MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 41,124: 2,692 5,721 7,512 25,480 19,554 35,684 32,787: 5,440 8,337
Old : 41,124: 2,692 5,721 7,512 25,480 19,554 35,684 32,787: 5,440 8,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 2,861: 218 102 1,054 1,928 1,041 3,200 2,196: -338 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 13.9 18.3 62.0 47.5 86.8 79.7: 13.2 20.3
Old : 100.0: 6.5 13.9 18.3 62.0 47.5 86.8 79.7: 13.2 20.3
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 : 75: 20 15 24 33 27 60 59:
Old : 75: 20 15 24 33 27 60 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 31.4 49.7 44.4 37.3 30.3 46.3 43.3
Old : 37.7 31.4 49.7 44.4 37.3 30.3 46.3 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 224,255: 55,199 12,745 52,656 91,107 124,194 198,963 189,594: 25,292 34,661
Old : 220,083: 54,233 12,927 51,957 89,506 121,088 195,697 185,972: 24,386 34,110
Other: 4,172: 1,160 12 505 1,601 3,105 3,266 3,622: 906 550
: : :
: : Changes in Commitments from: January 19, 2010 :
: -2,490: -3,000 -846 1,115 298 -2,649 -1,586 -2,380: -903 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 5.7 23.5 40.6 55.4 88.7 84.5: 11.3 15.5
Old : 100.0: 24.6 5.9 23.6 40.7 55.0 88.9 84.5: 11.1 15.5
Other: 100.0: 27.8 0.3 12.1 38.4 74.4 78.3 86.8: 21.7 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 92 48 80 48 57 183 159:
Old : 223: 88 51 80 47 57 181 159:
Other: 50: 21 6 13 9 17 35 31:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 34.7 29.5 43.5 18.0 34.0 29.1 40.2
Old : 18.4 35.1 29.5 43.3 18.3 33.9 29.0 40.0
Other: 47.5 48.4 57.4 65.4 45.4 48.4 54.4 64.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 345,665: 119,080 30,583 69,493 131,181 179,020 319,753 279,096: 25,912 66,569
Old : 345,665: 119,080 30,583 69,493 131,181 179,020 319,753 279,096: 25,912 66,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 1,314: -1,440 -3,313 3,452 -265 989 1,747 1,127: -433 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 8.8 20.1 38.0 51.8 92.5 80.7: 7.5 19.3
Old : 100.0: 34.4 8.8 20.1 38.0 51.8 92.5 80.7: 7.5 19.3
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 : 412: 127 77 99 101 179 277 317:
Old : 412: 127 77 99 101 179 277 317:
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 : 16.7 16.3 26.7 23.2 16.6 13.8 26.5 20.0
Old : 16.7 16.3 26.7 23.2 16.6 13.8 26.5 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,870: 4,067 1,147 1,870 2,956 6,235 8,893 9,253: 1,977 1,618
Old : 10,870: 4,067 1,147 1,870 2,956 6,235 8,893 9,253: 1,977 1,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 421: -22 -226 306 116 192 399 272: 22 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 10.6 17.2 27.2 57.4 81.8 85.1: 18.2 14.9
Old : 100.0: 37.4 10.6 17.2 27.2 57.4 81.8 85.1: 18.2 14.9
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 : 85: 30 17 13 15 30 54 54:
Old : 85: 30 17 13 15 30 54 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 : 31.5 24.2 47.8 40.3 31.5 24.2 46.3 38.4
Old : 31.5 24.2 47.8 40.3 31.5 24.2 46.3 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 37,785: 13,331 5,059 7,560 11,307 10,778 32,199 23,396: 5,586 14,388
Old : 37,785: 13,331 5,059 7,560 11,307 10,778 32,199 23,396: 5,586 14,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 3,092: 1,290 -1,304 2,014 -306 1,113 2,997 1,823: 95 1,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 13.4 20.0 29.9 28.5 85.2 61.9: 14.8 38.1
Old : 100.0: 35.3 13.4 20.0 29.9 28.5 85.2 61.9: 14.8 38.1
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 : 147: 36 38 40 40 52 106 106:
Old : 147: 36 38 40 40 52 106 106:
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 11.7 33.0 20.0 21.2 11.0 31.9 17.7
Old : 21.2 11.7 33.0 20.0 21.2 11.0 31.9 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 17,936: 2,785 209 30 10,561 17,455 13,376 17,694: 4,560 242
Old : 17,936: 2,785 209 30 10,561 17,455 13,376 17,694: 4,560 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 759: -272 209 -30 836 541 534 720: 225 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 1.2 0.2 58.9 97.3 74.6 98.7: 25.4 1.3
Old : 100.0: 15.5 1.2 0.2 58.9 97.3 74.6 98.7: 25.4 1.3
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 : 20: 6 1 1 8 11 14 13:
Old : 20: 6 1 1 8 11 14 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 : 49.9 84.5 67.1 93.5 39.0 69.3 48.8 74.1
Old : 49.9 84.5 67.1 93.5 39.0 69.3 48.8 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 106,724: 36,164 8,412 6,140 22,032 73,658 64,336 88,210: 42,388 18,514
Old : 106,724: 36,164 8,412 6,140 22,032 73,658 64,336 88,210: 42,388 18,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -24,733: -22,039 -2,249 2,090 689 -22,624 -19,259 -22,783: -5,474 -1,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 7.9 5.8 20.6 69.0 60.3 82.7: 39.7 17.3
Old : 100.0: 33.9 7.9 5.8 20.6 69.0 60.3 82.7: 39.7 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 32 12 14 22 29 58 51:
Old : 80: 32 12 14 22 29 58 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 34.3 30.5 51.1 19.2 33.4 30.5 48.0
Old : 19.2 34.3 30.5 51.1 19.2 33.4 30.5 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 36,912: 12,164 6,715 1,625 11,134 15,401 24,923 23,741: 11,989 13,171
Old : 36,912: 12,164 6,715 1,625 11,134 15,401 24,923 23,741: 11,989 13,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -3,260: -4,852 3,405 19 4,810 -10,521 -22 -7,096: -3,238 3,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 18.2 4.4 30.2 41.7 67.5 64.3: 32.5 35.7
Old : 100.0: 33.0 18.2 4.4 30.2 41.7 67.5 64.3: 32.5 35.7
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 : 34: 14 7 5 8 9 23 20:
Old : 34: 14 7 5 8 9 23 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 : 32.2 36.2 44.8 48.7 30.7 36.2 42.9 48.7
Old : 32.2 36.2 44.8 48.7 30.7 36.2 42.9 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 97,411: 67,133 8,983 229 23,785 86,156 91,147 95,368: 6,264 2,043
Old : 97,411: 67,133 8,983 229 23,785 86,156 91,147 95,368: 6,264 2,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -14,976: -19,957 1,145 -4 6,780 -16,372 -13,181 -15,231: -1,795 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 9.2 0.2 24.4 88.4 93.6 97.9: 6.4 2.1
Old : 100.0: 68.9 9.2 0.2 24.4 88.4 93.6 97.9: 6.4 2.1
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 : 92: 48 14 2 17 19 66 34:
Old : 92: 48 14 2 17 19 66 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 65.7 66.1 82.1 48.5 65.4 66.0 81.3
Old : 48.6 65.7 66.1 82.1 48.5 65.4 66.0 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 93,414: 15,029 42,374 3,746 55,999 22,881 74,775 69,002: 18,640 24,413
Old : 93,414: 15,029 42,374 3,746 55,999 22,881 74,775 69,002: 18,640 24,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 3,915: -6,535 1,337 217 13,155 4,682 6,837 6,237: -2,922 -2,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 45.4 4.0 59.9 24.5 80.0 73.9: 20.0 26.1
Old : 100.0: 16.1 45.4 4.0 59.9 24.5 80.0 73.9: 20.0 26.1
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 : 74: 15 30 10 18 20 40 53:
Old : 74: 15 30 10 18 20 40 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 : 37.4 28.7 51.5 39.0 36.6 28.6 49.2 38.9
Old : 37.4 28.7 51.5 39.0 36.6 28.6 49.2 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 133,024: 28,308 31,110 9,640 70,350 61,635 108,298 102,384: 24,726 30,639
Old : 133,024: 28,308 31,110 9,640 70,350 61,635 108,298 102,384: 24,726 30,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -644: 4,932 -8,422 1,525 -11,947 8,475 -5,490 1,578: 4,846 -2,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 23.4 7.2 52.9 46.3 81.4 77.0: 18.6 23.0
Old : 100.0: 21.3 23.4 7.2 52.9 46.3 81.4 77.0: 18.6 23.0
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 : 90: 26 33 24 18 25 58 68:
Old : 90: 26 33 24 18 25 58 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 34.9 55.9 49.0 38.3 34.6 50.2 42.2
Old : 43.9 34.9 55.9 49.0 38.3 34.6 50.2 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 226,485: 32,402 68,799 31,095 113,551 75,708 177,047 175,601: 49,438 50,884
Old : 226,485: 32,402 68,799 31,095 113,551 75,708 177,047 175,601: 49,438 50,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 31,476: -3,724 9,545 9,385 29,001 9,874 34,662 28,804: -3,186 2,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 30.4 13.7 50.1 33.4 78.2 77.5: 21.8 22.5
Old : 100.0: 14.3 30.4 13.7 50.1 33.4 78.2 77.5: 21.8 22.5
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 : 155: 45 56 46 36 37 107 113:
Old : 155: 45 56 46 36 37 107 113:
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 : 37.1 19.8 44.3 30.3 35.6 19.1 41.2 28.4
Old : 37.1 19.8 44.3 30.3 35.6 19.1 41.2 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 21,440: 16,005 7,534 0 2,762 12,630 18,767 20,164: 2,673 1,276
Old : 21,440: 16,005 7,534 0 2,762 12,630 18,767 20,164: 2,673 1,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -5,477: -6,392 1,493 0 1,544 -7,034 -4,848 -5,541: -629 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 35.1 0.0 12.9 58.9 87.5 94.0: 12.5 6.0
Old : 100.0: 74.7 35.1 0.0 12.9 58.9 87.5 94.0: 12.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 12 9 0 6 9 18 18:
Old : 35: 12 9 0 6 9 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 59.6 76.9 83.4 61.9 59.6 76.9 82.3
Old : 61.9 59.6 76.9 83.4 61.9 59.6 76.9 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,736,578: 1,581,565 303,420 4,235,283 6,006,001 7,199,951 11,822,848 11,738,653: 913,730 997,925
Old :12,736,578: 1,581,565 303,420 4,235,283 6,006,001 7,199,951 11,822,848 11,738,653: 913,730 997,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 575,347: 154,644 3,433 140,953 258,762 432,532 554,358 576,917: 20,989 -1,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 2.4 33.3 47.2 56.5 92.8 92.2: 7.2 7.8
Old : 100.0: 12.4 2.4 33.3 47.2 56.5 92.8 92.2: 7.2 7.8
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 : 288: 76 62 116 136 136 272 262:
Old : 288: 76 62 116 136 136 272 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 25.0 32.0 37.0 16.2 16.2 21.9 19.1
Old : 20.8 25.0 32.0 37.0 16.2 16.2 21.9 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 440,054: 28,443 48,188 31,787 279,781 308,386 340,012 388,361: 100,043 51,693
Old : 440,054: 28,443 48,188 31,787 279,781 308,386 340,012 388,361: 100,043 51,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 37,898: 1,665 17,695 7,603 27,689 7,335 36,957 32,633: 941 5,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 11.0 7.2 63.6 70.1 77.3 88.3: 22.7 11.7
Old : 100.0: 6.5 11.0 7.2 63.6 70.1 77.3 88.3: 22.7 11.7
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 : 156: 33 18 30 87 70 130 108:
Old : 156: 33 18 30 87 70 130 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 27.9 24.7 41.5 15.7 27.7 21.7 41.1
Old : 17.6 27.9 24.7 41.5 15.7 27.7 21.7 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 2,801,131: 503,932 402,190 90,319 1,976,483 2,023,793 2,570,733 2,516,302: 230,398 284,830
Old : 2,801,131: 503,932 402,190 90,319 1,976,483 2,023,793 2,570,733 2,516,302: 230,398 284,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 203,247: 106,646 60,462 31,987 34,805 111,942 173,439 204,390: 29,808 -1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 14.4 3.2 70.6 72.2 91.8 89.8: 8.2 10.2
Old : 100.0: 18.0 14.4 3.2 70.6 72.2 91.8 89.8: 8.2 10.2
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 : 450: 105 95 72 170 170 309 304:
Old : 450: 105 95 72 170 170 309 304:
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 19.2 31.0 26.7 19.9 16.3 28.4 23.6
Old : 19.9 19.2 31.0 26.7 19.9 16.3 28.4 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 101,574: 11,351 8,852 0 80,289 89,938 91,640 98,790: 9,934 2,784
Old : 101,574: 11,351 8,852 0 80,289 89,938 91,640 98,790: 9,934 2,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 3,327: 2,180 -847 0 1,432 4,145 3,612 3,298: -284 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.7 0.0 79.0 88.5 90.2 97.3: 9.8 2.7
Old : 100.0: 11.2 8.7 0.0 79.0 88.5 90.2 97.3: 9.8 2.7
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 : 78: 11 3 0 45 31 56 34:
Old : 78: 11 3 0 45 31 56 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 58.6 48.8 76.2 25.9 55.6 39.2 68.3
Old : 33.0 58.6 48.8 76.2 25.9 55.6 39.2 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 15,501: 1,259 661 626 9,594 11,625 11,479 12,912: 4,022 2,589
Old : 15,501: 1,259 661 626 9,594 11,625 11,479 12,912: 4,022 2,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -180: -4,399 456 -1 4,402 -440 2 15: -182 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 4.3 4.0 61.9 75.0 74.1 83.3: 25.9 16.7
Old : 100.0: 8.1 4.3 4.0 61.9 75.0 74.1 83.3: 25.9 16.7
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 : 27: 3 2 1 14 11 17 14:
Old : 27: 3 2 1 14 11 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 : 42.0 54.4 60.2 73.9 34.1 42.9 48.2 60.3
Old : 42.0 54.4 60.2 73.9 34.1 42.9 48.2 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 368,168: 115,052 84,113 9,971 217,994 257,532 343,017 351,616: 25,151 16,552
Old : 368,168: 115,052 84,113 9,971 217,994 257,532 343,017 351,616: 25,151 16,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 20,636: -24,088 -6,072 3,279 45,570 22,482 24,761 19,689: -4,125 948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 22.8 2.7 59.2 69.9 93.2 95.5: 6.8 4.5
Old : 100.0: 31.2 22.8 2.7 59.2 69.9 93.2 95.5: 6.8 4.5
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 : 228: 70 44 13 66 68 142 119:
Old : 228: 70 44 13 66 68 142 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 35.8 36.5 47.9 23.5 35.0 32.8 46.7
Old : 26.2 35.8 36.5 47.9 23.5 35.0 32.8 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 118,067: 61,011 15,459 3,933 24,714 85,449 89,658 104,841: 28,408 13,225
Old : 118,067: 61,011 15,459 3,933 24,714 85,449 89,658 104,841: 28,408 13,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -20,351: -16,325 1,435 517 -383 -23,298 -16,191 -21,347: -4,159 996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 13.1 3.3 20.9 72.4 75.9 88.8: 24.1 11.2
Old : 100.0: 51.7 13.1 3.3 20.9 72.4 75.9 88.8: 24.1 11.2
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 : 63: 25 15 10 13 17 43 37:
Old : 63: 25 15 10 13 17 43 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 : 36.3 51.0 53.0 69.9 36.3 50.5 52.0 68.1
Old : 36.3 51.0 53.0 69.9 36.3 50.5 52.0 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 41,755: 15,376 13,224 0 20,773 15,295 36,149 28,519: 5,606 13,236
Old : 41,755: 15,376 13,224 0 20,773 15,295 36,149 28,519: 5,606 13,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 1,627: 691 -1,921 0 1,759 3,528 2,450 1,607: -823 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 31.7 0.0 49.7 36.6 86.6 68.3: 13.4 31.7
Old : 100.0: 36.8 31.7 0.0 49.7 36.6 86.6 68.3: 13.4 31.7
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 : 59: 18 10 0 21 18 39 28:
Old : 59: 18 10 0 21 18 39 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 36.6 55.3 48.2 34.6 32.8 46.4 41.7
Old : 43.0 36.6 55.3 48.2 34.6 32.8 46.4 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 42,850: 15,390 5,659 1,877 17,305 31,856 34,572 39,392: 8,278 3,458
Old : 42,850: 15,390 5,659 1,877 17,305 31,856 34,572 39,392: 8,278 3,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 6,609: 2,156 -2,373 1,389 303 10,209 3,848 9,225: 2,761 -2,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 13.2 4.4 40.4 74.3 80.7 91.9: 19.3 8.1
Old : 100.0: 35.9 13.2 4.4 40.4 74.3 80.7 91.9: 19.3 8.1
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 : 65: 16 9 2 18 29 35 39:
Old : 65: 16 9 2 18 29 35 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 : 31.9 32.5 47.0 48.7 24.7 27.7 35.4 41.8
Old : 31.9 32.5 47.0 48.7 24.7 27.7 35.4 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 28,336: 5,442 0 40 20,478 27,034 25,960 27,074: 2,376 1,262
Old : 28,336: 5,442 0 40 20,478 27,034 25,960 27,074: 2,376 1,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 668: -484 -347 0 883 1,215 399 868: 269 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 0.0 0.1 72.3 95.4 91.6 95.5: 8.4 4.5
Old : 100.0: 19.2 0.0 0.1 72.3 95.4 91.6 95.5: 8.4 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 0 1 16 18 27 19:
Old : 41: 11 0 1 16 18 27 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 : 55.2 73.4 68.6 84.4 53.1 73.4 66.3 83.0
Old : 55.2 73.4 68.6 84.4 53.1 73.4 66.3 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 19,859: 3,772 920 40 9,972 17,620 13,784 18,580: 6,075 1,279
Old : 19,859: 3,772 920 40 9,972 17,620 13,784 18,580: 6,075 1,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -230: -278 -237 0 380 -54 102 -291: -332 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 4.6 0.2 50.2 88.7 69.4 93.6: 30.6 6.4
Old : 100.0: 19.0 4.6 0.2 50.2 88.7 69.4 93.6: 30.6 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 8 2 1 11 7 19 10:
Old : 26: 8 2 1 11 7 19 10:
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 : 46.4 85.1 54.7 92.5 45.5 85.1 53.8 92.3
Old : 46.4 85.1 54.7 92.5 45.5 85.1 53.8 92.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 17,376: 4,123 318 21 11,025 16,551 15,169 16,890: 2,207 486
Old : 17,376: 4,123 318 21 11,025 16,551 15,169 16,890: 2,207 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -1,774: -839 3 6 -405 -1,832 -1,238 -1,823: -536 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 1.8 0.1 63.4 95.3 87.3 97.2: 12.7 2.8
Old : 100.0: 23.7 1.8 0.1 63.4 95.3 87.3 97.2: 12.7 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 : 21: 10 3 2 7 1 18 5:
Old : 21: 10 3 2 7 1 18 5:
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 : 60.4 97.2 72.2 97.2 60.4 97.1 72.2 97.1
Old : 60.4 97.2 72.2 97.2 60.4 97.1 72.2 97.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2010