MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 32,968: 1,649 1,278 4,866 20,660 20,163 27,175 26,307: 5,793 6,661
Old : 32,968: 1,649 1,278 4,866 20,660 20,163 27,175 26,307: 5,793 6,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -4,622: 490 -487 -1,200 -3,701 -2,156 -4,411 -3,842: -211 -780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 3.9 14.8 62.7 61.2 82.4 79.8: 17.6 20.2
Old : 100.0: 5.0 3.9 14.8 62.7 61.2 82.4 79.8: 17.6 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 12 10 14 32 30 53 45:
Old : 64: 12 10 14 32 30 53 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 : 35.9 35.6 49.0 48.0 35.9 33.8 46.5 44.5
Old : 35.9 35.6 49.0 48.0 35.9 33.8 46.5 44.5
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 250,076: 64,142 13,629 68,099 94,082 128,520 226,322 210,248: 23,754 39,828
Old : 87,567: 29,982 28,526 10,466 41,332 35,977 81,781 74,970: 5,786 12,597
Other: 162,510: 53,479 4,422 38,313 52,750 92,543 144,541 135,278: 17,968 27,231
: : :
: : Changes in Commitments from: August 31, 2010 :
: 1,971: -786 -1,220 10 3,300 2,511 2,524 1,301: -553 670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 5.4 27.2 37.6 51.4 90.5 84.1: 9.5 15.9
Old : 100.0: 34.2 32.6 12.0 47.2 41.1 93.4 85.6: 6.6 14.4
Other: 100.0: 32.9 2.7 23.6 32.5 56.9 88.9 83.2: 11.1 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 112 53 115 51 66 227 192:
Old : 227: 74 80 44 33 50 132 149:
Other: 232: 110 30 79 49 63 195 150:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 23.9 29.7 32.7 18.8 23.0 28.5 29.9
Old : 24.4 26.6 37.6 38.1 24.4 26.1 37.6 37.5
Other: 19.9 23.7 31.0 35.0 19.8 23.0 30.5 33.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 443,367: 157,483 13,896 118,423 138,871 236,431 414,776 368,750: 28,590 74,617
Old : 443,367: 157,483 13,896 118,423 138,871 236,431 414,776 368,750: 28,590 74,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 4,063: -372 -1,248 546 3,563 4,865 3,737 4,163: 327 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 3.1 26.7 31.3 53.3 93.6 83.2: 6.4 16.8
Old : 100.0: 35.5 3.1 26.7 31.3 53.3 93.6 83.2: 6.4 16.8
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 : 445: 181 46 112 96 194 318 322:
Old : 445: 181 46 112 96 194 318 322:
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 : 14.7 19.0 23.9 26.9 14.3 17.4 22.5 23.2
Old : 14.7 19.0 23.9 26.9 14.3 17.4 22.5 23.2
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,452: 3,552 4,188 362 2,769 2,283 6,682 6,833: 1,769 1,618
Old : 8,452: 3,552 4,188 362 2,769 2,283 6,682 6,833: 1,769 1,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -305: 18 347 -391 12 -232 -361 -276: 56 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 49.6 4.3 32.8 27.0 79.1 80.9: 20.9 19.1
Old : 100.0: 42.0 49.6 4.3 32.8 27.0 79.1 80.9: 20.9 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 18 28 9 18 18 45 48:
Old : 74: 18 28 9 18 18 45 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 30.6 55.0 45.1 39.1 30.6 54.5 44.9
Old : 39.1 30.6 55.0 45.1 39.1 30.6 54.5 44.9
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 39,992: 14,938 5,938 7,174 11,034 8,065 33,146 21,177: 6,846 18,816
Old : 39,992: 14,938 5,938 7,174 11,034 8,065 33,146 21,177: 6,846 18,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -1,826: -1,185 329 -1,025 226 -925 -1,985 -1,621: 159 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 14.8 17.9 27.6 20.2 82.9 53.0: 17.1 47.0
Old : 100.0: 37.4 14.8 17.9 27.6 20.2 82.9 53.0: 17.1 47.0
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 : 133: 44 19 33 40 42 104 80:
Old : 133: 44 19 33 40 42 104 80:
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 : 17.2 14.3 28.7 22.7 17.2 12.7 27.9 19.3
Old : 17.2 14.3 28.7 22.7 17.2 12.7 27.9 19.3
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 37,181: 2,009 252 646 22,100 36,111 24,755 37,009: 12,426 172
Old : 37,181: 2,009 252 646 22,100 36,111 24,755 37,009: 12,426 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 227: 0 75 41 175 81 216 197: 11 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.7 1.7 59.4 97.1 66.6 99.5: 33.4 0.5
Old : 100.0: 5.4 0.7 1.7 59.4 97.1 66.6 99.5: 33.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 2 2 12 12 17 14:
Old : 21: 3 2 2 12 12 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 78.7 59.6 94.4 29.3 61.0 33.7 66.6
Old : 47.4 78.7 59.6 94.4 29.3 61.0 33.7 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 118,500: 28,331 27,535 4,486 47,737 67,250 80,554 99,271: 37,946 19,229
Old : 118,500: 28,331 27,535 4,486 47,737 67,250 80,554 99,271: 37,946 19,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -8,604: -1,735 -3,318 -2,321 -226 -31 -4,282 -5,670: -4,322 -2,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 23.2 3.8 40.3 56.8 68.0 83.8: 32.0 16.2
Old : 100.0: 23.9 23.2 3.8 40.3 56.8 68.0 83.8: 32.0 16.2
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 : 77: 27 15 13 29 24 62 46:
Old : 77: 27 15 13 29 24 62 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 41.2 36.0 57.6 23.8 41.1 32.8 55.5
Old : 25.4 41.2 36.0 57.6 23.8 41.1 32.8 55.5
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 77,214: 25,284 9,199 644 30,389 57,372 56,316 67,215: 20,898 9,999
Old : 77,214: 25,284 9,199 644 30,389 57,372 56,316 67,215: 20,898 9,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 10,309: 4,547 1,051 -1,816 6,228 12,081 8,959 11,315: 1,350 -1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 11.9 0.8 39.4 74.3 72.9 87.0: 27.1 13.0
Old : 100.0: 32.7 11.9 0.8 39.4 74.3 72.9 87.0: 27.1 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 16 9 5 12 19 30 31:
Old : 47: 16 9 5 12 19 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 53.9 52.9 68.1 28.6 48.6 41.1 58.8
Old : 38.6 53.9 52.9 68.1 28.6 48.6 41.1 58.8
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 102,861: 38,237 24,173 1,287 60,620 75,108 100,144 100,568: 2,717 2,293
Old : 102,861: 38,237 24,173 1,287 60,620 75,108 100,144 100,568: 2,717 2,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 11,757: -494 6,446 1,028 12,593 4,742 13,127 12,216: -1,370 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 23.5 1.3 58.9 73.0 97.4 97.8: 2.6 2.2
Old : 100.0: 37.2 23.5 1.3 58.9 73.0 97.4 97.8: 2.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 24 27 4 25 20 53 49:
Old : 90: 24 27 4 25 20 53 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 54.6 65.2 71.2 39.4 54.6 62.0 68.0
Old : 40.3 54.6 65.2 71.2 39.4 54.6 62.0 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 154,848: 22,341 37,570 5,949 99,356 76,600 127,646 120,119: 27,203 34,729
Old : 154,848: 22,341 37,570 5,949 99,356 76,600 127,646 120,119: 27,203 34,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -8,580: -1,767 819 -4,391 -3,128 -8,748 -9,286 -12,320: 706 3,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 24.3 3.8 64.2 49.5 82.4 77.6: 17.6 22.4
Old : 100.0: 14.4 24.3 3.8 64.2 49.5 82.4 77.6: 17.6 22.4
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 : 92: 23 29 18 24 30 54 71:
Old : 92: 23 29 18 24 30 54 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 : 41.4 35.6 53.7 45.5 40.5 35.6 51.5 44.9
Old : 41.4 35.6 53.7 45.5 40.5 35.6 51.5 44.9
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 161,314: 66,038 13,995 5,161 60,724 108,489 131,924 127,645: 29,390 33,669
Old : 161,314: 66,038 13,995 5,161 60,724 108,489 131,924 127,645: 29,390 33,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 1,973: 4,856 2,299 -5,344 3,802 7,998 3,314 4,952: -1,341 -2,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 8.7 3.2 37.6 67.3 81.8 79.1: 18.2 20.9
Old : 100.0: 40.9 8.7 3.2 37.6 67.3 81.8 79.1: 18.2 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 : 108: 40 25 21 28 32 78 68:
Old : 108: 40 25 21 28 32 78 68:
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 : 30.1 43.1 43.1 56.3 28.6 41.2 39.4 50.0
Old : 30.1 43.1 43.1 56.3 28.6 41.2 39.4 50.0
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 296,139: 54,305 75,989 25,401 157,820 130,260 237,526 231,650: 58,613 64,489
Old : 296,139: 54,305 75,989 25,401 157,820 130,260 237,526 231,650: 58,613 64,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -10,356: 4,063 4,154 -18,660 -1,930 -3,135 -16,528 -17,641: 6,171 7,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 25.7 8.6 53.3 44.0 80.2 78.2: 19.8 21.8
Old : 100.0: 18.3 25.7 8.6 53.3 44.0 80.2 78.2: 19.8 21.8
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 : 174: 49 62 57 42 49 122 137:
Old : 174: 49 62 57 42 49 122 137:
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 32.1 38.2 39.0 28.3 31.1 35.2 37.8
Old : 29.1 32.1 38.2 39.0 28.3 31.1 35.2 37.8
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 27,922: 14,648 5,271 663 9,876 20,791 25,187 26,725: 2,735 1,197
Old : 27,922: 14,648 5,271 663 9,876 20,791 25,187 26,725: 2,735 1,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 7,823: 2,455 35 663 4,920 8,113 8,038 8,811: -215 -988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 18.9 2.4 35.4 74.5 90.2 95.7: 9.8 4.3
Old : 100.0: 52.5 18.9 2.4 35.4 74.5 90.2 95.7: 9.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 9 10 2 9 11 19 22:
Old : 36: 9 10 2 9 11 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 61.8 77.3 81.9 45.3 50.2 56.9 61.4
Old : 57.4 61.8 77.3 81.9 45.3 50.2 56.9 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :14,423,011: 1,412,455 321,662 5,568,761 6,495,775 7,554,458 13,476,991 13,444,881: 946,020 978,130
Old :14,423,011: 1,412,455 321,662 5,568,761 6,495,775 7,554,458 13,476,991 13,444,881: 946,020 978,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 178,763: 65,808 -64,193 57,040 55,938 160,418 178,787 153,265: -24 25,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 2.2 38.6 45.0 52.4 93.4 93.2: 6.6 6.8
Old : 100.0: 9.8 2.2 38.6 45.0 52.4 93.4 93.2: 6.6 6.8
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 : 291: 74 54 114 144 151 273 271:
Old : 291: 74 54 114 144 151 273 271:
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 : 21.3 23.8 32.9 36.5 14.5 14.1 19.8 18.1
Old : 21.3 23.8 32.9 36.5 14.5 14.1 19.8 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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,062,629: 60,300 109,029 91,847 774,297 747,347 926,444 948,223: 136,185 114,406
Old : 1,062,629: 60,300 109,029 91,847 774,297 747,347 926,444 948,223: 136,185 114,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 2,518: -7,193 2,920 -2,816 -2,413 -6,248 -12,422 -6,145: 14,940 8,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 10.3 8.6 72.9 70.3 87.2 89.2: 12.8 10.8
Old : 100.0: 5.7 10.3 8.6 72.9 70.3 87.2 89.2: 12.8 10.8
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 : 552: 88 125 91 240 244 388 400:
Old : 552: 88 125 91 240 244 388 400:
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 : 15.9 11.1 25.2 19.5 12.6 8.4 19.9 14.7
Old : 15.9 11.1 25.2 19.5 12.6 8.4 19.9 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 419,941: 20,817 67,060 31,617 269,584 259,610 322,017 358,287: 97,924 61,654
Old : 419,941: 20,817 67,060 31,617 269,584 259,610 322,017 358,287: 97,924 61,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 5,209: 2,244 -8,208 2,010 -10,914 2,732 -6,660 -3,466: 11,869 8,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 16.0 7.5 64.2 61.8 76.7 85.3: 23.3 14.7
Old : 100.0: 5.0 16.0 7.5 64.2 61.8 76.7 85.3: 23.3 14.7
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 : 146: 22 29 35 76 70 119 113:
Old : 146: 22 29 35 76 70 119 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 20.6 27.5 33.9 17.6 20.3 25.1 31.6
Old : 18.7 20.6 27.5 33.9 17.6 20.3 25.1 31.6
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,213,442: 410,744 423,172 87,826 2,523,564 2,438,682 3,022,134 2,949,680: 191,307 263,762
Old : 3,213,442: 410,744 423,172 87,826 2,523,564 2,438,682 3,022,134 2,949,680: 191,307 263,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -13,456: -69,684 33,139 -1,633 42,506 -44,897 -28,811 -13,391: 15,355 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 13.2 2.7 78.5 75.9 94.0 91.8: 6.0 8.2
Old : 100.0: 12.8 13.2 2.7 78.5 75.9 94.0 91.8: 6.0 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: 77 107 67 214 224 335 354:
Old : 496: 77 107 67 214 224 335 354:
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 : 20.3 11.6 31.8 20.2 17.2 9.0 27.1 15.9
Old : 20.3 11.6 31.8 20.2 17.2 9.0 27.1 15.9
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 87,322: 10,090 8,085 633 64,301 72,842 75,024 81,560: 12,298 5,762
Old : 87,322: 10,090 8,085 633 64,301 72,842 75,024 81,560: 12,298 5,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -21: 548 62 526 -2,598 -1,945 -1,524 -1,357: 1,503 1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 9.3 0.7 73.6 83.4 85.9 93.4: 14.1 6.6
Old : 100.0: 11.6 9.3 0.7 73.6 83.4 85.9 93.4: 14.1 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 7 3 2 48 36 55 41:
Old : 77: 7 3 2 48 36 55 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 48.9 46.5 66.7 31.8 48.3 43.4 62.9
Old : 32.5 48.9 46.5 66.7 31.8 48.3 43.4 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 95,938: 8,200 20,907 2,190 75,905 65,307 86,295 88,404: 9,643 7,534
Old : 95,938: 8,200 20,907 2,190 75,905 65,307 86,295 88,404: 9,643 7,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -1,882: 1,330 -1,128 -496 -2,818 -176 -1,984 -1,800: 102 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 21.8 2.3 79.1 68.1 89.9 92.1: 10.1 7.9
Old : 100.0: 8.5 21.8 2.3 79.1 68.1 89.9 92.1: 10.1 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 : 225: 39 58 21 75 84 131 147:
Old : 225: 39 58 21 75 84 131 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 24.8 49.4 39.0 27.8 20.7 41.1 30.8
Old : 31.6 24.8 49.4 39.0 27.8 20.7 41.1 30.8
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 24,945: 0 3,235 0 18,735 20,457 18,735 23,692: 6,210 1,253
Old : 24,945: 0 3,235 0 18,735 20,457 18,735 23,692: 6,210 1,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -343: 0 -738 0 -246 491 -246 -247: -97 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.0 0.0 75.1 82.0 75.1 95.0: 24.9 5.0
Old : 100.0: 0.0 13.0 0.0 75.1 82.0 75.1 95.0: 24.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 8 13 8 15:
Old : 22: 0 2 0 8 13 8 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 65.8 75.1 85.6 66.5 65.8 72.1 84.6
Old : 69.4 65.8 75.1 85.6 66.5 65.8 72.1 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 354,963: 46,722 94,081 5,228 285,850 224,252 337,799 323,561: 17,164 31,402
Old : 354,963: 46,722 94,081 5,228 285,850 224,252 337,799 323,561: 17,164 31,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -7,696: 2,528 -6,071 1,641 -12,861 -3,333 -8,692 -7,763: 996 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 26.5 1.5 80.5 63.2 95.2 91.2: 4.8 8.8
Old : 100.0: 13.2 26.5 1.5 80.5 63.2 95.2 91.2: 4.8 8.8
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 : 222: 40 57 21 72 77 128 140:
Old : 222: 40 57 21 72 77 128 140:
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 : 35.7 25.8 51.7 39.3 35.0 25.8 50.6 38.9
Old : 35.7 25.8 51.7 39.3 35.0 25.8 50.6 38.9
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 133,420: 69,723 12,808 4,981 31,651 101,321 106,354 119,110: 27,065 14,310
Old : 133,420: 69,723 12,808 4,981 31,651 101,321 106,354 119,110: 27,065 14,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 23,123: 15,231 2,462 -172 6,707 23,936 21,767 26,227: 1,356 -3,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 9.6 3.7 23.7 75.9 79.7 89.3: 20.3 10.7
Old : 100.0: 52.3 9.6 3.7 23.7 75.9 79.7 89.3: 20.3 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 31 14 13 18 21 56 41:
Old : 73: 31 14 13 18 21 56 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 : 28.1 44.2 40.7 62.0 28.1 43.6 40.3 59.4
Old : 28.1 44.2 40.7 62.0 28.1 43.6 40.3 59.4
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, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 44,935: 6,937 5,893 4,836 17,710 11,816 29,483 22,545: 15,452 22,390
Old : 44,935: 6,937 5,893 4,836 17,710 11,816 29,483 22,545: 15,452 22,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 12,904: 1,238 129 4,836 -414 1,434 5,660 6,399: 7,244 6,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 13.1 10.8 39.4 26.3 65.6 50.2: 34.4 49.8
Old : 100.0: 15.4 13.1 10.8 39.4 26.3 65.6 50.2: 34.4 49.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 13 10 6 24 16 41 31:
Old : 60: 13 10 6 24 16 41 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 24.0 36.5 32.3 21.2 19.6 29.7 25.8
Old : 24.8 24.0 36.5 32.3 21.2 19.6 29.7 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 57,931: 5,561 3,968 1,173 40,026 32,532 46,760 37,673: 11,171 20,258
Old : 57,931: 5,561 3,968 1,173 40,026 32,532 46,760 37,673: 11,171 20,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 3,418: -326 -543 554 1,369 -511 1,597 -500: 1,821 3,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 6.8 2.0 69.1 56.2 80.7 65.0: 19.3 35.0
Old : 100.0: 9.6 6.8 2.0 69.1 56.2 80.7 65.0: 19.3 35.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 10 9 5 24 30 37 42:
Old : 63: 10 9 5 24 30 37 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 24.9 58.0 35.6 42.0 23.6 52.7 33.8
Old : 46.6 24.9 58.0 35.6 42.0 23.6 52.7 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 31,973: 5,595 1,781 300 22,806 27,513 28,701 29,594: 3,272 2,379
Old : 31,973: 5,595 1,781 300 22,806 27,513 28,701 29,594: 3,272 2,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -2,777: -849 1,201 0 -1,928 -4,548 -2,777 -3,347: 0 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 5.6 0.9 71.3 86.1 89.8 92.6: 10.2 7.4
Old : 100.0: 17.5 5.6 0.9 71.3 86.1 89.8 92.6: 10.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 6 1 17 20 23 27:
Old : 43: 6 6 1 17 20 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 51.2 65.8 67.0 46.5 48.2 61.4 62.6
Old : 49.4 51.2 65.8 67.0 46.5 48.2 61.4 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 26,469: 5,836 204 0 15,234 24,358 21,070 24,562: 5,399 1,907
Old : 26,469: 5,836 204 0 15,234 24,358 21,070 24,562: 5,399 1,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -461: -138 -277 0 -289 60 -427 -217: -34 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 0.8 0.0 57.6 92.0 79.6 92.8: 20.4 7.2
Old : 100.0: 22.0 0.8 0.0 57.6 92.0 79.6 92.8: 20.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 11 1 0 19 17 30 18:
Old : 42: 11 1 0 19 17 30 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 69.8 49.5 84.1 34.0 69.8 48.2 83.6
Old : 35.1 69.8 49.5 84.1 34.0 69.8 48.2 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 10, 2010