MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 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 : 29,021: 5,019 2,657 978 18,815 21,560 24,812 25,195: 4,209 3,826
Old : 29,021: 5,019 2,657 978 18,815 21,560 24,812 25,195: 4,209 3,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 1,434: 631 347 31 1,340 920 2,002 1,298: -568 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 9.2 3.4 64.8 74.3 85.5 86.8: 14.5 13.2
Old : 100.0: 17.3 9.2 3.4 64.8 74.3 85.5 86.8: 14.5 13.2
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 : 71: 16 11 16 31 27 58 44:
Old : 71: 16 11 16 31 27 58 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 : 35.7 41.6 49.9 57.1 35.7 37.9 48.6 53.2
Old : 35.7 41.6 49.9 57.1 35.7 37.9 48.6 53.2
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, November 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 : 204,014: 48,066 30,987 44,640 91,242 95,654 183,948 171,281: 20,066 32,733
Old : 203,361: 48,050 31,267 44,324 91,204 95,211 183,578 170,802: 19,783 32,559
Other: 653: 317 21 15 38 443 370 479: 283 174
: : :
: : Changes in Commitments from: October 26, 2010 :
: 4,771: -3,786 2,637 1,456 4,484 301 2,154 4,394: 2,617 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 15.2 21.9 44.7 46.9 90.2 84.0: 9.8 16.0
Old : 100.0: 23.6 15.4 21.8 44.8 46.8 90.3 84.0: 9.7 16.0
Other: 100.0: 48.5 3.2 2.3 5.8 67.8 56.7 73.4: 43.3 26.6
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 77 84 95 38 55 175 193:
Old : 252: 77 85 94 38 54 174 192:
Other: 21: 8 1 1 2 12 11 13:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 24.8 36.2 33.5 23.1 24.6 35.0 31.2
Old : 23.2 24.9 36.3 33.5 23.2 24.6 35.1 31.2
Other: 44.4 42.6 54.7 65.1 44.4 41.0 48.5 59.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 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 : 316,061: 136,830 45,548 35,226 118,349 175,668 290,405 256,442: 25,656 59,619
Old : 316,061: 136,830 45,548 35,226 118,349 175,668 290,405 256,442: 25,656 59,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 657: -5,931 929 3,264 2,265 -3,961 -402 232: 1,059 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 14.4 11.1 37.4 55.6 91.9 81.1: 8.1 18.9
Old : 100.0: 43.3 14.4 11.1 37.4 55.6 91.9 81.1: 8.1 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 : 417: 138 71 95 75 180 266 302:
Old : 417: 138 71 95 75 180 266 302:
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 : 19.0 17.7 31.1 25.6 19.0 17.4 30.5 24.6
Old : 19.0 17.7 31.1 25.6 19.0 17.4 30.5 24.6
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, November 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 : 9,917: 4,113 1,822 1,428 2,421 5,111 7,962 8,361: 1,955 1,556
Old : 9,917: 4,113 1,822 1,428 2,421 5,111 7,962 8,361: 1,955 1,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 564: 113 -683 596 -161 539 548 452: 16 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 18.4 14.4 24.4 51.5 80.3 84.3: 19.7 15.7
Old : 100.0: 41.5 18.4 14.4 24.4 51.5 80.3 84.3: 19.7 15.7
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 : 90: 32 19 15 16 30 61 54:
Old : 90: 32 19 15 16 30 61 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 : 34.6 29.3 50.0 42.7 34.6 28.2 46.2 39.0
Old : 34.6 29.3 50.0 42.7 34.6 28.2 46.2 39.0
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, November 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 : 25,826: 8,365 7,129 2,540 9,914 4,483 20,819 14,152: 5,007 11,674
Old : 25,826: 8,365 7,129 2,540 9,914 4,483 20,819 14,152: 5,007 11,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -3,575: -1,458 -2,519 -585 -1,635 34 -3,678 -3,070: 103 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 27.6 9.8 38.4 17.4 80.6 54.8: 19.4 45.2
Old : 100.0: 32.4 27.6 9.8 38.4 17.4 80.6 54.8: 19.4 45.2
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 : 124: 29 32 30 33 36 82 82:
Old : 124: 29 32 30 33 36 82 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 19.5 39.9 25.6 25.2 17.1 39.9 22.9
Old : 25.2 19.5 39.9 25.6 25.2 17.1 39.9 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, November 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 : 40,997: 7,167 16 606 24,976 39,960 32,749 40,582: 8,248 415
Old : 40,997: 7,167 16 606 24,976 39,960 32,749 40,582: 8,248 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 1,420: 1,157 0 0 369 1,077 1,526 1,077: -106 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 0.0 1.5 60.9 97.5 79.9 99.0: 20.1 1.0
Old : 100.0: 17.5 0.0 1.5 60.9 97.5 79.9 99.0: 20.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 1 1 12 15 18 16:
Old : 23: 5 1 1 12 15 18 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 : 59.3 75.3 70.0 91.1 47.4 64.8 55.9 75.0
Old : 59.3 75.3 70.0 91.1 47.4 64.8 55.9 75.0
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, November 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 : 104,809: 41,890 18,525 99 21,972 70,265 63,961 88,889: 40,848 15,920
Old : 104,809: 41,890 18,525 99 21,972 70,265 63,961 88,889: 40,848 15,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 2,540: 4,088 598 -1 -1,738 832 2,349 1,429: 191 1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 17.7 0.1 21.0 67.0 61.0 84.8: 39.0 15.2
Old : 100.0: 40.0 17.7 0.1 21.0 67.0 61.0 84.8: 39.0 15.2
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 : 83: 35 10 2 23 23 60 33:
Old : 83: 35 10 2 23 23 60 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 : 22.4 38.6 31.8 57.7 22.4 38.6 31.8 56.1
Old : 22.4 38.6 31.8 57.7 22.4 38.6 31.8 56.1
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, November 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 : 48,129: 23,363 10,898 0 6,266 26,806 29,629 37,704: 18,500 10,425
Old : 48,129: 23,363 10,898 0 6,266 26,806 29,629 37,704: 18,500 10,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -1,939: -1,237 -1,183 -1 -605 -1,616 -1,843 -2,800: -96 861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 22.6 0.0 13.0 55.7 61.6 78.3: 38.4 21.7
Old : 100.0: 48.5 22.6 0.0 13.0 55.7 61.6 78.3: 38.4 21.7
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 : 44: 16 6 0 9 18 25 24:
Old : 44: 16 6 0 9 18 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 43.4 42.5 59.9 29.9 43.4 42.3 59.6
Old : 29.9 43.4 42.5 59.9 29.9 43.4 42.3 59.6
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, November 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 : 135,871: 104,522 22,250 8 24,562 111,922 129,092 134,180: 6,779 1,691
Old : 135,871: 104,522 22,250 8 24,562 111,922 129,092 134,180: 6,779 1,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -1,028: 852 -1,277 7 -808 371 51 -899: -1,079 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 16.4 0.0 18.1 82.4 95.0 98.8: 5.0 1.2
Old : 100.0: 76.9 16.4 0.0 18.1 82.4 95.0 98.8: 5.0 1.2
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 : 112: 61 15 1 18 22 79 38:
Old : 112: 61 15 1 18 22 79 38:
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 : 48.1 57.4 62.5 81.1 48.1 57.4 62.5 81.1
Old : 48.1 57.4 62.5 81.1 48.1 57.4 62.5 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 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 : 91,819: 39,900 24,718 170 26,685 45,700 66,755 70,588: 25,064 21,231
Old : 91,819: 39,900 24,718 170 26,685 45,700 66,755 70,588: 25,064 21,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 5,208: 6,899 -3,194 -204 -1,826 7,558 4,869 4,160: 339 1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 26.9 0.2 29.1 49.8 72.7 76.9: 27.3 23.1
Old : 100.0: 43.5 26.9 0.2 29.1 49.8 72.7 76.9: 27.3 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 : 86: 32 19 7 21 23 55 47:
Old : 86: 32 19 7 21 23 55 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 : 21.5 23.9 34.8 39.3 21.1 23.3 34.5 38.2
Old : 21.5 23.9 34.8 39.3 21.1 23.3 34.5 38.2
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, November 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 : 140,062: 63,061 16,606 796 45,614 95,686 109,471 113,088: 30,591 26,974
Old : 140,062: 63,061 16,606 796 45,614 95,686 109,471 113,088: 30,591 26,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 212: 1,756 -1,570 252 -2,842 4,551 -834 3,233: 1,046 -3,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 11.9 0.6 32.6 68.3 78.2 80.7: 21.8 19.3
Old : 100.0: 45.0 11.9 0.6 32.6 68.3 78.2 80.7: 21.8 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 42 28 8 20 31 65 64:
Old : 113: 42 28 8 20 31 65 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 : 29.5 52.4 40.2 60.4 29.4 51.0 40.0 58.9
Old : 29.5 52.4 40.2 60.4 29.4 51.0 40.0 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 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 : 206,972: 70,185 31,575 3,179 74,771 125,394 148,135 160,148: 58,837 46,824
Old : 206,972: 70,185 31,575 3,179 74,771 125,394 148,135 160,148: 58,837 46,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -2,131: 76 1,971 324 -4,962 -5,555 -4,562 -3,260: 2,431 1,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 15.3 1.5 36.1 60.6 71.6 77.4: 28.4 22.6
Old : 100.0: 33.9 15.3 1.5 36.1 60.6 71.6 77.4: 28.4 22.6
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 : 158: 60 36 14 34 41 98 87:
Old : 158: 60 36 14 34 41 98 87:
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 : 19.0 37.4 28.5 44.2 18.7 37.3 28.1 43.3
Old : 19.0 37.4 28.5 44.2 18.7 37.3 28.1 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, November 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 : 28,353: 23,393 4,245 0 1,356 22,906 24,749 27,151: 3,604 1,202
Old : 28,353: 23,393 4,245 0 1,356 22,906 24,749 27,151: 3,604 1,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 1,599: 1,816 -1,461 0 -217 2,928 1,599 1,467: 0 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 15.0 0.0 4.8 80.8 87.3 95.8: 12.7 4.2
Old : 100.0: 82.5 15.0 0.0 4.8 80.8 87.3 95.8: 12.7 4.2
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 : 35: 13 7 0 4 12 17 19:
Old : 35: 13 7 0 4 12 17 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 : 65.9 55.6 81.4 82.9 65.9 55.6 81.4 82.9
Old : 65.9 55.6 81.4 82.9 65.9 55.6 81.4 82.9
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, November 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 : 8,388,202: 1,627,850 632,229 1,041,327 4,776,668 5,778,472 7,445,845 7,452,028: 942,357 936,174
Old : 8,388,202: 1,627,850 632,229 1,041,327 4,776,668 5,778,472 7,445,845 7,452,028: 942,357 936,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 220,308: 130,507 31,006 -16,339 133,871 216,435 248,039 231,102: -27,731 -10,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 7.5 12.4 56.9 68.9 88.8 88.8: 11.2 11.2
Old : 100.0: 19.4 7.5 12.4 56.9 68.9 88.8 88.8: 11.2 11.2
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 : 254: 59 49 76 125 130 227 220:
Old : 254: 59 49 76 125 130 227 220:
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 28.6 41.7 42.3 28.9 24.2 36.0 34.6
Old : 31.1 28.6 41.7 42.3 28.9 24.2 36.0 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, November 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 : 879,024: 82,688 75,060 45,486 633,249 668,121 761,423 788,668: 117,601 90,356
Old : 879,024: 82,688 75,060 45,486 633,249 668,121 761,423 788,668: 117,601 90,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 9,344: 4,580 1,137 1,771 12,789 18,661 19,140 21,569: -9,796 -12,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.5 5.2 72.0 76.0 86.6 89.7: 13.4 10.3
Old : 100.0: 9.4 8.5 5.2 72.0 76.0 86.6 89.7: 13.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 530: 104 93 45 218 226 340 346:
Old : 530: 104 93 45 218 226 340 346:
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 17.9 27.3 28.4 14.5 14.0 21.7 22.0
Old : 18.2 17.9 27.3 28.4 14.5 14.0 21.7 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 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 : 337,046: 55,738 20,309 584 212,912 269,197 269,234 290,090: 67,812 46,956
Old : 337,046: 55,738 20,309 584 212,912 269,197 269,234 290,090: 67,812 46,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 6,567: 1,900 1,183 101 7,755 15,564 9,756 16,848: -3,189 -10,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 6.0 0.2 63.2 79.9 79.9 86.1: 20.1 13.9
Old : 100.0: 16.5 6.0 0.2 63.2 79.9 79.9 86.1: 20.1 13.9
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 : 134: 14 21 5 57 65 74 88:
Old : 134: 14 21 5 57 65 74 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 31.7 41.8 47.4 29.7 30.3 40.6 46.0
Old : 30.9 31.7 41.8 47.4 29.7 30.3 40.6 46.0
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, November 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 : 2,709,889: 337,198 476,205 22,062 2,101,686 1,994,622 2,460,946 2,492,889: 248,943 217,000
Old : 2,709,889: 337,198 476,205 22,062 2,101,686 1,994,622 2,460,946 2,492,889: 248,943 217,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 13,886: 29,339 15,709 -7,588 25,171 15,483 46,922 23,604: -33,036 -9,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 17.6 0.8 77.6 73.6 90.8 92.0: 9.2 8.0
Old : 100.0: 12.4 17.6 0.8 77.6 73.6 90.8 92.0: 9.2 8.0
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 : 484: 96 88 33 186 196 298 301:
Old : 484: 96 88 33 186 196 298 301:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 18.5 29.4 27.9 16.6 16.4 24.5 24.6
Old : 19.4 18.5 29.4 27.9 16.6 16.4 24.5 24.6
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, November 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 : 105,832: 17,480 7,645 513 76,736 95,283 94,729 103,441: 11,103 2,391
Old : 105,832: 17,480 7,645 513 76,736 95,283 94,729 103,441: 11,103 2,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -2,873: -23 -411 435 -3,404 -2,571 -2,992 -2,547: 119 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 7.2 0.5 72.5 90.0 89.5 97.7: 10.5 2.3
Old : 100.0: 16.5 7.2 0.5 72.5 90.0 89.5 97.7: 10.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 15 5 1 41 37 56 43:
Old : 86: 15 5 1 41 37 56 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 : 40.1 43.7 53.9 65.6 29.9 40.8 43.4 60.8
Old : 40.1 43.7 53.9 65.6 29.9 40.8 43.4 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, November 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 : 113,462: 30,794 10,537 8,334 62,518 87,120 101,646 105,991: 11,816 7,471
Old : 113,462: 30,794 10,537 8,334 62,518 87,120 101,646 105,991: 11,816 7,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -2,152: -270 1,605 218 -2,002 -3,497 -2,054 -1,673: -98 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 9.3 7.3 55.1 76.8 89.6 93.4: 10.4 6.6
Old : 100.0: 27.1 9.3 7.3 55.1 76.8 89.6 93.4: 10.4 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 74 41 13 74 80 152 130:
Old : 245: 74 41 13 74 80 152 130:
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 : 20.7 30.0 33.7 44.5 13.5 21.1 21.9 32.6
Old : 20.7 30.0 33.7 44.5 13.5 21.1 21.9 32.6
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, November 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 : 24,873: 7,709 205 0 13,499 20,385 21,208 20,590: 3,665 4,283
Old : 24,873: 7,709 205 0 13,499 20,385 21,208 20,590: 3,665 4,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 38: 0 205 0 121 119 121 324: -83 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 0.8 0.0 54.3 82.0 85.3 82.8: 14.7 17.2
Old : 100.0: 31.0 0.8 0.0 54.3 82.0 85.3 82.8: 14.7 17.2
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 : 24: 3 1 0 7 14 10 15:
Old : 24: 3 1 0 7 14 10 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 : 66.1 47.6 83.2 70.9 66.1 47.6 83.2 70.9
Old : 66.1 47.6 83.2 70.9 66.1 47.6 83.2 70.9
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, November 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 : 442,944: 154,128 90,363 2,967 245,096 333,675 402,191 427,005: 40,753 15,939
Old : 442,944: 154,128 90,363 2,967 245,096 333,675 402,191 427,005: 40,753 15,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -10,952: -1,186 7,167 924 -10,615 -18,078 -10,877 -9,987: -75 -965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 20.4 0.7 55.3 75.3 90.8 96.4: 9.2 3.6
Old : 100.0: 34.8 20.4 0.7 55.3 75.3 90.8 96.4: 9.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 73 42 9 70 74 145 123:
Old : 243: 73 42 9 70 74 145 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 37.7 35.9 50.0 23.0 37.7 33.8 49.9
Old : 23.7 37.7 35.9 50.0 23.0 37.7 33.8 49.9
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, November 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 : 125,968: 66,821 15,641 161 26,980 93,698 93,962 109,500: 32,006 16,468
Old : 125,968: 66,821 15,641 161 26,980 93,698 93,962 109,500: 32,006 16,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -2,502: -612 3,323 11 -692 -6,719 -1,293 -3,385: -1,209 883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 12.4 0.1 21.4 74.4 74.6 86.9: 25.4 13.1
Old : 100.0: 53.0 12.4 0.1 21.4 74.4 74.6 86.9: 25.4 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 30 15 2 10 21 41 37:
Old : 73: 30 15 2 10 21 41 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 : 36.8 51.0 49.2 66.5 36.8 50.9 49.0 66.3
Old : 36.8 51.0 49.2 66.5 36.8 50.9 49.0 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, November 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 : 33,779: 6,773 7,129 4 17,815 8,488 24,592 15,621: 9,187 18,158
Old : 33,779: 6,773 7,129 4 17,815 8,488 24,592 15,621: 9,187 18,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -632: -342 244 0 190 142 -152 386: -480 -1,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 21.1 0.0 52.7 25.1 72.8 46.2: 27.2 53.8
Old : 100.0: 20.1 21.1 0.0 52.7 25.1 72.8 46.2: 27.2 53.8
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 : 51: 11 9 1 25 14 36 24:
Old : 51: 11 9 1 25 14 36 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 24.2 38.8 31.6 25.3 24.2 35.8 31.2
Old : 27.2 24.2 38.8 31.6 25.3 24.2 35.8 31.2
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, November 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 : 46,805: 7,119 12,126 157 30,484 22,661 37,760 34,944: 9,045 11,861
Old : 46,805: 7,119 12,126 157 30,484 22,661 37,760 34,944: 9,045 11,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 2,834: -511 560 -539 3,938 389 2,888 410: -54 2,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 25.9 0.3 65.1 48.4 80.7 74.7: 19.3 25.3
Old : 100.0: 15.2 25.9 0.3 65.1 48.4 80.7 74.7: 19.3 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 12 10 2 19 20 33 30:
Old : 55: 12 10 2 19 20 33 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 : 38.4 38.5 53.8 52.2 37.1 38.5 52.2 52.2
Old : 38.4 38.5 53.8 52.2 37.1 38.5 52.2 52.2
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, November 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 : 30,083: 4,343 1,091 300 21,805 26,589 26,448 27,980: 3,635 2,103
Old : 30,083: 4,343 1,091 300 21,805 26,589 26,448 27,980: 3,635 2,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -1,520: -520 -465 0 -1,230 -1,035 -1,750 -1,500: 230 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 3.6 1.0 72.5 88.4 87.9 93.0: 12.1 7.0
Old : 100.0: 14.4 3.6 1.0 72.5 88.4 87.9 93.0: 12.1 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 : 44: 7 2 1 17 25 24 28:
Old : 44: 7 2 1 17 25 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 39.5 66.5 64.8 45.2 39.5 57.3 59.8
Old : 50.4 39.5 66.5 64.8 45.2 39.5 57.3 59.8
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, November 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 : 34,603: 7,232 1,281 0 19,744 31,116 26,976 32,397: 7,627 2,206
Old : 34,603: 7,232 1,281 0 19,744 31,116 26,976 32,397: 7,627 2,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 342: 730 0 0 -493 319 237 319: 105 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 3.7 0.0 57.1 89.9 78.0 93.6: 22.0 6.4
Old : 100.0: 20.9 3.7 0.0 57.1 89.9 78.0 93.6: 22.0 6.4
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 : 43: 13 1 0 18 16 31 17:
Old : 43: 13 1 0 18 16 31 17:
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 : 28.7 65.8 43.2 83.2 27.3 65.8 41.7 83.2
Old : 28.7 65.8 43.2 83.2 27.3 65.8 41.7 83.2
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 - Futures Only, November 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 : 14,878: 4,012 4,710 0 9,510 9,491 13,522 14,201: 1,356 677
Old : 14,878: 4,012 4,710 0 9,510 9,491 13,522 14,201: 1,356 677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -269: -439 -268 0 92 54 -347 -214: 78 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 31.7 0.0 63.9 63.8 90.9 95.4: 9.1 4.6
Old : 100.0: 27.0 31.7 0.0 63.9 63.8 90.9 95.4: 9.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 12 4 0 5 3 17 7:
Old : 24: 12 4 0 5 3 17 7:
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 : 64.3 92.9 76.9 95.4 64.3 92.9 76.9 95.4
Old : 64.3 92.9 76.9 95.4 64.3 92.9 76.9 95.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 5, 2010