MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 34,506: 3,644 1,608 5,511 19,370 21,674 28,526 28,793: 5,980 5,713
Old : 34,506: 3,644 1,608 5,511 19,370 21,674 28,526 28,793: 5,980 5,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 2,268: 1,424 441 242 306 1,266 1,972 1,949: 296 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 4.7 16.0 56.1 62.8 82.7 83.4: 17.3 16.6
Old : 100.0: 10.6 4.7 16.0 56.1 62.8 82.7 83.4: 17.3 16.6
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 : 71: 22 6 18 32 31 60 50:
Old : 71: 22 6 18 32 31 60 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 : 30.7 35.1 42.3 48.6 30.5 33.8 39.6 45.8
Old : 30.7 35.1 42.3 48.6 30.5 33.8 39.6 45.8
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, October 12, 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 : 245,553: 65,750 18,013 65,952 89,996 121,780 221,699 205,746: 23,854 39,807
Old : 245,403: 65,791 18,026 65,884 89,974 121,731 221,650 205,642: 23,753 39,761
Other: 150: 27 55 0 22 49 49 104: 101 46
: : :
: : Changes in Commitments from: October 5, 2010 :
: -7,482: -3,510 -529 78 -3,139 -5,925 -6,571 -6,376: -911 -1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 7.3 26.9 36.7 49.6 90.3 83.8: 9.7 16.2
Old : 100.0: 26.8 7.3 26.8 36.7 49.6 90.3 83.8: 9.7 16.2
Other: 100.0: 18.0 36.7 0.0 14.7 32.7 32.7 69.3: 67.3 30.7
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 89 79 109 52 65 208 197:
Old : 256: 89 80 109 52 65 208 197:
Other: 8: 2 1 0 1 4 3 5:
:----------------------------------------------------------------------------------------------------
: 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 23.1 30.0 31.8 19.0 22.0 29.2 29.5
Old : 19.0 23.1 30.0 31.8 19.0 22.0 29.2 29.5
Other: 32.7 68.7 32.7 69.3 32.7 68.7 32.7 69.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 394,863: 140,103 11,193 95,031 131,146 219,517 366,280 325,741: 28,582 69,122
Old : 394,863: 140,103 11,193 95,031 131,146 219,517 366,280 325,741: 28,582 69,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 1,981: -3,100 601 5,567 -2,033 -1,242 433 4,926: 1,547 -2,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 2.8 24.1 33.2 55.6 92.8 82.5: 7.2 17.5
Old : 100.0: 35.5 2.8 24.1 33.2 55.6 92.8 82.5: 7.2 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 164 43 112 104 195 307 324:
Old : 431: 164 43 112 104 195 307 324:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 20.1 26.6 28.5 16.3 18.9 25.6 24.3
Old : 16.6 20.1 26.6 28.5 16.3 18.9 25.6 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 10,389: 3,953 3,248 1,003 3,062 4,237 8,018 8,488: 2,371 1,902
Old : 10,389: 3,953 3,248 1,003 3,062 4,237 8,018 8,488: 2,371 1,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 674: 162 345 -203 337 375 296 517: 378 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 31.3 9.6 29.5 40.8 77.2 81.7: 22.8 18.3
Old : 100.0: 38.1 31.3 9.6 29.5 40.8 77.2 81.7: 22.8 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 : 92: 32 24 15 18 27 61 59:
Old : 92: 32 24 15 18 27 61 59:
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 : 33.2 21.4 45.3 36.5 30.8 21.4 42.6 36.4
Old : 33.2 21.4 45.3 36.5 30.8 21.4 42.6 36.4
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, October 12, 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 : 34,160: 9,483 7,314 7,434 10,883 4,909 27,800 19,657: 6,360 14,503
Old : 34,160: 9,483 7,314 7,434 10,883 4,909 27,800 19,657: 6,360 14,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -489: -1,600 1,868 364 252 -1,162 -984 1,071: 494 -1,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 21.4 21.8 31.9 14.4 81.4 57.5: 18.6 42.5
Old : 100.0: 27.8 21.4 21.8 31.9 14.4 81.4 57.5: 18.6 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 : 129: 29 42 35 41 37 88 97:
Old : 129: 29 42 35 41 37 88 97:
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 : 20.0 15.6 33.8 22.9 20.0 12.1 31.8 16.4
Old : 20.0 15.6 33.8 22.9 20.0 12.1 31.8 16.4
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, October 12, 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 : 39,446: 6,446 16 606 23,923 38,730 30,975 39,352: 8,471 94
Old : 39,446: 6,446 16 606 23,923 38,730 30,975 39,352: 8,471 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 1,918: 1,472 -4 4 -244 1,968 1,232 1,968: 686 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 0.0 1.5 60.6 98.2 78.5 99.8: 21.5 0.2
Old : 100.0: 16.3 0.0 1.5 60.6 98.2 78.5 99.8: 21.5 0.2
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 : 21: 4 1 1 11 13 16 14:
Old : 21: 4 1 1 11 13 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 : 58.5 76.3 71.6 92.9 50.7 64.4 56.1 76.3
Old : 58.5 76.3 71.6 92.9 50.7 64.4 56.1 76.3
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, October 12, 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 : 135,955: 62,513 20,003 5,171 24,851 93,116 92,535 118,290: 43,420 17,664
Old : 135,955: 62,513 20,003 5,171 24,851 93,116 92,535 118,290: 43,420 17,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -2,221: 521 -2,521 -2,028 -1,350 1,907 -2,857 -2,642: 636 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 14.7 3.8 18.3 68.5 68.1 87.0: 31.9 13.0
Old : 100.0: 46.0 14.7 3.8 18.3 68.5 68.1 87.0: 31.9 13.0
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 : 92: 43 12 19 24 29 77 50:
Old : 92: 43 12 19 24 29 77 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 : 24.3 36.5 34.2 58.2 24.1 35.9 33.8 57.4
Old : 24.3 36.5 34.2 58.2 24.1 35.9 33.8 57.4
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, October 12, 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 : 61,990: 31,179 11,896 1,487 8,515 37,658 41,181 51,041: 20,809 10,949
Old : 61,990: 31,179 11,896 1,487 8,515 37,658 41,181 51,041: 20,809 10,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -1,667: 250 1,856 -1,027 -1,024 -2,811 -1,801 -1,982: 134 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 19.2 2.4 13.7 60.7 66.4 82.3: 33.6 17.7
Old : 100.0: 50.3 19.2 2.4 13.7 60.7 66.4 82.3: 33.6 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 23 7 5 13 18 37 29:
Old : 52: 23 7 5 13 18 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 : 28.4 38.8 38.5 57.4 28.4 36.6 38.2 55.0
Old : 28.4 38.8 38.5 57.4 28.4 36.6 38.2 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 141,728: 108,857 22,639 0 26,074 117,689 134,931 140,328: 6,797 1,400
Old : 141,728: 108,857 22,639 0 26,074 117,689 134,931 140,328: 6,797 1,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 2,153: 2,688 2,234 0 -819 219 1,869 2,453: 284 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 16.0 0.0 18.4 83.0 95.2 99.0: 4.8 1.0
Old : 100.0: 76.8 16.0 0.0 18.4 83.0 95.2 99.0: 4.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 58 16 0 15 26 73 42:
Old : 112: 58 16 0 15 26 73 42:
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 : 49.5 55.0 64.3 79.9 49.5 55.0 64.3 79.9
Old : 49.5 55.0 64.3 79.9 49.5 55.0 64.3 79.9
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, October 12, 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 : 100,637: 39,594 31,243 4,125 29,698 43,638 73,417 79,007: 27,220 21,630
Old : 100,637: 39,594 31,243 4,125 29,698 43,638 73,417 79,007: 27,220 21,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 1,957: 2,542 3,093 -1,416 342 -706 1,469 971: 488 986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 31.0 4.1 29.5 43.4 73.0 78.5: 27.0 21.5
Old : 100.0: 39.3 31.0 4.1 29.5 43.4 73.0 78.5: 27.0 21.5
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 : 90: 29 26 18 22 27 61 61:
Old : 90: 29 26 18 22 27 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 : 21.4 25.5 33.7 39.7 21.0 25.5 33.2 39.1
Old : 21.4 25.5 33.7 39.7 21.0 25.5 33.2 39.1
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, October 12, 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 : 161,837: 65,923 19,996 6,626 55,884 101,760 128,433 128,382: 33,404 33,455
Old : 161,837: 65,923 19,996 6,626 55,884 101,760 128,433 128,382: 33,404 33,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 1,300: -925 -52 -1,372 2,776 1,371 480 -52: 820 1,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 12.4 4.1 34.5 62.9 79.4 79.3: 20.6 20.7
Old : 100.0: 40.7 12.4 4.1 34.5 62.9 79.4 79.3: 20.6 20.7
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 : 119: 43 33 20 27 32 80 75:
Old : 119: 43 33 20 27 32 80 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 45.0 39.2 52.1 29.9 42.8 38.9 49.2
Old : 30.2 45.0 39.2 52.1 29.9 42.8 38.9 49.2
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, October 12, 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 : 261,803: 65,885 26,930 45,689 91,830 135,136 203,404 207,755: 58,399 54,048
Old : 261,803: 65,885 26,930 45,689 91,830 135,136 203,404 207,755: 58,399 54,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -33,523: 614 -900 -18,709 -9,892 -5,544 -27,987 -25,153: -5,536 -8,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 10.3 17.5 35.1 51.6 77.7 79.4: 22.3 20.6
Old : 100.0: 25.2 10.3 17.5 35.1 51.6 77.7 79.4: 22.3 20.6
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 : 176: 61 54 55 36 46 125 127:
Old : 176: 61 54 55 36 46 125 127:
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 : 17.6 31.0 27.5 39.5 16.3 29.4 24.2 34.2
Old : 17.6 31.0 27.5 39.5 16.3 29.4 24.2 34.2
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, October 12, 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 : 26,437: 21,276 4,703 0 1,213 20,607 22,489 25,310: 3,948 1,127
Old : 26,437: 21,276 4,703 0 1,213 20,607 22,489 25,310: 3,948 1,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 395: -63 -302 0 332 1,156 269 854: 126 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 17.8 0.0 4.6 77.9 85.1 95.7: 14.9 4.3
Old : 100.0: 80.5 17.8 0.0 4.6 77.9 85.1 95.7: 14.9 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 : 37: 13 7 0 5 13 18 20:
Old : 37: 13 7 0 5 13 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 : 66.4 56.1 77.7 79.2 66.4 56.1 77.7 79.2
Old : 66.4 56.1 77.7 79.2 66.4 56.1 77.7 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 :12,969,803: 1,549,574 288,687 4,778,611 5,630,676 6,922,540 11,958,861 11,989,838: 1,010,942 979,965
Old :12,969,803: 1,549,574 288,687 4,778,611 5,630,676 6,922,540 11,958,861 11,989,838: 1,010,942 979,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 156,885: -45,087 62,482 80,229 104,147 31,235 139,289 173,947: 17,596 -17,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 2.2 36.8 43.4 53.4 92.2 92.4: 7.8 7.6
Old : 100.0: 11.9 2.2 36.8 43.4 53.4 92.2 92.4: 7.8 7.6
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 : 280: 78 50 106 135 141 260 255:
Old : 280: 78 50 106 135 141 260 255:
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 : 20.8 21.7 33.6 34.6 16.9 14.2 21.3 19.6
Old : 20.8 21.7 33.6 34.6 16.9 14.2 21.3 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 981,231: 71,030 80,140 82,859 680,814 701,123 834,703 864,122: 146,528 117,109
Old : 981,231: 71,030 80,140 82,859 680,814 701,123 834,703 864,122: 146,528 117,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 18,946: -3,796 2,245 1,785 21,311 15,812 19,300 19,842: -354 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 8.2 8.4 69.4 71.5 85.1 88.1: 14.9 11.9
Old : 100.0: 7.2 8.2 8.4 69.4 71.5 85.1 88.1: 14.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 561: 114 128 99 229 223 396 397:
Old : 561: 114 128 99 229 223 396 397:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 11.9 24.4 20.6 13.9 9.6 20.4 16.4
Old : 16.1 11.9 24.4 20.6 13.9 9.6 20.4 16.4
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, October 12, 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 : 399,310: 48,385 22,487 32,644 240,378 277,899 321,407 333,031: 77,903 66,279
Old : 399,310: 48,385 22,487 32,644 240,378 277,899 321,407 333,031: 77,903 66,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 7,472: 2,617 465 -165 4,807 8,780 7,258 9,080: 213 -1,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 5.6 8.2 60.2 69.6 80.5 83.4: 19.5 16.6
Old : 100.0: 12.1 5.6 8.2 60.2 69.6 80.5 83.4: 19.5 16.6
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: 26 32 40 73 76 124 123:
Old : 157: 26 32 40 73 76 124 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 19.0 30.4 31.2 21.1 18.3 29.1 29.7
Old : 22.3 19.0 30.4 31.2 21.1 18.3 29.1 29.7
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, October 12, 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 : 2,909,604: 264,934 439,973 99,365 2,202,178 2,116,119 2,566,477 2,655,458: 343,127 254,146
Old : 2,909,604: 264,934 439,973 99,365 2,202,178 2,116,119 2,566,477 2,655,458: 343,127 254,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 57,373: -21,287 19,674 -1,025 82,521 35,159 60,210 53,809: -2,837 3,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 15.1 3.4 75.7 72.7 88.2 91.3: 11.8 8.7
Old : 100.0: 9.1 15.1 3.4 75.7 72.7 88.2 91.3: 11.8 8.7
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 : 495: 100 109 74 200 196 336 343:
Old : 495: 100 109 74 200 196 336 343:
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 : 19.9 14.0 29.9 22.5 17.6 12.3 25.6 19.1
Old : 19.9 14.0 29.9 22.5 17.6 12.3 25.6 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 106,532: 18,181 7,101 141 77,303 95,032 95,625 102,274: 10,907 4,258
Old : 106,532: 18,181 7,101 141 77,303 95,032 95,625 102,274: 10,907 4,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -2,393: -1,776 176 32 -794 -3,103 -2,538 -2,895: 145 503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 6.7 0.1 72.6 89.2 89.8 96.0: 10.2 4.0
Old : 100.0: 17.1 6.7 0.1 72.6 89.2 89.8 96.0: 10.2 4.0
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 : 80: 14 3 2 43 34 58 38:
Old : 80: 14 3 2 43 34 58 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 45.7 54.3 67.2 29.0 42.6 42.7 61.1
Old : 39.4 45.7 54.3 67.2 29.0 42.6 42.7 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 110,505: 28,885 9,574 9,037 62,054 85,332 99,977 103,943: 10,529 6,562
Old : 110,505: 28,885 9,574 9,037 62,054 85,332 99,977 103,943: 10,529 6,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -2,313: -7,221 -903 458 5,521 -1,976 -1,242 -2,421: -1,071 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 8.7 8.2 56.2 77.2 90.5 94.1: 9.5 5.9
Old : 100.0: 26.1 8.7 8.2 56.2 77.2 90.5 94.1: 9.5 5.9
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 : 244: 68 41 22 86 81 166 132:
Old : 244: 68 41 22 86 81 166 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 28.5 34.2 42.2 17.5 21.3 26.5 32.8
Old : 21.5 28.5 34.2 42.2 17.5 21.3 26.5 32.8
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, October 12, 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 : 20,257: 6,974 0 0 10,083 16,737 17,057 16,737: 3,200 3,520
Old : 20,257: 6,974 0 0 10,083 16,737 17,057 16,737: 3,200 3,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 776: -272 0 0 1,023 891 751 891: 25 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 0.0 0.0 49.8 82.6 84.2 82.6: 15.8 17.4
Old : 100.0: 34.4 0.0 0.0 49.8 82.6 84.2 82.6: 15.8 17.4
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 : 24: 3 0 0 7 15 10 15:
Old : 24: 3 0 0 7 15 10 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 48.2 81.6 69.6 69.1 48.2 81.6 69.6
Old : 69.1 48.2 81.6 69.6 69.1 48.2 81.6 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 451,243: 144,426 82,740 10,317 259,855 342,973 414,598 436,030: 36,646 15,213
Old : 451,243: 144,426 82,740 10,317 259,855 342,973 414,598 436,030: 36,646 15,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -15,445: -35,797 -5,570 3,342 22,490 -14,333 -9,965 -16,561: -5,480 1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 18.3 2.3 57.6 76.0 91.9 96.6: 8.1 3.4
Old : 100.0: 32.0 18.3 2.3 57.6 76.0 91.9 96.6: 8.1 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 : 241: 68 41 20 81 75 159 126:
Old : 241: 68 41 20 81 75 159 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 34.9 36.8 48.0 24.7 34.9 35.7 48.0
Old : 25.1 34.9 36.8 48.0 24.7 34.9 35.7 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 148,736: 80,067 12,356 4,269 30,401 115,966 114,737 132,591: 33,999 16,145
Old : 148,736: 80,067 12,356 4,269 30,401 115,966 114,737 132,591: 33,999 16,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -6,440: -846 178 -2,876 -1,589 -2,235 -5,312 -4,933: -1,128 -1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 8.3 2.9 20.4 78.0 77.1 89.1: 22.9 10.9
Old : 100.0: 53.8 8.3 2.9 20.4 78.0 77.1 89.1: 22.9 10.9
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 : 79: 37 13 11 15 23 57 42:
Old : 79: 37 13 11 15 23 57 42:
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 : 33.1 49.5 45.8 64.4 33.1 49.4 45.8 62.3
Old : 33.1 49.5 45.8 64.4 33.1 49.4 45.8 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 34,118: 7,569 6,150 4 16,150 7,139 23,723 13,293: 10,395 20,825
Old : 34,118: 7,569 6,150 4 16,150 7,139 23,723 13,293: 10,395 20,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 1,729: 1,381 2,061 0 -374 486 1,007 2,547: 722 -818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 18.0 0.0 47.3 20.9 69.5 39.0: 30.5 61.0
Old : 100.0: 22.2 18.0 0.0 47.3 20.9 69.5 39.0: 30.5 61.0
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 : 49: 15 10 1 19 10 34 21:
Old : 49: 15 10 1 19 10 34 21:
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 : 32.0 19.2 42.0 27.1 30.2 19.2 39.5 26.7
Old : 32.0 19.2 42.0 27.1 30.2 19.2 39.5 26.7
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, October 12, 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 : 36,800: 6,201 8,738 405 21,604 19,791 28,210 28,934: 8,590 7,866
Old : 36,800: 6,201 8,738 405 21,604 19,791 28,210 28,934: 8,590 7,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -3,995: 455 7 37 -2,635 -906 -2,143 -862: -1,852 -3,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 23.7 1.1 58.7 53.8 76.7 78.6: 23.3 21.4
Old : 100.0: 16.9 23.7 1.1 58.7 53.8 76.7 78.6: 23.3 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 : 46: 9 8 1 17 18 27 26:
Old : 46: 9 8 1 17 18 27 26:
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 : 35.8 44.4 49.0 61.2 34.0 44.4 47.2 61.2
Old : 35.8 44.4 49.0 61.2 34.0 44.4 47.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 31,704: 3,919 1,815 300 23,823 27,329 28,042 29,444: 3,662 2,260
Old : 31,704: 3,919 1,815 300 23,823 27,329 28,042 29,444: 3,662 2,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 1,187: 4 253 0 925 1,038 929 1,291: 258 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 5.7 0.9 75.1 86.2 88.4 92.9: 11.6 7.1
Old : 100.0: 12.4 5.7 0.9 75.1 86.2 88.4 92.9: 11.6 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 4 1 17 26 23 31:
Old : 46: 6 4 1 17 26 23 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 42.2 66.9 62.2 44.9 39.1 58.6 56.0
Old : 51.0 42.2 66.9 62.2 44.9 39.1 58.6 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 12, 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 : 30,773: 7,906 1,485 0 16,409 27,327 24,315 28,812: 6,458 1,961
Old : 30,773: 7,906 1,485 0 16,409 27,327 24,315 28,812: 6,458 1,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 246: 53 204 0 227 136 280 340: -34 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 4.8 0.0 53.3 88.8 79.0 93.6: 21.0 6.4
Old : 100.0: 25.7 4.8 0.0 53.3 88.8 79.0 93.6: 21.0 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 13 2 0 18 15 31 17:
Old : 43: 13 2 0 18 15 31 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 67.8 43.9 84.7 29.2 67.8 42.4 84.7
Old : 30.7 67.8 43.9 84.7 29.2 67.8 42.4 84.7
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, October 12, 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 : 15,742: 4,136 6,283 0 10,027 8,455 14,163 14,738: 1,579 1,004
Old : 15,742: 4,136 6,283 0 10,027 8,455 14,163 14,738: 1,579 1,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 1,743: 691 275 -71 554 1,174 1,174 1,378: 569 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 39.9 0.0 63.7 53.7 90.0 93.6: 10.0 6.4
Old : 100.0: 26.3 39.9 0.0 63.7 53.7 90.0 93.6: 10.0 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 13 4 0 6 4 19 8:
Old : 26: 13 4 0 6 4 19 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 : 61.0 84.2 73.4 93.6 61.0 80.7 72.4 90.1
Old : 61.0 84.2 73.4 93.6 61.0 80.7 72.4 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 15, 2010