MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 31,130: 1,587 8,487 1,459 24,330 15,745 27,376 25,691: 3,754 5,439
Old : 31,130: 1,587 8,487 1,459 24,330 15,745 27,376 25,691: 3,754 5,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 2,163: -227 1,242 232 2,719 266 2,724 1,740: -561 423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 27.3 4.7 78.2 50.6 87.9 82.5: 12.1 17.5
Old : 100.0: 5.1 27.3 4.7 78.2 50.6 87.9 82.5: 12.1 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 : 73: 10 22 16 29 25 49 53:
Old : 73: 10 22 16 29 25 49 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 34.2 60.8 50.4 48.3 32.8 60.5 49.0
Old : 48.3 34.2 60.8 50.4 48.3 32.8 60.5 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 184,769: 48,371 25,232 25,734 87,847 103,668 161,952 154,634: 22,817 30,135
Old : 181,175: 47,588 25,038 25,529 86,153 100,944 159,270 151,511: 21,905 29,664
Other: 3,594: 872 283 116 1,694 2,724 2,682 3,123: 912 471
: : :
: : Changes in Commitments from: January 26, 2010 :
: -12,627: -8,388 -350 -3,230 -102 -8,505 -11,720 -12,085: -907 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 13.7 13.9 47.5 56.1 87.7 83.7: 12.3 16.3
Old : 100.0: 26.3 13.8 14.1 47.6 55.7 87.9 83.6: 12.1 16.4
Other: 100.0: 24.3 7.9 3.2 47.1 75.8 74.6 86.9: 25.4 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 69 53 71 47 56 158 154:
Old : 205: 66 55 71 46 56 156 154:
Other: 42: 11 8 1 7 16 18 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 35.6 35.3 44.5 21.6 35.1 35.0 42.3
Old : 22.1 36.1 35.1 44.4 21.9 35.2 34.6 42.1
Other: 56.3 51.9 69.4 69.8 55.3 51.9 66.2 69.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 282,894: 105,612 37,914 38,992 115,382 147,899 259,986 224,805: 22,908 58,089
Old : 282,894: 105,612 37,914 38,992 115,382 147,899 259,986 224,805: 22,908 58,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -1,244: -1,485 2,624 331 -352 -3,810 -1,506 -855: 262 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 13.4 13.8 40.8 52.3 91.9 79.5: 8.1 20.5
Old : 100.0: 37.3 13.4 13.8 40.8 52.3 91.9 79.5: 8.1 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 118 81 99 71 172 237 320:
Old : 404: 118 81 99 71 172 237 320:
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 : 19.8 13.8 31.7 21.4 19.7 11.8 31.7 19.3
Old : 19.8 13.8 31.7 21.4 19.7 11.8 31.7 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,392: 3,946 1,226 1,331 2,789 5,874 8,066 8,431: 2,326 1,961
Old : 10,392: 3,946 1,226 1,331 2,789 5,874 8,066 8,431: 2,326 1,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -105: -115 -182 -244 -154 -130 -513 -556: 408 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 11.8 12.8 26.8 56.5 77.6 81.1: 22.4 18.9
Old : 100.0: 38.0 11.8 12.8 26.8 56.5 77.6 81.1: 22.4 18.9
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 : 84: 30 17 14 16 31 56 56:
Old : 84: 30 17 14 16 31 56 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 : 31.1 26.4 47.0 42.1 31.0 26.2 44.0 40.7
Old : 31.1 26.4 47.0 42.1 31.0 26.2 44.0 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 32,378: 12,616 5,278 4,324 10,115 9,142 27,055 18,744: 5,323 13,634
Old : 32,378: 12,616 5,278 4,324 10,115 9,142 27,055 18,744: 5,323 13,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -2,252: -590 -1,351 -856 -848 -643 -2,294 -2,850: 42 598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 16.3 13.4 31.2 28.2 83.6 57.9: 16.4 42.1
Old : 100.0: 39.0 16.3 13.4 31.2 28.2 83.6 57.9: 16.4 42.1
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 : 129: 36 29 30 27 45 83 92:
Old : 129: 36 29 30 27 45 83 92:
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 : 23.9 11.0 37.5 19.3 23.8 11.0 36.2 18.0
Old : 23.9 11.0 37.5 19.3 23.8 11.0 36.2 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 17,743: 2,741 548 30 10,419 16,883 13,190 17,461: 4,553 282
Old : 17,743: 2,741 548 30 10,419 16,883 13,190 17,461: 4,553 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -193: -44 339 0 -142 -572 -186 -233: -7 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 3.1 0.2 58.7 95.2 74.3 98.4: 25.7 1.6
Old : 100.0: 15.4 3.1 0.2 58.7 95.2 74.3 98.4: 25.7 1.6
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 : 20: 6 1 1 8 11 14 13:
Old : 20: 6 1 1 8 11 14 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 : 50.4 82.6 67.2 92.8 40.8 68.2 49.2 74.5
Old : 50.4 82.6 67.2 92.8 40.8 68.2 49.2 74.5
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 - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 82,692: 25,639 10,284 10 20,658 53,799 46,307 64,093: 36,385 18,599
Old : 82,692: 25,639 10,284 10 20,658 53,799 46,307 64,093: 36,385 18,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -8,683: -10,020 434 0 3,343 -11,670 -6,677 -11,236: -2,006 2,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 12.4 0.0 25.0 65.1 56.0 77.5: 44.0 22.5
Old : 100.0: 31.0 12.4 0.0 25.0 65.1 56.0 77.5: 44.0 22.5
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 : 80: 26 19 1 19 24 46 43:
Old : 80: 26 19 1 19 24 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 36.3 32.4 50.7 22.5 35.4 32.2 49.6
Old : 22.5 36.3 32.4 50.7 22.5 35.4 32.2 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 36,263: 10,344 12,119 5 15,425 10,390 25,774 22,514: 10,489 13,749
Old : 36,263: 10,344 12,119 5 15,425 10,390 25,774 22,514: 10,489 13,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 2,188: -2,077 5,403 0 5,018 -4,329 2,941 1,074: -753 1,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 33.4 0.0 42.5 28.7 71.1 62.1: 28.9 37.9
Old : 100.0: 28.5 33.4 0.0 42.5 28.7 71.1 62.1: 28.9 37.9
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 : 37: 13 11 1 9 7 22 19:
Old : 37: 13 11 1 9 7 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 34.2 50.5 47.1 34.5 34.2 49.3 47.1
Old : 35.5 34.2 50.5 47.1 34.5 34.2 49.3 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 93,172: 52,997 10,344 234 33,377 80,211 86,608 90,789: 6,564 2,383
Old : 93,172: 52,997 10,344 234 33,377 80,211 86,608 90,789: 6,564 2,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -4,226: -14,136 1,350 16 9,592 -5,945 -4,528 -4,579: 302 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 11.1 0.3 35.8 86.1 93.0 97.4: 7.0 2.6
Old : 100.0: 56.9 11.1 0.3 35.8 86.1 93.0 97.4: 7.0 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 : 81: 42 11 1 16 18 58 30:
Old : 81: 42 11 1 16 18 58 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 : 49.2 66.3 64.1 81.6 49.1 66.0 64.0 80.8
Old : 49.2 66.3 64.1 81.6 49.1 66.0 64.0 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 95,712: 14,611 48,579 108 63,527 19,993 78,246 68,680: 17,466 27,032
Old : 95,712: 14,611 48,579 108 63,527 19,993 78,246 68,680: 17,466 27,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 9,237: -464 6,351 -91 8,602 -1,897 8,047 4,363: 1,190 4,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 50.8 0.1 66.4 20.9 81.8 71.8: 18.2 28.2
Old : 100.0: 15.3 50.8 0.1 66.4 20.9 81.8 71.8: 18.2 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 : 75: 15 32 4 16 17 33 51:
Old : 75: 15 32 4 16 17 33 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 : 43.8 27.3 59.5 39.2 43.2 27.3 58.4 39.2
Old : 43.8 27.3 59.5 39.2 43.2 27.3 58.4 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 116,129: 30,177 23,042 473 63,746 65,814 94,396 89,329: 21,733 26,800
Old : 116,129: 30,177 23,042 473 63,746 65,814 94,396 89,329: 21,733 26,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -3,690: 1,356 -10,126 94 -3,898 6,409 -2,448 -3,623: -1,242 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 19.8 0.4 54.9 56.7 81.3 76.9: 18.7 23.1
Old : 100.0: 26.0 19.8 0.4 54.9 56.7 81.3 76.9: 18.7 23.1
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 : 82: 23 30 5 14 22 40 54:
Old : 82: 23 30 5 14 22 40 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 : 46.9 43.3 59.8 53.9 40.7 42.2 53.3 49.1
Old : 46.9 43.3 59.8 53.9 40.7 42.2 53.3 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 186,878: 31,207 74,948 680 110,320 63,773 142,207 139,401: 44,671 47,477
Old : 186,878: 31,207 74,948 680 110,320 63,773 142,207 139,401: 44,671 47,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 1,900: -1,899 2,303 28 2,748 -2,451 877 -120: 1,023 2,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 40.1 0.4 59.0 34.1 76.1 74.6: 23.9 25.4
Old : 100.0: 16.7 40.1 0.4 59.0 34.1 76.1 74.6: 23.9 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 : 139: 32 58 10 27 32 66 93:
Old : 139: 32 58 10 27 32 66 93:
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 : 46.9 24.4 54.4 33.5 46.1 23.7 53.3 32.8
Old : 46.9 24.4 54.4 33.5 46.1 23.7 53.3 32.8
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 - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 21,312: 15,251 9,868 0 3,659 9,838 18,910 19,706: 2,402 1,606
Old : 21,312: 15,251 9,868 0 3,659 9,838 18,910 19,706: 2,402 1,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -128: -754 2,334 0 897 -2,792 143 -458: -271 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 46.3 0.0 17.2 46.2 88.7 92.5: 11.3 7.5
Old : 100.0: 71.6 46.3 0.0 17.2 46.2 88.7 92.5: 11.3 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 : 35: 9 12 0 9 10 18 22:
Old : 35: 9 12 0 9 10 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 55.5 79.0 77.5 62.5 55.4 76.6 74.7
Old : 62.5 55.5 79.0 77.5 62.5 55.4 76.6 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 7,542,362: 1,371,551 476,932 926,021 4,413,556 5,245,059 6,711,128 6,648,012: 831,234 894,350
Old : 7,542,362: 1,371,551 476,932 926,021 4,413,556 5,245,059 6,711,128 6,648,012: 831,234 894,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 198,375: 10,213 73,231 66,919 121,674 64,744 198,806 204,894: -431 -6,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 6.3 12.3 58.5 69.5 89.0 88.1: 11.0 11.9
Old : 100.0: 18.2 6.3 12.3 58.5 69.5 89.0 88.1: 11.0 11.9
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 : 263: 60 60 89 124 120 238 225:
Old : 263: 60 60 89 124 120 238 225:
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 31.7 39.8 40.7 28.9 27.4 36.4 32.5
Old : 29.2 31.7 39.8 40.7 28.9 27.4 36.4 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 355,994: 29,808 66,848 799 240,350 246,267 270,957 313,914: 85,037 42,080
Old : 355,994: 29,808 66,848 799 240,350 246,267 270,957 313,914: 85,037 42,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 12,896: 4,071 17,844 -78 10,789 -8,206 14,782 9,560: -1,886 3,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 18.8 0.2 67.5 69.2 76.1 88.2: 23.9 11.8
Old : 100.0: 8.4 18.8 0.2 67.5 69.2 76.1 88.2: 23.9 11.8
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 : 143: 22 18 8 70 58 96 81:
Old : 143: 22 18 8 70 58 96 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 36.5 33.0 51.9 21.5 36.3 30.6 51.5
Old : 23.9 36.5 33.0 51.9 21.5 36.3 30.6 51.5
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 - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,710,912: 554,666 455,450 22,897 1,867,372 1,923,817 2,444,935 2,402,164: 265,977 308,748
Old : 2,710,912: 554,666 455,450 22,897 1,867,372 1,923,817 2,444,935 2,402,164: 265,977 308,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 77,888: 53,314 46,444 -5,989 -22,433 -2,457 24,892 37,998: 52,996 39,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 16.8 0.8 68.9 71.0 90.2 88.6: 9.8 11.4
Old : 100.0: 20.5 16.8 0.8 68.9 71.0 90.2 88.6: 9.8 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 : 444: 96 97 39 154 164 267 284:
Old : 444: 96 97 39 154 164 267 284:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 19.9 32.8 27.2 21.7 17.0 30.0 24.0
Old : 22.0 19.9 32.8 27.2 21.7 17.0 30.0 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 101,791: 10,532 8,690 0 82,895 89,665 93,427 98,355: 8,364 3,436
Old : 101,791: 10,532 8,690 0 82,895 89,665 93,427 98,355: 8,364 3,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 254: -819 -162 0 2,620 -269 1,801 -431: -1,547 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.5 0.0 81.4 88.1 91.8 96.6: 8.2 3.4
Old : 100.0: 10.3 8.5 0.0 81.4 88.1 91.8 96.6: 8.2 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 : 80: 13 3 0 46 30 59 33:
Old : 80: 13 3 0 46 30 59 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 : 31.0 59.1 46.7 76.7 24.1 55.4 36.8 68.2
Old : 31.0 59.1 46.7 76.7 24.1 55.4 36.8 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 22,820: 1,126 7,668 625 17,251 12,596 19,002 20,889: 3,818 1,931
Old : 22,820: 1,126 7,668 625 17,251 12,596 19,002 20,889: 3,818 1,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 7,334: -134 7,007 0 7,657 971 7,523 7,978: -189 -644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 33.6 2.7 75.6 55.2 83.3 91.5: 16.7 8.5
Old : 100.0: 4.9 33.6 2.7 75.6 55.2 83.3 91.5: 16.7 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 1 11 12 14 15:
Old : 25: 3 2 1 11 12 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 66.5 77.1 81.5 51.0 56.0 59.3 68.3
Old : 66.3 66.5 77.1 81.5 51.0 56.0 59.3 68.3
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 - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 410,873: 119,493 98,673 6,390 254,370 282,126 380,253 387,189: 30,620 23,684
Old : 410,873: 119,493 98,673 6,390 254,370 282,126 380,253 387,189: 30,620 23,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 49,612: 4,715 14,741 -1,546 40,277 28,758 43,446 41,953: 6,166 7,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 24.0 1.6 61.9 68.7 92.5 94.2: 7.5 5.8
Old : 100.0: 29.1 24.0 1.6 61.9 68.7 92.5 94.2: 7.5 5.8
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 : 223: 67 38 13 72 63 146 108:
Old : 223: 67 38 13 72 63 146 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 41.8 44.3 55.2 29.8 41.8 41.1 54.0
Old : 32.9 41.8 44.3 55.2 29.8 41.8 41.1 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 98,426: 46,531 13,260 775 24,041 69,877 71,347 83,912: 27,079 14,514
Old : 98,426: 46,531 13,260 775 24,041 69,877 71,347 83,912: 27,079 14,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -14,441: -14,566 -2,519 -721 94 -14,133 -15,193 -17,373: 752 2,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 13.5 0.8 24.4 71.0 72.5 85.3: 27.5 14.7
Old : 100.0: 47.3 13.5 0.8 24.4 71.0 72.5 85.3: 27.5 14.7
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 : 57: 24 13 2 9 15 34 29:
Old : 57: 24 13 2 9 15 34 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 46.9 52.4 67.3 41.3 46.7 51.5 64.7
Old : 41.3 46.9 52.4 67.3 41.3 46.7 51.5 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 42,095: 15,159 12,154 0 17,534 14,055 32,693 26,209: 9,402 15,886
Old : 42,095: 15,159 12,154 0 17,534 14,055 32,693 26,209: 9,402 15,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 341: -217 -1,069 0 -3,238 -1,240 -3,455 -2,309: 3,796 2,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 28.9 0.0 41.7 33.4 77.7 62.3: 22.3 37.7
Old : 100.0: 36.0 28.9 0.0 41.7 33.4 77.7 62.3: 22.3 37.7
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 : 59: 19 12 0 18 16 37 28:
Old : 59: 19 12 0 18 16 37 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 : 35.4 30.6 45.9 39.6 35.0 30.2 45.1 39.1
Old : 35.4 30.6 45.9 39.6 35.0 30.2 45.1 39.1
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 - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 46,480: 16,450 5,351 1,391 19,333 34,772 37,174 41,514: 9,306 4,966
Old : 46,480: 16,450 5,351 1,391 19,333 34,772 37,174 41,514: 9,306 4,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 3,630: 1,060 -308 -486 2,028 2,916 2,602 2,122: 1,028 1,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 11.5 3.0 41.6 74.8 80.0 89.3: 20.0 10.7
Old : 100.0: 35.4 11.5 3.0 41.6 74.8 80.0 89.3: 20.0 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 : 61: 15 8 2 17 28 33 37:
Old : 61: 15 8 2 17 28 33 37:
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 : 29.4 34.2 45.7 48.5 24.6 26.9 35.6 40.1
Old : 29.4 34.2 45.7 48.5 24.6 26.9 35.6 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 27,913: 4,735 0 40 20,514 26,647 25,289 26,687: 2,624 1,226
Old : 27,913: 4,735 0 40 20,514 26,647 25,289 26,687: 2,624 1,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -423: -707 0 0 36 -387 -671 -387: 248 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 0.0 0.1 73.5 95.5 90.6 95.6: 9.4 4.4
Old : 100.0: 17.0 0.0 0.1 73.5 95.5 90.6 95.6: 9.4 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 : 40: 10 0 1 16 18 26 19:
Old : 40: 10 0 1 16 18 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 72.4 70.6 83.8 54.4 72.4 68.3 82.6
Old : 56.6 72.4 70.6 83.8 54.4 72.4 68.3 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 19,851: 3,928 1,185 82 9,941 17,284 13,951 18,551: 5,900 1,300
Old : 19,851: 3,928 1,185 82 9,941 17,284 13,951 18,551: 5,900 1,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -8: 156 265 42 -31 -336 167 -29: -175 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 6.0 0.4 50.1 87.1 70.3 93.5: 29.7 6.5
Old : 100.0: 19.8 6.0 0.4 50.1 87.1 70.3 93.5: 29.7 6.5
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 : 28: 9 3 1 10 8 19 12:
Old : 28: 9 3 1 10 8 19 12:
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 : 47.1 82.2 56.0 89.8 46.2 82.2 55.1 89.7
Old : 47.1 82.2 56.0 89.8 46.2 82.2 55.1 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, February 2, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 18,556: 4,028 1,651 85 13,096 15,988 17,209 17,724: 1,347 832
Old : 18,556: 4,028 1,651 85 13,096 15,988 17,209 17,724: 1,347 832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 1,180: -95 1,333 64 2,071 -563 2,040 834: -860 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 8.9 0.5 70.6 86.2 92.7 95.5: 7.3 4.5
Old : 100.0: 21.7 8.9 0.5 70.6 86.2 92.7 95.5: 7.3 4.5
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 : 24: 9 6 1 8 2 18 8:
Old : 24: 9 6 1 8 2 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 : 62.7 93.6 76.0 95.5 62.5 93.6 75.7 94.8
Old : 62.7 93.6 76.0 95.5 62.5 93.6 75.7 94.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 5, 2010