 50 51 121 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 15.7 27.5 24.0 14.6 12.8 23.9 17.8
Old : 17.3 15.7 27.5 24.0 14.6 12.8 23.9 17.8
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, August 24, 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 : 36,185: 2,669 20 602 20,550 35,108 23,821 35,730: 12,364 455
Old : 36,185: 2,669 20 602 20,550 35,108 23,821 35,730: 12,364 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 1,449: -5,831 0 0 933 1,130 -4,898 1,130: 6,347 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.1 1.7 56.8 97.0 65.8 98.7: 34.2 1.3
Old : 100.0: 7.4 0.1 1.7 56.8 97.0 65.8 98.7: 34.2 1.3
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 : 20: 4 1 1 12 11 17 12:
Old : 20: 4 1 1 12 11 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 79.8 57.8 95.2 27.4 61.4 32.3 66.4
Old : 46.2 79.8 57.8 95.2 27.4 61.4 32.3 66.4
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, August 24, 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 : 110,969: 27,254 8,189 6,401 37,841 75,925 71,496 90,514: 39,473 20,455
Old : 110,969: 27,254 8,189 6,401 37,841 75,925 71,496 90,514: 39,473 20,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 3,756: -7,634 3,629 930 11,256 -2,596 4,553 1,963: -797 1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.4 5.8 34.1 68.4 64.4 81.6: 35.6 18.4
Old : 100.0: 24.6 7.4 5.8 34.1 68.4 64.4 81.6: 35.6 18.4
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 : 68: 24 10 12 29 20 58 37:
Old : 68: 24 10 12 29 20 58 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 41.2 28.6 58.9 17.8 40.9 28.6 56.2
Old : 17.8 41.2 28.6 58.9 17.8 40.9 28.6 56.2
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, August 24, 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 : 62,080: 20,245 7,695 1,998 22,835 41,782 45,078 51,474: 17,002 10,606
Old : 62,080: 20,245 7,695 1,998 22,835 41,782 45,078 51,474: 17,002 10,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 3,337: 2,677 868 -8 4 2,762 2,673 3,622: 664 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 12.4 3.2 36.8 67.3 72.6 82.9: 27.4 17.1
Old : 100.0: 32.6 12.4 3.2 36.8 67.3 72.6 82.9: 27.4 17.1
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 : 44: 15 10 6 11 15 30 27:
Old : 44: 15 10 6 11 15 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 54.2 47.0 65.8 32.9 52.3 46.2 62.0
Old : 33.0 54.2 47.0 65.8 32.9 52.3 46.2 62.0
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, August 24, 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 : 101,768: 68,371 9,001 125 28,483 90,529 96,979 99,655: 4,789 2,113
Old : 101,768: 68,371 9,001 125 28,483 90,529 96,979 99,655: 4,789 2,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -9,964: -12,816 -1,633 125 4,132 -8,923 -8,559 -10,431: -1,405 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 8.8 0.1 28.0 89.0 95.3 97.9: 4.7 2.1
Old : 100.0: 67.2 8.8 0.1 28.0 89.0 95.3 97.9: 4.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 40 18 1 21 18 62 36:
Old : 92: 40 18 1 21 18 62 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 : 53.2 64.0 72.0 81.7 53.2 64.0 72.0 81.0
Old : 53.2 64.0 72.0 81.7 53.2 64.0 72.0 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 157,689: 29,312 31,942 9,956 92,366 90,089 131,633 131,986: 26,056 25,703
Old : 157,689: 29,312 31,942 9,956 92,366 90,089 131,633 131,986: 26,056 25,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -1,467: -1,860 -3,038 -14 1,851 1,111 -23 -1,940: -1,445 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 20.3 6.3 58.6 57.1 83.5 83.7: 16.5 16.3
Old : 100.0: 18.6 20.3 6.3 58.6 57.1 83.5 83.7: 16.5 16.3
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 : 93: 24 31 22 23 29 59 70:
Old : 93: 24 31 22 23 29 59 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 : 36.9 42.5 49.1 52.0 36.1 42.5 47.2 51.6
Old : 36.9 42.5 49.1 52.0 36.1 42.5 47.2 51.6
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, August 24, 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 : 159,308: 62,603 11,874 10,018 52,523 100,097 125,144 121,990: 34,164 37,319
Old : 159,308: 62,603 11,874 10,018 52,523 100,097 125,144 121,990: 34,164 37,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 7,054: -696 -731 2,957 1,465 1,882 3,726 4,108: 3,328 2,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 7.5 6.3 33.0 62.8 78.6 76.6: 21.4 23.4
Old : 100.0: 39.3 7.5 6.3 33.0 62.8 78.6 76.6: 21.4 23.4
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 : 105: 38 26 18 26 31 69 70:
Old : 105: 38 26 18 26 31 69 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 : 28.6 41.3 38.9 51.2 28.0 39.6 37.9 48.7
Old : 28.6 41.3 38.9 51.2 28.0 39.6 37.9 48.7
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, August 24, 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 : 310,837: 53,286 70,880 42,494 159,143 139,096 254,922 252,470: 55,915 58,367
Old : 310,837: 53,286 70,880 42,494 159,143 139,096 254,922 252,470: 55,915 58,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 4,082: -7,026 -909 5,436 7,119 -2,037 5,529 2,491: -1,446 1,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 22.8 13.7 51.2 44.7 82.0 81.2: 18.0 18.8
Old : 100.0: 17.1 22.8 13.7 51.2 44.7 82.0 81.2: 18.0 18.8
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 : 180: 47 68 58 43 49 126 139:
Old : 180: 47 68 58 43 49 126 139:
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 : 29.5 31.3 38.5 38.5 28.3 30.6 34.3 35.5
Old : 29.5 31.3 38.5 38.5 28.3 30.6 34.3 35.5
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 with Delta-adjusted Options and Futures Combined, August 24, 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 : 20,271: 14,931 4,248 0 1,997 13,798 16,928 18,046: 3,343 2,225
Old : 20,271: 14,931 4,248 0 1,997 13,798 16,928 18,046: 3,343 2,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -3,356: -2,664 -1,208 0 -1,232 -2,608 -3,896 -3,816: 540 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 21.0 0.0 9.9 68.1 83.5 89.0: 16.5 11.0
Old : 100.0: 73.7 21.0 0.0 9.9 68.1 83.5 89.0: 16.5 11.0
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 : 35: 10 8 0 7 12 17 20:
Old : 35: 10 8 0 7 12 17 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 : 60.8 65.3 73.5 78.7 60.8 65.3 73.5 78.1
Old : 60.8 65.3 73.5 78.7 60.8 65.3 73.5 78.1
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, August 24, 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 :13,971,742: 1,389,039 349,764 5,323,320 6,300,095 7,301,681 13,012,454 12,974,765: 959,288 996,977
Old :13,971,742: 1,389,039 349,764 5,323,320 6,300,095 7,301,681 13,012,454 12,974,765: 959,288 996,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 258,150: 56,421 -12,316 165,985 6,361 59,054 228,767 212,723: 29,383 45,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 2.5 38.1 45.1 52.3 93.1 92.9: 6.9 7.1
Old : 100.0: 9.9 2.5 38.1 45.1 52.3 93.1 92.9: 6.9 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 : 294: 65 66 114 144 151 272 274:
Old : 294: 65 66 114 144 151 272 274:
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 23.9 33.4 36.3 15.6 14.3 21.6 18.3
Old : 21.5 23.9 33.4 36.3 15.6 14.3 21.6 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 1,032,366: 66,543 97,675 87,936 747,700 734,140 902,179 919,751: 130,186 112,615
Old : 1,032,366: 66,543 97,675 87,936 747,700 734,140 902,179 919,751: 130,186 112,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 24,961: -3,107 6,140 12,927 25,777 18,559 35,596 37,626: -10,635 -12,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 9.5 8.5 72.4 71.1 87.4 89.1: 12.6 10.9
Old : 100.0: 6.4 9.5 8.5 72.4 71.1 87.4 89.1: 12.6 10.9
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 : 559: 98 119 94 235 239 385 400:
Old : 559: 98 119 94 235 239 385 400:
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 : 16.4 11.3 25.5 19.0 12.6 8.3 20.0 13.8
Old : 16.4 11.3 25.5 19.0 12.6 8.3 20.0 13.8
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, August 24, 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 : 409,799: 18,823 66,531 29,977 276,319 251,944 325,119 348,451: 84,680 61,348
Old : 409,799: 18,823 66,531 29,977 276,319 251,944 325,119 348,451: 84,680 61,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 7,270: -4,273 14,124 123 6,523 5,815 2,373 20,062: 4,896 -12,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 16.2 7.3 67.4 61.5 79.3 85.0: 20.7 15.0
Old : 100.0: 4.6 16.2 7.3 67.4 61.5 79.3 85.0: 20.7 15.0
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 : 149: 23 25 33 82 71 123 111:
Old : 149: 23 25 33 82 71 123 111:
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 21.0 27.2 33.3 17.5 20.7 25.6 31.7
Old : 18.7 21.0 27.2 33.3 17.5 20.7 25.6 31.7
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, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,112,833: 440,665 357,783 87,730 2,356,905 2,410,983 2,885,301 2,856,497: 227,532 256,337
Old : 3,112,833: 440,665 357,783 87,730 2,356,905 2,410,983 2,885,301 2,856,497: 227,532 256,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 88,459: 89,595 43,849 -19,751 96,270 63,719 166,114 87,817: -77,656 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 11.5 2.8 75.7 77.5 92.7 91.8: 7.3 8.2
Old : 100.0: 14.2 11.5 2.8 75.7 77.5 92.7 91.8: 7.3 8.2
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 : 496: 83 103 72 204 217 328 351:
Old : 496: 83 103 72 204 217 328 351:
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 : 21.2 11.3 32.4 19.8 18.2 8.6 27.4 16.3
Old : 21.2 11.3 32.4 19.8 18.2 8.6 27.4 16.3
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, August 24, 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 : 88,678: 9,341 8,347 450 68,415 75,145 78,206 83,942: 10,472 4,736
Old : 88,678: 9,341 8,347 450 68,415 75,145 78,206 83,942: 10,472 4,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 736: -2,434 954 419 3,278 -742 1,263 631: -527 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 9.4 0.5 77.1 84.7 88.2 94.7: 11.8 5.3
Old : 100.0: 10.5 9.4 0.5 77.1 84.7 88.2 94.7: 11.8 5.3
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 : 85: 10 4 1 50 33 60 38:
Old : 85: 10 4 1 50 33 60 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 : 32.1 51.0 47.4 68.4 31.6 51.0 43.5 66.0
Old : 32.1 51.0 47.4 68.4 31.6 51.0 43.5 66.0
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, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 94,358: 10,564 18,824 2,430 72,093 66,020 85,087 87,274: 9,270 7,084
Old : 94,358: 10,564 18,824 2,430 72,093 66,020 85,087 87,274: 9,270 7,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 6,393: -6,062 4,445 998 12,049 994 6,985 6,437: -592 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 19.9 2.6 76.4 70.0 90.2 92.5: 9.8 7.5
Old : 100.0: 11.2 19.9 2.6 76.4 70.0 90.2 92.5: 9.8 7.5
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 : 224: 55 47 21 71 79 135 139:
Old : 224: 55 47 21 71 79 135 139:
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 24.5 46.1 37.0 25.2 19.8 36.9 28.9
Old : 29.0 24.5 46.1 37.0 25.2 19.8 36.9 28.9
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, August 24, 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 : 22,864: 0 3,727 0 17,366 18,294 17,366 22,021: 5,498 843
Old : 22,864: 0 3,727 0 17,366 18,294 17,366 22,021: 5,498 843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 5,502: -738 1,230 0 6,658 4,841 5,920 6,071: -418 -569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.3 0.0 76.0 80.0 76.0 96.3: 24.0 3.7
Old : 100.0: 0.0 16.3 0.0 76.0 80.0 76.0 96.3: 24.0 3.7
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 : 24: 0 2 0 11 13 11 15:
Old : 24: 0 2 0 11 13 11 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 : 66.1 66.4 72.6 86.1 62.8 66.4 69.4 85.0
Old : 66.1 66.4 72.6 86.1 62.8 66.4 69.4 85.0
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, August 24, 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 : 357,470: 60,199 82,864 4,771 273,637 238,630 338,607 326,265: 18,863 31,205
Old : 357,470: 60,199 82,864 4,771 273,637 238,630 338,607 326,265: 18,863 31,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 4,454: -22,360 20,332 732 26,954 -19,233 5,326 1,831: -872 2,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 23.2 1.3 76.5 66.8 94.7 91.3: 5.3 8.7
Old : 100.0: 16.8 23.2 1.3 76.5 66.8 94.7 91.3: 5.3 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 55 47 21 66 72 130 132:
Old : 220: 55 47 21 66 72 130 132:
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 23.9 50.0 37.2 32.4 23.9 48.7 37.0
Old : 32.9 23.9 50.0 37.2 32.4 23.9 48.7 37.0
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, August 24, 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 : 115,398: 58,788 11,810 4,577 27,347 81,884 90,712 98,271: 24,686 17,127
Old : 115,398: 58,788 11,810 4,577 27,347 81,884 90,712 98,271: 24,686 17,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -13,244: -12,455 -1,641 1,121 2,739 -11,946 -8,595 -12,467: -4,649 -777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 10.2 4.0 23.7 71.0 78.6 85.2: 21.4 14.8
Old : 100.0: 50.9 10.2 4.0 23.7 71.0 78.6 85.2: 21.4 14.8
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 : 74: 30 16 12 20 20 56 42:
Old : 74: 30 16 12 20 20 56 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 : 29.2 46.3 41.8 62.4 29.2 45.2 41.5 59.6
Old : 29.2 46.3 41.8 62.4 29.2 45.2 41.5 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 32,872: 6,428 5,410 206 17,464 10,951 24,098 16,567: 8,774 16,305
Old : 32,872: 6,428 5,410 206 17,464 10,951 24,098 16,567: 8,774 16,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 3,121: 182 524 206 2,612 787 3,000 1,517: 121 1,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 16.5 0.6 53.1 33.3 73.3 50.4: 26.7 49.6
Old : 100.0: 19.6 16.5 0.6 53.1 33.3 73.3 50.4: 26.7 49.6
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 : 59: 13 11 1 22 16 35 28:
Old : 59: 13 11 1 22 16 35 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 22.3 40.8 29.8 27.7 22.3 39.4 29.5
Old : 28.7 22.3 40.8 29.8 27.7 22.3 39.4 29.5
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, August 24, 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 : 54,948: 5,530 3,728 1,372 36,802 31,142 43,704 36,242: 11,244 18,706
Old : 54,948: 5,530 3,728 1,372 36,802 31,142 43,704 36,242: 11,244 18,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 2,379: 191 69 636 -541 2,216 286 2,921: 2,093 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 6.8 2.5 67.0 56.7 79.5 66.0: 20.5 34.0
Old : 100.0: 10.1 6.8 2.5 67.0 56.7 79.5 66.0: 20.5 34.0
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 : 60: 9 9 1 19 27 29 36:
Old : 60: 9 9 1 19 27 29 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 : 45.0 27.9 59.0 39.3 41.6 27.9 54.7 36.8
Old : 45.0 27.9 59.0 39.3 41.6 27.9 54.7 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 34,818: 5,627 378 300 25,298 32,383 31,225 33,061: 3,593 1,757
Old : 34,818: 5,627 378 300 25,298 32,383 31,225 33,061: 3,593 1,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 56: -624 50 0 277 12 -347 62: 403 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 1.1 0.9 72.7 93.0 89.7 95.0: 10.3 5.0
Old : 100.0: 16.2 1.1 0.9 72.7 93.0 89.7 95.0: 10.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 7 1 1 20 19 27 21:
Old : 41: 7 1 1 20 19 27 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 : 49.3 66.3 63.3 80.5 46.6 63.5 59.1 76.1
Old : 49.3 66.3 63.3 80.5 46.6 63.5 59.1 76.1
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, August 24, 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 : 27,529: 5,798 442 0 16,160 24,906 21,958 25,348: 5,571 2,181
Old : 27,529: 5,798 442 0 16,160 24,906 21,958 25,348: 5,571 2,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 434: -364 238 0 1,484 308 1,120 546: -686 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 1.6 0.0 58.7 90.5 79.8 92.1: 20.2 7.9
Old : 100.0: 21.1 1.6 0.0 58.7 90.5 79.8 92.1: 20.2 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 10 2 0 19 16 29 18:
Old : 41: 10 2 0 19 16 29 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 : 36.3 67.4 50.6 83.6 35.1 67.4 49.3 83.1
Old : 36.3 67.4 50.6 83.6 35.1 67.4 49.3 83.1
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, August 24, 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 : 13,949: 3,366 4,754 0 9,742 8,464 13,108 13,218: 841 731
Old : 13,949: 3,366 4,754 0 9,742 8,464 13,108 13,218: 841 731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -2,038: -835 1,719 -47 -378 -3,151 -1,260 -1,479: -778 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 34.1 0.0 69.8 60.7 94.0 94.8: 6.0 5.2
Old : 100.0: 24.1 34.1 0.0 69.8 60.7 94.0 94.8: 6.0 5.2
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 : 22: 8 6 0 7 2 15 8:
Old : 22: 8 6 0 7 2 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 91.9 82.1 94.8 69.1 91.9 81.8 94.5
Old : 69.1 91.9 82.1 94.8 69.1 91.9 81.8 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 27, 2010