MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 46,762: 2,996 6,351 9,189 29,459 21,208 41,644 36,748: 5,118 10,014
Old : 46,762: 2,996 6,351 9,189 29,459 21,208 41,644 36,748: 5,118 10,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 5,638: 305 630 1,676 3,978 1,655 5,959 3,961: -322 1,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 13.6 19.6 63.0 45.4 89.1 78.6: 10.9 21.4
Old : 100.0: 6.4 13.6 19.6 63.0 45.4 89.1 78.6: 10.9 21.4
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: 19 18 27 36 30 65 65:
Old : 80: 19 18 27 36 30 65 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 29.8 52.1 42.3 39.6 28.9 47.8 40.7
Old : 39.6 29.8 52.1 42.3 39.6 28.9 47.8 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 211,994: 46,934 13,642 49,107 91,620 115,545 187,661 178,294: 24,333 33,700
Old : 207,521: 46,001 13,814 48,269 89,835 112,227 184,104 174,309: 23,417 33,212
Other: 4,472: 1,121 17 650 1,785 3,318 3,556 3,985: 916 487
: : :
: : Changes in Commitments from: January 26, 2010 :
: -12,261: -8,266 897 -3,549 512 -8,648 -11,302 -11,300: -959 -961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 6.4 23.2 43.2 54.5 88.5 84.1: 11.5 15.9
Old : 100.0: 22.2 6.7 23.3 43.3 54.1 88.7 84.0: 11.3 16.0
Other: 100.0: 25.1 0.4 14.5 39.9 74.2 79.5 89.1: 20.5 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 77 47 80 52 60 169 162:
Old : 207: 75 48 80 51 60 167 162:
Other: 47: 16 7 13 9 17 32 30:
:----------------------------------------------------------------------------------------------------
: 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 33.5 30.8 42.4 18.8 32.5 30.5 38.8
Old : 19.3 34.0 30.7 42.2 19.2 32.4 30.2 38.6
Other: 45.3 47.8 57.8 65.9 44.6 47.6 55.2 63.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 345,174: 118,154 33,877 70,223 130,769 175,205 319,145 279,305: 26,028 65,869
Old : 345,174: 118,154 33,877 70,223 130,769 175,205 319,145 279,305: 26,028 65,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -491: -926 3,294 730 -412 -3,815 -608 209: 117 -701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 9.8 20.3 37.9 50.8 92.5 80.9: 7.5 19.1
Old : 100.0: 34.2 9.8 20.3 37.9 50.8 92.5 80.9: 7.5 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 121 89 113 102 180 283 337:
Old : 420: 121 89 113 102 180 283 337:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 15.1 27.3 22.1 17.0 12.5 26.9 18.8
Old : 17.1 15.1 27.3 22.1 17.0 12.5 26.9 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 10,814: 3,949 944 1,660 2,815 6,129 8,424 8,733: 2,389 2,080
Old : 10,814: 3,949 944 1,660 2,815 6,129 8,424 8,733: 2,389 2,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -57: -119 -203 -210 -140 -106 -469 -519: 412 462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 8.7 15.4 26.0 56.7 77.9 80.8: 22.1 19.2
Old : 100.0: 36.5 8.7 15.4 26.0 56.7 77.9 80.8: 22.1 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 32 16 15 17 31 58 57:
Old : 85: 32 16 15 17 31 58 57:
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 25.8 45.2 41.3 29.8 25.6 42.3 39.9
Old : 29.9 25.8 45.2 41.3 29.8 25.6 42.3 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 34,924: 12,698 4,005 6,115 10,495 9,977 29,308 20,097: 5,616 14,828
Old : 34,924: 12,698 4,005 6,115 10,495 9,977 29,308 20,097: 5,616 14,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -2,860: -634 -1,054 -1,445 -812 -801 -2,891 -3,300: 30 439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 11.5 17.5 30.1 28.6 83.9 57.5: 16.1 42.5
Old : 100.0: 36.4 11.5 17.5 30.1 28.6 83.9 57.5: 16.1 42.5
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 : 134: 42 24 34 34 48 95 95:
Old : 134: 42 24 34 34 48 95 95:
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 : 22.1 10.2 34.8 18.0 22.1 10.2 33.6 17.4
Old : 22.1 10.2 34.8 18.0 22.1 10.2 33.6 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 with Delta-adjusted Options and Futures Combined, 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 : 98,541: 25,672 8,463 6,552 25,975 62,422 58,198 77,437: 40,343 21,105
Old : 98,541: 25,672 8,463 6,552 25,975 62,422 58,198 77,437: 40,343 21,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -8,183: -10,492 50 412 3,942 -11,235 -6,137 -10,773: -2,045 2,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 8.6 6.6 26.4 63.3 59.1 78.6: 40.9 21.4
Old : 100.0: 26.1 8.6 6.6 26.4 63.3 59.1 78.6: 40.9 21.4
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 : 81: 28 17 13 23 27 58 50:
Old : 81: 28 17 13 23 27 58 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 32.7 28.7 47.3 18.9 30.0 27.0 43.4
Old : 18.9 32.7 28.7 47.3 18.9 30.0 27.0 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 39,460: 10,057 12,117 1,845 16,269 11,183 28,171 25,144: 11,289 14,316
Old : 39,460: 10,057 12,117 1,845 16,269 11,183 28,171 25,144: 11,289 14,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 2,548: -2,107 5,401 220 5,136 -4,218 3,248 1,403: -700 1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 30.7 4.7 41.2 28.3 71.4 63.7: 28.6 36.3
Old : 100.0: 25.5 30.7 4.7 41.2 28.3 71.4 63.7: 28.6 36.3
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 : 37: 13 11 5 9 8 23 23:
Old : 37: 13 11 5 9 8 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 31.5 48.2 43.2 31.8 31.5 45.8 43.2
Old : 33.7 31.5 48.2 43.2 31.8 31.5 45.8 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 93,185: 52,997 10,344 234 33,377 80,211 86,608 90,789: 6,577 2,396
Old : 93,185: 52,997 10,344 234 33,377 80,211 86,608 90,789: 6,577 2,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -4,226: -14,136 1,361 5 9,592 -5,945 -4,539 -4,579: 313 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 11.1 0.3 35.8 86.1 92.9 97.4: 7.1 2.6
Old : 100.0: 56.9 11.1 0.3 35.8 86.1 92.9 97.4: 7.1 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 with Delta-adjusted Options and Futures Combined, 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 : 105,549: 14,499 49,392 5,237 65,739 21,770 85,474 76,399: 20,075 29,151
Old : 105,549: 14,499 49,392 5,237 65,739 21,770 85,474 76,399: 20,075 29,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 12,135: -530 7,018 1,490 9,740 -1,111 10,700 7,397: 1,435 4,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 46.8 5.0 62.3 20.6 81.0 72.4: 19.0 27.6
Old : 100.0: 13.7 46.8 5.0 62.3 20.6 81.0 72.4: 19.0 27.6
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 : 77: 16 33 11 21 17 44 54:
Old : 77: 16 33 11 21 17 44 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 : 39.7 25.1 54.7 35.9 39.2 25.0 52.7 35.8
Old : 39.7 25.1 54.7 35.9 39.2 25.0 52.7 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 129,731: 30,084 21,710 9,535 66,435 68,070 106,054 99,315: 23,677 30,416
Old : 129,731: 30,084 21,710 9,535 66,435 68,070 106,054 99,315: 23,677 30,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -3,292: 1,777 -9,400 -105 -3,915 6,435 -2,243 -3,070: -1,049 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 16.7 7.4 51.2 52.5 81.7 76.6: 18.3 23.4
Old : 100.0: 23.2 16.7 7.4 51.2 52.5 81.7 76.6: 18.3 23.4
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 : 93: 28 36 28 17 24 64 69:
Old : 93: 28 36 28 17 24 64 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 38.9 53.8 49.1 36.5 36.4 47.7 42.6
Old : 42.2 38.9 53.8 49.1 36.5 36.4 47.7 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 238,531: 32,371 70,810 38,204 116,717 76,179 187,292 185,193: 51,239 53,338
Old : 238,531: 32,371 70,810 38,204 116,717 76,179 187,292 185,193: 51,239 53,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 12,046: -30 2,011 7,109 3,166 471 10,245 9,592: 1,801 2,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 29.7 16.0 48.9 31.9 78.5 77.6: 21.5 22.4
Old : 100.0: 13.6 29.7 16.0 48.9 31.9 78.5 77.6: 21.5 22.4
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 : 158: 40 66 48 33 38 105 120:
Old : 158: 40 66 48 33 38 105 120:
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 : 37.5 20.0 45.4 29.6 35.6 18.6 41.2 26.6
Old : 37.5 20.0 45.4 29.6 35.6 18.6 41.2 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 with Delta-adjusted Options and Futures Combined, 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 :13,061,018: 1,607,828 378,387 4,375,751 6,165,335 7,322,593 12,148,914 12,076,730: 912,104 984,288
Old :13,061,018: 1,607,828 378,387 4,375,751 6,165,335 7,322,593 12,148,914 12,076,730: 912,104 984,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 324,440: 26,264 74,967 140,468 159,335 122,642 326,066 338,077: -1,626 -13,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 2.9 33.5 47.2 56.1 93.0 92.5: 7.0 7.5
Old : 100.0: 12.3 2.9 33.5 47.2 56.1 93.0 92.5: 7.0 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 : 293: 70 72 118 136 138 275 267:
Old : 293: 70 72 118 136 138 275 267:
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 : 20.6 24.3 31.6 36.4 16.6 16.3 22.3 19.3
Old : 20.6 24.3 31.6 36.4 16.6 16.3 22.3 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 446,531: 31,427 63,746 31,620 287,102 297,227 350,148 392,593: 96,382 53,937
Old : 446,531: 31,427 63,746 31,620 287,102 297,227 350,148 392,593: 96,382 53,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 6,476: 2,984 15,559 -168 7,321 -11,158 10,137 4,233: -3,660 2,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 14.3 7.1 64.3 66.6 78.4 87.9: 21.6 12.1
Old : 100.0: 7.0 14.3 7.1 64.3 66.6 78.4 87.9: 21.6 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 30 23 28 87 70 131 107:
Old : 160: 30 23 28 87 70 131 107:
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 : 19.2 29.1 27.0 41.9 16.9 29.0 23.8 41.5
Old : 19.2 29.1 27.0 41.9 16.9 29.0 23.8 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 2,877,841: 551,847 452,172 86,060 1,959,317 2,014,854 2,597,224 2,553,086: 280,617 324,755
Old : 2,877,841: 551,847 452,172 86,060 1,959,317 2,014,854 2,597,224 2,553,086: 280,617 324,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 76,709: 47,916 49,983 -4,259 -17,166 -8,939 26,491 36,784: 50,219 39,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 15.7 3.0 68.1 70.0 90.2 88.7: 9.8 11.3
Old : 100.0: 19.2 15.7 3.0 68.1 70.0 90.2 88.7: 9.8 11.3
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 : 454: 96 106 76 170 173 309 313:
Old : 454: 96 106 76 170 173 309 313:
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 18.8 31.0 25.8 20.4 15.9 28.2 22.4
Old : 20.7 18.8 31.0 25.8 20.4 15.9 28.2 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 101,814: 10,532 8,690 0 82,908 89,666 93,440 98,356: 8,374 3,458
Old : 101,814: 10,532 8,690 0 82,908 89,666 93,440 98,356: 8,374 3,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 240: -819 -162 0 2,619 -271 1,800 -433: -1,560 674
: : :
: : 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 31 59 34:
Old : 80: 13 3 0 46 31 59 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 59.1 46.7 76.7 24.0 55.4 36.8 68.2
Old : 31.0 59.1 46.7 76.7 24.0 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 with Delta-adjusted Options and Futures Combined, 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 : 22,836: 1,125 7,668 626 17,251 12,596 19,002 20,890: 3,834 1,947
Old : 22,836: 1,125 7,668 626 17,251 12,596 19,002 20,890: 3,834 1,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 7,335: -134 7,007 -0 7,657 971 7,523 7,978: -188 -642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 33.6 2.7 75.5 55.2 83.2 91.5: 16.8 8.5
Old : 100.0: 4.9 33.6 2.7 75.5 55.2 83.2 91.5: 16.8 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 : 66.2 66.4 77.0 81.4 51.0 56.0 59.2 68.3
Old : 66.2 66.4 77.0 81.4 51.0 56.0 59.2 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 with Delta-adjusted Options and Futures Combined, 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 : 417,995: 119,729 98,566 8,953 258,060 286,264 386,741 393,782: 31,253 24,212
Old : 417,995: 119,729 98,566 8,953 258,060 286,264 386,741 393,782: 31,253 24,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 49,826: 4,677 14,453 -1,018 40,066 28,732 43,724 42,166: 6,102 7,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 23.6 2.1 61.7 68.5 92.5 94.2: 7.5 5.8
Old : 100.0: 28.6 23.6 2.1 61.7 68.5 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 : 226: 67 41 20 74 65 152 116:
Old : 226: 67 41 20 74 65 152 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 41.1 43.6 54.6 29.3 41.0 40.4 52.9
Old : 32.4 41.1 43.6 54.6 29.3 41.0 40.4 52.9
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 with Delta-adjusted Options and Futures Combined, 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 : 105,562: 46,395 12,871 4,657 25,016 71,757 76,067 89,284: 29,495 16,278
Old : 105,562: 46,395 12,871 4,657 25,016 71,757 76,067 89,284: 29,495 16,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: -12,504: -14,617 -2,588 723 303 -13,692 -13,591 -15,557: 1,087 3,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 12.2 4.4 23.7 68.0 72.1 84.6: 27.9 15.4
Old : 100.0: 43.9 12.2 4.4 23.7 68.0 72.1 84.6: 27.9 15.4
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 : 58: 23 15 10 12 15 41 34:
Old : 58: 23 15 10 12 15 41 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 44.8 48.9 65.1 38.5 44.6 48.0 62.0
Old : 38.5 44.8 48.9 65.1 38.5 44.6 48.0 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 42,096: 15,159 12,155 0 17,535 14,055 32,694 26,210: 9,402 15,886
Old : 42,096: 15,159 12,155 0 17,535 14,055 32,694 26,210: 9,402 15,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 342: -217 -1,068 0 -3,237 -1,240 -3,454 -2,308: 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 : 60: 19 13 0 18 16 37 29:
Old : 60: 19 13 0 18 16 37 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 : 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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