MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 37,594: 4,733 2,041 6,122 21,023 22,932 31,878 31,095: 5,716 6,499
Old : 37,594: 4,733 2,041 6,122 21,023 22,932 31,878 31,095: 5,716 6,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 3,088: 1,089 433 611 1,652 1,258 3,352 2,302: -264 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 5.4 16.3 55.9 61.0 84.8 82.7: 15.2 17.3
Old : 100.0: 12.6 5.4 16.3 55.9 61.0 84.8 82.7: 15.2 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 24 5 20 36 34 65 55:
Old : 75: 24 5 20 36 34 65 55:
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 33.6 42.2 46.4 29.7 32.0 40.3 43.3
Old : 30.1 33.6 42.2 46.4 29.7 32.0 40.3 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 229,202: 60,046 21,082 60,478 88,496 109,731 209,020 191,290: 20,182 37,912
Old : 228,949: 60,085 21,094 60,398 88,496 109,679 208,979 191,170: 19,970 37,779
Other: 253: 41 68 0 0 52 41 120: 212 133
: : :
: : Changes in Commitments from: October 12, 2010 :
: -16,351: -5,704 3,068 -5,475 -1,499 -12,050 -12,679 -14,456: -3,672 -1,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 9.2 26.4 38.6 47.9 91.2 83.5: 8.8 16.5
Old : 100.0: 26.2 9.2 26.4 38.7 47.9 91.3 83.5: 8.7 16.5
Other: 100.0: 16.2 26.9 0.0 0.0 20.6 16.2 47.4: 83.8 52.6
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 88 70 91 52 61 192 182:
Old : 245: 88 70 91 52 61 192 182:
Other: 9: 4 1 0 0 4 4 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 23.5 32.2 31.9 20.3 22.6 31.4 29.7
Old : 20.4 23.6 32.2 31.9 20.4 22.7 31.5 29.8
Other: 16.2 47.0 16.2 47.4 16.2 47.0 16.2 47.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 397,975: 142,132 11,352 101,536 127,195 215,640 370,863 328,528: 27,112 69,447
Old : 397,975: 142,132 11,352 101,536 127,195 215,640 370,863 328,528: 27,112 69,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 3,112: 2,028 159 6,505 -3,951 -3,877 4,583 2,787: -1,471 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 2.9 25.5 32.0 54.2 93.2 82.5: 6.8 17.5
Old : 100.0: 35.7 2.9 25.5 32.0 54.2 93.2 82.5: 6.8 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 162 45 112 104 192 306 318:
Old : 425: 162 45 112 104 192 306 318:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 19.5 26.2 28.1 16.0 18.3 24.9 23.7
Old : 16.2 19.5 26.2 28.1 16.0 18.3 24.9 23.7
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, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,223: 4,077 2,586 1,138 2,942 4,829 8,157 8,553: 2,066 1,670
Old : 10,223: 4,077 2,586 1,138 2,942 4,829 8,157 8,553: 2,066 1,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -167: 124 -662 135 -120 593 139 65: -306 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 25.3 11.1 28.8 47.2 79.8 83.7: 20.2 16.3
Old : 100.0: 39.9 25.3 11.1 28.8 47.2 79.8 83.7: 20.2 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 : 90: 30 24 13 20 29 60 58:
Old : 90: 30 24 13 20 29 60 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 23.9 46.3 38.4 31.2 23.7 43.3 36.3
Old : 33.7 23.9 46.3 38.4 31.2 23.7 43.3 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 34,916: 9,113 7,769 8,293 12,020 5,274 29,427 21,335: 5,489 13,581
Old : 34,916: 9,113 7,769 8,293 12,020 5,274 29,427 21,335: 5,489 13,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 756: -370 455 859 1,138 365 1,627 1,679: -871 -923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 22.2 23.8 34.4 15.1 84.3 61.1: 15.7 38.9
Old : 100.0: 26.1 22.2 23.8 34.4 15.1 84.3 61.1: 15.7 38.9
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 : 131: 30 35 35 45 39 92 96:
Old : 131: 30 35 35 45 39 92 96:
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 : 20.4 17.6 34.7 25.2 20.4 12.7 33.5 17.7
Old : 20.4 17.6 34.7 25.2 20.4 12.7 33.5 17.7
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, October 19, 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 : 41,182: 7,556 16 606 24,520 40,493 32,682 41,115: 8,500 67
Old : 41,182: 7,556 16 606 24,520 40,493 32,682 41,115: 8,500 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 1,736: 1,110 0 0 597 1,763 1,707 1,763: 29 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 0.0 1.5 59.5 98.3 79.4 99.8: 20.6 0.2
Old : 100.0: 18.3 0.0 1.5 59.5 98.3 79.4 99.8: 20.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 1 1 11 13 17 14:
Old : 22: 5 1 1 11 13 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 : 58.6 77.0 70.4 93.3 48.0 64.3 55.2 76.4
Old : 58.6 77.0 70.4 93.3 48.0 64.3 55.2 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 126,630: 48,846 16,556 5,897 26,621 86,268 81,364 108,720: 45,266 17,909
Old : 126,630: 48,846 16,556 5,897 26,621 86,268 81,364 108,720: 45,266 17,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -9,325: -13,667 -3,448 726 1,770 -6,849 -11,171 -9,570: 1,846 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 13.1 4.7 21.0 68.1 64.3 85.9: 35.7 14.1
Old : 100.0: 38.6 13.1 4.7 21.0 68.1 64.3 85.9: 35.7 14.1
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: 37 14 22 24 27 72 52:
Old : 88: 37 14 22 24 27 72 52:
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 : 20.4 36.7 29.2 56.0 19.9 36.3 27.8 55.4
Old : 20.4 36.7 29.2 56.0 19.9 36.3 27.8 55.4
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, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 57,889: 24,740 14,000 1,371 11,466 32,123 37,577 47,494: 20,312 10,394
Old : 57,889: 24,740 14,000 1,371 11,466 32,123 37,577 47,494: 20,312 10,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -4,101: -6,439 2,105 -116 2,952 -5,534 -3,604 -3,546: -497 -555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 24.2 2.4 19.8 55.5 64.9 82.0: 35.1 18.0
Old : 100.0: 42.7 24.2 2.4 19.8 55.5 64.9 82.0: 35.1 18.0
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 : 50: 17 8 5 16 19 34 31:
Old : 50: 17 8 5 16 19 34 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 : 25.8 39.4 37.0 57.5 25.8 39.4 36.8 55.3
Old : 25.8 39.4 37.0 57.5 25.8 39.4 36.8 55.3
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, October 19, 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 : 137,858: 104,557 22,432 46 26,684 113,508 131,287 135,986: 6,571 1,872
Old : 137,858: 104,557 22,432 46 26,684 113,508 131,287 135,986: 6,571 1,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -3,870: -4,300 -207 46 610 -4,181 -3,644 -4,342: -226 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 16.3 0.0 19.4 82.3 95.2 98.6: 4.8 1.4
Old : 100.0: 75.8 16.3 0.0 19.4 82.3 95.2 98.6: 4.8 1.4
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 : 111: 57 17 1 19 22 77 39:
Old : 111: 57 17 1 19 22 77 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 54.9 65.6 79.5 49.7 54.9 65.6 79.5
Old : 49.7 54.9 65.6 79.5 49.7 54.9 65.6 79.5
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, October 19, 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 : 99,532: 35,723 28,940 4,106 35,450 45,090 75,279 78,135: 24,254 21,397
Old : 99,532: 35,723 28,940 4,106 35,450 45,090 75,279 78,135: 24,254 21,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -1,104: -3,871 -2,304 -19 5,752 1,451 1,862 -872: -2,966 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 29.1 4.1 35.6 45.3 75.6 78.5: 24.4 21.5
Old : 100.0: 35.9 29.1 4.1 35.6 45.3 75.6 78.5: 24.4 21.5
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 : 90: 34 21 21 24 25 66 59:
Old : 90: 34 21 21 24 25 66 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 : 18.9 23.8 30.7 39.0 18.4 23.6 30.2 37.9
Old : 18.9 23.8 30.7 39.0 18.4 23.6 30.2 37.9
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, October 19, 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 : 155,502: 62,092 18,366 7,090 55,155 95,880 124,337 121,337: 31,166 34,166
Old : 155,502: 62,092 18,366 7,090 55,155 95,880 124,337 121,337: 31,166 34,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -6,335: -3,832 -1,630 464 -729 -5,879 -4,096 -7,045: -2,239 710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 11.8 4.6 35.5 61.7 80.0 78.0: 20.0 22.0
Old : 100.0: 39.9 11.8 4.6 35.5 61.7 80.0 78.0: 20.0 22.0
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 : 122: 39 41 21 27 31 80 79:
Old : 122: 39 41 21 27 31 80 79:
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 : 30.4 45.0 40.4 51.3 30.4 42.6 40.1 49.0
Old : 30.4 45.0 40.4 51.3 30.4 42.6 40.1 49.0
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, October 19, 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 : 288,068: 71,949 26,905 47,996 99,194 158,652 219,139 233,553: 68,929 54,514
Old : 288,068: 71,949 26,905 47,996 99,194 158,652 219,139 233,553: 68,929 54,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 26,265: 6,064 -25 2,307 7,364 23,516 15,735 25,798: 10,530 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 9.3 16.7 34.4 55.1 76.1 81.1: 23.9 18.9
Old : 100.0: 25.0 9.3 16.7 34.4 55.1 76.1 81.1: 23.9 18.9
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 : 181: 63 54 62 41 45 133 132:
Old : 181: 63 54 62 41 45 133 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 35.6 26.3 43.4 15.5 34.1 23.0 38.5
Old : 16.8 35.6 26.3 43.4 15.5 34.1 23.0 38.5
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, October 19, 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 : 27,031: 21,477 6,146 0 1,856 19,755 23,333 25,901: 3,698 1,130
Old : 27,031: 21,477 6,146 0 1,856 19,755 23,333 25,901: 3,698 1,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 594: 201 1,443 0 643 -852 844 591: -250 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 22.7 0.0 6.9 73.1 86.3 95.8: 13.7 4.2
Old : 100.0: 79.5 22.7 0.0 6.9 73.1 86.3 95.8: 13.7 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 : 40: 14 9 0 6 12 20 21:
Old : 40: 14 9 0 6 12 20 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 : 65.4 56.0 78.5 81.1 65.4 56.0 78.5 81.1
Old : 65.4 56.0 78.5 81.1 65.4 56.0 78.5 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :13,079,825: 1,512,230 392,992 4,682,381 5,897,661 7,010,709 12,092,273 12,086,082: 987,553 993,743
Old :13,079,825: 1,512,230 392,992 4,682,381 5,897,661 7,010,709 12,092,273 12,086,082: 987,553 993,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 110,022: -37,344 104,305 -96,229 266,985 88,168 133,412 96,244: -23,390 13,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 3.0 35.8 45.1 53.6 92.4 92.4: 7.6 7.6
Old : 100.0: 11.6 3.0 35.8 45.1 53.6 92.4 92.4: 7.6 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 : 286: 77 56 110 136 141 265 262:
Old : 286: 77 56 110 136 141 265 262:
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 : 20.6 21.7 32.5 34.7 16.3 14.6 20.4 20.6
Old : 20.6 21.7 32.5 34.7 16.3 14.6 20.4 20.6
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, October 19, 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 : 964,115: 72,711 79,661 74,196 676,237 696,192 823,144 850,049: 140,971 114,066
Old : 964,115: 72,711 79,661 74,196 676,237 696,192 823,144 850,049: 140,971 114,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -17,116: 1,681 -480 -8,662 -4,577 -4,931 -11,559 -14,073: -5,557 -3,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 8.3 7.7 70.1 72.2 85.4 88.2: 14.6 11.8
Old : 100.0: 7.5 8.3 7.7 70.1 72.2 85.4 88.2: 14.6 11.8
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: 113 115 83 227 229 376 391:
Old : 552: 113 115 83 227 229 376 391:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 12.8 24.0 21.7 13.6 10.3 20.2 17.5
Old : 15.8 12.8 24.0 21.7 13.6 10.3 20.2 17.5
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, October 19, 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 : 393,986: 47,871 19,108 26,264 239,868 285,606 314,002 330,978: 79,984 63,008
Old : 393,986: 47,871 19,108 26,264 239,868 285,606 314,002 330,978: 79,984 63,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -5,324: -514 -3,379 -6,380 -511 7,707 -7,405 -2,052: 2,081 -3,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 4.9 6.7 60.9 72.5 79.7 84.0: 20.3 16.0
Old : 100.0: 12.2 4.9 6.7 60.9 72.5 79.7 84.0: 20.3 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 21 27 31 71 73 112 111:
Old : 145: 21 27 31 71 73 112 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 20.7 31.3 34.1 21.5 20.0 30.1 32.9
Old : 22.6 20.7 31.3 34.1 21.5 20.0 30.1 32.9
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, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,850,643: 269,051 447,614 94,810 2,181,848 2,052,930 2,545,709 2,595,354: 304,934 255,289
Old : 2,850,643: 269,051 447,614 94,810 2,181,848 2,052,930 2,545,709 2,595,354: 304,934 255,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -58,961: 4,117 7,641 -4,555 -20,330 -63,190 -20,768 -60,104: -38,192 1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 15.7 3.3 76.5 72.0 89.3 91.0: 10.7 9.0
Old : 100.0: 9.4 15.7 3.3 76.5 72.0 89.3 91.0: 10.7 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 : 494: 100 102 64 198 204 323 345:
Old : 494: 100 102 64 198 204 323 345:
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 : 18.9 14.7 29.1 23.5 16.6 13.0 24.9 20.3
Old : 18.9 14.7 29.1 23.5 16.6 13.0 24.9 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 107,648: 17,216 7,616 590 79,467 96,126 97,273 104,332: 10,375 3,316
Old : 107,648: 17,216 7,616 590 79,467 96,126 97,273 104,332: 10,375 3,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 1,116: -965 515 449 2,163 1,095 1,647 2,059: -532 -943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 7.1 0.5 73.8 89.3 90.4 96.9: 9.6 3.1
Old : 100.0: 16.0 7.1 0.5 73.8 89.3 90.4 96.9: 9.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 14 4 1 45 36 59 41:
Old : 85: 14 4 1 45 36 59 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 44.7 54.0 67.1 29.2 42.1 43.1 60.9
Old : 39.4 44.7 54.0 67.1 29.2 42.1 43.1 60.9
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, October 19, 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 : 110,365: 26,138 8,280 9,041 63,217 85,726 98,397 103,046: 11,969 7,319
Old : 110,365: 26,138 8,280 9,041 63,217 85,726 98,397 103,046: 11,969 7,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -140: -2,747 -1,294 4 1,163 394 -1,580 -897: 1,440 757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 7.5 8.2 57.3 77.7 89.2 93.4: 10.8 6.6
Old : 100.0: 23.7 7.5 8.2 57.3 77.7 89.2 93.4: 10.8 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 : 249: 74 42 21 81 79 163 134:
Old : 249: 74 42 21 81 79 163 134:
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 : 21.4 29.4 33.0 43.3 14.7 21.3 23.7 32.8
Old : 21.4 29.4 33.0 43.3 14.7 21.3 23.7 32.8
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, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 22,780: 7,341 0 0 11,934 18,441 19,275 18,441: 3,505 4,339
Old : 22,780: 7,341 0 0 11,934 18,441 19,275 18,441: 3,505 4,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 2,523: 367 0 0 1,851 1,704 2,218 1,704: 305 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 0.0 0.0 52.4 81.0 84.6 81.0: 15.4 19.0
Old : 100.0: 32.2 0.0 0.0 52.4 81.0 84.6 81.0: 15.4 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 0 0 7 14 10 14:
Old : 23: 3 0 0 7 14 10 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 : 66.3 46.1 82.2 70.4 66.3 46.1 82.2 70.4
Old : 66.3 46.1 82.2 70.4 66.3 46.1 82.2 70.4
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, October 19, 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 : 437,927: 130,692 78,103 8,502 256,416 336,423 395,610 423,027: 42,317 14,900
Old : 437,927: 130,692 78,103 8,502 256,416 336,423 395,610 423,027: 42,317 14,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -13,316: -13,733 -4,637 -1,816 -3,439 -6,551 -18,988 -13,003: 5,671 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 17.8 1.9 58.6 76.8 90.3 96.6: 9.7 3.4
Old : 100.0: 29.8 17.8 1.9 58.6 76.8 90.3 96.6: 9.7 3.4
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 : 246: 74 42 19 77 74 157 129:
Old : 246: 74 42 19 77 74 157 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 37.0 35.2 50.1 22.7 37.0 34.1 50.1
Old : 23.1 37.0 35.2 50.1 22.7 37.0 34.1 50.1
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, October 19, 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 : 144,800: 72,741 13,229 4,743 30,491 109,429 107,975 127,401: 36,825 17,399
Old : 144,800: 72,741 13,229 4,743 30,491 109,429 107,975 127,401: 36,825 17,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -3,936: -7,326 873 474 91 -6,537 -6,762 -5,190: 2,826 1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 9.1 3.3 21.1 75.6 74.6 88.0: 25.4 12.0
Old : 100.0: 50.2 9.1 3.3 21.1 75.6 74.6 88.0: 25.4 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 38 13 14 18 22 62 43:
Old : 80: 38 13 14 18 22 62 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 : 31.6 48.3 43.0 63.3 31.6 48.1 42.8 61.5
Old : 31.6 48.3 43.0 63.3 31.6 48.1 42.8 61.5
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, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 32,911: 7,092 6,865 4 16,738 7,928 23,834 14,797: 9,077 18,114
Old : 32,911: 7,092 6,865 4 16,738 7,928 23,834 14,797: 9,077 18,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -1,207: -477 715 0 588 789 111 1,504: -1,318 -2,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 20.9 0.0 50.9 24.1 72.4 45.0: 27.6 55.0
Old : 100.0: 21.5 20.9 0.0 50.9 24.1 72.4 45.0: 27.6 55.0
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 : 51: 13 8 1 24 13 37 22:
Old : 51: 13 8 1 24 13 37 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 : 25.5 23.0 38.4 31.6 25.5 23.0 36.6 31.2
Old : 25.5 23.0 38.4 31.6 25.5 23.0 36.6 31.2
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, October 19, 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 : 39,098: 7,361 10,395 503 23,120 20,269 30,984 31,167: 8,114 7,931
Old : 39,098: 7,361 10,395 503 23,120 20,269 30,984 31,167: 8,114 7,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 2,298: 1,160 1,657 98 1,516 478 2,774 2,233: -476 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 26.6 1.3 59.1 51.8 79.2 79.7: 20.8 20.3
Old : 100.0: 18.8 26.6 1.3 59.1 51.8 79.2 79.7: 20.8 20.3
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 : 49: 11 8 1 17 19 28 28:
Old : 49: 11 8 1 17 19 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 40.1 51.5 54.8 34.8 40.1 49.9 54.8
Old : 36.5 40.1 51.5 54.8 34.8 40.1 49.9 54.8
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, October 19, 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 : 31,406: 4,701 1,379 300 22,657 27,691 27,658 29,370: 3,748 2,036
Old : 31,406: 4,701 1,379 300 22,657 27,691 27,658 29,370: 3,748 2,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -298: 782 -436 0 -1,166 362 -384 -74: 86 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 4.4 1.0 72.1 88.2 88.1 93.5: 11.9 6.5
Old : 100.0: 15.0 4.4 1.0 72.1 88.2 88.1 93.5: 11.9 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 3 1 18 25 25 29:
Old : 46: 7 3 1 18 25 25 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 : 48.8 41.6 64.5 65.8 42.4 41.6 55.6 61.0
Old : 48.8 41.6 64.5 65.8 42.4 41.6 55.6 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 33,087: 7,137 1,281 0 19,096 30,599 26,233 31,880: 6,854 1,207
Old : 33,087: 7,137 1,281 0 19,096 30,599 26,233 31,880: 6,854 1,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 2,314: -769 -204 0 2,687 3,272 1,918 3,068: 396 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 3.9 0.0 57.7 92.5 79.3 96.4: 20.7 3.6
Old : 100.0: 21.6 3.9 0.0 57.7 92.5 79.3 96.4: 20.7 3.6
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 : 44: 13 1 0 19 16 32 17:
Old : 44: 13 1 0 19 16 32 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 68.3 45.3 86.3 30.1 68.3 44.0 86.3
Old : 31.4 68.3 45.3 86.3 30.1 68.3 44.0 86.3
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, October 19, 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 : 14,874: 4,225 4,736 0 9,430 9,310 13,655 14,046: 1,219 828
Old : 14,874: 4,225 4,736 0 9,430 9,310 13,655 14,046: 1,219 828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -868: 89 -1,547 0 -597 855 -508 -692: -360 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 31.8 0.0 63.4 62.6 91.8 94.4: 8.2 5.6
Old : 100.0: 28.4 31.8 0.0 63.4 62.6 91.8 94.4: 8.2 5.6
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 : 24: 13 4 0 5 2 18 6:
Old : 24: 13 4 0 5 2 18 6:
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 : 64.4 92.4 76.9 94.4 64.4 92.4 76.9 94.4
Old : 64.4 92.4 76.9 94.4 64.4 92.4 76.9 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 22, 2010