MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 5, 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 : 23,429: 2,303 1,613 959 15,759 17,774 19,021 20,346: 4,408 3,083
Old : 23,429: 2,303 1,613 959 15,759 17,774 19,021 20,346: 4,408 3,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -4,441: -854 -938 7 -2,953 -3,045 -3,800 -3,976: -641 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 6.9 4.1 67.3 75.9 81.2 86.8: 18.8 13.2
Old : 100.0: 9.8 6.9 4.1 67.3 75.9 81.2 86.8: 18.8 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 18 10 14 23 22 49 39:
Old : 67: 18 10 14 23 22 49 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 : 39.6 45.1 53.6 61.9 38.4 43.2 50.8 58.0
Old : 39.6 45.1 53.6 61.9 38.4 43.2 50.8 58.0
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, October 5, 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 : 221,845: 67,686 28,682 42,805 88,349 113,499 198,840 184,986: 23,005 36,859
Old : 221,712: 67,736 28,682 42,741 88,338 113,468 198,815 184,891: 22,897 36,821
Other: 133: 14 64 0 11 31 25 95: 108 38
: : :
: : Changes in Commitments from: September 28, 2010 :
: -20,810: -11,860 -905 -3,163 -2,972 -13,801 -17,995 -17,869: -2,815 -2,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 12.9 19.3 39.8 51.2 89.6 83.4: 10.4 16.6
Old : 100.0: 30.6 12.9 19.3 39.8 51.2 89.7 83.4: 10.3 16.6
Other: 100.0: 10.5 48.1 0.0 8.3 23.3 18.8 71.4: 81.2 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 89 73 96 42 63 199 184:
Old : 257: 89 73 96 42 63 199 184:
Other: 7: 1 1 0 1 4 2 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 : 21.1 24.2 32.4 33.2 21.0 24.2 32.2 31.2
Old : 21.1 24.2 32.4 33.2 21.0 24.2 32.2 31.2
Other: 18.8 70.7 18.8 71.4 18.8 70.7 18.8 71.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 5, 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 : 322,975: 141,934 34,485 33,550 122,421 190,983 297,905 259,018: 25,070 63,957
Old : 322,975: 141,934 34,485 33,550 122,421 190,983 297,905 259,018: 25,070 63,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -15,733: -6,565 -4,622 -5,232 -1,770 -5,393 -13,567 -15,247: -2,166 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 10.7 10.4 37.9 59.1 92.2 80.2: 7.8 19.8
Old : 100.0: 43.9 10.7 10.4 37.9 59.1 92.2 80.2: 7.8 19.8
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 : 408: 141 54 86 87 180 270 292:
Old : 408: 141 54 86 87 180 270 292:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 20.0 30.6 27.7 19.3 19.4 30.1 26.5
Old : 19.4 20.0 30.6 27.7 19.3 19.4 30.1 26.5
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, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,494: 3,822 3,026 1,020 2,698 3,766 7,540 7,812: 1,954 1,682
Old : 9,494: 3,822 3,026 1,020 2,698 3,766 7,540 7,812: 1,954 1,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 95: -181 -6 113 250 39 182 146: -87 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 31.9 10.7 28.4 39.7 79.4 82.3: 20.6 17.7
Old : 100.0: 40.3 31.9 10.7 28.4 39.7 79.4 82.3: 20.6 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 : 97: 28 27 16 22 31 63 67:
Old : 97: 28 27 16 22 31 63 67:
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 : 36.7 20.0 49.9 32.9 34.1 20.0 47.3 32.9
Old : 36.7 20.0 49.9 32.9 34.1 20.0 47.3 32.9
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, October 5, 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 : 30,272: 11,961 7,220 2,836 10,115 5,654 24,912 15,710: 5,360 14,562
Old : 30,272: 11,961 7,220 2,836 10,115 5,654 24,912 15,710: 5,360 14,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -671: 510 262 -1,029 -216 454 -735 -313: 64 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 23.9 9.4 33.4 18.7 82.3 51.9: 17.7 48.1
Old : 100.0: 39.5 23.9 9.4 33.4 18.7 82.3 51.9: 17.7 48.1
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 : 125: 29 37 30 33 36 81 87:
Old : 125: 29 37 30 33 36 81 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 12.1 38.5 19.3 22.6 10.8 37.9 16.8
Old : 23.0 12.1 38.5 19.3 22.6 10.8 37.9 16.8
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, October 5, 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 : 37,528: 4,974 20 602 24,167 36,762 29,743 37,384: 7,785 144
Old : 37,528: 4,974 20 602 24,167 36,762 29,743 37,384: 7,785 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 1,358: 2,633 -750 0 -1,225 2,552 1,408 1,802: -50 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.1 1.6 64.4 98.0 79.3 99.6: 20.7 0.4
Old : 100.0: 13.3 0.1 1.6 64.4 98.0 79.3 99.6: 20.7 0.4
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 : 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 : 58.1 79.8 71.8 93.9 49.7 65.4 55.0 73.6
Old : 58.1 79.8 71.8 93.9 49.7 65.4 55.0 73.6
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, October 5, 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 : 120,045: 62,909 20,231 102 16,843 85,492 79,854 105,825: 40,191 14,220
Old : 120,045: 62,909 20,231 102 16,843 85,492 79,854 105,825: 40,191 14,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 18,785: 19,831 5,023 -3 -1,114 12,515 18,714 17,535: 71 1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 16.9 0.1 14.0 71.2 66.5 88.2: 33.5 11.8
Old : 100.0: 52.4 16.9 0.1 14.0 71.2 66.5 88.2: 33.5 11.8
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 : 94: 46 13 3 16 27 65 40:
Old : 94: 46 13 3 16 27 65 40:
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 39.1 37.6 62.1 28.3 39.0 37.4 62.0
Old : 28.4 39.1 37.6 62.1 28.3 39.0 37.4 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, October 5, 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 : 56,636: 31,693 9,094 5 5,279 38,448 36,977 47,547: 19,659 9,089
Old : 56,636: 31,693 9,094 5 5,279 38,448 36,977 47,547: 19,659 9,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 3,184: 4,038 1,432 5 -918 2,023 3,125 3,460: 59 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 16.1 0.0 9.3 67.9 65.3 84.0: 34.7 16.0
Old : 100.0: 56.0 16.1 0.0 9.3 67.9 65.3 84.0: 34.7 16.0
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 : 51: 24 6 1 7 18 31 25:
Old : 51: 24 6 1 7 18 31 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 42.9 44.0 60.8 33.1 42.9 43.8 60.8
Old : 33.1 42.9 44.0 60.8 33.1 42.9 43.8 60.8
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, October 5, 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 : 139,575: 106,169 20,405 0 26,893 117,470 133,062 137,875: 6,513 1,700
Old : 139,575: 106,169 20,405 0 26,893 117,470 133,062 137,875: 6,513 1,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 15,994: 16,857 -2,316 -2 -642 18,430 16,213 16,112: -219 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 14.6 0.0 19.3 84.2 95.3 98.8: 4.7 1.2
Old : 100.0: 76.1 14.6 0.0 19.3 84.2 95.3 98.8: 4.7 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 : 105: 52 16 0 15 25 67 41:
Old : 105: 52 16 0 15 25 67 41:
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 : 51.2 53.6 65.9 80.0 51.2 53.6 65.9 80.0
Old : 51.2 53.6 65.9 80.0 51.2 53.6 65.9 80.0
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, October 5, 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 : 86,536: 37,064 27,661 1 23,758 39,982 60,823 67,644: 25,713 18,892
Old : 86,536: 37,064 27,661 1 23,758 39,982 60,823 67,644: 25,713 18,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 8,823: 10,339 -1,258 -16 -1,657 12,348 8,666 11,074: 157 -2,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 32.0 0.0 27.5 46.2 70.3 78.2: 29.7 21.8
Old : 100.0: 42.8 32.0 0.0 27.5 46.2 70.3 78.2: 29.7 21.8
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 : 86: 26 24 1 19 23 45 48:
Old : 86: 26 24 1 19 23 45 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 26.4 39.8 40.3 24.6 26.4 39.2 40.1
Old : 25.2 26.4 39.8 40.3 24.6 26.4 39.2 40.1
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 - Futures Only, October 5, 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 : 142,488: 66,866 17,660 384 44,606 96,417 111,856 114,461: 30,632 28,027
Old : 142,488: 66,866 17,660 384 44,606 96,417 111,856 114,461: 30,632 28,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 24,214: 21,730 1,190 135 -774 19,185 21,091 20,510: 3,123 3,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 12.4 0.3 31.3 67.7 78.5 80.3: 21.5 19.7
Old : 100.0: 46.9 12.4 0.3 31.3 67.7 78.5 80.3: 21.5 19.7
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 : 106: 40 25 3 20 28 62 54:
Old : 106: 40 25 3 20 28 62 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 : 38.5 49.3 49.6 58.2 38.5 49.0 49.3 57.9
Old : 38.5 49.3 49.6 58.2 38.5 49.0 49.3 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, October 5, 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 : 197,406: 72,979 24,736 2,085 66,364 122,353 141,428 149,174: 55,978 48,232
Old : 197,406: 72,979 24,736 2,085 66,364 122,353 141,428 149,174: 55,978 48,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 7,367: 2,341 -10,572 1,160 2,255 15,804 5,756 6,392: 1,611 975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 12.5 1.1 33.6 62.0 71.6 75.6: 28.4 24.4
Old : 100.0: 37.0 12.5 1.1 33.6 62.0 71.6 75.6: 28.4 24.4
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 : 162: 64 34 15 30 44 98 90:
Old : 162: 64 34 15 30 44 98 90:
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 : 20.2 38.5 30.8 45.0 19.8 37.3 29.7 43.6
Old : 20.2 38.5 30.8 45.0 19.8 37.3 29.7 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, October 5, 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 : 26,042: 21,339 5,005 0 881 19,451 22,220 24,456: 3,822 1,586
Old : 26,042: 21,339 5,005 0 881 19,451 22,220 24,456: 3,822 1,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 77: -265 671 0 240 -664 -25 7: 102 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 19.2 0.0 3.4 74.7 85.3 93.9: 14.7 6.1
Old : 100.0: 81.9 19.2 0.0 3.4 74.7 85.3 93.9: 14.7 6.1
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 : 37: 13 6 0 6 13 19 19:
Old : 37: 13 6 0 6 13 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 58.3 78.2 79.6 68.0 58.3 78.2 79.6
Old : 68.0 58.3 78.2 79.6 68.0 58.3 78.2 79.6
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, October 5, 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 : 7,769,907: 1,666,170 490,590 1,007,662 4,175,266 5,354,680 6,849,098 6,852,932: 920,809 916,975
Old : 7,769,907: 1,666,170 490,590 1,007,662 4,175,266 5,354,680 6,849,098 6,852,932: 920,809 916,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 102,366: 99,559 46,498 -41,434 8,008 82,566 66,133 87,630: 36,233 14,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 6.3 13.0 53.7 68.9 88.1 88.2: 11.9 11.8
Old : 100.0: 21.4 6.3 13.0 53.7 68.9 88.1 88.2: 11.9 11.8
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 : 246: 58 48 76 118 126 220 213:
Old : 246: 58 48 76 118 126 220 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 28.8 41.8 40.2 28.9 24.1 35.6 32.9
Old : 31.0 28.8 41.8 40.2 28.9 24.1 35.6 32.9
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, October 5, 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 : 829,851: 73,698 76,889 34,138 584,563 613,416 692,400 724,443: 137,451 105,408
Old : 829,851: 73,698 76,889 34,138 584,563 613,416 692,400 724,443: 137,451 105,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 18,438: 11,350 229 6,478 -5,663 15,352 12,164 22,059: 6,274 -3,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 9.3 4.1 70.4 73.9 83.4 87.3: 16.6 12.7
Old : 100.0: 8.9 9.3 4.1 70.4 73.9 83.4 87.3: 16.6 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 530: 100 107 45 208 221 332 349:
Old : 530: 100 107 45 208 221 332 349:
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 : 18.0 13.2 27.7 22.8 15.5 11.1 23.3 18.4
Old : 18.0 13.2 27.7 22.8 15.5 11.1 23.3 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, October 5, 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 : 301,055: 43,139 20,798 710 185,809 219,211 229,658 240,719: 71,397 60,336
Old : 301,055: 43,139 20,798 710 185,809 219,211 229,658 240,719: 71,397 60,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 3,785: 5,079 -479 42 -1,948 7,183 3,173 6,746: 612 -2,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 6.9 0.2 61.7 72.8 76.3 80.0: 23.7 20.0
Old : 100.0: 14.3 6.9 0.2 61.7 72.8 76.3 80.0: 23.7 20.0
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 : 130: 16 20 6 54 62 73 85:
Old : 130: 16 20 6 54 62 73 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 24.4 39.9 38.7 27.9 23.7 38.5 37.7
Old : 29.2 24.4 39.9 38.7 27.9 23.7 38.5 37.7
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 - Futures Only, October 5, 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 : 2,643,979: 290,958 418,617 28,980 1,993,772 1,971,024 2,313,710 2,418,621: 330,269 225,358
Old : 2,643,979: 290,958 418,617 28,980 1,993,772 1,971,024 2,313,710 2,418,621: 330,269 225,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 73,264: 59,620 31,806 3,911 -18,576 40,847 44,955 76,564: 28,309 -3,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 15.8 1.1 75.4 74.5 87.5 91.5: 12.5 8.5
Old : 100.0: 11.0 15.8 1.1 75.4 74.5 87.5 91.5: 12.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 483: 94 99 31 177 193 288 306:
Old : 483: 94 99 31 177 193 288 306:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 14.2 31.4 23.0 18.0 12.6 26.9 19.9
Old : 20.4 14.2 31.4 23.0 18.0 12.6 26.9 19.9
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, October 5, 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 : 108,918: 19,957 6,925 109 78,096 98,134 98,162 105,168: 10,756 3,750
Old : 108,918: 19,957 6,925 109 78,096 98,134 98,162 105,168: 10,756 3,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 124: 3,001 -1,535 -406 -3,372 1,693 -777 -248: 901 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 6.4 0.1 71.7 90.1 90.1 96.6: 9.9 3.4
Old : 100.0: 18.3 6.4 0.1 71.7 90.1 90.1 96.6: 9.9 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 : 86: 15 3 2 45 36 61 40:
Old : 86: 15 3 2 45 36 61 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 46.7 53.1 67.3 28.2 43.2 41.6 60.9
Old : 38.6 46.7 53.1 67.3 28.2 43.2 41.6 60.9
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, October 5, 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 : 111,443: 36,090 10,627 8,081 55,811 86,573 99,982 105,281: 11,460 6,162
Old : 111,443: 36,090 10,627 8,081 55,811 86,573 99,982 105,281: 11,460 6,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 28,881: 5,495 -4,868 6,650 12,352 23,558 24,497 25,339: 4,384 3,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 9.5 7.3 50.1 77.7 89.7 94.5: 10.3 5.5
Old : 100.0: 32.4 9.5 7.3 50.1 77.7 89.7 94.5: 10.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 73 38 10 70 87 148 130:
Old : 245: 73 38 10 70 87 148 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 30.1 35.8 44.6 18.1 22.7 27.3 34.9
Old : 23.1 30.1 35.8 44.6 18.1 22.7 27.3 34.9
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, October 5, 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 : 19,467: 7,246 0 0 9,060 15,846 16,306 15,846: 3,161 3,621
Old : 19,467: 7,246 0 0 9,060 15,846 16,306 15,846: 3,161 3,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 0.0 0.0 46.5 81.4 83.8 81.4: 16.2 18.6
Old : 100.0: 37.2 0.0 0.0 46.5 81.4 83.8 81.4: 16.2 18.6
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 : 22: 2 0 0 6 15 8 15:
Old : 22: 2 0 0 6 15 8 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 : 75.1 50.8 83.8 73.0 75.1 50.8 83.7 73.0
Old : 75.1 50.8 83.8 73.0 75.1 50.8 83.7 73.0
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, October 5, 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 : 459,878: 180,145 89,058 4,482 233,754 353,635 418,381 447,175: 41,497 12,703
Old : 459,878: 180,145 89,058 4,482 233,754 353,635 418,381 447,175: 41,497 12,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 47,071: 27,168 11,581 -2,675 16,461 38,558 40,954 47,464: 6,117 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 19.4 1.0 50.8 76.9 91.0 97.2: 9.0 2.8
Old : 100.0: 39.2 19.4 1.0 50.8 76.9 91.0 97.2: 9.0 2.8
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 : 243: 72 39 8 65 81 141 124:
Old : 243: 72 39 8 65 81 141 124:
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 : 26.2 36.5 37.3 49.4 25.8 36.5 36.9 49.3
Old : 26.2 36.5 37.3 49.4 25.8 36.5 36.9 49.3
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, October 5, 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 : 139,447: 81,871 12,835 156 24,969 113,042 106,996 126,033: 32,451 13,414
Old : 139,447: 81,871 12,835 156 24,969 113,042 106,996 126,033: 32,451 13,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 1,801: 452 949 -1 -121 2,005 330 2,953: 1,471 -1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 9.2 0.1 17.9 81.1 76.7 90.4: 23.3 9.6
Old : 100.0: 58.7 9.2 0.1 17.9 81.1 76.7 90.4: 23.3 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 38 12 3 12 23 51 37:
Old : 81: 38 12 3 12 23 51 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 : 35.2 50.4 49.0 69.5 35.2 50.2 48.9 69.4
Old : 35.2 50.4 49.0 69.5 35.2 50.2 48.9 69.4
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, October 5, 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 : 32,389: 6,188 4,089 4 16,524 6,653 22,716 10,746: 9,673 21,643
Old : 32,389: 6,188 4,089 4 16,524 6,653 22,716 10,746: 9,673 21,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 971: -1,063 -442 4 1,002 -1,141 -57 -1,579: 1,028 2,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 12.6 0.0 51.0 20.5 70.1 33.2: 29.9 66.8
Old : 100.0: 19.1 12.6 0.0 51.0 20.5 70.1 33.2: 29.9 66.8
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 : 45: 10 8 1 20 11 30 20:
Old : 45: 10 8 1 20 11 30 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 : 33.7 15.5 45.2 23.0 33.3 15.4 43.5 22.1
Old : 33.7 15.5 45.2 23.0 33.3 15.4 43.5 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 5, 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 : 40,795: 5,746 8,731 368 24,239 20,697 30,353 29,796: 10,442 10,999
Old : 40,795: 5,746 8,731 368 24,239 20,697 30,353 29,796: 10,442 10,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 5,264: 2,082 5,150 -116 3,187 2,766 5,153 7,800: 111 -2,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 21.4 0.9 59.4 50.7 74.4 73.0: 25.6 27.0
Old : 100.0: 14.1 21.4 0.9 59.4 50.7 74.4 73.0: 25.6 27.0
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 : 50: 11 7 1 19 18 30 26:
Old : 50: 11 7 1 19 18 30 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 : 38.7 40.7 50.9 56.6 37.0 40.7 49.2 56.6
Old : 38.7 40.7 50.9 56.6 37.0 40.7 49.2 56.6
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, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 30,517: 3,915 1,562 300 22,898 26,291 27,113 28,153: 3,404 2,364
Old : 30,517: 3,915 1,562 300 22,898 26,291 27,113 28,153: 3,404 2,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -2,182: -643 258 0 -1,974 -2,255 -2,617 -1,997: 435 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 5.1 1.0 75.0 86.2 88.8 92.3: 11.2 7.7
Old : 100.0: 12.8 5.1 1.0 75.0 86.2 88.8 92.3: 11.2 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 4 1 16 24 22 29:
Old : 43: 6 4 1 16 24 22 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 : 54.0 43.3 70.3 61.9 47.8 41.0 61.8 57.2
Old : 54.0 43.3 70.3 61.9 47.8 41.0 61.8 57.2
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, October 5, 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 : 30,527: 7,853 1,281 0 16,182 27,191 24,035 28,472: 6,492 2,055
Old : 30,527: 7,853 1,281 0 16,182 27,191 24,035 28,472: 6,492 2,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 1,246: 479 -253 -129 864 1,606 1,214 1,224: 32 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 4.2 0.0 53.0 89.1 78.7 93.3: 21.3 6.7
Old : 100.0: 25.7 4.2 0.0 53.0 89.1 78.7 93.3: 21.3 6.7
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 : 40: 12 1 0 17 14 29 15:
Old : 40: 12 1 0 17 14 29 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 : 31.4 67.7 45.3 85.1 29.9 67.7 43.8 85.1
Old : 31.4 67.7 45.3 85.1 29.9 67.7 43.8 85.1
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, October 5, 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 : 13,999: 3,445 6,008 71 9,473 7,281 12,989 13,360: 1,010 639
Old : 13,999: 3,445 6,008 71 9,473 7,281 12,989 13,360: 1,010 639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 709: 773 261 71 117 467 961 799: -252 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 42.9 0.5 67.7 52.0 92.8 95.4: 7.2 4.6
Old : 100.0: 24.6 42.9 0.5 67.7 52.0 92.8 95.4: 7.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 5 1 5 3 17 8:
Old : 24: 11 5 1 5 3 17 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 : 68.6 87.5 80.5 95.4 68.6 87.5 80.5 94.9
Old : 68.6 87.5 80.5 95.4 68.6 87.5 80.5 94.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 8, 2010