MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 34,579: 2,634 1,854 5,001 21,334 21,960 28,968 28,815: 5,611 5,764
Old : 34,579: 2,634 1,854 5,001 21,334 21,960 28,968 28,815: 5,611 5,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 1,611: 984 576 134 674 1,797 1,793 2,508: -182 -897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 5.4 14.5 61.7 63.5 83.8 83.3: 16.2 16.7
Old : 100.0: 7.6 5.4 14.5 61.7 63.5 83.8 83.3: 16.2 16.7
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 : 70: 15 11 14 35 32 58 49:
Old : 70: 15 11 14 35 32 58 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 : 34.4 36.8 48.2 49.6 34.4 35.0 44.9 45.7
Old : 34.4 36.8 48.2 49.6 34.4 35.0 44.9 45.7
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 14, 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 : 255,523: 70,975 16,688 64,781 92,884 131,777 228,641 213,245: 26,883 42,278
Old : 59,992: 24,692 12,154 9,444 18,097 28,678 52,233 50,276: 7,759 9,716
Other: 195,531: 54,841 13,091 46,779 74,787 103,099 176,408 162,970: 19,123 32,561
: : :
: : Changes in Commitments from: September 7, 2010 :
: 5,447: 6,834 3,059 -3,318 -1,198 3,257 2,318 2,997: 3,128 2,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 6.5 25.4 36.4 51.6 89.5 83.5: 10.5 16.5
Old : 100.0: 41.2 20.3 15.7 30.2 47.8 87.1 83.8: 12.9 16.2
Other: 100.0: 28.0 6.7 23.9 38.2 52.7 90.2 83.3: 9.8 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 111 58 107 53 71 231 188:
Old : 198: 81 45 41 34 48 135 114:
Other: 244: 89 63 88 52 68 198 173:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 23.9 28.3 33.0 18.4 23.2 27.9 29.9
Old : 19.2 33.9 32.3 45.8 19.2 33.4 32.3 45.3
Other: 20.3 21.8 32.5 32.1 20.3 21.5 32.3 30.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 440,880: 160,789 16,589 113,817 135,448 231,722 410,054 362,129: 30,826 78,751
Old : 440,880: 160,789 16,589 113,817 135,448 231,722 410,054 362,129: 30,826 78,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -2,487: 3,306 2,693 -4,605 -3,423 -4,709 -4,722 -6,621: 2,235 4,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 3.8 25.8 30.7 52.6 93.0 82.1: 7.0 17.9
Old : 100.0: 36.5 3.8 25.8 30.7 52.6 93.0 82.1: 7.0 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 446: 173 57 115 99 193 324 325:
Old : 446: 173 57 115 99 193 324 325:
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 19.1 24.0 26.8 14.3 17.7 22.6 23.1
Old : 15.0 19.1 24.0 26.8 14.3 17.7 22.6 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 8,743: 3,970 3,565 565 2,338 3,023 6,873 7,153: 1,870 1,590
Old : 8,743: 3,970 3,565 565 2,338 3,023 6,873 7,153: 1,870 1,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 291: 418 -623 203 -431 740 190 320: 101 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 40.8 6.5 26.7 34.6 78.6 81.8: 21.4 18.2
Old : 100.0: 45.4 40.8 6.5 26.7 34.6 78.6 81.8: 21.4 18.2
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 : 85: 27 26 12 18 26 55 54:
Old : 85: 27 26 12 18 26 55 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 26.7 53.2 40.1 37.9 26.5 52.7 39.4
Old : 37.9 26.7 53.2 40.1 37.9 26.5 52.7 39.4
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 14, 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 : 39,592: 13,759 5,948 8,741 10,906 7,629 33,406 22,318: 6,186 17,273
Old : 39,592: 13,759 5,948 8,741 10,906 7,629 33,406 22,318: 6,186 17,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -401: -1,179 10 1,567 -128 -435 260 1,142: -660 -1,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 15.0 22.1 27.5 19.3 84.4 56.4: 15.6 43.6
Old : 100.0: 34.8 15.0 22.1 27.5 19.3 84.4 56.4: 15.6 43.6
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 : 142: 45 27 41 45 42 114 93:
Old : 142: 45 27 41 45 42 114 93:
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 : 18.0 13.7 29.7 21.3 18.0 11.6 27.9 17.1
Old : 18.0 13.7 29.7 21.3 18.0 11.6 27.9 17.1
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 14, 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 : 37,832: 2,009 20 602 22,509 37,016 25,120 37,638: 12,712 194
Old : 37,832: 2,009 20 602 22,509 37,016 25,120 37,638: 12,712 194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 651: 0 -232 -44 409 905 365 629: 286 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.1 1.6 59.5 97.8 66.4 99.5: 33.6 0.5
Old : 100.0: 5.3 0.1 1.6 59.5 97.8 66.4 99.5: 33.6 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 : 20: 3 1 1 12 12 16 13:
Old : 20: 3 1 1 12 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 78.3 60.1 94.6 29.6 60.2 33.3 66.7
Old : 48.3 78.3 60.1 94.6 29.6 60.2 33.3 66.7
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 14, 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 : 125,073: 28,976 12,944 7,463 50,548 84,932 86,987 105,339: 38,086 19,734
Old : 125,073: 28,976 12,944 7,463 50,548 84,932 86,987 105,339: 38,086 19,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 6,573: 644 -14,591 2,977 2,811 17,682 6,433 6,068: 140 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 10.3 6.0 40.4 67.9 69.5 84.2: 30.5 15.8
Old : 100.0: 23.2 10.3 6.0 40.4 67.9 69.5 84.2: 30.5 15.8
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 : 81: 25 18 20 28 29 66 54:
Old : 81: 25 18 20 28 29 66 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 38.0 38.9 52.3 23.6 35.6 31.9 46.3
Old : 27.3 38.0 38.9 52.3 23.6 35.6 31.9 46.3
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 14, 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 : 53,069: 27,619 14,087 1,080 4,913 29,274 33,613 44,441: 19,456 8,627
Old : 53,069: 27,619 14,087 1,080 4,913 29,274 33,613 44,441: 19,456 8,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -24,146: 2,335 4,888 436 -25,475 -28,098 -22,704 -22,774: -1,442 -1,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 26.5 2.0 9.3 55.2 63.3 83.7: 36.7 16.3
Old : 100.0: 52.0 26.5 2.0 9.3 55.2 63.3 83.7: 36.7 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 : 48: 21 12 7 6 15 31 30:
Old : 48: 21 12 7 6 15 31 30:
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 : 30.2 44.6 41.7 63.7 29.9 41.9 41.0 61.0
Old : 30.2 44.6 41.7 63.7 29.9 41.9 41.0 61.0
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, September 14, 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 : 75,894: 35,691 20,734 18 36,299 53,347 72,008 74,099: 3,886 1,795
Old : 75,894: 35,691 20,734 18 36,299 53,347 72,008 74,099: 3,886 1,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -26,967: -2,546 -3,439 -1,269 -24,321 -21,761 -28,136 -26,469: 1,169 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 27.3 0.0 47.8 70.3 94.9 97.6: 5.1 2.4
Old : 100.0: 47.0 27.3 0.0 47.8 70.3 94.9 97.6: 5.1 2.4
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 : 79: 24 25 1 15 18 40 43:
Old : 79: 24 25 1 15 18 40 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 54.9 80.1 72.1 58.9 54.9 79.7 71.9
Old : 58.9 54.9 80.1 72.1 58.9 54.9 79.7 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 83,927: 21,659 30,628 4,064 34,222 26,149 59,944 60,841: 23,982 23,086
Old : 83,927: 21,659 30,628 4,064 34,222 26,149 59,944 60,841: 23,982 23,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -70,922: -682 -6,942 -1,885 -65,134 -50,452 -67,701 -59,278: -3,221 -11,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 36.5 4.8 40.8 31.2 71.4 72.5: 28.6 27.5
Old : 100.0: 25.8 36.5 4.8 40.8 31.2 71.4 72.5: 28.6 27.5
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 : 80: 25 24 15 18 27 50 59:
Old : 80: 25 24 15 18 27 50 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 21.7 37.7 33.8 23.6 21.6 35.7 33.8
Old : 24.2 21.7 37.7 33.8 23.6 21.6 35.7 33.8
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 14, 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 : 147,290: 61,663 14,794 5,122 49,486 96,650 116,271 116,566: 31,019 30,724
Old : 147,290: 61,663 14,794 5,122 49,486 96,650 116,271 116,566: 31,019 30,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -14,024: -4,375 799 -40 -11,239 -11,839 -15,653 -11,079: 1,630 -2,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 10.0 3.5 33.6 65.6 78.9 79.1: 21.1 20.9
Old : 100.0: 41.9 10.0 3.5 33.6 65.6 78.9 79.1: 21.1 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: 39 28 21 26 30 74 70:
Old : 108: 39 28 21 26 30 74 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 : 34.4 41.5 44.2 53.7 34.1 40.8 43.9 51.3
Old : 34.4 41.5 44.2 53.7 34.1 40.8 43.9 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 215,149: 55,455 65,507 27,432 80,130 68,102 163,017 161,042: 52,132 54,107
Old : 215,149: 55,455 65,507 27,432 80,130 68,102 163,017 161,042: 52,132 54,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -80,990: 1,150 -10,482 2,031 -77,689 -62,158 -74,509 -70,608: -6,482 -10,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 30.4 12.8 37.2 31.7 75.8 74.9: 24.2 25.1
Old : 100.0: 25.8 30.4 12.8 37.2 31.7 75.8 74.9: 24.2 25.1
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 : 168: 48 64 48 35 43 113 125:
Old : 168: 48 64 48 35 43 113 125:
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 20.6 31.1 28.0 20.6 20.1 29.0 26.5
Old : 21.2 20.6 31.1 28.0 20.6 20.1 29.0 26.5
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, September 14, 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 : 25,755: 21,414 4,575 0 865 20,102 22,279 24,677: 3,476 1,078
Old : 25,755: 21,414 4,575 0 865 20,102 22,279 24,677: 3,476 1,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -2,167: 6,766 -696 -663 -9,011 -689 -2,908 -2,048: 741 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 17.8 0.0 3.4 78.1 86.5 95.8: 13.5 4.2
Old : 100.0: 83.1 17.8 0.0 3.4 78.1 86.5 95.8: 13.5 4.2
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 : 29: 13 5 0 2 9 15 14:
Old : 29: 13 5 0 2 9 15 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 : 69.6 60.1 80.7 86.6 69.6 60.1 80.7 86.6
Old : 69.6 60.1 80.7 86.6 69.6 60.1 80.7 86.6
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 14, 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 :11,426,157: 1,292,049 234,979 3,949,013 5,266,160 6,277,812 10,507,222 10,461,804: 918,935 964,353
Old :11,426,157: 1,292,049 234,979 3,949,013 5,266,160 6,277,812 10,507,222 10,461,804: 918,935 964,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
:-2,996,854: -120,407 -86,683 -1,619,748 -1,229,615 -1,276,646 -2,969,769 -2,983,077: -27,085 -13,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 2.1 34.6 46.1 54.9 92.0 91.6: 8.0 8.4
Old : 100.0: 11.3 2.1 34.6 46.1 54.9 92.0 91.6: 8.0 8.4
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 : 266: 65 49 101 133 138 249 245:
Old : 266: 65 49 101 133 138 249 245:
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 : 21.6 23.7 34.0 36.5 17.7 16.5 23.1 21.3
Old : 21.6 23.7 34.0 36.5 17.7 16.5 23.1 21.3
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, September 14, 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 : 1,237,221: 64,728 111,833 98,079 886,306 859,550 1,049,113 1,069,461: 188,108 167,760
Old : 1,237,221: 64,728 111,833 98,079 886,306 859,550 1,049,113 1,069,461: 188,108 167,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 174,592: 4,428 2,803 6,232 112,009 112,203 122,669 121,238: 51,922 53,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 9.0 7.9 71.6 69.5 84.8 86.4: 15.2 13.6
Old : 100.0: 5.2 9.0 7.9 71.6 69.5 84.8 86.4: 15.2 13.6
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 : 568: 102 131 116 259 250 431 427:
Old : 568: 102 131 116 259 250 431 427:
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 12.0 22.6 20.3 10.9 8.1 17.3 13.6
Old : 14.7 12.0 22.6 20.3 10.9 8.1 17.3 13.6
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 14, 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 : 499,775: 20,492 60,658 34,999 329,449 320,738 384,940 416,395: 114,834 83,379
Old : 499,775: 20,492 60,658 34,999 329,449 320,738 384,940 416,395: 114,834 83,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 79,834: -325 -6,402 3,382 59,865 61,128 62,923 58,108: 16,910 21,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 12.1 7.0 65.9 64.2 77.0 83.3: 23.0 16.7
Old : 100.0: 4.1 12.1 7.0 65.9 64.2 77.0 83.3: 23.0 16.7
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 : 154: 21 32 40 86 76 134 121:
Old : 154: 21 32 40 86 76 134 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 20.5 26.3 32.7 15.0 16.5 22.5 26.8
Old : 17.4 20.5 26.3 32.7 15.0 16.5 22.5 26.8
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 14, 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 : 3,687,232: 398,049 432,740 138,533 2,784,283 2,694,056 3,320,865 3,265,330: 366,367 421,902
Old : 3,687,232: 398,049 432,740 138,533 2,784,283 2,694,056 3,320,865 3,265,330: 366,367 421,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 473,790: -12,696 9,568 50,707 260,719 255,375 298,731 315,650: 175,060 158,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.7 3.8 75.5 73.1 90.1 88.6: 9.9 11.4
Old : 100.0: 10.8 11.7 3.8 75.5 73.1 90.1 88.6: 9.9 11.4
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 : 508: 90 113 94 228 228 374 379:
Old : 508: 90 113 94 228 228 374 379:
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 : 17.9 11.7 28.3 19.1 14.2 8.3 22.8 14.7
Old : 17.9 11.7 28.3 19.1 14.2 8.3 22.8 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 127,313: 12,555 8,167 383 103,091 113,572 116,029 122,122: 11,284 5,191
Old : 127,313: 12,555 8,167 383 103,091 113,572 116,029 122,122: 11,284 5,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 39,991: 2,465 82 -250 38,790 40,730 41,005 40,562: -1,014 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 6.4 0.3 81.0 89.2 91.1 95.9: 8.9 4.1
Old : 100.0: 9.9 6.4 0.3 81.0 89.2 91.1 95.9: 8.9 4.1
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 : 88: 9 5 3 58 39 70 44:
Old : 88: 9 5 3 58 39 70 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 49.3 54.4 68.4 23.8 31.9 33.3 42.9
Old : 37.9 49.3 54.4 68.4 23.8 31.9 33.3 42.9
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 14, 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 : 123,276: 14,081 19,312 4,049 91,506 89,435 109,636 112,796: 13,641 10,480
Old : 123,276: 14,081 19,312 4,049 91,506 89,435 109,636 112,796: 13,641 10,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 27,338: 5,880 -1,595 1,859 15,601 24,127 23,341 24,392: 3,998 2,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 15.7 3.3 74.2 72.5 88.9 91.5: 11.1 8.5
Old : 100.0: 11.4 15.7 3.3 74.2 72.5 88.9 91.5: 11.1 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 58 44 21 92 91 165 141:
Old : 235: 58 44 21 92 91 165 141:
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 23.0 42.1 39.2 18.8 18.6 28.1 28.1
Old : 28.1 23.0 42.1 39.2 18.8 18.6 28.1 28.1
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 14, 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 : 27,421: 2,578 2,005 0 16,951 22,831 19,529 24,836: 7,892 2,585
Old : 27,421: 2,578 2,005 0 16,951 22,831 19,529 24,836: 7,892 2,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 2,475: 2,578 -1,230 0 -1,784 2,374 794 1,144: 1,681 1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 7.3 0.0 61.8 83.3 71.2 90.6: 28.8 9.4
Old : 100.0: 9.4 7.3 0.0 61.8 83.3 71.2 90.6: 28.8 9.4
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 : 23: 2 1 0 11 17 13 18:
Old : 23: 2 1 0 11 17 13 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 : 49.0 64.9 65.8 80.6 46.1 64.9 61.8 78.3
Old : 49.0 64.9 65.8 80.6 46.1 64.9 61.8 78.3
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 14, 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 : 479,278: 70,404 99,425 7,354 372,775 333,019 450,533 439,798: 28,745 39,480
Old : 479,278: 70,404 99,425 7,354 372,775 333,019 450,533 439,798: 28,745 39,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 124,315: 23,682 5,344 2,126 86,925 108,767 112,733 116,238: 11,582 8,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 20.7 1.5 77.8 69.5 94.0 91.8: 6.0 8.2
Old : 100.0: 14.7 20.7 1.5 77.8 69.5 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 : 234: 58 44 19 90 87 161 137:
Old : 234: 58 44 19 90 87 161 137:
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 : 32.5 23.2 47.1 35.9 25.4 20.8 37.9 32.4
Old : 32.5 23.2 47.1 35.9 25.4 20.8 37.9 32.4
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 14, 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 : 127,791: 73,979 16,869 3,865 20,322 92,458 98,165 113,192: 29,626 14,599
Old : 127,791: 73,979 16,869 3,865 20,322 92,458 98,165 113,192: 29,626 14,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -5,629: 4,256 4,061 -1,116 -11,329 -8,863 -8,189 -5,918: 2,560 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 13.2 3.0 15.9 72.4 76.8 88.6: 23.2 11.4
Old : 100.0: 57.9 13.2 3.0 15.9 72.4 76.8 88.6: 23.2 11.4
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 : 74: 32 16 11 16 21 53 43:
Old : 74: 32 16 11 16 21 53 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 47.4 45.3 64.9 32.0 46.4 45.1 63.7
Old : 32.0 47.4 45.3 64.9 32.0 46.4 45.1 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 28,162: 5,855 4,634 0 14,404 6,641 20,259 11,275: 7,903 16,887
Old : 28,162: 5,855 4,634 0 14,404 6,641 20,259 11,275: 7,903 16,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -16,773: -1,082 -1,259 -4,836 -3,306 -5,175 -9,224 -11,270: -7,549 -5,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 16.5 0.0 51.1 23.6 71.9 40.0: 28.1 60.0
Old : 100.0: 20.8 16.5 0.0 51.1 23.6 71.9 40.0: 28.1 60.0
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 : 43: 10 9 0 17 10 27 19:
Old : 43: 10 9 0 17 10 27 19:
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 : 36.6 20.1 49.1 28.1 36.6 20.1 48.6 28.1
Old : 36.6 20.1 49.1 28.1 36.6 20.1 48.6 28.1
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 14, 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 : 31,032: 2,930 2,543 133 18,556 15,791 21,619 18,467: 9,413 12,565
Old : 31,032: 2,930 2,543 133 18,556 15,791 21,619 18,467: 9,413 12,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -26,899: -2,631 -1,425 -1,040 -21,470 -16,741 -25,141 -19,206: -1,758 -7,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.2 0.4 59.8 50.9 69.7 59.5: 30.3 40.5
Old : 100.0: 9.4 8.2 0.4 59.8 50.9 69.7 59.5: 30.3 40.5
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 : 44: 8 7 1 15 18 24 25:
Old : 44: 8 7 1 15 18 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 29.4 51.9 40.2 36.7 29.4 47.7 39.8
Old : 39.2 29.4 51.9 40.2 36.7 29.4 47.7 39.8
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 14, 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 : 32,821: 4,198 801 1,035 23,693 28,506 28,926 30,342: 3,895 2,479
Old : 32,821: 4,198 801 1,035 23,693 28,506 28,926 30,342: 3,895 2,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 848: -1,397 -980 735 887 993 225 748: 623 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 2.4 3.2 72.2 86.9 88.1 92.4: 11.9 7.6
Old : 100.0: 12.8 2.4 3.2 72.2 86.9 88.1 92.4: 11.9 7.6
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 : 43: 7 3 3 19 23 26 29:
Old : 43: 7 3 3 19 23 26 29:
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 : 47.6 42.5 61.9 63.6 44.6 40.7 57.7 56.9
Old : 47.6 42.5 61.9 63.6 44.6 40.7 57.7 56.9
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 14, 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 : 28,852: 6,881 204 4 16,072 26,397 22,957 26,605: 5,895 2,247
Old : 28,852: 6,881 204 4 16,072 26,397 22,957 26,605: 5,895 2,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 2,383: 1,045 0 4 838 2,039 1,887 2,043: 496 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 0.7 0.0 55.7 91.5 79.6 92.2: 20.4 7.8
Old : 100.0: 23.8 0.7 0.0 55.7 91.5 79.6 92.2: 20.4 7.8
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 : 47: 14 1 1 22 19 36 21:
Old : 47: 14 1 1 22 19 36 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 : 31.2 63.2 44.3 80.7 30.2 61.4 43.0 76.8
Old : 31.2 63.2 44.3 80.7 30.2 61.4 43.0 76.8
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, September 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,831: 3,116 4,775 1,036 9,820 8,592 13,972 14,403: 1,859 1,428
Old : 15,831: 3,116 4,775 1,036 9,820 8,592 13,972 14,403: 1,859 1,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 1,898: -115 -53 1,036 -94 268 827 1,251: 1,071 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 30.2 6.5 62.0 54.3 88.3 91.0: 11.7 9.0
Old : 100.0: 19.7 30.2 6.5 62.0 54.3 88.3 91.0: 11.7 9.0
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 : 21: 9 4 3 7 3 18 8:
Old : 21: 9 4 3 7 3 18 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 87.4 72.6 91.0 60.1 81.4 70.3 82.4
Old : 61.1 87.4 72.6 91.0 60.1 81.4 70.3 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 17, 2010