BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,196: 51 334 22 2,463 2,029 2,536 2,385: 660 811
Old : 3,196: 51 334 22 2,463 2,029 2,536 2,385: 660 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 227: 51 132 15 69 -80 135 67: 92 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 10.5 0.7 77.1 63.5 79.4 74.6: 20.6 25.4
Old : 100.0: 1.6 10.5 0.7 77.1 63.5 79.4 74.6: 20.6 25.4
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 : 23: 1 1 2 14 14 16 16:
Old : 23: 1 1 2 14 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 47.8 62.5 62.9 41.4 42.0 59.2 52.9
Old : 41.5 47.8 62.5 62.9 41.4 42.0 59.2 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 61,004: 6,933 2,802 13,169 31,659 34,379 51,761 50,350: 9,243 10,654
Old : 61,004: 6,933 2,802 13,169 31,659 34,379 51,761 50,350: 9,243 10,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 5,808: 1,221 -508 1,394 1,522 3,665 4,137 4,552: 1,671 1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 4.6 21.6 51.9 56.4 84.8 82.5: 15.2 17.5
Old : 100.0: 11.4 4.6 21.6 51.9 56.4 84.8 82.5: 15.2 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 27 6 21 44 42 77 64:
Old : 85: 27 6 21 44 42 77 64:
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 : 26.7 33.1 38.3 44.6 26.3 30.1 33.2 38.7
Old : 26.7 33.1 38.3 44.6 26.3 30.1 33.2 38.7
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, February 1, 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 : 273,623: 69,010 18,080 74,384 99,885 139,353 243,279 231,817: 30,344 41,805
Old : 262,914: 66,711 20,489 70,020 98,280 132,304 235,010 222,812: 27,904 40,102
Other: 10,709: 4,822 114 1,842 1,605 7,049 8,269 9,005: 2,440 1,704
: : :
: : Changes in Commitments from: January 25, 2011 :
: 17,901: 8,501 902 5,124 2,113 10,424 15,737 16,450: 2,163 1,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 6.6 27.2 36.5 50.9 88.9 84.7: 11.1 15.3
Old : 100.0: 25.4 7.8 26.6 37.4 50.3 89.4 84.7: 10.6 15.3
Other: 100.0: 45.0 1.1 17.2 15.0 65.8 77.2 84.1: 22.8 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 103 63 118 63 79 243 210:
Old : 282: 100 67 117 62 78 241 209:
Other: 81: 25 4 18 19 36 53 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 24.1 26.7 32.3 16.5 23.1 26.4 29.2
Old : 17.4 23.9 27.4 32.4 17.2 22.9 27.1 29.4
Other: 29.4 34.0 42.5 49.4 28.5 31.8 39.2 44.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 477,049: 134,896 33,538 148,636 160,232 214,208 443,764 396,382: 33,285 80,667
Old : 477,049: 134,896 33,538 148,636 160,232 214,208 443,764 396,382: 33,285 80,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 20,902: 3,560 2,109 6,369 11,735 11,027 21,665 19,505: -763 1,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 7.0 31.2 33.6 44.9 93.0 83.1: 7.0 16.9
Old : 100.0: 28.3 7.0 31.2 33.6 44.9 93.0 83.1: 7.0 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 : 477: 166 84 145 113 203 356 368:
Old : 477: 166 84 145 113 203 356 368:
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 : 16.4 15.9 26.5 22.8 14.7 12.6 23.4 16.4
Old : 16.4 15.9 26.5 22.8 14.7 12.6 23.4 16.4
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, February 1, 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 : 10,608: 5,290 1,336 953 2,377 6,957 8,620 9,245: 1,988 1,363
Old : 10,608: 5,290 1,336 953 2,377 6,957 8,620 9,245: 1,988 1,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -680: 233 15 -727 -149 63 -643 -650: -37 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 12.6 9.0 22.4 65.6 81.3 87.2: 18.7 12.8
Old : 100.0: 49.9 12.6 9.0 22.4 65.6 81.3 87.2: 18.7 12.8
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 : 96: 41 11 15 18 34 68 56:
Old : 96: 41 11 15 18 34 68 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 27.1 47.3 42.3 31.2 27.1 47.0 41.8
Old : 31.2 27.1 47.3 42.3 31.2 27.1 47.0 41.8
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, February 1, 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 : 57,520: 21,058 3,759 14,206 13,398 15,024 48,662 32,989: 8,858 24,532
Old : 57,520: 21,058 3,759 14,206 13,398 15,024 48,662 32,989: 8,858 24,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -2,683: -1,365 -68 -1,993 698 187 -2,660 -1,875: -23 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 6.5 24.7 23.3 26.1 84.6 57.4: 15.4 42.6
Old : 100.0: 36.6 6.5 24.7 23.3 26.1 84.6 57.4: 15.4 42.6
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 : 203: 62 33 50 57 84 151 145:
Old : 203: 62 33 50 57 84 151 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 11.7 26.3 19.6 15.2 8.8 24.7 12.2
Old : 15.2 11.7 26.3 19.6 15.2 8.8 24.7 12.2
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, February 1, 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 : 59,095: 10,634 0 2,618 44,461 56,417 57,713 59,035: 1,382 60
Old : 59,095: 10,634 0 2,618 44,461 56,417 57,713 59,035: 1,382 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 111: 551 0 38 -998 816 -409 854: 520 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.0 4.4 75.2 95.5 97.7 99.9: 2.3 0.1
Old : 100.0: 18.0 0.0 4.4 75.2 95.5 97.7 99.9: 2.3 0.1
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 : 20: 7 0 2 10 12 17 14:
Old : 20: 7 0 2 10 12 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 65.5 87.4 88.1 61.8 58.9 70.2 70.9
Old : 74.7 65.5 87.4 88.1 61.8 58.9 70.2 70.9
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 with Delta-adjusted Options and Futures Combined, February 1, 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 : 128,842: 54,472 21,738 3,497 20,462 85,259 78,431 110,495: 50,411 18,347
Old : 128,842: 54,472 21,738 3,497 20,462 85,259 78,431 110,495: 50,411 18,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 2,717: 514 -684 495 674 670 1,683 481: 1,034 2,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 16.9 2.7 15.9 66.2 60.9 85.8: 39.1 14.2
Old : 100.0: 42.3 16.9 2.7 15.9 66.2 60.9 85.8: 39.1 14.2
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 : 84: 40 10 12 17 31 63 47:
Old : 84: 40 10 12 17 31 63 47:
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 : 16.7 43.1 26.2 57.1 16.7 42.9 25.5 56.7
Old : 16.7 43.1 26.2 57.1 16.7 42.9 25.5 56.7
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, February 1, 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 : 50,666: 22,465 11,490 1,507 4,080 25,402 28,052 38,398: 22,614 12,268
Old : 50,666: 22,465 11,490 1,507 4,080 25,402 28,052 38,398: 22,614 12,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 6,688: 4,496 666 96 -86 5,536 4,506 6,298: 2,182 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 22.7 3.0 8.1 50.1 55.4 75.8: 44.6 24.2
Old : 100.0: 44.3 22.7 3.0 8.1 50.1 55.4 75.8: 44.6 24.2
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 : 46: 18 7 7 9 19 29 31:
Old : 46: 18 7 7 9 19 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 39.7 35.6 53.4 25.3 39.7 35.5 53.0
Old : 25.3 39.7 35.6 53.4 25.3 39.7 35.5 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 151,734: 123,543 20,426 32 20,100 129,964 143,675 150,422: 8,059 1,312
Old : 151,734: 123,543 20,426 32 20,100 129,964 143,675 150,422: 8,059 1,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 8,948: 8,564 692 -30 591 8,556 9,125 9,218: -177 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 13.5 0.0 13.2 85.7 94.7 99.1: 5.3 0.9
Old : 100.0: 81.4 13.5 0.0 13.2 85.7 94.7 99.1: 5.3 0.9
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 : 118: 74 10 1 13 23 88 33:
Old : 118: 74 10 1 13 23 88 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 : 42.6 55.5 56.7 77.3 42.6 55.5 56.7 77.2
Old : 42.6 55.5 56.7 77.3 42.6 55.5 56.7 77.2
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, February 1, 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 : 124,413: 46,320 27,626 7,401 37,438 64,444 91,160 99,471: 33,253 24,942
Old : 124,413: 46,320 27,626 7,401 37,438 64,444 91,160 99,471: 33,253 24,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 15,655: 9,934 -2,030 1,691 1,162 14,325 12,786 13,986: 2,868 1,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 22.2 5.9 30.1 51.8 73.3 80.0: 26.7 20.0
Old : 100.0: 37.2 22.2 5.9 30.1 51.8 73.3 80.0: 26.7 20.0
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 : 94: 31 26 20 23 32 65 67:
Old : 94: 31 26 20 23 32 65 67:
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 : 23.0 24.5 35.8 37.7 22.9 19.8 34.2 31.7
Old : 23.0 24.5 35.8 37.7 22.9 19.8 34.2 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 128,885: 52,960 21,860 5,583 41,178 65,054 99,721 92,497: 29,165 36,388
Old : 128,885: 52,960 21,860 5,583 41,178 65,054 99,721 92,497: 29,165 36,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 1,326: -2,055 -1,197 550 782 -1,850 -722 -2,496: 2,049 3,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 17.0 4.3 31.9 50.5 77.4 71.8: 22.6 28.2
Old : 100.0: 41.1 17.0 4.3 31.9 50.5 77.4 71.8: 22.6 28.2
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 : 116: 32 40 22 30 30 74 80:
Old : 116: 32 40 22 30 30 74 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 31.1 36.2 40.2 23.8 29.8 36.2 38.8
Old : 23.8 31.1 36.2 40.2 23.8 29.8 36.2 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 279,549: 80,645 38,603 44,351 85,729 126,642 210,726 209,597: 68,823 69,952
Old : 279,549: 80,645 38,603 44,351 85,729 126,642 210,726 209,597: 68,823 69,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 25,432: 7,513 -9,679 8,158 7,104 24,250 22,776 22,730: 2,656 2,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 13.8 15.9 30.7 45.3 75.4 75.0: 24.6 25.0
Old : 100.0: 28.8 13.8 15.9 30.7 45.3 75.4 75.0: 24.6 25.0
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 : 181: 53 63 64 39 51 132 138:
Old : 181: 53 63 64 39 51 132 138:
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 : 17.0 19.3 24.9 27.6 16.7 18.1 23.0 24.7
Old : 17.0 19.3 24.9 27.6 16.7 18.1 23.0 24.7
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, February 1, 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 : 27,450: 20,041 9,771 0 3,486 16,667 23,527 26,438: 3,923 1,012
Old : 27,450: 20,041 9,771 0 3,486 16,667 23,527 26,438: 3,923 1,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 1,251: 1,534 -109 0 -258 1,488 1,276 1,379: -25 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 35.6 0.0 12.7 60.7 85.7 96.3: 14.3 3.7
Old : 100.0: 73.0 35.6 0.0 12.7 60.7 85.7 96.3: 14.3 3.7
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 : 46: 22 10 0 5 10 27 20:
Old : 46: 22 10 0 5 10 27 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 : 56.3 68.5 72.3 86.3 56.3 68.4 72.3 86.2
Old : 56.3 68.5 72.3 86.3 56.3 68.4 72.3 86.2
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, February 1, 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 :13,446,763: 851,653 355,699 4,673,563 7,016,782 7,471,201 12,541,999 12,500,464: 904,764 946,299
Old :13,446,763: 851,653 355,699 4,673,563 7,016,782 7,471,201 12,541,999 12,500,464: 904,764 946,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 628,642: 26,301 71,755 304,151 268,283 258,727 598,736 634,633: 29,906 -5,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.6 34.8 52.2 55.6 93.3 93.0: 6.7 7.0
Old : 100.0: 6.3 2.6 34.8 52.2 55.6 93.3 93.0: 6.7 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 71 54 113 135 147 267 265:
Old : 287: 71 54 113 135 147 267 265:
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 20.9 39.1 34.0 20.0 12.1 23.7 18.5
Old : 28.0 20.9 39.1 34.0 20.0 12.1 23.7 18.5
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, February 1, 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 : 984,073: 81,185 87,486 78,856 686,219 719,724 846,260 886,066: 137,813 98,007
Old : 984,073: 81,185 87,486 78,856 686,219 719,724 846,260 886,066: 137,813 98,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 43,060: -646 2,125 23,412 20,136 20,241 42,902 45,779: 158 -2,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 8.9 8.0 69.7 73.1 86.0 90.0: 14.0 10.0
Old : 100.0: 8.2 8.9 8.0 69.7 73.1 86.0 90.0: 14.0 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 : 567: 119 124 106 236 232 417 400:
Old : 567: 119 124 106 236 232 417 400:
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 : 16.6 17.1 23.6 25.7 13.3 13.5 18.8 19.9
Old : 16.6 17.1 23.6 25.7 13.3 13.5 18.8 19.9
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, February 1, 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 : 394,749: 19,246 32,398 36,984 253,142 280,487 309,372 349,869: 85,377 44,880
Old : 394,749: 19,246 32,398 36,984 253,142 280,487 309,372 349,869: 85,377 44,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 21,318: -1,383 7,257 8,803 20,465 5,895 27,886 21,956: -6,568 -638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 8.2 9.4 64.1 71.1 78.4 88.6: 21.6 11.4
Old : 100.0: 4.9 8.2 9.4 64.1 71.1 78.4 88.6: 21.6 11.4
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 : 149: 22 31 34 75 66 117 111:
Old : 149: 22 31 34 75 66 117 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 21.4 28.4 33.9 17.3 20.0 26.4 32.5
Old : 19.1 21.4 28.4 33.9 17.3 20.0 26.4 32.5
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, February 1, 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 : 2,946,619: 381,205 346,947 137,852 2,165,386 2,196,185 2,684,442 2,680,985: 262,177 265,635
Old : 2,946,619: 381,205 346,947 137,852 2,165,386 2,196,185 2,684,442 2,680,985: 262,177 265,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 108,710: 28,607 -737 48,119 -1,649 71,731 75,077 119,113: 33,633 -10,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 11.8 4.7 73.5 74.5 91.1 91.0: 8.9 9.0
Old : 100.0: 12.9 11.8 4.7 73.5 74.5 91.1 91.0: 8.9 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 : 515: 108 110 89 210 214 371 360:
Old : 515: 108 110 89 210 214 371 360:
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 : 18.2 18.3 27.4 25.6 15.9 14.2 23.7 21.1
Old : 18.2 18.3 27.4 25.6 15.9 14.2 23.7 21.1
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, February 1, 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 : 99,041: 15,904 7,889 354 72,181 88,256 88,439 96,499: 10,603 2,543
Old : 99,041: 15,904 7,889 354 72,181 88,256 88,439 96,499: 10,603 2,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 1,515: 1,333 1,187 -468 508 1,512 1,373 2,231: 142 -716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 8.0 0.4 72.9 89.1 89.3 97.4: 10.7 2.6
Old : 100.0: 16.1 8.0 0.4 72.9 89.1 89.3 97.4: 10.7 2.6
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 : 93: 14 6 1 44 44 58 51:
Old : 93: 14 6 1 44 44 58 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 37.0 55.9 57.5 37.7 37.0 52.0 57.5
Old : 40.1 37.0 55.9 57.5 37.7 37.0 52.0 57.5
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, February 1, 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 : 91,724: 27,904 7,843 4,987 48,112 72,422 81,003 85,251: 10,721 6,473
Old : 91,724: 27,904 7,843 4,987 48,112 72,422 81,003 85,251: 10,721 6,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -3,394: -1,166 -39 -1,151 -1,586 -3,046 -3,903 -4,237: 509 842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 8.6 5.4 52.5 79.0 88.3 92.9: 11.7 7.1
Old : 100.0: 30.4 8.6 5.4 52.5 79.0 88.3 92.9: 11.7 7.1
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 : 251: 79 35 16 83 84 169 129:
Old : 251: 79 35 16 83 84 169 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 32.4 33.0 47.3 18.5 30.0 28.7 41.4
Old : 20.2 32.4 33.0 47.3 18.5 30.0 28.7 41.4
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, February 1, 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 : 16,812: 3,872 819 256 8,809 12,524 12,937 13,599: 3,875 3,213
Old : 16,812: 3,872 819 256 8,809 12,524 12,937 13,599: 3,875 3,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -386: -1,790 436 0 1,196 -1,551 -594 -1,115: 209 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 4.9 1.5 52.4 74.5 76.9 80.9: 23.1 19.1
Old : 100.0: 23.0 4.9 1.5 52.4 74.5 76.9 80.9: 23.1 19.1
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 : 23: 3 3 1 12 10 16 13:
Old : 23: 3 3 1 12 10 16 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 : 52.8 57.1 65.7 73.7 50.1 53.5 61.4 67.6
Old : 52.8 57.1 65.7 73.7 50.1 53.5 61.4 67.6
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, February 1, 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 : 374,560: 138,581 53,538 5,235 196,513 299,489 340,330 358,263: 34,231 16,298
Old : 374,560: 138,581 53,538 5,235 196,513 299,489 340,330 358,263: 34,231 16,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -15,043: -3,920 -9,415 1,285 -13,908 -7,477 -16,544 -15,607: 1,500 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 14.3 1.4 52.5 80.0 90.9 95.6: 9.1 4.4
Old : 100.0: 37.0 14.3 1.4 52.5 80.0 90.9 95.6: 9.1 4.4
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 : 248: 79 34 13 80 81 163 124:
Old : 248: 79 34 13 80 81 163 124:
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 : 19.6 31.5 32.2 49.7 18.6 30.2 30.3 47.2
Old : 19.6 31.5 32.2 49.7 18.6 30.2 30.3 47.2
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, February 1, 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 : 129,328: 71,105 11,328 3,550 18,921 98,042 93,576 112,920: 35,752 16,407
Old : 129,328: 71,105 11,328 3,550 18,921 98,042 93,576 112,920: 35,752 16,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 8,526: 11,914 -3,341 952 -8,178 10,213 4,689 7,825: 3,837 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 8.8 2.7 14.6 75.8 72.4 87.3: 27.6 12.7
Old : 100.0: 55.0 8.8 2.7 14.6 75.8 72.4 87.3: 27.6 12.7
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 : 73: 30 16 14 17 20 53 44:
Old : 73: 30 16 14 17 20 53 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 : 31.5 49.8 43.9 69.6 31.5 49.1 43.9 68.4
Old : 31.5 49.8 43.9 69.6 31.5 49.1 43.9 68.4
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, February 1, 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 : 40,398: 8,202 11,332 12 21,234 10,405 29,448 21,749: 10,950 18,649
Old : 40,398: 8,202 11,332 12 21,234 10,405 29,448 21,749: 10,950 18,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -389: -195 571 0 1,804 1,334 1,609 1,905: -1,998 -2,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 28.1 0.0 52.6 25.8 72.9 53.8: 27.1 46.2
Old : 100.0: 20.3 28.1 0.0 52.6 25.8 72.9 53.8: 27.1 46.2
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 : 61: 17 10 1 23 14 40 25:
Old : 61: 17 10 1 23 14 40 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 26.6 36.6 39.0 25.7 26.6 36.5 39.0
Old : 25.7 26.6 36.6 39.0 25.7 26.6 36.5 39.0
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, February 1, 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 : 64,245: 13,105 7,663 1,473 34,371 23,788 48,949 32,924: 15,296 31,321
Old : 64,245: 13,105 7,663 1,473 34,371 23,788 48,949 32,924: 15,296 31,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 6,532: 124 151 936 4,590 -749 5,650 338: 882 6,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 11.9 2.3 53.5 37.0 76.2 51.2: 23.8 48.8
Old : 100.0: 20.4 11.9 2.3 53.5 37.0 76.2 51.2: 23.8 48.8
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 : 60: 19 7 3 20 18 41 27:
Old : 60: 19 7 3 20 18 41 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 29.3 45.6 39.1 30.1 28.6 43.7 37.6
Old : 31.9 29.3 45.6 39.1 30.1 28.6 43.7 37.6
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, February 1, 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 : 28,493: 4,394 740 330 20,047 24,693 24,771 25,763: 3,722 2,730
Old : 28,493: 4,394 740 330 20,047 24,693 24,771 25,763: 3,722 2,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 354: -402 209 0 817 -153 415 56: -61 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 2.6 1.2 70.4 86.7 86.9 90.4: 13.1 9.6
Old : 100.0: 15.4 2.6 1.2 70.4 86.7 86.9 90.4: 13.1 9.6
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 : 45: 7 3 1 19 25 26 29:
Old : 45: 7 3 1 19 25 26 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 : 40.7 43.2 59.2 62.8 34.0 41.2 51.1 56.0
Old : 40.7 43.2 59.2 62.8 34.0 41.2 51.1 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 34,150: 8,626 3,885 84 18,159 28,237 26,869 32,206: 7,281 1,944
Old : 34,150: 8,626 3,885 84 18,159 28,237 26,869 32,206: 7,281 1,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -4,075: -1,678 129 0 -1,672 -4,564 -3,350 -4,435: -725 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 11.4 0.2 53.2 82.7 78.7 94.3: 21.3 5.7
Old : 100.0: 25.3 11.4 0.2 53.2 82.7 78.7 94.3: 21.3 5.7
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 : 52: 16 5 1 18 20 35 25:
Old : 52: 16 5 1 18 20 35 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 49.4 54.6 68.2 38.1 49.4 52.6 68.2
Old : 40.0 49.4 54.6 68.2 38.1 49.4 52.6 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 14,827: 4,114 3,314 5 8,224 10,939 12,343 14,258: 2,484 569
Old : 14,827: 4,114 3,314 5 8,224 10,939 12,343 14,258: 2,484 569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 234: 327 338 -59 -24 -36 244 243: -10 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 22.4 0.0 55.5 73.8 83.2 96.2: 16.8 3.8
Old : 100.0: 27.7 22.4 0.0 55.5 73.8 83.2 96.2: 16.8 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 : 23: 12 3 1 6 4 18 8:
Old : 23: 12 3 1 6 4 18 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 : 57.1 94.5 69.7 96.2 57.1 94.4 69.6 96.0
Old : 57.1 94.5 69.7 96.2 57.1 94.4 69.6 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2011