BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 2,254: 201 70 0 1,538 1,533 1,739 1,603: 515 651
Old : 2,254: 201 70 0 1,538 1,533 1,739 1,603: 515 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 3.1 0.0 68.2 68.0 77.2 71.1: 22.8 28.9
Old : 100.0: 8.9 3.1 0.0 68.2 68.0 77.2 71.1: 22.8 28.9
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 : 20: 2 1 0 12 11 14 12:
Old : 20: 2 1 0 12 11 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 50.9 63.8 65.4 38.6 48.4 58.7 60.6
Old : 40.3 50.9 63.8 65.4 38.6 48.4 58.7 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 28, 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 : 33,397: 4,265 6,869 825 24,421 21,444 29,511 29,138: 3,886 4,259
Old : 33,397: 4,265 6,869 825 24,421 21,444 29,511 29,138: 3,886 4,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 1,051: 10 290 122 1,454 372 1,586 784: -535 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 20.6 2.5 73.1 64.2 88.4 87.2: 11.6 12.8
Old : 100.0: 12.8 20.6 2.5 73.1 64.2 88.4 87.2: 11.6 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 12 21 14 32 30 53 57:
Old : 80: 12 21 14 32 30 53 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 34.4 54.8 48.8 41.6 29.9 53.6 43.4
Old : 41.6 34.4 54.8 48.8 41.6 29.9 53.6 43.4
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, December 28, 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 : 205,071: 52,228 29,337 39,264 91,790 100,991 183,282 169,592: 21,789 35,479
Old : 201,270: 51,288 29,500 38,792 91,223 98,648 181,303 166,940: 19,967 34,330
Other: 3,801: 1,230 127 182 567 2,343 1,979 2,652: 1,822 1,149
: : :
: : Changes in Commitments from: December 21, 2010 :
: 10,750: 4,999 -3,770 4,990 -1,383 8,305 8,606 9,525: 2,144 1,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 14.3 19.1 44.8 49.2 89.4 82.7: 10.6 17.3
Old : 100.0: 25.5 14.7 19.3 45.3 49.0 90.1 82.9: 9.9 17.1
Other: 100.0: 32.4 3.3 4.8 14.9 61.6 52.1 69.8: 47.9 30.2
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 70 77 88 53 67 186 183:
Old : 241: 69 80 86 52 66 183 182:
Other: 59: 16 7 4 12 25 29 36:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 23.2 34.1 32.8 20.7 23.2 33.4 30.4
Old : 21.4 23.3 34.5 33.0 21.2 23.2 33.9 30.3
Other: 28.1 36.1 39.6 48.5 27.8 36.1 36.4 47.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 28, 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 : 325,248: 126,817 46,895 46,803 125,021 167,280 298,641 260,978: 26,607 64,270
Old : 325,248: 126,817 46,895 46,803 125,021 167,280 298,641 260,978: 26,607 64,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -123: 1,763 4,027 -1,773 -1,613 -2,955 -1,623 -701: 1,500 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 14.4 14.4 38.4 51.4 91.8 80.2: 8.2 19.8
Old : 100.0: 39.0 14.4 14.4 38.4 51.4 91.8 80.2: 8.2 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 : 413: 139 63 100 69 181 266 299:
Old : 413: 139 63 100 69 181 266 299:
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 : 19.0 13.8 30.3 21.6 18.2 12.9 29.5 19.7
Old : 19.0 13.8 30.3 21.6 18.2 12.9 29.5 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, December 28, 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 : 11,117: 5,104 1,987 1,295 2,732 6,511 9,131 9,793: 1,986 1,324
Old : 11,117: 5,104 1,987 1,295 2,732 6,511 9,131 9,793: 1,986 1,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 984: 716 375 113 142 651 971 1,139: 13 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 17.9 11.6 24.6 58.6 82.1 88.1: 17.9 11.9
Old : 100.0: 45.9 17.9 11.6 24.6 58.6 82.1 88.1: 17.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 38 15 11 19 35 67 53:
Old : 96: 38 15 11 19 35 67 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 27.5 44.4 45.3 30.1 27.1 43.4 41.4
Old : 30.1 27.5 44.4 45.3 30.1 27.1 43.4 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, December 28, 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 : 47,185: 19,440 6,978 8,516 12,101 9,567 40,057 25,061: 7,128 22,124
Old : 47,185: 19,440 6,978 8,516 12,101 9,567 40,057 25,061: 7,128 22,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 3,334: 676 -173 1,538 1,118 931 3,332 2,296: 2 1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 14.8 18.0 25.6 20.3 84.9 53.1: 15.1 46.9
Old : 100.0: 41.2 14.8 18.0 25.6 20.3 84.9 53.1: 15.1 46.9
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 : 170: 55 32 35 36 59 113 111:
Old : 170: 55 32 35 36 59 113 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 15.7 31.7 22.6 18.0 9.9 29.4 14.9
Old : 18.2 15.7 31.7 22.6 18.0 9.9 29.4 14.9
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, December 28, 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 : 58,622: 10,030 0 2,580 45,335 55,683 57,945 58,263: 677 359
Old : 58,622: 10,030 0 2,580 45,335 55,683 57,945 58,263: 677 359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 1,871: 1,616 0 2,500 8,011 -304 12,127 2,196: -10,256 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 0.0 4.4 77.3 95.0 98.8 99.4: 1.2 0.6
Old : 100.0: 17.1 0.0 4.4 77.3 95.0 98.8 99.4: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 0 1 11 13 17 14:
Old : 20: 6 0 1 11 13 17 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 : 78.3 63.1 91.7 87.1 66.6 58.2 73.1 72.2
Old : 78.3 63.1 91.7 87.1 66.6 58.2 73.1 72.2
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, December 28, 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 : 113,223: 58,142 23,355 20 13,470 75,069 71,632 98,444: 41,591 14,779
Old : 113,223: 58,142 23,355 20 13,470 75,069 71,632 98,444: 41,591 14,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 21,929: 18,477 8,638 20 494 11,242 18,991 19,900: 2,938 2,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 20.6 0.0 11.9 66.3 63.3 86.9: 36.7 13.1
Old : 100.0: 51.4 20.6 0.0 11.9 66.3 63.3 86.9: 36.7 13.1
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 : 84: 40 11 1 12 27 52 39:
Old : 84: 40 11 1 12 27 52 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 : 23.7 44.0 32.4 61.7 23.7 44.0 32.4 61.7
Old : 23.7 44.0 32.4 61.7 23.7 44.0 32.4 61.7
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, December 28, 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 : 46,356: 24,349 10,347 90 2,446 27,467 26,885 37,904: 19,471 8,452
Old : 46,356: 24,349 10,347 90 2,446 27,467 26,885 37,904: 19,471 8,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 1,652: -1,016 -2,491 13 -83 5,030 -1,086 2,552: 2,738 -900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 22.3 0.2 5.3 59.3 58.0 81.8: 42.0 18.2
Old : 100.0: 52.5 22.3 0.2 5.3 59.3 58.0 81.8: 42.0 18.2
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 : 47: 17 10 1 5 18 22 29:
Old : 47: 17 10 1 5 18 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 : 26.1 39.0 39.4 55.3 26.1 39.0 39.4 55.3
Old : 26.1 39.0 39.4 55.3 26.1 39.0 39.4 55.3
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, December 28, 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 : 125,232: 96,664 14,418 0 21,519 109,615 118,183 124,033: 7,049 1,199
Old : 125,232: 96,664 14,418 0 21,519 109,615 118,183 124,033: 7,049 1,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 8,900: 7,598 3,354 0 657 5,685 8,255 9,039: 645 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 11.5 0.0 17.2 87.5 94.4 99.0: 5.6 1.0
Old : 100.0: 77.2 11.5 0.0 17.2 87.5 94.4 99.0: 5.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 55 12 0 15 21 70 33:
Old : 99: 55 12 0 15 21 70 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 68.0 68.9 86.4 54.5 68.0 68.9 86.2
Old : 54.5 68.0 68.9 86.4 54.5 68.0 68.9 86.2
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, December 28, 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 : 82,141: 18,294 31,415 15 46,533 26,113 64,842 57,543: 17,299 24,598
Old : 82,141: 18,294 31,415 15 46,533 26,113 64,842 57,543: 17,299 24,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 12,934: 3,715 9,404 15 9,720 424 13,450 9,843: -516 3,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 38.2 0.0 56.7 31.8 78.9 70.1: 21.1 29.9
Old : 100.0: 22.3 38.2 0.0 56.7 31.8 78.9 70.1: 21.1 29.9
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 : 80: 12 29 1 25 23 38 52:
Old : 80: 12 29 1 25 23 38 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 21.6 58.2 35.2 37.7 20.8 56.6 34.4
Old : 37.9 21.6 58.2 35.2 37.7 20.8 56.6 34.4
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, December 28, 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 : 109,343: 49,941 20,300 219 35,204 59,053 85,364 79,572: 23,979 29,771
Old : 109,343: 49,941 20,300 219 35,204 59,053 85,364 79,572: 23,979 29,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 19,271: 15,698 -1,414 -49 -1,370 20,110 14,279 18,647: 4,992 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 18.6 0.2 32.2 54.0 78.1 72.8: 21.9 27.2
Old : 100.0: 45.7 18.6 0.2 32.2 54.0 78.1 72.8: 21.9 27.2
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 : 93: 28 32 2 16 24 46 56:
Old : 93: 28 32 2 16 24 46 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 33.5 47.0 44.2 30.8 32.9 46.6 43.5
Old : 30.8 33.5 47.0 44.2 30.8 32.9 46.6 43.5
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, December 28, 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 : 162,312: 33,833 60,312 852 80,025 52,498 114,710 113,662: 47,602 48,650
Old : 162,312: 33,833 60,312 852 80,025 52,498 114,710 113,662: 47,602 48,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 6,176: -4,771 7,615 181 11,284 -2,410 6,694 5,386: -518 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 37.2 0.5 49.3 32.3 70.7 70.0: 29.3 30.0
Old : 100.0: 20.8 37.2 0.5 49.3 32.3 70.7 70.0: 29.3 30.0
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 : 148: 37 50 12 37 37 80 94:
Old : 148: 37 50 12 37 37 80 94:
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 17.9 38.3 26.6 26.1 17.9 37.7 26.5
Old : 26.2 17.9 38.3 26.6 26.1 17.9 37.7 26.5
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, December 28, 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 : 25,090: 18,570 10,455 0 3,991 13,434 22,561 23,889: 2,529 1,201
Old : 25,090: 18,570 10,455 0 3,991 13,434 22,561 23,889: 2,529 1,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 9: 790 41 0 -1,159 108 -369 149: 378 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 41.7 0.0 15.9 53.5 89.9 95.2: 10.1 4.8
Old : 100.0: 74.0 41.7 0.0 15.9 53.5 89.9 95.2: 10.1 4.8
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 : 43: 15 12 0 11 8 26 20:
Old : 43: 15 12 0 11 8 26 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 : 57.2 69.1 74.4 87.5 57.2 69.1 74.4 87.5
Old : 57.2 69.1 74.4 87.5 57.2 69.1 74.4 87.5
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, December 28, 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 : 7,051,004: 674,813 386,970 758,484 4,873,568 5,058,183 6,306,865 6,203,637: 744,139 847,367
Old : 7,051,004: 674,813 386,970 758,484 4,873,568 5,058,183 6,306,865 6,203,637: 744,139 847,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -12,585: 17,011 -1,334 7,143 -32,492 3,652 -8,338 9,461: -4,247 -22,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.5 10.8 69.1 71.7 89.4 88.0: 10.6 12.0
Old : 100.0: 9.6 5.5 10.8 69.1 71.7 89.4 88.0: 10.6 12.0
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 : 220: 50 36 68 109 118 198 192:
Old : 220: 50 36 68 109 118 198 192:
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 : 35.9 29.0 46.6 43.9 34.6 24.3 41.6 37.7
Old : 35.9 29.0 46.6 43.9 34.6 24.3 41.6 37.7
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, December 28, 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 : 769,754: 68,750 74,162 13,088 568,053 594,361 649,891 681,610: 119,863 88,143
Old : 769,754: 68,750 74,162 13,088 568,053 594,361 649,891 681,610: 119,863 88,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 11,418: -2,281 3,205 3,118 12,077 2,651 12,914 8,974: -1,496 2,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 9.6 1.7 73.8 77.2 84.4 88.5: 15.6 11.5
Old : 100.0: 8.9 9.6 1.7 73.8 77.2 84.4 88.5: 15.6 11.5
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 : 499: 92 100 41 201 201 318 317:
Old : 499: 92 100 41 201 201 318 317:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 19.8 28.4 29.2 17.5 18.1 25.2 27.5
Old : 19.9 19.8 28.4 29.2 17.5 18.1 25.2 27.5
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, December 28, 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 : 273,812: 20,190 18,278 1,699 174,298 215,835 196,187 235,812: 77,625 38,000
Old : 273,812: 20,190 18,278 1,699 174,298 215,835 196,187 235,812: 77,625 38,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 2,648: 527 914 763 1,918 1,483 3,208 3,160: -560 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 6.7 0.6 63.7 78.8 71.7 86.1: 28.3 13.9
Old : 100.0: 7.4 6.7 0.6 63.7 78.8 71.7 86.1: 28.3 13.9
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 : 118: 13 17 5 50 57 66 76:
Old : 118: 13 17 5 50 57 66 76:
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 : 25.6 27.5 35.9 44.4 24.1 26.9 34.3 43.8
Old : 25.6 27.5 35.9 44.4 24.1 26.9 34.3 43.8
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, December 28, 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 : 2,479,708: 272,250 308,872 27,492 1,968,777 1,892,628 2,268,519 2,228,992: 211,189 250,716
Old : 2,479,708: 272,250 308,872 27,492 1,968,777 1,892,628 2,268,519 2,228,992: 211,189 250,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 43,850: -10,363 15,135 8,097 50,795 5,838 48,529 29,070: -4,679 14,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 12.5 1.1 79.4 76.3 91.5 89.9: 8.5 10.1
Old : 100.0: 11.0 12.5 1.1 79.4 76.3 91.5 89.9: 8.5 10.1
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 : 459: 88 93 35 175 181 282 290:
Old : 459: 88 93 35 175 181 282 290:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 20.2 32.7 28.9 20.5 17.9 29.7 26.2
Old : 22.0 20.2 32.7 28.9 20.5 17.9 29.7 26.2
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, December 28, 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 : 98,767: 13,686 6,566 192 73,841 88,860 87,719 95,618: 11,048 3,149
Old : 98,767: 13,686 6,566 192 73,841 88,860 87,719 95,618: 11,048 3,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 258: 13 -365 -35 240 546 218 146: 40 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 6.6 0.2 74.8 90.0 88.8 96.8: 11.2 3.2
Old : 100.0: 13.9 6.6 0.2 74.8 90.0 88.8 96.8: 11.2 3.2
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 : 88: 14 6 1 41 39 55 46:
Old : 88: 14 6 1 41 39 55 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 40.9 55.5 64.2 38.8 40.9 52.9 64.2
Old : 40.7 40.9 55.5 64.2 38.8 40.9 52.9 64.2
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, December 28, 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 : 74,063: 23,053 6,810 1,354 41,366 62,760 65,772 70,923: 8,291 3,140
Old : 74,063: 23,053 6,810 1,354 41,366 62,760 65,772 70,923: 8,291 3,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 7,352: -1,849 -629 1,110 4,958 6,660 4,218 7,140: 3,134 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 9.2 1.8 55.9 84.7 88.8 95.8: 11.2 4.2
Old : 100.0: 31.1 9.2 1.8 55.9 84.7 88.8 95.8: 11.2 4.2
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 : 223: 72 27 9 68 73 144 105:
Old : 223: 72 27 9 68 73 144 105:
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 35.4 32.5 52.5 19.7 35.4 30.4 50.4
Old : 21.2 35.4 32.5 52.5 19.7 35.4 30.4 50.4
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, December 28, 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 : 9,411: 1,972 471 0 4,214 8,001 6,186 8,472: 3,225 939
Old : 9,411: 1,972 471 0 4,214 8,001 6,186 8,472: 3,225 939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -20,931: -7,581 -1,049 -10 -10,250 -19,206 -17,841 -20,265: -3,090 -666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 5.0 0.0 44.8 85.0 65.7 90.0: 34.3 10.0
Old : 100.0: 21.0 5.0 0.0 44.8 85.0 65.7 90.0: 34.3 10.0
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 : 22: 4 2 0 5 11 9 13:
Old : 22: 4 2 0 5 11 9 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 55.1 63.4 77.2 50.4 55.1 63.4 77.2
Old : 50.4 55.1 63.4 77.2 50.4 55.1 63.4 77.2
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, December 28, 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 : 323,261: 110,803 37,095 1,368 185,758 273,793 297,929 312,256: 25,332 11,005
Old : 323,261: 110,803 37,095 1,368 185,758 273,793 297,929 312,256: 25,332 11,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -10,294: -13,706 -102 148 3,720 -6,707 -9,838 -6,661: -456 -3,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 11.5 0.4 57.5 84.7 92.2 96.6: 7.8 3.4
Old : 100.0: 34.3 11.5 0.4 57.5 84.7 92.2 96.6: 7.8 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 : 218: 68 27 7 66 71 138 101:
Old : 218: 68 27 7 66 71 138 101:
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 : 19.8 34.3 32.1 53.2 18.3 34.0 29.7 50.8
Old : 19.8 34.3 32.1 53.2 18.3 34.0 29.7 50.8
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, December 28, 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 : 124,005: 76,857 12,541 118 13,244 98,213 90,219 110,872: 33,786 13,133
Old : 124,005: 76,857 12,541 118 13,244 98,213 90,219 110,872: 33,786 13,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 8,998: 6,982 3,216 1 -1,087 4,732 5,896 7,949: 3,102 1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 10.1 0.1 10.7 79.2 72.8 89.4: 27.2 10.6
Old : 100.0: 62.0 10.1 0.1 10.7 79.2 72.8 89.4: 27.2 10.6
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 : 70: 34 11 2 10 18 45 30:
Old : 70: 34 11 2 10 18 45 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 49.2 47.2 72.6 33.8 49.2 47.2 72.3
Old : 33.8 49.2 47.2 72.6 33.8 49.2 47.2 72.3
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, December 28, 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 : 38,595: 9,409 12,342 2 19,129 7,007 28,540 19,351: 10,055 19,244
Old : 38,595: 9,409 12,342 2 19,129 7,007 28,540 19,351: 10,055 19,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -704: -162 -456 0 216 851 54 395: -758 -1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 32.0 0.0 49.6 18.2 73.9 50.1: 26.1 49.9
Old : 100.0: 24.4 32.0 0.0 49.6 18.2 73.9 50.1: 26.1 49.9
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 : 53: 14 12 1 20 9 35 21:
Old : 53: 14 12 1 20 9 35 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 : 30.0 28.5 44.4 37.8 30.0 28.5 44.4 37.8
Old : 30.0 28.5 44.4 37.8 30.0 28.5 44.4 37.8
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, December 28, 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 : 43,934: 11,855 6,230 249 21,937 21,087 34,041 27,566: 9,893 16,368
Old : 43,934: 11,855 6,230 249 21,937 21,087 34,041 27,566: 9,893 16,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -2,519: -1,950 -335 -84 -415 425 -2,449 6: -70 -2,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 14.2 0.6 49.9 48.0 77.5 62.7: 22.5 37.3
Old : 100.0: 27.0 14.2 0.6 49.9 48.0 77.5 62.7: 22.5 37.3
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 : 47: 13 5 2 18 17 32 23:
Old : 47: 13 5 2 18 17 32 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 : 36.1 41.0 47.8 52.4 32.9 41.0 44.5 50.6
Old : 36.1 41.0 47.8 52.4 32.9 41.0 44.5 50.6
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 27,669: 4,662 937 365 19,105 24,496 24,132 25,798: 3,537 1,871
Old : 27,669: 4,662 937 365 19,105 24,496 24,132 25,798: 3,537 1,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -26: -186 200 0 404 -290 218 -90: -244 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 3.4 1.3 69.0 88.5 87.2 93.2: 12.8 6.8
Old : 100.0: 16.8 3.4 1.3 69.0 88.5 87.2 93.2: 12.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 4 1 20 24 26 29:
Old : 46: 6 4 1 20 24 26 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 : 41.7 44.5 59.3 66.0 36.0 42.9 50.9 59.5
Old : 41.7 44.5 59.3 66.0 36.0 42.9 50.9 59.5
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, December 28, 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 : 37,890: 13,989 1,920 6 16,937 34,568 30,932 36,494: 6,958 1,396
Old : 37,890: 13,989 1,920 6 16,937 34,568 30,932 36,494: 6,958 1,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -428: 214 0 0 -442 22 -228 22: -200 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 5.1 0.0 44.7 91.2 81.6 96.3: 18.4 3.7
Old : 100.0: 36.9 5.1 0.0 44.7 91.2 81.6 96.3: 18.4 3.7
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 : 51: 14 3 1 22 18 37 21:
Old : 51: 14 3 1 22 18 37 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 58.4 48.9 76.4 31.7 58.4 47.8 75.9
Old : 32.8 58.4 48.9 76.4 31.7 58.4 47.8 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 3, 2011