MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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 : 41,606: 5,623 2,104 6,661 23,559 25,539 35,844 34,305: 5,763 7,302
Old : 41,606: 5,623 2,104 6,661 23,559 25,539 35,844 34,305: 5,763 7,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 2,764: 754 59 547 1,996 1,581 3,297 2,187: -534 577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 5.1 16.0 56.6 61.4 86.1 82.5: 13.9 17.5
Old : 100.0: 13.5 5.1 16.0 56.6 61.4 86.1 82.5: 13.9 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 : 78: 21 7 22 41 38 70 60:
Old : 78: 21 7 22 41 38 70 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 33.2 40.8 45.1 28.1 30.6 39.2 41.4
Old : 28.6 33.2 40.8 45.1 28.1 30.6 39.2 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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 : 233,977: 47,895 22,284 69,233 94,852 105,730 211,979 197,247: 21,998 36,731
Old : 233,324: 47,879 22,564 68,917 94,814 105,287 211,609 196,768: 21,715 36,557
Other: 653: 317 21 15 38 443 370 479: 283 174
: : :
: : Changes in Commitments from: October 26, 2010 :
: 8,119: -4,556 2,220 4,987 4,831 494 5,262 7,701: 2,857 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 9.5 29.6 40.5 45.2 90.6 84.3: 9.4 15.7
Old : 100.0: 20.5 9.7 29.5 40.6 45.1 90.7 84.3: 9.3 15.7
Other: 100.0: 48.5 3.2 2.3 5.8 67.8 56.7 73.4: 43.3 26.6
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 94 73 111 51 60 201 204:
Old : 258: 94 74 110 51 59 200 203:
Other: 21: 8 1 1 2 12 11 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 23.0 31.8 31.3 20.1 22.0 30.7 28.6
Old : 20.2 23.0 31.9 31.3 20.2 22.0 30.8 28.6
Other: 44.4 42.6 54.7 65.1 44.4 41.0 48.5 59.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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 : 402,220: 136,778 15,671 107,289 129,533 209,590 373,600 332,550: 28,619 69,670
Old : 402,220: 136,778 15,671 107,289 129,533 209,590 373,600 332,550: 28,619 69,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 679: -6,326 1,240 3,716 1,661 -4,987 -949 -31: 1,628 710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 3.9 26.7 32.2 52.1 92.9 82.7: 7.1 17.3
Old : 100.0: 34.0 3.9 26.7 32.2 52.1 92.9 82.7: 7.1 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 : 432: 163 54 120 102 189 314 323:
Old : 432: 163 54 120 102 189 314 323:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 18.3 26.6 26.9 15.8 17.1 25.0 22.3
Old : 15.9 18.3 26.6 26.9 15.8 17.1 25.0 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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 : 10,017: 4,111 1,756 1,502 2,422 5,157 8,036 8,415: 1,981 1,602
Old : 10,017: 4,111 1,756 1,502 2,422 5,157 8,036 8,415: 1,981 1,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 322: 111 -655 435 -223 425 323 204: -1 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 17.5 15.0 24.2 51.5 80.2 84.0: 19.8 16.0
Old : 100.0: 41.0 17.5 15.0 24.2 51.5 80.2 84.0: 19.8 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 : 90: 32 19 16 17 30 63 54:
Old : 90: 32 19 16 17 30 63 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 : 34.3 29.1 49.5 42.5 34.3 28.1 45.8 38.7
Old : 34.3 29.1 49.5 42.5 34.3 28.1 45.8 38.7
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, November 2, 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 : 28,673: 8,407 6,171 4,627 10,185 5,046 23,218 15,843: 5,454 12,830
Old : 28,673: 8,407 6,171 4,627 10,185 5,046 23,218 15,843: 5,454 12,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -5,850: -267 -1,153 -3,659 -1,981 -456 -5,906 -5,268: 56 -582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 21.5 16.1 35.5 17.6 81.0 55.3: 19.0 44.7
Old : 100.0: 29.3 21.5 16.1 35.5 17.6 81.0 55.3: 19.0 44.7
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 : 130: 33 30 36 41 40 95 89:
Old : 130: 33 30 36 41 40 95 89:
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 : 22.7 18.0 36.0 24.4 22.7 15.5 36.0 20.7
Old : 22.7 18.0 36.0 24.4 22.7 15.5 36.0 20.7
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, November 2, 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 : 40,997: 7,167 16 606 24,976 39,960 32,749 40,582: 8,248 415
Old : 40,997: 7,167 16 606 24,976 39,960 32,749 40,582: 8,248 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 1,420: 1,157 0 0 369 1,077 1,526 1,077: -106 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 0.0 1.5 60.9 97.5 79.9 99.0: 20.1 1.0
Old : 100.0: 17.5 0.0 1.5 60.9 97.5 79.9 99.0: 20.1 1.0
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: 5 1 1 12 15 18 16:
Old : 23: 5 1 1 12 15 18 16:
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 : 59.3 75.3 70.0 91.1 47.4 64.8 55.9 75.0
Old : 59.3 75.3 70.0 91.1 47.4 64.8 55.9 75.0
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, November 2, 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 : 119,949: 41,159 19,400 6,025 28,709 75,566 75,894 100,991: 44,055 18,958
Old : 119,949: 41,159 19,400 6,025 28,709 75,566 75,894 100,991: 44,055 18,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 4,011: 3,358 2,681 -226 799 -21 3,931 2,435: 80 1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 16.2 5.0 23.9 63.0 63.3 84.2: 36.7 15.8
Old : 100.0: 34.3 16.2 5.0 23.9 63.0 63.3 84.2: 36.7 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 : 87: 33 15 20 27 28 70 53:
Old : 87: 33 15 20 27 28 70 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 34.9 30.3 51.8 19.6 34.3 29.3 49.2
Old : 20.3 34.9 30.3 51.8 19.6 34.3 29.3 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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 : 52,020: 23,118 11,192 1,463 8,239 28,171 32,819 40,825: 19,201 11,195
Old : 52,020: 23,118 11,192 1,463 8,239 28,171 32,819 40,825: 19,201 11,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -1,715: -1,302 -1,165 231 -518 -1,642 -1,589 -2,576: -126 860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 21.5 2.8 15.8 54.2 63.1 78.5: 36.9 21.5
Old : 100.0: 44.4 21.5 2.8 15.8 54.2 63.1 78.5: 36.9 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 : 47: 15 10 5 12 19 30 31:
Old : 47: 15 10 5 12 19 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 40.1 39.3 55.5 27.6 40.1 38.9 55.2
Old : 27.7 40.1 39.3 55.5 27.6 40.1 38.9 55.2
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, November 2, 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 : 135,871: 104,522 22,250 8 24,562 111,922 129,092 134,180: 6,779 1,691
Old : 135,871: 104,522 22,250 8 24,562 111,922 129,092 134,180: 6,779 1,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -1,028: 852 -1,277 7 -808 371 51 -899: -1,079 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 16.4 0.0 18.1 82.4 95.0 98.8: 5.0 1.2
Old : 100.0: 76.9 16.4 0.0 18.1 82.4 95.0 98.8: 5.0 1.2
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 : 112: 61 15 1 18 22 79 38:
Old : 112: 61 15 1 18 22 79 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 57.4 62.5 81.1 48.1 57.4 62.5 81.1
Old : 48.1 57.4 62.5 81.1 48.1 57.4 62.5 81.1
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, November 2, 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 : 102,272: 39,707 24,970 5,129 31,381 49,097 76,217 79,196: 26,055 23,076
Old : 102,272: 39,707 24,970 5,129 31,381 49,097 76,217 79,196: 26,055 23,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 6,219: 6,894 -2,307 -218 -820 7,345 5,856 4,819: 364 1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 24.4 5.0 30.7 48.0 74.5 77.4: 25.5 22.6
Old : 100.0: 38.8 24.4 5.0 30.7 48.0 74.5 77.4: 25.5 22.6
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 : 90: 30 25 19 22 27 63 60:
Old : 90: 30 25 19 22 27 63 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 21.5 31.6 35.4 18.9 20.9 30.9 34.4
Old : 19.3 21.5 31.6 35.4 18.9 20.9 30.9 34.4
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, November 2, 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 : 158,558: 62,407 18,293 9,314 54,547 100,284 126,268 127,891: 32,290 30,667
Old : 158,558: 62,407 18,293 9,314 54,547 100,284 126,268 127,891: 32,290 30,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 2,031: 1,391 -1,245 1,162 -1,307 4,744 1,246 4,661: 784 -2,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 11.5 5.9 34.4 63.2 79.6 80.7: 20.4 19.3
Old : 100.0: 39.4 11.5 5.9 34.4 63.2 79.6 80.7: 20.4 19.3
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 : 124: 40 41 22 27 32 81 81:
Old : 124: 40 41 22 27 32 81 81:
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 : 26.0 46.4 35.6 53.5 26.0 43.8 35.3 50.8
Old : 26.0 46.4 35.6 53.5 26.0 43.8 35.3 50.8
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, November 2, 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 : 285,225: 65,377 29,498 57,599 97,249 140,889 220,225 227,986: 65,000 57,239
Old : 285,225: 65,377 29,498 57,599 97,249 140,889 220,225 227,986: 65,000 57,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 3,357: -430 2,059 4,857 -2,784 -5,974 1,644 942: 1,713 2,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 10.3 20.2 34.1 49.4 77.2 79.9: 22.8 20.1
Old : 100.0: 22.9 10.3 20.2 34.1 49.4 77.2 79.9: 22.8 20.1
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 : 185: 61 62 65 38 45 136 135:
Old : 185: 61 62 65 38 45 136 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 29.6 27.0 38.4 15.1 26.9 22.3 31.2
Old : 17.0 29.6 27.0 38.4 15.1 26.9 22.3 31.2
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, November 2, 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 : 28,353: 23,393 4,245 0 1,356 22,906 24,749 27,151: 3,604 1,202
Old : 28,353: 23,393 4,245 0 1,356 22,906 24,749 27,151: 3,604 1,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 1,599: 1,816 -1,461 0 -217 2,928 1,599 1,467: 0 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 15.0 0.0 4.8 80.8 87.3 95.8: 12.7 4.2
Old : 100.0: 82.5 15.0 0.0 4.8 80.8 87.3 95.8: 12.7 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 : 35: 13 7 0 4 12 17 19:
Old : 35: 13 7 0 4 12 17 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 : 65.9 55.6 81.4 82.9 65.9 55.6 81.4 82.9
Old : 65.9 55.6 81.4 82.9 65.9 55.6 81.4 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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 :13,893,649: 1,587,177 415,752 5,018,344 6,286,831 7,462,623 12,892,352 12,896,719: 1,001,297 996,930
Old :13,893,649: 1,587,177 415,752 5,018,344 6,286,831 7,462,623 12,892,352 12,896,719: 1,001,297 996,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 601,244: 150,117 27,958 298,523 178,746 288,755 627,385 615,236: -26,141 -13,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 3.0 36.1 45.2 53.7 92.8 92.8: 7.2 7.2
Old : 100.0: 11.4 3.0 36.1 45.2 53.7 92.8 92.8: 7.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 78 55 109 137 140 264 262:
Old : 286: 78 55 109 137 140 264 262:
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 : 21.9 23.1 35.2 36.3 17.4 15.0 21.3 21.4
Old : 21.9 23.1 35.2 36.3 17.4 15.0 21.3 21.4
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, November 2, 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 : 1,012,331: 83,750 77,970 90,777 711,179 742,245 885,706 910,992: 126,625 101,339
Old : 1,012,331: 83,750 77,970 90,777 711,179 742,245 885,706 910,992: 126,625 101,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 14,889: 4,792 1,253 3,720 16,593 22,625 25,105 27,598: -10,216 -12,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 7.7 9.0 70.3 73.3 87.5 90.0: 12.5 10.0
Old : 100.0: 8.3 7.7 9.0 70.3 73.3 87.5 90.0: 12.5 10.0
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 : 564: 108 121 87 239 237 395 397:
Old : 564: 108 121 87 239 237 395 397:
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 15.7 23.8 25.1 12.6 12.2 18.8 19.2
Old : 15.8 15.7 23.8 25.1 12.6 12.2 18.8 19.2
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, November 2, 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 : 426,091: 59,372 22,586 29,883 263,435 320,287 352,690 372,756: 73,401 53,334
Old : 426,091: 59,372 22,586 29,883 263,435 320,287 352,690 372,756: 73,401 53,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 6,389: 3,006 1,260 -57 7,152 16,103 10,100 17,305: -3,711 -10,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 5.3 7.0 61.8 75.2 82.8 87.5: 17.2 12.5
Old : 100.0: 13.9 5.3 7.0 61.8 75.2 82.8 87.5: 17.2 12.5
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 : 151: 22 28 33 75 76 117 117:
Old : 151: 22 28 33 75 76 117 117:
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 : 24.5 25.1 33.3 37.6 23.4 23.9 32.0 36.4
Old : 24.5 25.1 33.3 37.6 23.4 23.9 32.0 36.4
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, November 2, 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 : 2,931,204: 328,701 483,729 97,663 2,238,718 2,109,789 2,665,081 2,691,181: 266,123 240,023
Old : 2,931,204: 328,701 483,729 97,663 2,238,718 2,109,789 2,665,081 2,691,181: 266,123 240,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 42,500: 28,175 19,213 -359 47,206 32,612 75,022 51,465: -32,522 -8,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 16.5 3.3 76.4 72.0 90.9 91.8: 9.1 8.2
Old : 100.0: 11.2 16.5 3.3 76.4 72.0 90.9 91.8: 9.1 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 : 503: 96 106 69 207 209 340 347:
Old : 503: 96 106 69 207 209 340 347:
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 17.3 27.3 26.4 15.4 15.1 22.7 22.8
Old : 18.0 17.3 27.3 26.4 15.4 15.1 22.7 22.8
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, November 2, 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 : 105,845: 17,480 7,645 513 76,743 95,290 94,736 103,448: 11,110 2,398
Old : 105,845: 17,480 7,645 513 76,743 95,290 94,736 103,448: 11,110 2,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -2,872: -23 -411 435 -3,403 -2,572 -2,991 -2,548: 118 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 7.2 0.5 72.5 90.0 89.5 97.7: 10.5 2.3
Old : 100.0: 16.5 7.2 0.5 72.5 90.0 89.5 97.7: 10.5 2.3
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 : 86: 15 5 1 42 37 57 43:
Old : 86: 15 5 1 42 37 57 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 : 40.1 43.7 53.9 65.6 29.9 40.8 43.4 60.7
Old : 40.1 43.7 53.9 65.6 29.9 40.8 43.4 60.7
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, November 2, 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 : 115,237: 31,029 10,633 8,939 63,276 87,930 103,244 107,502: 11,993 7,735
Old : 115,237: 31,029 10,633 8,939 63,276 87,930 103,244 107,502: 11,993 7,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -1,901: -192 1,649 242 -1,880 -3,359 -1,829 -1,467: -72 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 9.2 7.8 54.9 76.3 89.6 93.3: 10.4 6.7
Old : 100.0: 26.9 9.2 7.8 54.9 76.3 89.6 93.3: 10.4 6.7
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 : 247: 75 42 18 76 82 157 136:
Old : 247: 75 42 18 76 82 157 136:
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 29.6 33.2 43.9 13.3 20.7 21.9 32.1
Old : 20.4 29.6 33.2 43.9 13.3 20.7 21.9 32.1
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, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 24,890: 7,709 205 0 13,499 20,385 21,208 20,590: 3,682 4,300
Old : 24,890: 7,709 205 0 13,499 20,385 21,208 20,590: 3,682 4,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 41: 0 205 0 121 119 121 324: -80 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 0.8 0.0 54.2 81.9 85.2 82.7: 14.8 17.3
Old : 100.0: 31.0 0.8 0.0 54.2 81.9 85.2 82.7: 14.8 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 : 24: 3 1 0 7 14 10 15:
Old : 24: 3 1 0 7 14 10 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 47.6 83.1 70.8 66.1 47.6 83.1 70.8
Old : 66.1 47.6 83.1 70.8 66.1 47.6 83.1 70.8
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, November 2, 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 : 451,733: 155,303 90,842 5,993 248,886 337,725 410,182 434,560: 41,551 17,173
Old : 451,733: 155,303 90,842 5,993 248,886 337,725 410,182 434,560: 41,551 17,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -9,712: -793 7,386 1,045 -10,004 -17,388 -9,751 -8,957: 39 -755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 20.1 1.3 55.1 74.8 90.8 96.2: 9.2 3.8
Old : 100.0: 34.4 20.1 1.3 55.1 74.8 90.8 96.2: 9.2 3.8
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 : 245: 74 43 15 73 77 152 130:
Old : 245: 74 43 15 73 77 152 130:
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 : 23.3 37.0 35.5 49.0 22.5 37.0 33.5 49.0
Old : 23.3 37.0 35.5 49.0 22.5 37.0 33.5 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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 : 140,157: 65,653 15,910 6,741 33,323 97,975 105,718 120,626: 34,438 19,530
Old : 140,157: 65,653 15,910 6,741 33,323 97,975 105,718 120,626: 34,438 19,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 105: -2,094 3,242 1,880 1,199 -6,468 986 -1,346: -880 1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 11.4 4.8 23.8 69.9 75.4 86.1: 24.6 13.9
Old : 100.0: 46.8 11.4 4.8 23.8 69.9 75.4 86.1: 24.6 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 27 20 15 15 22 51 48:
Old : 75: 27 20 15 15 22 51 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 46.2 44.4 60.1 33.0 45.9 44.3 59.8
Old : 33.1 46.2 44.4 60.1 33.0 45.9 44.3 59.8
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, November 2, 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 : 33,779: 6,773 7,129 4 17,815 8,488 24,592 15,621: 9,187 18,158
Old : 33,779: 6,773 7,129 4 17,815 8,488 24,592 15,621: 9,187 18,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -632: -342 244 0 190 142 -152 386: -480 -1,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 21.1 0.0 52.7 25.1 72.8 46.2: 27.2 53.8
Old : 100.0: 20.1 21.1 0.0 52.7 25.1 72.8 46.2: 27.2 53.8
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 : 51: 11 9 1 25 14 36 24:
Old : 51: 11 9 1 25 14 36 24:
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 : 27.2 24.2 38.8 31.6 25.3 24.2 35.8 31.2
Old : 27.2 24.2 38.8 31.6 25.3 24.2 35.8 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, November 2, 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 : 46,805: 7,119 12,126 157 30,484 22,661 37,760 34,944: 9,045 11,861
Old : 46,805: 7,119 12,126 157 30,484 22,661 37,760 34,944: 9,045 11,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 2,834: -511 560 -539 3,938 389 2,888 410: -54 2,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 25.9 0.3 65.1 48.4 80.7 74.7: 19.3 25.3
Old : 100.0: 15.2 25.9 0.3 65.1 48.4 80.7 74.7: 19.3 25.3
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 : 55: 12 10 2 19 20 33 30:
Old : 55: 12 10 2 19 20 33 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 : 38.4 38.5 53.8 52.2 37.1 38.5 52.2 52.2
Old : 38.4 38.5 53.8 52.2 37.1 38.5 52.2 52.2
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, November 2, 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 : 30,083: 4,343 1,091 300 21,805 26,589 26,448 27,980: 3,635 2,103
Old : 30,083: 4,343 1,091 300 21,805 26,589 26,448 27,980: 3,635 2,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -1,520: -520 -465 0 -1,230 -1,035 -1,750 -1,500: 230 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 3.6 1.0 72.5 88.4 87.9 93.0: 12.1 7.0
Old : 100.0: 14.4 3.6 1.0 72.5 88.4 87.9 93.0: 12.1 7.0
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 : 44: 7 2 1 17 25 24 28:
Old : 44: 7 2 1 17 25 24 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 : 50.4 39.5 66.5 64.8 45.2 39.5 57.3 59.8
Old : 50.4 39.5 66.5 64.8 45.2 39.5 57.3 59.8
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, November 2, 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 : 34,603: 7,232 1,281 0 19,744 31,116 26,976 32,397: 7,627 2,206
Old : 34,603: 7,232 1,281 0 19,744 31,116 26,976 32,397: 7,627 2,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 342: 730 0 0 -493 319 237 319: 105 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 3.7 0.0 57.1 89.9 78.0 93.6: 22.0 6.4
Old : 100.0: 20.9 3.7 0.0 57.1 89.9 78.0 93.6: 22.0 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 13 1 0 18 16 31 17:
Old : 43: 13 1 0 18 16 31 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 : 28.7 65.8 43.2 83.2 27.3 65.8 41.7 83.2
Old : 28.7 65.8 43.2 83.2 27.3 65.8 41.7 83.2
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, November 2, 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 : 14,878: 4,012 4,710 0 9,510 9,491 13,522 14,201: 1,356 677
Old : 14,878: 4,012 4,710 0 9,510 9,491 13,522 14,201: 1,356 677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -269: -439 -268 0 92 54 -347 -214: 78 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 31.7 0.0 63.9 63.8 90.9 95.4: 9.1 4.6
Old : 100.0: 27.0 31.7 0.0 63.9 63.8 90.9 95.4: 9.1 4.6
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: 12 4 0 5 3 17 7:
Old : 24: 12 4 0 5 3 17 7:
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 : 64.3 92.9 76.9 95.4 64.3 92.9 76.9 95.4
Old : 64.3 92.9 76.9 95.4 64.3 92.9 76.9 95.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 5, 2010