MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 3, 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 : 25,133: 1,182 4,553 362 19,328 15,836 20,872 20,751: 4,261 4,382
Old : 25,133: 1,182 4,553 362 19,328 15,836 20,872 20,751: 4,261 4,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -3,812: 57 -2,213 -180 -3,553 -922 -3,676 -3,315: -136 -497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 18.1 1.4 76.9 63.0 83.0 82.6: 17.0 17.4
Old : 100.0: 4.7 18.1 1.4 76.9 63.0 83.0 82.6: 17.0 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 : 60: 5 13 7 28 25 40 39:
Old : 60: 5 13 7 28 25 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 : 47.6 42.5 61.7 55.3 47.6 38.6 60.8 51.4
Old : 47.6 42.5 61.7 55.3 47.6 38.6 60.8 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, August 3, 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 : 221,588: 62,316 37,348 44,603 91,870 104,864 198,789 186,815: 22,799 34,773
Old : 115,697: 45,177 44,522 6,243 53,607 47,871 105,027 98,636: 10,670 17,061
Other: 105,891: 36,904 12,591 18,595 38,263 56,993 93,762 88,179: 12,129 17,712
: : :
: : Changes in Commitments from: July 27, 2010 :
: 19,504: 10,209 3,726 3,371 2,811 9,126 16,391 16,223: 3,113 3,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 16.9 20.1 41.5 47.3 89.7 84.3: 10.3 15.7
Old : 100.0: 39.0 38.5 5.4 46.3 41.4 90.8 85.3: 9.2 14.7
Other: 100.0: 34.9 11.9 17.6 36.1 53.8 88.5 83.3: 11.5 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 95 76 91 41 59 203 181:
Old : 241: 84 86 36 28 51 134 155:
Other: 195: 71 42 49 37 54 138 126:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 24.5 32.7 33.1 21.3 23.7 32.5 29.9
Old : 26.9 26.4 39.9 36.3 26.8 26.4 39.7 35.8
Other: 26.5 25.5 40.2 36.3 26.1 24.3 36.9 32.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 3, 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 : 332,396: 129,288 54,094 48,086 128,019 170,510 305,393 272,690: 27,003 59,706
Old : 332,396: 129,288 54,094 48,086 128,019 170,510 305,393 272,690: 27,003 59,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 2,486: 1,831 -5,484 4,001 -621 5,768 5,211 4,285: -2,725 -1,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 16.3 14.5 38.5 51.3 91.9 82.0: 8.1 18.0
Old : 100.0: 38.9 16.3 14.5 38.5 51.3 91.9 82.0: 8.1 18.0
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 : 409: 139 70 84 73 170 268 285:
Old : 409: 139 70 84 73 170 268 285:
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 : 18.4 17.6 29.6 25.8 18.1 15.8 29.2 22.7
Old : 18.4 17.6 29.6 25.8 18.1 15.8 29.2 22.7
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 - Futures Only, August 3, 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 : 10,015: 3,728 3,993 1,474 2,757 2,830 7,959 8,297: 2,056 1,718
Old : 10,015: 3,728 3,993 1,474 2,757 2,830 7,959 8,297: 2,056 1,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 1,326: 242 372 670 184 266 1,096 1,308: 230 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 39.9 14.7 27.5 28.3 79.5 82.8: 20.5 17.2
Old : 100.0: 37.2 39.9 14.7 27.5 28.3 79.5 82.8: 20.5 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 19 30 18 19 19 54 58:
Old : 84: 19 30 18 19 19 54 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 23.7 48.9 38.2 33.7 23.7 47.2 35.9
Old : 33.7 23.7 48.9 38.2 33.7 23.7 47.2 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, August 3, 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 : 37,585: 14,632 7,034 3,549 11,784 8,020 29,965 18,603: 7,620 18,982
Old : 37,585: 14,632 7,034 3,549 11,784 8,020 29,965 18,603: 7,620 18,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 328: -1,075 -246 653 547 -373 125 34: 203 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 18.7 9.4 31.4 21.3 79.7 49.5: 20.3 50.5
Old : 100.0: 38.9 18.7 9.4 31.4 21.3 79.7 49.5: 20.3 50.5
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 : 152: 44 24 34 35 53 99 101:
Old : 152: 44 24 34 35 53 99 101:
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 : 17.2 12.2 28.0 19.0 17.2 11.6 27.9 18.1
Old : 17.2 12.2 28.0 19.0 17.2 11.6 27.9 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, August 3, 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 : 33,266: 8,292 120 602 19,069 32,456 27,963 33,178: 5,303 88
Old : 33,266: 8,292 120 602 19,069 32,456 27,963 33,178: 5,303 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 1,156: 786 0 0 342 1,167 1,128 1,167: 28 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 0.4 1.8 57.3 97.6 84.1 99.7: 15.9 0.3
Old : 100.0: 24.9 0.4 1.8 57.3 97.6 84.1 99.7: 15.9 0.3
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 : 22: 5 2 1 11 11 17 13:
Old : 22: 5 2 1 11 11 17 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 : 56.6 78.0 76.2 94.6 40.4 61.5 47.2 65.4
Old : 56.6 78.0 76.2 94.6 40.4 61.5 47.2 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, August 3, 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 : 99,262: 40,335 6,153 135 18,145 77,619 58,615 83,907: 40,647 15,355
Old : 99,262: 40,335 6,153 135 18,145 77,619 58,615 83,907: 40,647 15,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 14,141: 13,290 2,976 -88 -2,542 12,096 10,660 14,984: 3,481 -843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 6.2 0.1 18.3 78.2 59.1 84.5: 40.9 15.5
Old : 100.0: 40.6 6.2 0.1 18.3 78.2 59.1 84.5: 40.9 15.5
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 : 70: 26 12 4 20 20 50 32:
Old : 70: 26 12 4 20 20 50 32:
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 : 21.1 49.5 31.7 67.5 21.1 49.5 31.4 67.5
Old : 21.1 49.5 31.7 67.5 21.1 49.5 31.4 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, August 3, 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 : 57,976: 20,302 4,079 8 22,236 45,511 42,546 49,598: 15,430 8,378
Old : 57,976: 20,302 4,079 8 22,236 45,511 42,546 49,598: 15,430 8,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 2,254: 5,019 -4,988 6 -2,359 7,526 2,666 2,544: -412 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 7.0 0.0 38.4 78.5 73.4 85.5: 26.6 14.5
Old : 100.0: 35.0 7.0 0.0 38.4 78.5 73.4 85.5: 26.6 14.5
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 : 41: 16 5 2 11 14 27 21:
Old : 41: 16 5 2 11 14 27 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 : 33.6 67.8 48.4 77.6 33.5 67.8 47.8 76.5
Old : 33.6 67.8 48.4 77.6 33.5 67.8 47.8 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, August 3, 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 : 92,249: 62,503 7,362 128 23,853 83,655 86,484 91,145: 5,765 1,104
Old : 92,249: 62,503 7,362 128 23,853 83,655 86,484 91,145: 5,765 1,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 12,040: 10,719 896 128 1,398 11,688 12,245 12,712: -205 -672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 8.0 0.1 25.9 90.7 93.8 98.8: 6.2 1.2
Old : 100.0: 67.8 8.0 0.1 25.9 90.7 93.8 98.8: 6.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 43 21 1 17 21 61 43:
Old : 99: 43 21 1 17 21 61 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 65.0 68.6 80.3 50.2 65.0 68.6 79.9
Old : 50.2 65.0 68.6 80.3 50.2 65.0 68.6 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 - Futures Only, August 3, 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 : 135,454: 31,058 31,308 533 82,832 78,143 114,423 109,984: 21,031 25,470
Old : 135,454: 31,058 31,308 533 82,832 78,143 114,423 109,984: 21,031 25,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 12,884: 13,951 -3,739 37 -5,844 17,558 8,144 13,856: 4,740 -972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 23.1 0.4 61.2 57.7 84.5 81.2: 15.5 18.8
Old : 100.0: 22.9 23.1 0.4 61.2 57.7 84.5 81.2: 15.5 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 : 87: 24 26 7 18 24 45 54:
Old : 87: 24 26 7 18 24 45 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 43.3 58.3 54.0 43.1 43.3 57.5 54.0
Old : 43.4 43.3 58.3 54.0 43.1 43.3 57.5 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, August 3, 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 : 133,870: 61,723 13,725 62 42,108 92,011 103,893 105,798: 29,977 28,072
Old : 133,870: 61,723 13,725 62 42,108 92,011 103,893 105,798: 29,977 28,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 9,275: 13,235 -4,842 -31 -5,888 13,416 7,316 8,543: 1,959 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 10.3 0.0 31.5 68.7 77.6 79.0: 22.4 21.0
Old : 100.0: 46.1 10.3 0.0 31.5 68.7 77.6 79.0: 22.4 21.0
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 : 100: 34 21 4 24 28 60 51:
Old : 100: 34 21 4 24 28 60 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 47.6 42.5 58.9 31.3 46.5 42.0 57.5
Old : 31.3 47.6 42.5 58.9 31.3 46.5 42.0 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, August 3, 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 : 236,101: 60,410 67,707 2,116 127,496 116,469 190,022 186,292: 46,079 49,809
Old : 236,101: 60,410 67,707 2,116 127,496 116,469 190,022 186,292: 46,079 49,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 3,908: 3,788 -10,254 325 -3,012 15,220 1,101 5,291: 2,807 -1,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 28.7 0.9 54.0 49.3 80.5 78.9: 19.5 21.1
Old : 100.0: 25.6 28.7 0.9 54.0 49.3 80.5 78.9: 19.5 21.1
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 : 157: 51 43 22 35 43 93 101:
Old : 157: 51 43 22 35 43 93 101:
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 : 36.5 39.2 44.7 45.8 36.2 39.2 43.6 45.8
Old : 36.5 39.2 44.7 45.8 36.2 39.2 43.6 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, August 3, 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 : 24,399: 20,353 5,294 0 816 17,742 21,169 23,036: 3,230 1,363
Old : 24,399: 20,353 5,294 0 816 17,742 21,169 23,036: 3,230 1,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 1,480: 1,955 570 0 -591 705 1,364 1,275: 116 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 21.7 0.0 3.3 72.7 86.8 94.4: 13.2 5.6
Old : 100.0: 83.4 21.7 0.0 3.3 72.7 86.8 94.4: 13.2 5.6
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 : 39: 13 10 0 4 14 17 24:
Old : 39: 13 10 0 4 14 17 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 55.3 81.2 77.6 66.3 55.3 81.2 77.6
Old : 66.3 55.3 81.2 77.6 66.3 55.3 81.2 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, August 3, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 7,823,460: 1,366,968 658,954 935,849 4,592,285 5,246,281 6,895,102 6,841,084: 928,358 982,376
Old : 7,823,460: 1,366,968 658,954 935,849 4,592,285 5,246,281 6,895,102 6,841,084: 928,358 982,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 50,988: 8,738 11,622 35,429 -24,917 -17,813 19,250 29,238: 31,738 21,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 8.4 12.0 58.7 67.1 88.1 87.4: 11.9 12.6
Old : 100.0: 17.5 8.4 12.0 58.7 67.1 88.1 87.4: 11.9 12.6
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 : 262: 52 58 75 127 134 228 225:
Old : 262: 52 58 75 127 134 228 225:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 27.5 42.9 38.2 28.5 23.2 38.7 30.7
Old : 28.7 27.5 42.9 38.2 28.5 23.2 38.7 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, August 3, 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 : 865,807: 64,806 90,058 17,955 637,074 638,644 719,835 746,658: 145,972 119,149
Old : 865,807: 64,806 90,058 17,955 637,074 638,644 719,835 746,658: 145,972 119,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -2,280: -462 -2,395 -7,272 414 11,187 -7,319 1,520: 5,039 -3,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 10.4 2.1 73.6 73.8 83.1 86.2: 16.9 13.8
Old : 100.0: 7.5 10.4 2.1 73.6 73.8 83.1 86.2: 16.9 13.8
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 : 506: 87 93 43 207 223 317 336:
Old : 506: 87 93 43 207 223 317 336:
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 13.5 28.1 21.7 15.2 11.2 23.7 18.4
Old : 18.2 13.5 28.1 21.7 15.2 11.2 23.7 18.4
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 - Futures Only, August 3, 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 : 316,750: 20,031 36,738 1,125 219,884 208,129 241,040 245,992: 75,710 70,758
Old : 316,750: 20,031 36,738 1,125 219,884 208,129 241,040 245,992: 75,710 70,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 4,754: -189 -4,912 27 2,480 11,843 2,318 6,958: 2,436 -2,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.6 0.4 69.4 65.7 76.1 77.7: 23.9 22.3
Old : 100.0: 6.3 11.6 0.4 69.4 65.7 76.1 77.7: 23.9 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 : 129: 13 20 7 65 56 83 78:
Old : 129: 13 20 7 65 56 83 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 23.7 34.0 36.3 22.3 22.8 32.5 34.1
Old : 23.7 23.7 34.0 36.3 22.3 22.8 32.5 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, August 3, 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 : 2,745,286: 286,251 328,977 21,776 2,085,949 2,152,576 2,393,976 2,503,329: 351,310 241,957
Old : 2,745,286: 286,251 328,977 21,776 2,085,949 2,152,576 2,393,976 2,503,329: 351,310 241,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -35,168: -21,582 -7,636 -16,275 -10,328 -3,281 -48,185 -27,192: 13,017 -7,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 12.0 0.8 76.0 78.4 87.2 91.2: 12.8 8.8
Old : 100.0: 10.4 12.0 0.8 76.0 78.4 87.2 91.2: 12.8 8.8
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 : 467: 82 87 33 175 204 273 308:
Old : 467: 82 87 33 175 204 273 308:
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 12.3 33.0 21.5 17.6 10.2 27.3 18.2
Old : 21.2 12.3 33.0 21.5 17.6 10.2 27.3 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, August 3, 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 : 87,222: 11,132 7,072 0 65,690 75,606 76,822 82,678: 10,400 4,544
Old : 87,222: 11,132 7,072 0 65,690 75,606 76,822 82,678: 10,400 4,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -1,593: -342 -1,061 -163 -1,697 -747 -2,202 -1,971: 609 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 8.1 0.0 75.3 86.7 88.1 94.8: 11.9 5.2
Old : 100.0: 12.8 8.1 0.0 75.3 86.7 88.1 94.8: 11.9 5.2
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 : 84: 10 2 0 49 35 59 37:
Old : 84: 10 2 0 49 35 59 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 47.1 49.2 64.5 33.1 46.3 44.9 61.9
Old : 33.6 47.1 49.2 64.5 33.1 46.3 44.9 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, August 3, 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 : 83,508: 18,264 13,702 1,128 53,678 63,307 73,069 78,137: 10,439 5,372
Old : 83,508: 18,264 13,702 1,128 53,678 63,307 73,069 78,137: 10,439 5,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 5,303: 5,273 -1,207 258 -987 7,120 4,544 6,171: 759 -868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 16.4 1.4 64.3 75.8 87.5 93.6: 12.5 6.4
Old : 100.0: 21.9 16.4 1.4 64.3 75.8 87.5 93.6: 12.5 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 : 213: 64 30 8 65 80 132 115:
Old : 213: 64 30 8 65 80 132 115:
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 : 28.5 27.2 42.3 42.6 25.3 26.3 38.1 39.2
Old : 28.5 27.2 42.3 42.6 25.3 26.3 38.1 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, August 3, 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 : 13,949: 985 2,497 0 7,307 10,257 8,292 12,754: 5,657 1,195
Old : 13,949: 985 2,497 0 7,307 10,257 8,292 12,754: 5,657 1,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 530: 738 0 0 -294 550 444 550: 86 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 17.9 0.0 52.4 73.5 59.4 91.4: 40.6 8.6
Old : 100.0: 7.1 17.9 0.0 52.4 73.5 59.4 91.4: 40.6 8.6
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 : 23: 1 1 0 10 12 11 13:
Old : 23: 1 1 0 10 12 11 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 : 41.2 68.7 54.0 82.9 41.2 68.7 52.4 81.2
Old : 41.2 68.7 54.0 82.9 41.2 68.7 52.4 81.2
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 - Futures Only, August 3, 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 : 347,797: 91,319 60,949 714 231,853 265,251 323,886 326,914: 23,911 20,883
Old : 347,797: 91,319 60,949 714 231,853 265,251 323,886 326,914: 23,911 20,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 23,865: 26,366 -2,344 -2,402 -3,463 32,852 20,501 28,106: 3,364 -4,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 17.5 0.2 66.7 76.3 93.1 94.0: 6.9 6.0
Old : 100.0: 26.3 17.5 0.2 66.7 76.3 93.1 94.0: 6.9 6.0
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 : 209: 64 30 7 59 74 125 109:
Old : 209: 64 30 7 59 74 125 109:
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 : 33.6 29.0 50.1 42.8 33.1 29.0 49.3 42.8
Old : 33.6 29.0 50.1 42.8 33.1 29.0 49.3 42.8
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 - Futures Only, August 3, 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 : 99,149: 62,096 13,381 190 12,383 71,518 74,669 85,089: 24,480 14,060
Old : 99,149: 62,096 13,381 190 12,383 71,518 74,669 85,089: 24,480 14,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 9,760: 10,814 2,632 -7 -475 8,685 10,332 11,310: -572 -1,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 13.5 0.2 12.5 72.1 75.3 85.8: 24.7 14.2
Old : 100.0: 62.6 13.5 0.2 12.5 72.1 75.3 85.8: 24.7 14.2
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 : 73: 31 13 4 11 23 44 38:
Old : 73: 31 13 4 11 23 44 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 : 28.9 44.7 42.0 62.0 28.9 43.5 41.5 60.3
Old : 28.9 44.7 42.0 62.0 28.9 43.5 41.5 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, August 3, 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 : 31,950: 7,343 4,271 8 14,693 11,405 22,044 15,684: 9,906 16,266
Old : 31,950: 7,343 4,271 8 14,693 11,405 22,044 15,684: 9,906 16,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 1,351: -877 -58 0 200 403 -677 345: 2,028 1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.4 0.0 46.0 35.7 69.0 49.1: 31.0 50.9
Old : 100.0: 23.0 13.4 0.0 46.0 35.7 69.0 49.1: 31.0 50.9
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 : 49: 12 8 1 18 14 30 23:
Old : 49: 12 8 1 18 14 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 25.3 39.8 33.6 27.3 25.3 39.8 33.6
Old : 27.3 25.3 39.8 33.6 27.3 25.3 39.8 33.6
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 - Futures Only, August 3, 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 : 50,048: 3,615 5,248 557 38,347 22,862 42,519 28,667: 7,529 21,381
Old : 50,048: 3,615 5,248 557 38,347 22,862 42,519 28,667: 7,529 21,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 2,045: -14 -710 -421 2,241 1,051 1,806 -80: 239 2,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 10.5 1.1 76.6 45.7 85.0 57.3: 15.0 42.7
Old : 100.0: 7.2 10.5 1.1 76.6 45.7 85.0 57.3: 15.0 42.7
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 : 55: 7 11 1 21 20 29 31:
Old : 55: 7 11 1 21 20 29 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 : 50.2 22.6 64.7 32.7 47.7 22.6 61.4 32.7
Old : 50.2 22.6 64.7 32.7 47.7 22.6 61.4 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, August 3, 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 : 31,315: 5,684 0 300 21,766 28,736 27,750 29,036: 3,565 2,279
Old : 31,315: 5,684 0 300 21,766 28,736 27,750 29,036: 3,565 2,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -2,213: 945 -265 0 -3,661 -1,520 -2,716 -1,785: 503 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 0.0 1.0 69.5 91.8 88.6 92.7: 11.4 7.3
Old : 100.0: 18.2 0.0 1.0 69.5 91.8 88.6 92.7: 11.4 7.3
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 : 39: 7 0 1 18 21 25 22:
Old : 39: 7 0 1 18 21 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 59.8 66.5 75.6 50.0 57.0 60.2 71.0
Old : 52.8 59.8 66.5 75.6 50.0 57.0 60.2 71.0
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 - Futures Only, August 3, 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 : 27,104: 6,790 204 0 14,555 25,149 21,345 25,353: 5,759 1,751
Old : 27,104: 6,790 204 0 14,555 25,149 21,345 25,353: 5,759 1,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -123: -15 -207 0 -861 109 -876 -98: 753 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.8 0.0 53.7 92.8 78.8 93.5: 21.2 6.5
Old : 100.0: 25.1 0.8 0.0 53.7 92.8 78.8 93.5: 21.2 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 12 1 0 17 16 29 17:
Old : 41: 12 1 0 17 16 29 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 : 35.8 68.5 48.4 85.0 34.8 68.5 47.4 85.0
Old : 35.8 68.5 48.4 85.0 34.8 68.5 47.4 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, August 3, 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 : 15,996: 4,217 3,716 3 10,566 11,331 14,786 15,050: 1,210 946
Old : 15,996: 4,217 3,716 3 10,566 11,331 14,786 15,050: 1,210 946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -5: 64 -390 3 -182 342 -115 -45: 110 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 23.2 0.0 66.1 70.8 92.4 94.1: 7.6 5.9
Old : 100.0: 26.4 23.2 0.0 66.1 70.8 92.4 94.1: 7.6 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 : 24: 11 5 2 7 2 18 9:
Old : 24: 11 5 2 7 2 18 9:
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 : 63.1 92.5 75.4 94.1 63.1 92.5 75.3 93.9
Old : 63.1 92.5 75.4 94.1 63.1 92.5 75.3 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 6, 2010