MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 8, 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 : 36,595: 6,759 5,614 1,484 22,201 24,699 30,444 31,797: 6,151 4,798
Old : 36,595: 6,759 5,614 1,484 22,201 24,699 30,444 31,797: 6,151 4,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -3,648: 1,077 -808 -683 -3,985 -2,062 -3,591 -3,553: -57 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 15.3 4.1 60.7 67.5 83.2 86.9: 16.8 13.1
Old : 100.0: 18.5 15.3 4.1 60.7 67.5 83.2 86.9: 16.8 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 : 79: 20 12 14 32 32 61 50:
Old : 79: 20 12 14 32 32 61 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 43.6 45.4 56.4 32.6 39.0 42.3 51.6
Old : 32.6 43.6 45.4 56.4 32.6 39.0 42.3 51.6
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, February 8, 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 : 245,328: 72,217 34,054 45,264 98,631 130,497 216,112 209,815: 29,216 35,513
Old : 235,321: 70,029 36,420 41,394 97,352 123,677 208,775 201,491: 26,546 33,830
Other: 10,007: 5,345 791 713 1,279 6,820 7,337 8,324: 2,670 1,683
: : :
: : Changes in Commitments from: February 1, 2011 :
: 2,984: 3,514 1,798 -1,762 1,070 4,517 2,822 4,553: 162 -1,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 13.9 18.5 40.2 53.2 88.1 85.5: 11.9 14.5
Old : 100.0: 29.8 15.5 17.6 41.4 52.6 88.7 85.6: 11.3 14.4
Other: 100.0: 53.4 7.9 7.1 12.8 68.2 73.3 83.2: 26.7 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 110 72 108 59 76 236 206:
Old : 289: 107 76 105 57 75 232 204:
Other: 84: 29 8 12 16 32 50 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 24.1 30.1 33.7 18.6 23.8 29.9 30.5
Old : 19.6 23.9 31.0 33.8 19.5 23.6 30.8 30.9
Other: 32.0 38.1 45.9 53.7 32.0 38.1 45.4 52.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 8, 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 : 355,295: 124,009 54,160 54,367 146,650 178,278 325,026 286,805: 30,269 68,490
Old : 355,295: 124,009 54,160 54,367 146,650 178,278 325,026 286,805: 30,269 68,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -13,053: -6,555 -10,794 -3,526 -2,005 784 -12,086 -13,536: -967 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 15.2 15.3 41.3 50.2 91.5 80.7: 8.5 19.3
Old : 100.0: 34.9 15.2 15.3 41.3 50.2 91.5 80.7: 8.5 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 : 455: 133 93 112 93 201 302 344:
Old : 455: 133 93 112 93 201 302 344:
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 13.1 31.6 20.2 18.9 12.7 30.7 18.3
Old : 19.8 13.1 31.6 20.2 18.9 12.7 30.7 18.3
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 - Futures Only, February 8, 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 : 10,178: 5,077 1,409 645 2,524 6,739 8,246 8,793: 1,932 1,385
Old : 10,178: 5,077 1,409 645 2,524 6,739 8,246 8,793: 1,932 1,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -185: -174 17 -170 166 -127 -178 -280: -7 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 13.8 6.3 24.8 66.2 81.0 86.4: 19.0 13.6
Old : 100.0: 49.9 13.8 6.3 24.8 66.2 81.0 86.4: 19.0 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 40 11 14 17 32 64 53:
Old : 92: 40 11 14 17 32 64 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 : 33.0 29.7 49.1 44.8 33.0 29.6 49.1 44.6
Old : 33.0 29.7 49.1 44.8 33.0 29.6 49.1 44.6
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, February 8, 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 : 50,448: 19,846 5,713 8,440 14,631 13,916 42,917 28,069: 7,531 22,379
Old : 50,448: 19,846 5,713 8,440 14,631 13,916 42,917 28,069: 7,531 22,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -2,257: -1,197 -575 -1,620 1,513 -33 -1,304 -2,228: -953 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 11.3 16.7 29.0 27.6 85.1 55.6: 14.9 44.4
Old : 100.0: 39.3 11.3 16.7 29.0 27.6 85.1 55.6: 14.9 44.4
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 : 188: 53 33 36 43 84 119 138:
Old : 188: 53 33 36 43 84 119 138:
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 : 17.3 11.3 29.2 18.7 17.3 8.5 28.1 12.9
Old : 17.3 11.3 29.2 18.7 17.3 8.5 28.1 12.9
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, February 8, 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 : 62,603: 13,485 0 3,755 44,784 58,716 62,024 62,471: 579 132
Old : 62,603: 13,485 0 3,755 44,784 58,716 62,024 62,471: 579 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 3,561: 2,866 0 1,175 323 2,299 4,364 3,474: -803 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 0.0 6.0 71.5 93.8 99.1 99.8: 0.9 0.2
Old : 100.0: 21.5 0.0 6.0 71.5 93.8 99.1 99.8: 0.9 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: 7 0 1 11 12 18 13:
Old : 20: 7 0 1 11 12 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 65.4 90.6 90.5 61.1 58.2 71.5 71.9
Old : 76.2 65.4 90.6 90.5 61.1 58.2 71.5 71.9
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, February 8, 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 : 141,604: 72,899 33,109 525 17,467 93,827 90,891 127,461: 50,713 14,143
Old : 141,604: 72,899 33,109 525 17,467 93,827 90,891 127,461: 50,713 14,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 22,116: 17,713 11,737 -32 1,595 11,718 19,276 23,423: 2,840 -1,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 23.4 0.4 12.3 66.3 64.2 90.0: 35.8 10.0
Old : 100.0: 51.5 23.4 0.4 12.3 66.3 64.2 90.0: 35.8 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 : 83: 40 10 4 12 28 54 40:
Old : 83: 40 10 4 12 28 54 40:
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 : 21.5 48.5 32.6 64.1 21.5 48.4 32.6 63.2
Old : 21.5 48.5 32.6 64.1 21.5 48.4 32.6 63.2
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 - Futures Only, February 8, 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 : 47,876: 22,686 14,505 0 2,041 23,558 24,727 38,063: 23,149 9,813
Old : 47,876: 22,686 14,505 0 2,041 23,558 24,727 38,063: 23,149 9,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 1,126: 607 2,867 -66 -618 -820 -77 1,981: 1,203 -855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 30.3 0.0 4.3 49.2 51.6 79.5: 48.4 20.5
Old : 100.0: 47.4 30.3 0.0 4.3 49.2 51.6 79.5: 48.4 20.5
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 : 41: 15 7 0 7 16 22 23:
Old : 41: 15 7 0 7 16 22 23:
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 : 26.6 49.5 40.1 61.0 26.6 49.5 40.1 60.8
Old : 26.6 49.5 40.1 61.0 26.6 49.5 40.1 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, February 8, 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 : 151,871: 122,615 18,803 251 20,967 131,282 143,833 150,336: 8,038 1,535
Old : 151,871: 122,615 18,803 251 20,967 131,282 143,833 150,336: 8,038 1,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 137: -928 -1,623 219 867 1,318 158 -86: -21 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 12.4 0.2 13.8 86.4 94.7 99.0: 5.3 1.0
Old : 100.0: 80.7 12.4 0.2 13.8 86.4 94.7 99.0: 5.3 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 : 119: 76 11 1 12 22 89 33:
Old : 119: 76 11 1 12 22 89 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 : 44.7 56.1 58.7 78.5 44.7 56.1 58.7 78.4
Old : 44.7 56.1 58.7 78.5 44.7 56.1 58.7 78.4
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, February 8, 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 : 111,363: 49,204 24,729 164 30,413 65,136 79,781 90,029: 31,582 21,334
Old : 111,363: 49,204 24,729 164 30,413 65,136 79,781 90,029: 31,582 21,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 2,776: 2,281 465 81 1,182 3,549 3,544 4,095: -768 -1,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 22.2 0.1 27.3 58.5 71.6 80.8: 28.4 19.2
Old : 100.0: 44.2 22.2 0.1 27.3 58.5 71.6 80.8: 28.4 19.2
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 : 88: 30 21 7 19 28 50 55:
Old : 88: 30 21 7 19 28 50 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 31.8 42.6 49.4 28.0 31.8 42.3 46.5
Old : 28.0 31.8 42.6 49.4 28.0 31.8 42.3 46.5
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, February 8, 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 : 117,705: 56,607 19,876 569 34,434 63,374 91,610 83,819: 26,095 33,886
Old : 117,705: 56,607 19,876 569 34,434 63,374 91,610 83,819: 26,095 33,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 1,321: 3,959 -1,291 55 -1,788 1,708 2,226 472: -905 849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 16.9 0.5 29.3 53.8 77.8 71.2: 22.2 28.8
Old : 100.0: 48.1 16.9 0.5 29.3 53.8 77.8 71.2: 22.2 28.8
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 : 106: 32 29 7 27 28 65 58:
Old : 106: 32 29 7 27 28 65 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 35.1 37.4 46.5 23.8 34.4 37.4 45.8
Old : 23.8 35.1 37.4 46.5 23.8 34.4 37.4 45.8
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 - Futures Only, February 8, 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 : 203,541: 73,502 38,768 3,521 65,994 113,877 143,017 156,166: 60,524 47,375
Old : 203,541: 73,502 38,768 3,521 65,994 113,877 143,017 156,166: 60,524 47,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -8,189: -6,879 -1,679 1,057 590 2,072 -5,232 1,450: -2,957 -9,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 19.0 1.7 32.4 55.9 70.3 76.7: 29.7 23.3
Old : 100.0: 36.1 19.0 1.7 32.4 55.9 70.3 76.7: 29.7 23.3
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 : 157: 48 42 19 38 49 95 101:
Old : 157: 48 42 19 38 49 95 101:
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 24.6 26.6 35.4 17.0 24.5 25.4 35.3
Old : 17.2 24.6 26.6 35.4 17.0 24.5 25.4 35.3
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, February 8, 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 : 27,897: 20,804 9,947 0 3,468 16,994 24,272 26,941: 3,625 956
Old : 27,897: 20,804 9,947 0 3,468 16,994 24,272 26,941: 3,625 956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 447: 763 176 0 -18 327 745 503: -298 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 35.7 0.0 12.4 60.9 87.0 96.6: 13.0 3.4
Old : 100.0: 74.6 35.7 0.0 12.4 60.9 87.0 96.6: 13.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 23 9 0 6 10 29 19:
Old : 47: 23 9 0 6 10 29 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 : 55.4 67.3 69.5 84.7 55.4 67.3 69.5 84.6
Old : 55.4 67.3 69.5 84.7 55.4 67.3 69.5 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, February 8, 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 : 8,684,020: 720,445 625,499 1,338,336 5,844,488 5,802,960 7,903,269 7,766,795: 780,751 917,225
Old : 8,684,020: 720,445 625,499 1,338,336 5,844,488 5,802,960 7,903,269 7,766,795: 780,751 917,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 342,023: -158,358 5,011 195,076 377,249 104,380 413,967 304,467: -71,944 37,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 7.2 15.4 67.3 66.8 91.0 89.4: 9.0 10.6
Old : 100.0: 8.3 7.2 15.4 67.3 66.8 91.0 89.4: 9.0 10.6
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 : 273: 52 62 94 119 135 237 242:
Old : 273: 52 62 94 119 135 237 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 24.5 46.2 37.5 34.0 18.5 39.6 27.9
Old : 36.1 24.5 46.2 37.5 34.0 18.5 39.6 27.9
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, February 8, 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 : 878,168: 76,924 93,938 33,693 647,441 660,888 758,058 788,518: 120,110 89,649
Old : 878,168: 76,924 93,938 33,693 647,441 660,888 758,058 788,518: 120,110 89,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 23,083: -6,597 9,625 7,461 30,525 887 31,389 17,973: -8,306 5,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 10.7 3.8 73.7 75.3 86.3 89.8: 13.7 10.2
Old : 100.0: 8.8 10.7 3.8 73.7 75.3 86.3 89.8: 13.7 10.2
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 : 551: 109 109 52 232 214 366 351:
Old : 551: 109 109 52 232 214 366 351:
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 : 19.4 18.8 27.3 27.3 15.1 14.9 21.3 22.0
Old : 19.4 18.8 27.3 27.3 15.1 14.9 21.3 22.0
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, February 8, 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 : 322,993: 19,592 35,953 4,305 221,137 243,804 245,034 284,062: 77,959 38,931
Old : 322,993: 19,592 35,953 4,305 221,137 243,804 245,034 284,062: 77,959 38,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 9,464: 2,267 5,947 781 7,734 809 10,782 7,537: -1,318 1,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 11.1 1.3 68.5 75.5 75.9 87.9: 24.1 12.1
Old : 100.0: 6.1 11.1 1.3 68.5 75.5 75.9 87.9: 24.1 12.1
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 : 137: 20 21 8 63 56 86 82:
Old : 137: 20 21 8 63 56 86 82:
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 : 25.0 25.6 35.7 41.8 22.8 24.0 33.5 40.1
Old : 25.0 25.6 35.7 41.8 22.8 24.0 33.5 40.1
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, February 8, 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 : 2,775,873: 403,660 406,925 29,938 2,131,520 2,085,418 2,565,118 2,522,281: 210,755 253,592
Old : 2,775,873: 403,660 406,925 29,938 2,131,520 2,085,418 2,565,118 2,522,281: 210,755 253,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 68,094: 1,881 64,591 -12,803 113,957 392 103,035 52,180: -34,941 15,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 14.7 1.1 76.8 75.1 92.4 90.9: 7.6 9.1
Old : 100.0: 14.5 14.7 1.1 76.8 75.1 92.4 90.9: 7.6 9.1
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 : 510: 100 106 38 200 194 320 318:
Old : 510: 100 106 38 200 194 320 318:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 18.8 29.4 26.7 17.1 15.0 25.5 22.8
Old : 19.7 18.8 29.4 26.7 17.1 15.0 25.5 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 - Futures Only, February 8, 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 : 98,659: 14,447 7,320 37 73,738 88,262 88,222 95,619: 10,437 3,040
Old : 98,659: 14,447 7,320 37 73,738 88,262 88,222 95,619: 10,437 3,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -381: -1,457 -569 -317 1,558 7 -216 -879: -165 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 7.4 0.0 74.7 89.5 89.4 96.9: 10.6 3.1
Old : 100.0: 14.6 7.4 0.0 74.7 89.5 89.4 96.9: 10.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 12 6 1 44 42 56 49:
Old : 89: 12 6 1 44 42 56 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 38.4 56.6 57.6 38.6 38.3 52.5 57.6
Old : 40.9 38.4 56.6 57.6 38.6 38.3 52.5 57.6
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, February 8, 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 : 86,607: 20,628 8,772 4,252 51,154 67,150 76,033 80,174: 10,574 6,433
Old : 86,607: 20,628 8,772 4,252 51,154 67,150 76,033 80,174: 10,574 6,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -2,696: -6,801 1,014 -161 3,908 -4,154 -3,054 -3,301: 359 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 10.1 4.9 59.1 77.5 87.8 92.6: 12.2 7.4
Old : 100.0: 23.8 10.1 4.9 59.1 77.5 87.8 92.6: 12.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 79 39 12 85 76 169 122:
Old : 252: 79 39 12 85 76 169 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 33.4 33.8 49.9 19.3 30.9 28.4 44.0
Old : 21.6 33.4 33.8 49.9 19.3 30.9 28.4 44.0
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, February 8, 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 : 16,491: 3,233 490 256 9,575 12,955 13,064 13,701: 3,427 2,790
Old : 16,491: 3,233 490 256 9,575 12,955 13,064 13,701: 3,427 2,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 448: -246 0 0 766 431 520 431: -72 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 3.0 1.6 58.1 78.6 79.2 83.1: 20.8 16.9
Old : 100.0: 19.6 3.0 1.6 58.1 78.6 79.2 83.1: 20.8 16.9
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 : 22: 2 2 1 12 11 15 13:
Old : 22: 2 2 1 12 11 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 58.2 69.8 73.9 52.5 54.6 65.3 68.8
Old : 55.3 58.2 69.8 73.9 52.5 54.6 65.3 68.8
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, February 8, 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 : 350,582: 103,014 57,452 3,939 207,894 270,974 314,847 332,365: 35,735 18,217
Old : 350,582: 103,014 57,452 3,939 207,894 270,974 314,847 332,365: 35,735 18,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -15,718: -34,207 3,638 627 15,708 -22,926 -17,872 -18,661: 2,154 2,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 16.4 1.1 59.3 77.3 89.8 94.8: 10.2 5.2
Old : 100.0: 29.4 16.4 1.1 59.3 77.3 89.8 94.8: 10.2 5.2
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 : 250: 78 39 10 82 73 164 118:
Old : 250: 78 39 10 82 73 164 118:
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 : 20.2 32.4 31.7 52.8 18.8 30.7 29.0 50.4
Old : 20.2 32.4 31.7 52.8 18.8 30.7 29.0 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, February 8, 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 : 135,334: 85,741 13,762 175 15,829 106,915 101,745 120,852: 33,589 14,482
Old : 135,334: 85,741 13,762 175 15,829 106,915 101,745 120,852: 33,589 14,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 14,343: 14,597 2,695 8 511 11,342 15,116 14,045: -773 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 10.2 0.1 11.7 79.0 75.2 89.3: 24.8 10.7
Old : 100.0: 63.4 10.2 0.1 11.7 79.0 75.2 89.3: 24.8 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 36 13 2 12 22 50 35:
Old : 77: 36 13 2 12 22 50 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 52.1 47.0 73.0 32.4 51.6 47.0 72.2
Old : 32.4 52.1 47.0 73.0 32.4 51.6 47.0 72.2
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, February 8, 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 : 45,395: 8,348 12,650 12 25,623 9,918 33,983 22,580: 11,412 22,815
Old : 45,395: 8,348 12,650 12 25,623 9,918 33,983 22,580: 11,412 22,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 4,997: 146 1,318 0 4,389 -487 4,535 831: 462 4,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 27.9 0.0 56.4 21.8 74.9 49.7: 25.1 50.3
Old : 100.0: 18.4 27.9 0.0 56.4 21.8 74.9 49.7: 25.1 50.3
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 : 62: 15 13 1 23 12 38 26:
Old : 62: 15 13 1 23 12 38 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 : 31.3 24.9 44.0 35.8 31.3 24.9 44.0 35.8
Old : 31.3 24.9 44.0 35.8 31.3 24.9 44.0 35.8
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, February 8, 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 : 61,543: 13,534 7,960 1,449 34,085 25,337 49,068 34,746: 12,475 26,797
Old : 61,543: 13,534 7,960 1,449 34,085 25,337 49,068 34,746: 12,475 26,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -2,702: 429 297 -24 -286 1,549 119 1,822: -2,821 -4,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 12.9 2.4 55.4 41.2 79.7 56.5: 20.3 43.5
Old : 100.0: 22.0 12.9 2.4 55.4 41.2 79.7 56.5: 20.3 43.5
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 : 61: 17 8 4 21 20 41 30:
Old : 61: 17 8 4 21 20 41 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 : 33.6 31.3 49.2 42.6 31.7 31.3 47.3 40.8
Old : 33.6 31.3 49.2 42.6 31.7 31.3 47.3 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, February 8, 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 : 29,428: 4,259 1,798 310 21,112 24,795 25,681 26,903: 3,747 2,525
Old : 29,428: 4,259 1,798 310 21,112 24,795 25,681 26,903: 3,747 2,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 935: -135 1,058 -20 1,065 102 910 1,140: 25 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 6.1 1.1 71.7 84.3 87.3 91.4: 12.7 8.6
Old : 100.0: 14.5 6.1 1.1 71.7 84.3 87.3 91.4: 12.7 8.6
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 : 47: 6 4 1 21 24 27 29:
Old : 47: 6 4 1 21 24 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 41.9 59.3 65.0 35.5 41.0 51.8 58.7
Old : 41.4 41.9 59.3 65.0 35.5 41.0 51.8 58.7
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, February 8, 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 : 34,593: 9,204 2,965 84 18,763 28,653 28,051 31,702: 6,542 2,891
Old : 34,593: 9,204 2,965 84 18,763 28,653 28,051 31,702: 6,542 2,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 443: 578 -920 0 604 416 1,182 -504: -739 947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 8.6 0.2 54.2 82.8 81.1 91.6: 18.9 8.4
Old : 100.0: 26.6 8.6 0.2 54.2 82.8 81.1 91.6: 18.9 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 16 5 1 17 19 34 24:
Old : 50: 16 5 1 17 19 34 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 : 39.8 49.2 57.3 67.2 38.0 49.2 55.3 67.1
Old : 39.8 49.2 57.3 67.2 38.0 49.2 55.3 67.1
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 - Futures Only, February 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,177: 4,106 3,214 119 8,084 11,010 12,309 14,343: 2,868 834
Old : 15,177: 4,106 3,214 119 8,084 11,010 12,309 14,343: 2,868 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 350: -8 -100 114 -140 71 -34 85: 384 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 21.2 0.8 53.3 72.5 81.1 94.5: 18.9 5.5
Old : 100.0: 27.1 21.2 0.8 53.3 72.5 81.1 94.5: 18.9 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 : 23: 12 3 2 5 3 17 8:
Old : 23: 12 3 2 5 3 17 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 91.8 67.5 94.5 55.7 91.8 67.5 93.7
Old : 55.7 91.8 67.5 94.5 55.7 91.8 67.5 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 11, 2011