MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 42,255: 3,715 3,272 7,408 25,498 22,245 36,622 32,925: 5,634 9,331
Old : 42,255: 3,715 3,272 7,408 25,498 22,245 36,622 32,925: 5,634 9,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -6,414: -992 84 -2,098 -3,345 -4,352 -6,434 -6,367: 21 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 7.7 17.5 60.3 52.6 86.7 77.9: 13.3 22.1
Old : 100.0: 8.8 7.7 17.5 60.3 52.6 86.7 77.9: 13.3 22.1
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 : 75: 17 14 17 37 32 62 56:
Old : 75: 17 14 17 37 32 62 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 : 33.6 29.8 45.5 42.0 33.3 26.3 42.1 36.6
Old : 33.6 29.8 45.5 42.0 33.3 26.3 42.1 36.6
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 227,326: 52,009 18,199 59,233 93,265 112,898 204,506 190,329: 22,821 36,997
Old : 222,571: 50,828 18,444 58,397 92,316 109,872 201,541 186,712: 21,030 35,859
Other: 4,756: 1,533 108 483 948 3,026 2,965 3,617: 1,791 1,139
: : :
: : Changes in Commitments from: December 28, 2010 :
: 1,033: -1,149 -1,623 2,823 -459 1,803 1,215 3,004: -182 -1,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 8.0 26.1 41.0 49.7 90.0 83.7: 10.0 16.3
Old : 100.0: 22.8 8.3 26.2 41.5 49.4 90.6 83.9: 9.4 16.1
Other: 100.0: 32.2 2.3 10.2 19.9 63.6 62.3 76.1: 37.7 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 78 69 104 62 72 208 196:
Old : 251: 75 74 104 61 71 207 195:
Other: 64: 17 9 13 17 28 39 45:
:----------------------------------------------------------------------------------------------------
: 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 22.5 31.0 31.7 19.1 22.0 30.2 29.5
Old : 19.8 22.6 31.4 31.9 19.6 22.2 30.7 29.6
Other: 24.4 30.8 36.2 47.7 22.1 30.6 30.4 43.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 408,326: 132,013 25,702 114,089 133,558 193,676 379,660 333,467: 28,667 74,859
Old : 408,326: 132,013 25,702 114,089 133,558 193,676 379,660 333,467: 28,667 74,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 3,398: 2,410 6,071 1,256 85 -2,659 3,751 4,668: -353 -1,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 6.3 27.9 32.7 47.4 93.0 81.7: 7.0 18.3
Old : 100.0: 32.3 6.3 27.9 32.7 47.4 93.0 81.7: 7.0 18.3
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 : 442: 166 68 117 90 189 316 320:
Old : 442: 166 68 117 90 189 316 320:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 16.2 27.3 22.9 15.7 13.2 25.1 18.1
Old : 17.0 16.2 27.3 22.9 15.7 13.2 25.1 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 11,928: 5,578 1,890 1,528 2,728 7,055 9,835 10,473: 2,093 1,454
Old : 11,928: 5,578 1,890 1,528 2,728 7,055 9,835 10,473: 2,093 1,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 620: 459 -53 105 -14 482 549 534: 71 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 15.8 12.8 22.9 59.2 82.5 87.8: 17.5 12.2
Old : 100.0: 46.8 15.8 12.8 22.9 59.2 82.5 87.8: 17.5 12.2
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 : 100: 41 16 10 25 35 75 54:
Old : 100: 41 16 10 25 35 75 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 28.4 42.6 45.0 27.0 26.4 40.9 39.4
Old : 27.0 28.4 42.6 45.0 27.0 26.4 40.9 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 54,416: 20,478 4,113 13,797 12,269 11,780 46,544 29,690: 7,872 24,726
Old : 54,416: 20,478 4,113 13,797 12,269 11,780 46,544 29,690: 7,872 24,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 2,094: 979 -439 1,020 -17 1,132 1,982 1,713: 112 381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 7.6 25.4 22.5 21.6 85.5 54.6: 14.5 45.4
Old : 100.0: 37.6 7.6 25.4 22.5 21.6 85.5 54.6: 14.5 45.4
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 : 182: 60 31 47 51 70 138 128:
Old : 182: 60 31 47 51 70 138 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 13.4 28.6 21.1 15.8 8.5 25.7 11.8
Old : 16.1 13.4 28.6 21.1 15.8 8.5 25.7 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 58,836: 10,388 0 2,647 45,181 55,989 58,215 58,635: 621 201
Old : 58,836: 10,388 0 2,647 45,181 55,989 58,215 58,635: 621 201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 106: 315 0 1 -154 263 162 264: -56 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 0.0 4.5 76.8 95.2 98.9 99.7: 1.1 0.3
Old : 100.0: 17.7 0.0 4.5 76.8 95.2 98.9 99.7: 1.1 0.3
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 : 20: 6 0 2 11 13 17 15:
Old : 20: 6 0 2 11 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 62.9 92.0 87.0 66.8 58.0 73.5 72.5
Old : 78.2 62.9 92.0 87.0 66.8 58.0 73.5 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 129,178: 65,241 27,223 3,162 15,948 81,232 84,351 111,617: 44,827 17,561
Old : 129,178: 65,241 27,223 3,162 15,948 81,232 84,351 111,617: 44,827 17,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 8,186: 7,029 3,489 531 -549 3,396 7,011 7,417: 1,175 770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 21.1 2.4 12.3 62.9 65.3 86.4: 34.7 13.6
Old : 100.0: 50.5 21.1 2.4 12.3 62.9 65.3 86.4: 34.7 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 : 89: 47 9 9 19 29 69 44:
Old : 89: 47 9 9 19 29 69 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 44.2 30.9 58.2 19.9 44.0 30.9 58.0
Old : 19.9 44.2 30.9 58.2 19.9 44.0 30.9 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 50,734: 24,568 10,906 1,407 3,354 29,401 29,330 41,714: 21,404 9,020
Old : 50,734: 24,568 10,906 1,407 3,354 29,401 29,330 41,714: 21,404 9,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 1,363: 146 951 1 -46 701 102 1,654: 1,261 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 21.5 2.8 6.6 58.0 57.8 82.2: 42.2 17.8
Old : 100.0: 48.4 21.5 2.8 6.6 58.0 57.8 82.2: 42.2 17.8
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 : 48: 18 9 4 8 19 28 30:
Old : 48: 18 9 4 8 19 28 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 : 25.1 41.3 36.5 54.6 25.1 40.7 36.5 53.9
Old : 25.1 41.3 36.5 54.6 25.1 40.7 36.5 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 118,786: 91,372 17,062 0 19,581 100,190 110,953 117,252: 7,833 1,534
Old : 118,786: 91,372 17,062 0 19,581 100,190 110,953 117,252: 7,833 1,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -6,446: -5,292 2,644 0 -1,938 -9,425 -7,230 -6,781: 784 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 14.4 0.0 16.5 84.3 93.4 98.7: 6.6 1.3
Old : 100.0: 76.9 14.4 0.0 16.5 84.3 93.4 98.7: 6.6 1.3
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 : 108: 65 12 0 14 22 79 34:
Old : 108: 65 12 0 14 22 79 34:
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 : 45.4 65.1 61.4 85.2 45.4 65.1 61.4 85.1
Old : 45.4 65.1 61.4 85.2 45.4 65.1 61.4 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 93,438: 17,653 30,299 5,311 52,169 31,814 75,132 67,423: 18,306 26,015
Old : 93,438: 17,653 30,299 5,311 52,169 31,814 75,132 67,423: 18,306 26,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 104: -2,158 -71 -294 2,829 -99 376 -465: -272 569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 32.4 5.7 55.8 34.0 80.4 72.2: 19.6 27.8
Old : 100.0: 18.9 32.4 5.7 55.8 34.0 80.4 72.2: 19.6 27.8
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 : 74: 14 24 15 27 28 50 58:
Old : 74: 14 24 15 27 28 50 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 : 36.3 18.6 54.1 31.8 36.3 17.9 52.6 31.1
Old : 36.3 18.6 54.1 31.8 36.3 17.9 52.6 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 141,486: 66,057 27,245 6,344 40,667 78,244 113,068 111,833: 28,418 29,653
Old : 141,486: 66,057 27,245 6,344 40,667 78,244 113,068 111,833: 28,418 29,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 18,778: 15,875 6,560 -347 1,443 16,088 16,972 22,301: 1,806 -3,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 19.3 4.5 28.7 55.3 79.9 79.0: 20.1 21.0
Old : 100.0: 46.7 19.3 4.5 28.7 55.3 79.9 79.0: 20.1 21.0
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 : 115: 39 37 20 27 29 74 78:
Old : 115: 39 37 20 27 29 74 78:
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 34.9 40.1 49.4 25.0 34.4 40.0 47.9
Old : 25.0 34.9 40.1 49.4 25.0 34.4 40.0 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 213,418: 34,859 57,929 38,177 89,236 63,562 162,272 159,668: 51,146 53,750
Old : 213,418: 34,859 57,929 38,177 89,236 63,562 162,272 159,668: 51,146 53,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -1,680: 1,381 111 456 -1,577 -1,458 260 -891: -1,940 -789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 27.1 17.9 41.8 29.8 76.0 74.8: 24.0 25.2
Old : 100.0: 16.3 27.1 17.9 41.8 29.8 76.0 74.8: 24.0 25.2
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 : 184: 51 71 64 42 46 130 144:
Old : 184: 51 71 64 42 46 130 144:
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 : 18.7 14.2 27.7 22.4 18.1 14.2 26.3 20.8
Old : 18.7 14.2 27.7 22.4 18.1 14.2 26.3 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 26,443: 21,162 10,431 0 2,210 15,002 23,372 25,433: 3,071 1,010
Old : 26,443: 21,162 10,431 0 2,210 15,002 23,372 25,433: 3,071 1,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 1,353: 2,592 -24 0 -1,781 1,568 811 1,544: 542 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 39.4 0.0 8.4 56.7 88.4 96.2: 11.6 3.8
Old : 100.0: 80.0 39.4 0.0 8.4 56.7 88.4 96.2: 11.6 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 17 10 0 7 10 24 20:
Old : 42: 17 10 0 7 10 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 68.7 77.9 87.3 66.3 68.6 77.9 87.2
Old : 66.3 68.7 77.9 87.3 66.3 68.6 77.9 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 :11,832,630: 655,133 206,269 4,089,909 6,240,243 6,644,521 10,985,285 10,940,699: 847,345 891,931
Old :11,832,630: 655,133 206,269 4,089,909 6,240,243 6,644,521 10,985,285 10,940,699: 847,345 891,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 432,152: 69,886 14,548 243,244 69,298 188,302 382,427 446,094: 49,725 -13,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.7 34.6 52.7 56.2 92.8 92.5: 7.2 7.5
Old : 100.0: 5.5 1.7 34.6 52.7 56.2 92.8 92.5: 7.2 7.5
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 : 266: 71 46 99 127 136 246 242:
Old : 266: 71 46 99 127 136 246 242:
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 : 27.9 22.1 41.1 35.4 21.0 14.4 25.2 21.6
Old : 27.9 22.1 41.1 35.4 21.0 14.4 25.2 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 893,694: 74,200 78,160 55,209 633,854 664,563 763,264 797,933: 130,430 95,762
Old : 893,694: 74,200 78,160 55,209 633,854 664,563 763,264 797,933: 130,430 95,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 23,100: 3,810 3,117 4,828 11,483 17,253 20,120 25,198: 2,979 -2,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 8.7 6.2 70.9 74.4 85.4 89.3: 14.6 10.7
Old : 100.0: 8.3 8.7 6.2 70.9 74.4 85.4 89.3: 14.6 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 : 540: 108 114 84 230 220 386 370:
Old : 540: 108 114 84 230 220 386 370:
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 : 17.1 17.3 24.3 25.5 15.0 15.5 21.5 23.3
Old : 17.1 17.3 24.3 25.5 15.0 15.5 21.5 23.3
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 351,950: 22,589 20,247 30,326 213,976 255,929 266,891 306,502: 85,059 45,448
Old : 351,950: 22,589 20,247 30,326 213,976 255,929 266,891 306,502: 85,059 45,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 12,093: -1,018 1,003 4,017 6,774 5,736 9,772 10,755: 2,321 1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 5.8 8.6 60.8 72.7 75.8 87.1: 24.2 12.9
Old : 100.0: 6.4 5.8 8.6 60.8 72.7 75.8 87.1: 24.2 12.9
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 : 136: 21 25 28 67 63 105 99:
Old : 136: 21 25 28 67 63 105 99:
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 : 20.0 21.3 28.5 34.3 18.8 20.8 27.1 33.9
Old : 20.0 21.3 28.5 34.3 18.8 20.8 27.1 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 2,708,723: 281,834 313,347 100,640 2,099,393 2,043,167 2,481,866 2,457,154: 226,857 251,569
Old : 2,708,723: 281,834 313,347 100,640 2,099,393 2,043,167 2,481,866 2,457,154: 226,857 251,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 55,031: 18,298 4,732 9,893 23,548 57,587 51,739 72,213: 3,291 -17,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 11.6 3.7 77.5 75.4 91.6 90.7: 8.4 9.3
Old : 100.0: 10.4 11.6 3.7 77.5 75.4 91.6 90.7: 8.4 9.3
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 : 485: 95 102 70 205 200 340 332:
Old : 485: 95 102 70 205 200 340 332:
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 18.9 30.1 26.8 18.6 16.2 26.5 23.5
Old : 19.8 18.9 30.1 26.8 18.6 16.2 26.5 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 97,902: 13,910 6,946 510 72,386 87,758 86,806 95,214: 11,095 2,687
Old : 97,902: 13,910 6,946 510 72,386 87,758 86,806 95,214: 11,095 2,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -868: 224 380 318 -1,457 -1,102 -915 -404: 47 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 7.1 0.5 73.9 89.6 88.7 97.3: 11.3 2.7
Old : 100.0: 14.2 7.1 0.5 73.9 89.6 88.7 97.3: 11.3 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 : 89: 14 6 2 42 41 57 48:
Old : 89: 14 6 2 42 41 57 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 : 41.2 40.3 55.7 63.2 38.9 40.3 51.8 63.2
Old : 41.2 40.3 55.7 63.2 38.9 40.3 51.8 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 86,146: 25,971 6,156 3,809 46,454 72,483 76,235 82,448: 9,911 3,697
Old : 86,146: 25,971 6,156 3,809 46,454 72,483 76,235 82,448: 9,911 3,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 11,081: 2,756 -731 2,174 4,634 9,229 9,564 10,672: 1,517 409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 7.1 4.4 53.9 84.1 88.5 95.7: 11.5 4.3
Old : 100.0: 30.1 7.1 4.4 53.9 84.1 88.5 95.7: 11.5 4.3
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 : 240: 83 26 11 78 77 165 110:
Old : 240: 83 26 11 78 77 165 110:
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 : 18.3 35.0 29.7 52.5 16.5 33.8 26.1 49.1
Old : 18.3 35.0 29.7 52.5 16.5 33.8 26.1 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 13,211: 4,325 0 0 5,536 12,020 9,861 12,020: 3,350 1,191
Old : 13,211: 4,325 0 0 5,536 12,020 9,861 12,020: 3,350 1,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 3,793: 2,353 -471 0 1,322 4,019 3,675 3,548: 118 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 0.0 0.0 41.9 91.0 74.6 91.0: 25.4 9.0
Old : 100.0: 32.7 0.0 0.0 41.9 91.0 74.6 91.0: 25.4 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 0 0 6 10 10 10:
Old : 20: 4 0 0 6 10 10 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 59.7 71.1 86.3 59.1 59.7 71.1 86.3
Old : 59.1 59.7 71.1 86.3 59.1 59.7 71.1 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 364,673: 124,505 47,054 2,772 204,591 302,315 331,868 352,141: 32,805 12,531
Old : 364,673: 124,505 47,054 2,772 204,591 302,315 331,868 352,141: 32,805 12,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 36,440: 12,886 9,575 -2 16,561 26,049 29,445 35,622: 6,995 818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 12.9 0.8 56.1 82.9 91.0 96.6: 9.0 3.4
Old : 100.0: 34.1 12.9 0.8 56.1 82.9 91.0 96.6: 9.0 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 : 238: 80 27 10 77 76 161 109:
Old : 238: 80 27 10 77 76 161 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 32.9 28.8 52.3 16.1 32.7 26.8 49.7
Old : 17.4 32.9 28.8 52.3 16.1 32.7 26.8 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 129,238: 73,527 11,162 4,926 16,603 99,587 95,057 115,675: 34,181 13,563
Old : 129,238: 73,527 11,162 4,926 16,603 99,587 95,057 115,675: 34,181 13,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -2,487: -2,099 68 310 172 -1,583 -1,617 -1,205: -870 -1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 8.6 3.8 12.8 77.1 73.6 89.5: 26.4 10.5
Old : 100.0: 56.9 8.6 3.8 12.8 77.1 73.6 89.5: 26.4 10.5
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 : 77: 39 10 13 16 22 58 42:
Old : 77: 39 10 13 16 22 58 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 46.4 44.3 69.7 31.6 46.3 44.3 69.3
Old : 31.6 46.4 44.3 69.7 31.6 46.3 44.3 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 39,695: 9,988 13,047 2 19,475 7,364 29,465 20,413: 10,230 19,282
Old : 39,695: 9,988 13,047 2 19,475 7,364 29,465 20,413: 10,230 19,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 1,100: 579 705 0 346 357 925 1,062: 175 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 32.9 0.0 49.1 18.6 74.2 51.4: 25.8 48.6
Old : 100.0: 25.2 32.9 0.0 49.1 18.6 74.2 51.4: 25.8 48.6
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 14 1 20 10 36 24:
Old : 57: 15 14 1 20 10 36 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 28.4 43.9 38.1 29.2 28.4 43.9 38.1
Old : 29.2 28.4 43.9 38.1 29.2 28.4 43.9 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 48,172: 14,940 6,898 420 21,624 23,624 36,984 30,942: 11,188 17,230
Old : 48,172: 14,940 6,898 420 21,624 23,624 36,984 30,942: 11,188 17,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 4,238: 3,085 668 171 -313 2,537 2,943 3,376: 1,295 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 14.3 0.9 44.9 49.0 76.8 64.2: 23.2 35.8
Old : 100.0: 31.0 14.3 0.9 44.9 49.0 76.8 64.2: 23.2 35.8
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 : 52: 16 7 2 16 20 33 28:
Old : 52: 16 7 2 16 20 33 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 39.1 45.6 49.4 30.5 39.1 42.9 48.8
Old : 33.0 39.1 45.6 49.4 30.5 39.1 42.9 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 27,363: 4,834 737 340 18,428 24,299 23,602 25,376: 3,761 1,987
Old : 27,363: 4,834 737 340 18,428 24,299 23,602 25,376: 3,761 1,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -306: 172 -200 -25 -677 -197 -530 -422: 224 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 2.7 1.2 67.3 88.8 86.3 92.7: 13.7 7.3
Old : 100.0: 17.7 2.7 1.2 67.3 88.8 86.3 92.7: 13.7 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 : 43: 5 3 1 19 24 24 28:
Old : 43: 5 3 1 19 24 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 45.1 60.1 66.3 36.4 43.4 51.9 59.7
Old : 42.3 45.1 60.1 66.3 36.4 43.4 51.9 59.7
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 with Delta-adjusted Options and Futures Combined, January 4, 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 : 38,064: 13,257 2,195 6 17,322 34,482 30,585 36,683: 7,479 1,381
Old : 38,064: 13,257 2,195 6 17,322 34,482 30,585 36,683: 7,479 1,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 174: -732 275 0 385 -86 -347 189: 521 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 5.8 0.0 45.5 90.6 80.4 96.4: 19.6 3.6
Old : 100.0: 34.8 5.8 0.0 45.5 90.6 80.4 96.4: 19.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 15 4 1 19 19 35 23:
Old : 51: 15 4 1 19 19 35 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 : 36.4 55.9 52.8 73.8 35.2 55.9 51.5 73.3
Old : 36.4 55.9 52.8 73.8 35.2 55.9 51.5 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 14,817: 4,149 3,469 14 9,093 11,071 13,256 14,554: 1,561 263
Old : 14,817: 4,149 3,469 14 9,093 11,071 13,256 14,554: 1,561 263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 23.4 0.1 61.4 74.7 89.5 98.2: 10.5 1.8
Old : 100.0: 28.0 23.4 0.1 61.4 74.7 89.5 98.2: 10.5 1.8
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 : 21: 12 3 1 5 2 18 5:
Old : 21: 12 3 1 5 2 18 5:
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 : 63.5 98.2 76.0 98.2 63.5 98.1 76.0 98.1
Old : 63.5 98.2 76.0 98.2 63.5 98.1 76.0 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2011