MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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 : 41,686: 1,987 5,853 8,264 26,991 18,351 37,242 32,468: 4,444 9,217
Old : 41,686: 1,987 5,853 8,264 26,991 18,351 37,242 32,468: 4,444 9,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -5,076: -1,009 -498 -924 -2,468 -2,857 -4,402 -4,280: -675 -796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 14.0 19.8 64.7 44.0 89.3 77.9: 10.7 22.1
Old : 100.0: 4.8 14.0 19.8 64.7 44.0 89.3 77.9: 10.7 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 13 20 22 37 30 61 61:
Old : 76: 13 20 22 37 30 61 61:
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 : 40.9 29.0 52.9 42.3 40.9 28.1 49.8 40.1
Old : 40.9 29.0 52.9 42.3 40.9 28.1 49.8 40.1
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 9, 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 : 210,416: 47,259 15,861 48,201 89,781 112,239 185,240 176,302: 25,176 34,115
Old : 204,608: 46,000 16,116 47,134 87,847 108,300 180,981 171,550: 23,626 33,058
Other: 5,809: 1,526 13 799 1,934 3,939 4,259 4,751: 1,550 1,057
: : :
: : Changes in Commitments from: February 2, 2010 :
: -1,577: 325 2,220 -906 -1,839 -3,306 -2,420 -1,992: 843 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 7.5 22.9 42.7 53.3 88.0 83.8: 12.0 16.2
Old : 100.0: 22.5 7.9 23.0 42.9 52.9 88.5 83.8: 11.5 16.2
Other: 100.0: 26.3 0.2 13.8 33.3 67.8 73.3 81.8: 26.7 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 73 59 80 52 58 170 166:
Old : 214: 73 59 80 51 58 169 166:
Other: 53: 19 5 18 10 20 36 38:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 33.2 30.5 41.6 18.5 32.4 30.4 38.3
Old : 19.1 33.6 30.3 41.3 19.0 32.3 30.2 38.1
Other: 43.4 41.5 55.0 57.8 41.6 40.8 51.1 55.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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 : 335,063: 117,598 29,852 63,999 127,944 172,950 309,541 266,802: 25,521 68,261
Old : 335,063: 117,598 29,852 63,999 127,944 172,950 309,541 266,802: 25,521 68,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -10,111: -555 -4,025 -6,224 -2,825 -2,254 -9,604 -12,503: -507 2,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 8.9 19.1 38.2 51.6 92.4 79.6: 7.6 20.4
Old : 100.0: 35.1 8.9 19.1 38.2 51.6 92.4 79.6: 7.6 20.4
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 : 414: 128 80 103 97 172 283 310:
Old : 414: 128 80 103 97 172 283 310:
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 15.8 28.6 23.2 18.2 13.4 28.6 19.7
Old : 18.2 15.8 28.6 23.2 18.2 13.4 28.6 19.7
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 9, 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 : 10,805: 3,890 702 1,692 2,748 6,431 8,329 8,824: 2,476 1,981
Old : 10,805: 3,890 702 1,692 2,748 6,431 8,329 8,824: 2,476 1,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -8: -58 -242 31 -68 302 -95 90: 87 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 6.5 15.7 25.4 59.5 77.1 81.7: 22.9 18.3
Old : 100.0: 36.0 6.5 15.7 25.4 59.5 77.1 81.7: 22.9 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 31 11 19 17 27 60 52:
Old : 80: 31 11 19 17 27 60 52:
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 : 29.6 28.8 42.0 43.7 29.6 28.8 41.1 43.7
Old : 29.6 28.8 42.0 43.7 29.6 28.8 41.1 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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 : 33,204: 12,986 3,800 4,886 9,871 10,030 27,743 18,716: 5,461 14,488
Old : 33,204: 12,986 3,800 4,886 9,871 10,030 27,743 18,716: 5,461 14,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -1,720: 288 -205 -1,229 -624 53 -1,565 -1,381: -155 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 11.4 14.7 29.7 30.2 83.6 56.4: 16.4 43.6
Old : 100.0: 39.1 11.4 14.7 29.7 30.2 83.6 56.4: 16.4 43.6
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 : 140: 43 28 32 37 46 99 93:
Old : 140: 43 28 32 37 46 99 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 9.9 33.3 18.0 20.8 9.8 32.7 17.0
Old : 20.9 9.9 33.3 18.0 20.8 9.8 32.7 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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 : 17,289: 2,572 431 30 10,061 16,382 12,663 16,843: 4,626 446
Old : 17,289: 2,572 431 30 10,061 16,382 12,663 16,843: 4,626 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -454: -169 -117 0 -358 -501 -527 -618: 73 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 2.5 0.2 58.2 94.8 73.2 97.4: 26.8 2.6
Old : 100.0: 14.9 2.5 0.2 58.2 94.8 73.2 97.4: 26.8 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 : 20: 6 1 1 8 10 14 12:
Old : 20: 6 1 1 8 10 14 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 : 48.4 84.8 65.5 93.6 40.3 71.2 49.9 76.8
Old : 48.4 84.8 65.5 93.6 40.3 71.2 49.9 76.8
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 9, 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 : 97,508: 25,954 14,652 5,205 27,059 57,417 58,218 77,274: 39,290 20,233
Old : 97,508: 25,954 14,652 5,205 27,059 57,417 58,218 77,274: 39,290 20,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -1,034: 282 6,190 -1,347 1,084 -5,005 19 -162: -1,053 -871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 15.0 5.3 27.8 58.9 59.7 79.2: 40.3 20.8
Old : 100.0: 26.6 15.0 5.3 27.8 58.9 59.7 79.2: 40.3 20.8
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 : 82: 25 21 16 21 28 56 55:
Old : 82: 25 21 16 21 28 56 55:
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 : 21.2 31.2 31.5 45.2 21.1 29.6 30.8 43.0
Old : 21.2 31.2 31.5 45.2 21.1 29.6 30.8 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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 : 45,184: 8,873 15,980 1,806 22,682 10,419 33,361 28,205: 11,822 16,979
Old : 45,184: 8,873 15,980 1,806 22,682 10,419 33,361 28,205: 11,822 16,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 5,724: -1,184 3,863 -38 6,412 -764 5,190 3,061: 533 2,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 35.4 4.0 50.2 23.1 73.8 62.4: 26.2 37.6
Old : 100.0: 19.6 35.4 4.0 50.2 23.1 73.8 62.4: 26.2 37.6
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 : 38: 10 12 5 11 10 23 25:
Old : 38: 10 12 5 11 10 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 29.4 49.8 45.2 34.9 29.4 47.7 45.2
Old : 36.4 29.4 49.8 45.2 34.9 29.4 47.7 45.2
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 9, 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 : 85,921: 42,328 10,054 234 38,120 73,092 80,682 83,380: 5,239 2,541
Old : 85,921: 42,328 10,054 234 38,120 73,092 80,682 83,380: 5,239 2,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -7,264: -10,669 -290 0 4,743 -7,119 -5,926 -7,409: -1,338 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 11.7 0.3 44.4 85.1 93.9 97.0: 6.1 3.0
Old : 100.0: 49.3 11.7 0.3 44.4 85.1 93.9 97.0: 6.1 3.0
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 : 76: 30 16 1 16 19 46 36:
Old : 76: 30 16 1 16 19 46 36:
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 : 54.5 64.9 69.3 80.4 54.5 64.6 69.1 79.5
Old : 54.5 64.9 69.3 80.4 54.5 64.6 69.1 79.5
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 9, 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 : 128,019: 14,711 68,817 5,605 86,944 21,029 107,260 95,451: 20,758 32,567
Old : 128,019: 14,711 68,817 5,605 86,944 21,029 107,260 95,451: 20,758 32,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 22,469: 211 19,425 369 21,206 -741 21,786 19,053: 683 3,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 53.8 4.4 67.9 16.4 83.8 74.6: 16.2 25.4
Old : 100.0: 11.5 53.8 4.4 67.9 16.4 83.8 74.6: 16.2 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 15 40 11 20 18 42 62:
Old : 83: 15 40 11 20 18 42 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 21.6 60.2 35.4 44.3 21.5 58.8 34.8
Old : 45.0 21.6 60.2 35.4 44.3 21.5 58.8 34.8
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 9, 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 : 131,457: 41,175 18,159 6,969 55,707 75,625 103,851 100,753: 27,606 30,704
Old : 131,457: 41,175 18,159 6,969 55,707 75,625 103,851 100,753: 27,606 30,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 1,726: 11,091 -3,551 -2,566 -10,728 7,555 -2,203 1,438: 3,929 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 13.8 5.3 42.4 57.5 79.0 76.6: 21.0 23.4
Old : 100.0: 31.3 13.8 5.3 42.4 57.5 79.0 76.6: 21.0 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 : 86: 31 25 19 18 25 61 57:
Old : 86: 31 25 19 18 25 61 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 : 37.3 43.8 48.9 54.9 31.0 40.4 42.2 47.9
Old : 37.3 43.8 48.9 54.9 31.0 40.4 42.2 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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 : 243,407: 35,198 89,594 34,098 126,035 65,348 195,331 189,039: 48,076 54,367
Old : 243,407: 35,198 89,594 34,098 126,035 65,348 195,331 189,039: 48,076 54,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 4,876: 2,827 18,784 -4,106 9,318 -10,831 8,039 3,846: -3,163 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 36.8 14.0 51.8 26.8 80.2 77.7: 19.8 22.3
Old : 100.0: 14.5 36.8 14.0 51.8 26.8 80.2 77.7: 19.8 22.3
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 : 152: 41 62 43 30 36 96 116:
Old : 152: 41 62 43 30 36 96 116:
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 : 40.9 19.6 47.8 29.4 39.0 17.7 44.8 26.1
Old : 40.9 19.6 47.8 29.4 39.0 17.7 44.8 26.1
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 9, 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 : 20,171: 14,359 9,636 0 3,988 8,734 18,347 18,370: 1,824 1,801
Old : 20,171: 14,359 9,636 0 3,988 8,734 18,347 18,370: 1,824 1,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -1,141: -892 -232 0 329 -1,104 -563 -1,336: -578 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 47.8 0.0 19.8 43.3 91.0 91.1: 9.0 8.9
Old : 100.0: 71.2 47.8 0.0 19.8 43.3 91.0 91.1: 9.0 8.9
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 : 34: 10 11 0 8 9 18 20:
Old : 34: 10 11 0 8 9 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 54.0 81.6 75.2 64.2 53.9 76.5 74.4
Old : 64.5 54.0 81.6 75.2 64.2 53.9 76.5 74.4
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 9, 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 :13,268,439: 1,570,897 384,880 4,548,225 6,228,913 7,318,638 12,348,035 12,251,743: 920,404 1,016,696
Old :13,268,439: 1,570,897 384,880 4,548,225 6,228,913 7,318,638 12,348,035 12,251,743: 920,404 1,016,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 207,421: -36,932 6,494 172,475 63,578 -3,955 199,121 175,013: 8,300 32,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 2.9 34.3 46.9 55.2 93.1 92.3: 6.9 7.7
Old : 100.0: 11.8 2.9 34.3 46.9 55.2 93.1 92.3: 6.9 7.7
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 : 300: 72 75 120 138 141 281 272:
Old : 300: 72 75 120 138 141 281 272:
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 : 20.4 24.3 31.6 36.7 16.9 16.5 22.5 19.7
Old : 20.4 24.3 31.6 36.7 16.9 16.5 22.5 19.7
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 9, 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 : 491,127: 27,068 86,529 39,233 314,092 308,334 380,393 434,096: 110,733 57,030
Old : 491,127: 27,068 86,529 39,233 314,092 308,334 380,393 434,096: 110,733 57,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 44,596: -4,359 22,783 7,614 26,990 11,106 30,245 41,503: 14,351 3,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 17.6 8.0 64.0 62.8 77.5 88.4: 22.5 11.6
Old : 100.0: 5.5 17.6 8.0 64.0 62.8 77.5 88.4: 22.5 11.6
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 : 157: 31 22 32 85 70 130 110:
Old : 157: 31 22 32 85 70 130 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 31.2 26.8 42.6 16.3 31.1 23.5 42.4
Old : 18.5 31.2 26.8 42.6 16.3 31.1 23.5 42.4
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 9, 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 : 3,036,790: 666,046 427,842 95,680 2,008,630 2,128,420 2,770,356 2,651,943: 266,434 384,847
Old : 3,036,790: 666,046 427,842 95,680 2,008,630 2,128,420 2,770,356 2,651,943: 266,434 384,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 158,950: 114,199 -24,330 9,620 49,313 113,567 173,132 98,857: -14,182 60,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 14.1 3.2 66.1 70.1 91.2 87.3: 8.8 12.7
Old : 100.0: 21.9 14.1 3.2 66.1 70.1 91.2 87.3: 8.8 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 464: 99 106 74 177 185 312 330:
Old : 464: 99 106 74 177 185 312 330:
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 : 23.3 18.3 33.2 24.9 23.1 15.3 30.6 21.3
Old : 23.3 18.3 33.2 24.9 23.1 15.3 30.6 21.3
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 9, 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 : 105,046: 8,895 8,688 669 87,900 92,196 97,464 101,553: 7,582 3,493
Old : 105,046: 8,895 8,688 669 87,900 92,196 97,464 101,553: 7,582 3,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 3,232: -1,637 -2 669 4,992 2,529 4,024 3,196: -793 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 8.3 0.6 83.7 87.8 92.8 96.7: 7.2 3.3
Old : 100.0: 8.5 8.3 0.6 83.7 87.8 92.8 96.7: 7.2 3.3
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 : 79: 12 3 1 48 29 60 33:
Old : 79: 12 3 1 48 29 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 : 32.1 59.3 47.9 77.1 25.5 55.7 39.4 68.8
Old : 32.1 59.3 47.9 77.1 25.5 55.7 39.4 68.8
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 9, 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 : 28,370: 1,125 9,690 696 22,818 16,098 24,639 26,484: 3,731 1,886
Old : 28,370: 1,125 9,690 696 22,818 16,098 24,639 26,484: 3,731 1,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 5,533: 0 2,022 70 5,567 3,502 5,637 5,594: -104 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 34.2 2.5 80.4 56.7 86.9 93.4: 13.1 6.6
Old : 100.0: 4.0 34.2 2.5 80.4 56.7 86.9 93.4: 13.1 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 : 26: 3 2 1 13 11 16 14:
Old : 26: 3 2 1 13 11 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 66.5 80.3 83.6 54.1 59.8 65.8 73.2
Old : 66.2 66.5 80.3 83.6 54.1 59.8 65.8 73.2
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 9, 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 : 394,157: 103,151 87,515 13,488 258,578 271,442 375,216 372,445: 18,941 21,713
Old : 394,157: 103,151 87,515 13,488 258,578 271,442 375,216 372,445: 18,941 21,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -23,838: -16,578 -11,051 4,536 517 -14,822 -11,525 -21,338: -12,313 -2,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 22.2 3.4 65.6 68.9 95.2 94.5: 4.8 5.5
Old : 100.0: 26.2 22.2 3.4 65.6 68.9 95.2 94.5: 4.8 5.5
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 : 217: 61 43 20 70 64 140 119:
Old : 217: 61 43 20 70 64 140 119:
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 : 34.1 38.7 48.3 50.4 31.2 38.5 45.3 48.8
Old : 34.1 38.7 48.3 50.4 31.2 38.5 45.3 48.8
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 9, 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 : 106,498: 43,969 16,111 4,908 31,899 65,411 80,776 86,430: 25,722 20,069
Old : 106,498: 43,969 16,111 4,908 31,899 65,411 80,776 86,430: 25,722 20,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 936: -2,426 3,239 251 6,883 -6,346 4,709 -2,855: -3,772 3,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 15.1 4.6 30.0 61.4 75.8 81.2: 24.2 18.8
Old : 100.0: 41.3 15.1 4.6 30.0 61.4 75.8 81.2: 24.2 18.8
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 : 62: 23 19 12 11 14 40 39:
Old : 62: 23 19 12 11 14 40 39:
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 : 40.2 38.5 52.6 57.4 38.1 38.4 47.0 50.2
Old : 40.2 38.5 52.6 57.4 38.1 38.4 47.0 50.2
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 9, 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 : 39,461: 15,731 11,680 0 16,348 13,501 32,079 25,181: 7,382 14,280
Old : 39,461: 15,731 11,680 0 16,348 13,501 32,079 25,181: 7,382 14,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -2,635: 572 -475 0 -1,187 -554 -615 -1,029: -2,020 -1,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 29.6 0.0 41.4 34.2 81.3 63.8: 18.7 36.2
Old : 100.0: 39.9 29.6 0.0 41.4 34.2 81.3 63.8: 18.7 36.2
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 : 55: 16 12 0 17 16 33 28:
Old : 55: 16 12 0 17 16 33 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 27.5 52.2 38.5 39.2 27.0 51.7 37.6
Old : 39.2 27.5 52.2 38.5 39.2 27.0 51.7 37.6
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 9, 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 : 51,361: 15,556 3,569 1,864 21,038 39,339 38,458 44,772: 12,903 6,589
Old : 51,361: 15,556 3,569 1,864 21,038 39,339 38,458 44,772: 12,903 6,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 4,881: -894 -1,782 473 1,705 4,567 1,284 3,258: 3,597 1,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 6.9 3.6 41.0 76.6 74.9 87.2: 25.1 12.8
Old : 100.0: 30.3 6.9 3.6 41.0 76.6 74.9 87.2: 25.1 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 15 6 3 17 27 34 34:
Old : 58: 15 6 3 17 27 34 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 : 27.3 36.6 42.5 51.7 21.4 27.2 32.7 41.0
Old : 27.3 36.6 42.5 51.7 21.4 27.2 32.7 41.0
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 9, 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 : 29,386: 5,418 0 40 20,975 28,086 26,433 28,126: 2,953 1,260
Old : 29,386: 5,418 0 40 20,975 28,086 26,433 28,126: 2,953 1,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 1,473: 683 0 0 461 1,439 1,144 1,439: 329 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 0.0 0.1 71.4 95.6 90.0 95.7: 10.0 4.3
Old : 100.0: 18.4 0.0 0.1 71.4 95.6 90.0 95.7: 10.0 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 0 1 16 15 27 16:
Old : 40: 11 0 1 16 15 27 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 : 54.0 74.2 67.1 86.8 51.7 74.2 64.7 85.8
Old : 54.0 74.2 67.1 86.8 51.7 74.2 64.7 85.8
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 with Delta-adjusted Options and Futures Combined, February 9, 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 : 20,117: 3,925 1,842 87 10,587 16,793 14,599 18,722: 5,518 1,395
Old : 20,117: 3,925 1,842 87 10,587 16,793 14,599 18,722: 5,518 1,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 266: -3 657 5 646 -491 648 171: -382 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 9.2 0.4 52.6 83.5 72.6 93.1: 27.4 6.9
Old : 100.0: 19.5 9.2 0.4 52.6 83.5 72.6 93.1: 27.4 6.9
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 : 30: 9 5 1 11 7 20 13:
Old : 30: 9 5 1 11 7 20 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 : 47.0 79.5 56.3 87.4 45.9 79.5 55.2 87.2
Old : 47.0 79.5 56.3 87.4 45.9 79.5 55.2 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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 : 18,762: 4,208 1,238 223 12,870 16,031 17,301 17,492: 1,461 1,270
Old : 18,762: 4,208 1,238 223 12,870 16,031 17,301 17,492: 1,461 1,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 206: 180 -413 138 -226 43 92 -232: 114 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 6.6 1.2 68.6 85.4 92.2 93.2: 7.8 6.8
Old : 100.0: 22.4 6.6 1.2 68.6 85.4 92.2 93.2: 7.8 6.8
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 : 24: 9 5 3 8 3 18 11:
Old : 24: 9 5 3 8 3 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 90.3 75.6 92.6 63.2 90.3 75.0 91.5
Old : 63.8 90.3 75.6 92.6 63.2 90.3 75.0 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 7, 2010