MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,837: 3,855 6,099 449 23,609 20,046 27,913 26,594: 3,924 5,243
Old : 31,837: 3,855 6,099 449 23,609 20,046 27,913 26,594: 3,924 5,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 2,096: 678 72 -228 1,537 1,726 1,987 1,570: 109 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.2 1.4 74.2 63.0 87.7 83.5: 12.3 16.5
Old : 100.0: 12.1 19.2 1.4 74.2 63.0 87.7 83.5: 12.3 16.5
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 : 71: 15 11 8 31 31 50 46:
Old : 71: 15 11 8 31 31 50 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 37.6 55.3 52.8 42.7 34.0 54.2 49.3
Old : 42.7 37.6 55.3 52.8 42.7 34.0 54.2 49.3
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 210,122: 56,455 28,526 38,129 91,973 108,858 186,557 175,513: 23,565 34,609
Old : 205,008: 54,755 28,731 37,330 90,922 105,291 183,007 171,352: 22,001 33,656
Other: 5,114: 2,159 254 340 1,051 3,567 3,550 4,161: 1,564 953
: : :
: : Changes in Commitments from: January 4, 2011 :
: 4,826: 5,383 596 -3,400 874 6,588 2,857 3,784: 1,969 1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 13.6 18.1 43.8 51.8 88.8 83.5: 11.2 16.5
Old : 100.0: 26.7 14.0 18.2 44.4 51.4 89.3 83.6: 10.7 16.4
Other: 100.0: 42.2 5.0 6.6 20.6 69.7 69.4 81.4: 30.6 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 76 75 91 54 69 193 189:
Old : 248: 75 76 89 53 68 189 188:
Other: 68: 21 9 6 15 27 38 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 25.1 33.4 34.1 20.9 24.5 32.9 31.2
Old : 21.8 25.1 34.0 34.1 21.5 24.4 33.6 31.0
Other: 26.6 36.1 40.1 53.6 23.9 36.0 35.9 50.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 333,554: 132,316 54,727 42,572 127,429 168,866 302,317 266,165: 31,237 67,389
Old : 333,554: 132,316 54,727 42,572 127,429 168,866 302,317 266,165: 31,237 67,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 3,248: 924 315 -4,880 2,187 3,637 -1,769 -928: 5,017 4,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 16.4 12.8 38.2 50.6 90.6 79.8: 9.4 20.2
Old : 100.0: 39.7 16.4 12.8 38.2 50.6 90.6 79.8: 9.4 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 430: 152 68 111 75 181 289 313:
Old : 430: 152 68 111 75 181 289 313:
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 : 18.1 13.2 29.3 20.4 17.3 12.8 28.4 19.0
Old : 18.1 13.2 29.3 20.4 17.3 12.8 28.4 19.0
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,242: 5,378 1,357 1,465 2,626 7,015 9,469 9,837: 1,773 1,405
Old : 11,242: 5,378 1,357 1,465 2,626 7,015 9,469 9,837: 1,773 1,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -541: -203 -608 39 -98 24 -262 -545: -279 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 12.1 13.0 23.4 62.4 84.2 87.5: 15.8 12.5
Old : 100.0: 47.8 12.1 13.0 23.4 62.4 84.2 87.5: 15.8 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 : 94: 40 10 9 26 36 70 53:
Old : 94: 40 10 9 26 36 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 : 30.0 28.5 47.4 45.7 28.6 28.3 43.7 41.5
Old : 30.0 28.5 47.4 45.7 28.6 28.3 43.7 41.5
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,673: 21,611 6,592 9,505 12,081 11,725 43,197 27,822: 7,476 22,851
Old : 50,673: 21,611 6,592 9,505 12,081 11,725 43,197 27,822: 7,476 22,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 1,537: 1,151 42 84 13 979 1,248 1,105: 289 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 13.0 18.8 23.8 23.1 85.2 54.9: 14.8 45.1
Old : 100.0: 42.6 13.0 18.8 23.8 23.1 85.2 54.9: 14.8 45.1
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: 62 34 37 38 69 124 123:
Old : 185: 62 34 37 38 69 124 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 14.1 30.1 21.0 16.6 8.7 26.9 13.6
Old : 17.2 14.1 30.1 21.0 16.6 8.7 26.9 13.6
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,852: 10,591 0 2,580 45,181 56,164 58,352 58,744: 500 108
Old : 58,852: 10,591 0 2,580 45,181 56,164 58,352 58,744: 500 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 230: 244 0 0 0 216 244 216: -14 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.0 4.4 76.8 95.4 99.2 99.8: 0.8 0.2
Old : 100.0: 18.0 0.0 4.4 76.8 95.4 99.2 99.8: 0.8 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 : 20: 6 0 1 11 13 17 14:
Old : 20: 6 0 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 : 78.0 63.0 92.2 87.0 67.3 58.2 73.8 72.9
Old : 78.0 63.0 92.2 87.0 67.3 58.2 73.8 72.9
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 129,480: 70,872 23,115 3 12,570 89,446 83,445 112,564: 46,035 16,916
Old : 129,480: 70,872 23,115 3 12,570 89,446 83,445 112,564: 46,035 16,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 8,722: 5,451 -3,958 -52 -333 11,292 5,066 7,282: 3,656 1,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 17.9 0.0 9.7 69.1 64.4 86.9: 35.6 13.1
Old : 100.0: 54.7 17.9 0.0 9.7 69.1 64.4 86.9: 35.6 13.1
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 : 83: 46 5 1 12 27 58 33:
Old : 83: 46 5 1 12 27 58 33:
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 : 19.8 45.3 32.5 60.6 19.8 45.3 32.5 60.6
Old : 19.8 45.3 32.5 60.6 19.8 45.3 32.5 60.6
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,839: 20,497 9,679 23 2,443 23,955 22,963 33,657: 19,876 9,182
Old : 42,839: 20,497 9,679 23 2,443 23,955 22,963 33,657: 19,876 9,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -4,645: -3,990 -1,776 14 134 -4,126 -3,842 -5,888: -803 1,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 22.6 0.1 5.7 55.9 53.6 78.6: 46.4 21.4
Old : 100.0: 47.8 22.6 0.1 5.7 55.9 53.6 78.6: 46.4 21.4
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 : 42: 14 7 1 7 18 21 26:
Old : 42: 14 7 1 7 18 21 26:
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 : 28.8 43.9 41.4 56.4 28.8 43.9 41.2 56.0
Old : 28.8 43.9 41.4 56.4 28.8 43.9 41.2 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 127,917: 101,710 18,138 89 17,795 108,332 119,594 126,559: 8,323 1,358
Old : 127,917: 101,710 18,138 89 17,795 108,332 119,594 126,559: 8,323 1,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 9,131: 10,338 1,076 89 -1,786 8,142 8,641 9,307: 490 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 14.2 0.1 13.9 84.7 93.5 98.9: 6.5 1.1
Old : 100.0: 79.5 14.2 0.1 13.9 84.7 93.5 98.9: 6.5 1.1
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 : 123: 77 11 1 13 27 90 39:
Old : 123: 77 11 1 13 27 90 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 : 41.4 63.8 57.8 83.4 41.4 63.8 57.8 83.3
Old : 41.4 63.8 57.8 83.4 41.4 63.8 57.8 83.3
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 86,335: 21,014 26,104 0 46,290 34,749 67,304 60,853: 19,031 25,482
Old : 86,335: 21,014 26,104 0 46,290 34,749 67,304 60,853: 19,031 25,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 2,065: 3,520 -5,523 -15 -3,146 7,030 359 1,492: 1,706 573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 30.2 0.0 53.6 40.2 78.0 70.5: 22.0 29.5
Old : 100.0: 24.3 30.2 0.0 53.6 40.2 78.0 70.5: 22.0 29.5
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 : 72: 13 22 0 22 26 35 48:
Old : 72: 13 22 0 22 26 35 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 : 38.1 19.0 59.4 31.0 38.1 18.2 57.4 29.7
Old : 38.1 19.0 59.4 31.0 38.1 18.2 57.4 29.7
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 107,132: 43,884 19,148 371 39,826 57,651 84,081 77,170: 23,051 29,962
Old : 107,132: 43,884 19,148 371 39,826 57,651 84,081 77,170: 23,051 29,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -21,351: -22,040 -7,711 69 4,112 -16,836 -17,859 -24,478: -3,492 3,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 17.9 0.3 37.2 53.8 78.5 72.0: 21.5 28.0
Old : 100.0: 41.0 17.9 0.3 37.2 53.8 78.5 72.0: 21.5 28.0
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 : 91: 22 31 6 21 24 48 56:
Old : 91: 22 31 6 21 24 48 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 38.6 45.9 47.1 31.2 37.8 45.6 46.3
Old : 31.2 38.6 45.9 47.1 31.2 37.8 45.6 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 202,004: 42,359 87,541 1,317 108,835 58,443 152,511 147,301: 49,493 54,703
Old : 202,004: 42,359 87,541 1,317 108,835 58,443 152,511 147,301: 49,493 54,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 38,765: 5,257 26,238 132 31,132 5,595 36,521 31,965: 2,244 6,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 43.3 0.7 53.9 28.9 75.5 72.9: 24.5 27.1
Old : 100.0: 21.0 43.3 0.7 53.9 28.9 75.5 72.9: 24.5 27.1
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 : 169: 40 63 15 38 44 86 114:
Old : 169: 40 63 15 38 44 86 114:
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 : 33.4 16.3 43.2 24.5 33.1 16.3 42.7 24.5
Old : 33.4 16.3 43.2 24.5 33.1 16.3 42.7 24.5
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,358: 20,943 11,323 0 2,746 15,156 23,689 26,479: 3,669 879
Old : 27,358: 20,943 11,323 0 2,746 15,156 23,689 26,479: 3,669 879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 915: -219 892 0 536 154 317 1,046: 598 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 41.4 0.0 10.0 55.4 86.6 96.8: 13.4 3.2
Old : 100.0: 76.6 41.4 0.0 10.0 55.4 86.6 96.8: 13.4 3.2
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 : 43: 16 14 0 5 8 21 22:
Old : 43: 16 14 0 5 8 21 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 : 62.9 67.3 75.6 85.1 62.9 67.3 75.6 85.1
Old : 62.9 67.3 75.6 85.1 62.9 67.3 75.6 85.1
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,506,868: 696,255 539,396 904,946 5,123,156 5,237,751 6,724,357 6,682,093: 782,511 824,775
Old : 7,506,868: 696,255 539,396 904,946 5,123,156 5,237,751 6,724,357 6,682,093: 782,511 824,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 249,310: -35,598 88,619 100,650 199,176 67,786 264,228 257,055: -14,918 -7,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.2 12.1 68.2 69.8 89.6 89.0: 10.4 11.0
Old : 100.0: 9.3 7.2 12.1 68.2 69.8 89.6 89.0: 10.4 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 53 44 80 115 125 215 215:
Old : 242: 53 44 80 115 125 215 215:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 26.6 44.6 41.3 33.5 21.6 40.1 33.6
Old : 35.3 26.6 44.6 41.3 33.5 21.6 40.1 33.6
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 793,466: 82,253 76,724 11,982 578,179 624,461 672,415 713,167: 121,051 80,299
Old : 793,466: 82,253 76,724 11,982 578,179 624,461 672,415 713,167: 121,051 80,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 17,063: 10,082 -201 147 7,220 21,166 17,449 21,112: -386 -4,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 9.7 1.5 72.9 78.7 84.7 89.9: 15.3 10.1
Old : 100.0: 10.4 9.7 1.5 72.9 78.7 84.7 89.9: 15.3 10.1
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 : 527: 112 93 49 213 215 349 334:
Old : 527: 112 93 49 213 215 349 334:
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 : 18.4 20.7 26.6 29.6 16.4 18.4 23.1 27.3
Old : 18.4 20.7 26.6 29.6 16.4 18.4 23.1 27.3
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 286,751: 19,397 21,000 850 189,865 227,758 210,112 249,608: 76,639 37,143
Old : 286,751: 19,397 21,000 850 189,865 227,758 210,112 249,608: 76,639 37,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 10,293: 214 1,207 -299 12,789 10,447 12,704 11,355: -2,411 -1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 7.3 0.3 66.2 79.4 73.3 87.0: 26.7 13.0
Old : 100.0: 6.8 7.3 0.3 66.2 79.4 73.3 87.0: 26.7 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 14 17 7 53 59 70 80:
Old : 121: 14 17 7 53 59 70 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 27.9 36.4 44.1 23.5 27.2 34.9 43.4
Old : 24.8 27.9 36.4 44.1 23.5 27.2 34.9 43.4
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,533,574: 345,122 309,459 24,821 1,941,571 1,983,513 2,311,514 2,317,793: 222,060 215,781
Old : 2,533,574: 345,122 309,459 24,821 1,941,571 1,983,513 2,311,514 2,317,793: 222,060 215,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 33,850: 54,761 -1,617 -3,193 -27,843 53,595 23,725 48,785: 10,125 -14,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 12.2 1.0 76.6 78.3 91.2 91.5: 8.8 8.5
Old : 100.0: 13.6 12.2 1.0 76.6 78.3 91.2 91.5: 8.8 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 490: 107 89 38 186 195 310 305:
Old : 490: 107 89 38 186 195 310 305:
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 : 19.9 20.5 30.1 28.9 18.8 17.6 26.8 25.3
Old : 19.9 20.5 30.1 28.9 18.8 17.6 26.8 25.3
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 97,548: 15,092 7,768 722 71,334 86,442 87,148 94,932: 10,400 2,616
Old : 97,548: 15,092 7,768 722 71,334 86,442 87,148 94,932: 10,400 2,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -352: 1,182 822 212 -1,051 -1,316 343 -282: -695 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 8.0 0.7 73.1 88.6 89.3 97.3: 10.7 2.7
Old : 100.0: 15.5 8.0 0.7 73.1 88.6 89.3 97.3: 10.7 2.7
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 : 93: 14 6 1 45 42 59 49:
Old : 93: 14 6 1 45 42 59 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 38.4 56.7 62.0 39.0 38.4 52.6 62.0
Old : 41.2 38.4 56.7 62.0 39.0 38.4 52.6 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 84,045: 24,012 7,647 3,843 47,328 67,909 75,182 79,399: 8,863 4,646
Old : 84,045: 24,012 7,647 3,843 47,328 67,909 75,182 79,399: 8,863 4,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -908: -1,834 1,576 291 1,551 -3,887 8 -2,020: -916 1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 9.1 4.6 56.3 80.8 89.5 94.5: 10.5 5.5
Old : 100.0: 28.6 9.1 4.6 56.3 80.8 89.5 94.5: 10.5 5.5
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 : 247: 78 33 10 83 79 164 119:
Old : 247: 78 33 10 83 79 164 119:
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 : 19.8 35.5 31.8 51.6 18.4 34.3 28.6 49.5
Old : 19.8 35.5 31.8 51.6 18.4 34.3 28.6 49.5
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,159: 3,551 0 0 6,050 11,794 9,601 11,794: 3,558 1,365
Old : 13,159: 3,551 0 0 6,050 11,794 9,601 11,794: 3,558 1,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -43: -774 0 0 514 -226 -260 -226: 217 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 0.0 0.0 46.0 89.6 73.0 89.6: 27.0 10.4
Old : 100.0: 27.0 0.0 0.0 46.0 89.6 73.0 89.6: 27.0 10.4
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 : 20: 3 0 0 8 9 11 9:
Old : 20: 3 0 0 8 9 11 9:
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 : 54.6 66.1 67.8 87.8 54.6 66.1 67.8 87.8
Old : 54.6 66.1 67.8 87.8 54.6 66.1 67.8 87.8
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 354,431: 117,670 53,601 3,848 206,388 280,577 327,906 338,026: 26,525 16,405
Old : 354,431: 117,670 53,601 3,848 206,388 280,577 327,906 338,026: 26,525 16,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -4,326: -6,209 6,972 2,364 5,186 -18,304 1,341 -8,968: -5,667 4,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 15.1 1.1 58.2 79.2 92.5 95.4: 7.5 4.6
Old : 100.0: 33.2 15.1 1.1 58.2 79.2 92.5 95.4: 7.5 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 : 245: 75 35 8 78 77 156 117:
Old : 245: 75 35 8 78 77 156 117:
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 : 19.5 33.7 31.5 51.9 18.1 32.4 29.8 50.4
Old : 19.5 33.7 31.5 51.9 18.1 32.4 29.8 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 113,920: 64,837 11,340 117 16,020 90,574 80,974 102,031: 32,946 11,889
Old : 113,920: 64,837 11,340 117 16,020 90,574 80,974 102,031: 32,946 11,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -7,642: -10,219 -1,203 -1 2,477 -6,298 -7,743 -7,502: 101 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 10.0 0.1 14.1 79.5 71.1 89.6: 28.9 10.4
Old : 100.0: 56.9 10.0 0.1 14.1 79.5 71.1 89.6: 28.9 10.4
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 : 72: 33 13 1 12 17 46 30:
Old : 72: 33 13 1 12 17 46 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 : 33.9 51.7 44.4 73.9 33.9 51.3 44.4 73.2
Old : 33.9 51.7 44.4 73.9 33.9 51.3 44.4 73.2
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,603: 8,446 12,996 0 20,383 8,136 28,829 21,132: 10,774 18,471
Old : 39,603: 8,446 12,996 0 20,383 8,136 28,829 21,132: 10,774 18,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -92: -1,542 -51 -2 908 772 -636 719: 544 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 32.8 0.0 51.5 20.5 72.8 53.4: 27.2 46.6
Old : 100.0: 21.3 32.8 0.0 51.5 20.5 72.8 53.4: 27.2 46.6
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 : 57: 15 13 0 21 12 36 25:
Old : 57: 15 13 0 21 12 36 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 28.4 38.9 37.8 25.1 28.4 38.9 37.8
Old : 25.1 28.4 38.9 37.8 25.1 28.4 38.9 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,051: 18,038 7,175 241 19,089 25,858 37,368 33,274: 12,683 16,777
Old : 50,051: 18,038 7,175 241 19,089 25,858 37,368 33,274: 12,683 16,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 1,879: 3,098 277 -179 -2,535 2,234 384 2,332: 1,495 -453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 14.3 0.5 38.1 51.7 74.7 66.5: 25.3 33.5
Old : 100.0: 36.0 14.3 0.5 38.1 51.7 74.7 66.5: 25.3 33.5
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 : 57: 20 6 2 16 20 37 27:
Old : 57: 20 6 2 16 20 37 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 36.2 44.4 48.9 29.0 36.2 41.6 47.4
Old : 31.8 36.2 44.4 48.9 29.0 36.2 41.6 47.4
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,131: 4,389 732 340 18,714 24,085 23,443 25,157: 3,688 1,974
Old : 27,131: 4,389 732 340 18,714 24,085 23,443 25,157: 3,688 1,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -232: -445 -5 0 286 -214 -159 -219: -73 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.7 1.3 69.0 88.8 86.4 92.7: 13.6 7.3
Old : 100.0: 16.2 2.7 1.3 69.0 88.8 86.4 92.7: 13.6 7.3
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 : 41: 5 3 1 18 23 23 27:
Old : 41: 5 3 1 18 23 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 45.5 60.8 66.3 34.6 43.7 51.1 59.5
Old : 42.6 45.5 60.8 66.3 34.6 43.7 51.1 59.5
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 - Futures Only, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,979: 10,654 2,219 6 19,797 34,289 30,457 36,514: 7,522 1,465
Old : 37,979: 10,654 2,219 6 19,797 34,289 30,457 36,514: 7,522 1,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -85: -2,603 24 0 2,475 -193 -128 -169: 43 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 5.8 0.0 52.1 90.3 80.2 96.1: 19.8 3.9
Old : 100.0: 28.1 5.8 0.0 52.1 90.3 80.2 96.1: 19.8 3.9
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 : 50: 16 3 1 20 18 37 21:
Old : 50: 16 3 1 20 18 37 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 : 37.0 55.5 52.8 73.9 35.2 55.0 51.0 73.4
Old : 37.0 55.5 52.8 73.9 35.2 55.0 51.0 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 14, 2011