MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 33,975: 1,144 2,377 5,220 22,397 19,633 28,761 27,231: 5,213 6,743
Old : 33,975: 1,144 2,377 5,220 22,397 19,633 28,761 27,231: 5,213 6,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 643: -200 -195 66 727 762 592 633: 50 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 7.0 15.4 65.9 57.8 84.7 80.2: 15.3 19.8
Old : 100.0: 3.4 7.0 15.4 65.9 57.8 84.7 80.2: 15.3 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 : 66: 11 8 14 39 32 57 47:
Old : 66: 11 8 14 39 32 57 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 36.7 51.3 47.8 39.2 33.5 49.7 42.4
Old : 39.4 36.7 51.3 47.8 39.2 33.5 49.7 42.4
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 with Delta-adjusted Options and Futures Combined, August 10, 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 : 244,445: 61,563 16,813 66,707 92,134 120,485 220,404 204,005: 24,041 40,440
Old : 118,121: 39,738 34,928 17,330 51,497 48,546 108,565 100,804: 9,556 17,317
Other: 126,324: 41,829 1,890 29,373 40,637 71,939 111,839 103,201: 14,485 23,123
: : :
: : Changes in Commitments from: August 3, 2010 :
: -7,791: -1,561 -5,856 -4,213 -2,174 1,576 -7,948 -8,492: 157 701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 6.9 27.3 37.7 49.3 90.2 83.5: 9.8 16.5
Old : 100.0: 33.6 29.6 14.7 43.6 41.1 91.9 85.3: 8.1 14.7
Other: 100.0: 33.1 1.5 23.3 32.2 56.9 88.5 81.7: 11.5 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 102 66 102 53 63 217 183:
Old : 237: 84 83 55 37 57 151 165:
Other: 196: 96 21 58 44 56 160 124:
:----------------------------------------------------------------------------------------------------
: 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 24.2 30.1 33.0 19.8 23.5 30.0 30.5
Old : 25.7 24.8 38.8 35.2 25.7 24.6 38.7 34.0
Other: 22.4 25.3 34.3 36.0 22.3 24.2 32.5 33.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 407,917: 136,589 22,705 101,157 137,233 210,278 374,979 334,141: 32,939 73,777
Old : 407,917: 136,589 22,705 101,157 137,233 210,278 374,979 334,141: 32,939 73,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -7,755: 2,921 -7,821 -8,150 -6,368 2,692 -11,597 -13,279: 3,842 5,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 5.6 24.8 33.6 51.5 91.9 81.9: 8.1 18.1
Old : 100.0: 33.5 5.6 24.8 33.6 51.5 91.9 81.9: 8.1 18.1
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 : 425: 159 59 117 86 178 306 310:
Old : 425: 159 59 117 86 178 306 310:
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 : 15.8 17.5 25.1 26.7 15.6 15.2 24.6 22.0
Old : 15.8 17.5 25.1 26.7 15.6 15.2 24.6 22.0
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, August 10, 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 : 10,388: 3,735 4,138 1,498 2,978 2,898 8,212 8,533: 2,176 1,854
Old : 10,388: 3,735 4,138 1,498 2,978 2,898 8,212 8,533: 2,176 1,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 17: 3 170 -161 131 -64 -26 -55: 43 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 39.8 14.4 28.7 27.9 79.1 82.2: 20.9 17.8
Old : 100.0: 36.0 39.8 14.4 28.7 27.9 79.1 82.2: 20.9 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 24 27 18 21 22 60 59:
Old : 87: 24 27 18 21 22 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 : 31.9 22.9 45.7 37.5 31.9 22.9 44.9 35.3
Old : 31.9 22.9 45.7 37.5 31.9 22.9 44.9 35.3
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, August 10, 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 : 37,999: 12,175 4,971 6,713 11,676 7,539 30,564 19,223: 7,435 18,776
Old : 37,999: 12,175 4,971 6,713 11,676 7,539 30,564 19,223: 7,435 18,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -3,918: -2,517 102 -252 -538 -1,618 -3,307 -1,767: -611 -2,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 13.1 17.7 30.7 19.8 80.4 50.6: 19.6 49.4
Old : 100.0: 32.0 13.1 17.7 30.7 19.8 80.4 50.6: 19.6 49.4
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 : 149: 38 27 40 50 52 114 101:
Old : 149: 38 27 40 50 52 114 101:
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 : 16.1 13.1 26.0 20.1 16.1 11.7 25.6 16.7
Old : 16.1 13.1 26.0 20.1 16.1 11.7 25.6 16.7
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, August 10, 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 : 34,319: 9,754 20 602 18,707 33,580 29,063 34,202: 5,256 117
Old : 34,319: 9,754 20 602 18,707 33,580 29,063 34,202: 5,256 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 1,053: 1,462 -100 0 -362 1,124 1,100 1,024: -47 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 0.1 1.8 54.5 97.8 84.7 99.7: 15.3 0.3
Old : 100.0: 28.4 0.1 1.8 54.5 97.8 84.7 99.7: 15.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 1 1 11 11 17 12:
Old : 21: 5 1 1 11 11 17 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 : 57.2 78.2 77.1 94.6 44.1 62.1 50.0 66.5
Old : 57.2 78.2 77.1 94.6 44.1 62.1 50.0 66.5
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, August 10, 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 : 117,408: 47,067 5,045 5,082 19,726 90,403 71,876 100,530: 45,532 16,878
Old : 117,408: 47,067 5,045 5,082 19,726 90,403 71,876 100,530: 45,532 16,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 2,152: 8,129 -523 -3,184 -5,128 7,528 -183 3,821: 2,335 -1,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 4.3 4.3 16.8 77.0 61.2 85.6: 38.8 14.4
Old : 100.0: 40.1 4.3 4.3 16.8 77.0 61.2 85.6: 38.8 14.4
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 : 71: 33 8 13 20 23 57 40:
Old : 71: 33 8 13 20 23 57 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 46.7 27.9 62.1 19.1 45.7 27.7 61.0
Old : 19.1 46.7 27.9 62.1 19.1 45.7 27.7 61.0
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, August 10, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 56,228: 16,264 6,293 1,548 23,947 36,999 41,759 44,840: 14,469 11,388
Old : 56,228: 16,264 6,293 1,548 23,947 36,999 41,759 44,840: 14,469 11,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -5,925: -3,546 1,605 -54 -505 -9,540 -4,105 -7,988: -1,820 2,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 11.2 2.8 42.6 65.8 74.3 79.7: 25.7 20.3
Old : 100.0: 28.9 11.2 2.8 42.6 65.8 74.3 79.7: 25.7 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 : 42: 14 9 5 12 14 30 24:
Old : 42: 14 9 5 12 14 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 53.1 50.3 64.9 37.2 52.0 49.8 61.9
Old : 37.3 53.1 50.3 64.9 37.2 52.0 49.8 61.9
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, August 10, 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 : 110,281: 80,624 8,255 234 23,698 100,737 104,556 109,226: 5,725 1,055
Old : 110,281: 80,624 8,255 234 23,698 100,737 104,556 109,226: 5,725 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 18,032: 18,121 893 106 -155 17,082 18,072 18,081: -40 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 7.5 0.2 21.5 91.3 94.8 99.0: 5.2 1.0
Old : 100.0: 73.1 7.5 0.2 21.5 91.3 94.8 99.0: 5.2 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 : 94: 44 14 2 16 23 61 39:
Old : 94: 44 14 2 16 23 61 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 : 53.6 63.5 71.1 80.8 53.5 63.5 71.0 80.5
Old : 53.6 63.5 71.1 80.8 53.5 63.5 71.0 80.5
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, August 10, 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 : 164,207: 33,646 31,171 13,034 92,288 93,260 138,968 137,465: 25,239 26,741
Old : 164,207: 33,646 31,171 13,034 92,288 93,260 138,968 137,465: 25,239 26,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -2,907: 10,382 -568 -8,067 -8,166 8,368 -5,850 -267: 2,943 -2,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 19.0 7.9 56.2 56.8 84.6 83.7: 15.4 16.3
Old : 100.0: 20.5 19.0 7.9 56.2 56.8 84.6 83.7: 15.4 16.3
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 : 89: 26 28 19 20 27 56 64:
Old : 89: 26 28 19 20 27 56 64:
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 : 35.0 41.1 47.4 50.9 33.5 41.1 44.7 50.7
Old : 35.0 41.1 47.4 50.9 33.5 41.1 44.7 50.7
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, August 10, 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 : 151,231: 65,721 12,970 6,643 48,210 99,180 120,573 118,793: 30,658 32,438
Old : 151,231: 65,721 12,970 6,643 48,210 99,180 120,573 118,793: 30,658 32,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -1,276: 4,674 59 -4,364 -734 2,600 -423 -1,705: -853 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 8.6 4.4 31.9 65.6 79.7 78.6: 20.3 21.4
Old : 100.0: 43.5 8.6 4.4 31.9 65.6 79.7 78.6: 20.3 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 40 25 16 29 34 74 70:
Old : 111: 40 25 16 29 34 74 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 44.8 39.7 54.6 28.7 42.8 39.1 52.6
Old : 28.7 44.8 39.7 54.6 28.7 42.8 39.1 52.6
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, August 10, 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 : 290,287: 51,622 55,953 40,669 148,046 140,281 240,336 236,903: 49,951 53,384
Old : 290,287: 51,622 55,953 40,669 148,046 140,281 240,336 236,903: 49,951 53,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -28,265: 646 -8,627 -18,954 -6,239 9,091 -24,546 -18,491: -3,719 -9,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 19.3 14.0 51.0 48.3 82.8 81.6: 17.2 18.4
Old : 100.0: 17.8 19.3 14.0 51.0 48.3 82.8 81.6: 17.2 18.4
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 : 174: 49 58 53 44 50 121 133:
Old : 174: 49 58 53 44 50 121 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 36.7 36.7 43.1 27.2 36.6 34.1 41.6
Old : 28.5 36.7 36.7 43.1 27.2 36.6 34.1 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 25,036: 18,992 6,448 744 1,889 16,756 21,625 23,948: 3,411 1,088
Old : 25,036: 18,992 6,448 744 1,889 16,756 21,625 23,948: 3,411 1,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 637: -1,361 1,154 744 1,073 -986 456 912: 181 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 25.8 3.0 7.5 66.9 86.4 95.7: 13.6 4.3
Old : 100.0: 75.9 25.8 3.0 7.5 66.9 86.4 95.7: 13.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 15 12 1 5 15 20 28:
Old : 45: 15 12 1 5 15 20 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 : 64.0 56.1 76.7 76.4 64.0 56.1 73.7 76.4
Old : 64.0 56.1 76.7 76.4 64.0 56.1 73.7 76.4
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, August 10, 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 :13,914,205: 1,379,273 370,798 5,205,918 6,310,238 7,325,463 12,895,430 12,902,179: 1,018,776 1,012,027
Old :13,914,205: 1,379,273 370,798 5,205,918 6,310,238 7,325,463 12,895,430 12,902,179: 1,018,776 1,012,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 98,688: 95,760 6,863 -6,434 32,717 180,646 122,043 181,075: -23,354 -82,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 2.7 37.4 45.4 52.6 92.7 92.7: 7.3 7.3
Old : 100.0: 9.9 2.7 37.4 45.4 52.6 92.7 92.7: 7.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 61 73 117 140 148 272 272:
Old : 293: 61 73 117 140 148 272 272:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 24.0 33.5 35.6 16.0 13.7 21.7 18.1
Old : 21.5 24.0 33.5 35.6 16.0 13.7 21.7 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 990,404: 66,210 93,211 62,105 714,875 711,922 843,190 867,238: 147,213 123,166
Old : 990,404: 66,210 93,211 62,105 714,875 711,922 843,190 867,238: 147,213 123,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 10,042: 2,139 3,165 4,165 11,453 11,658 17,757 18,988: -7,714 -8,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 9.4 6.3 72.2 71.9 85.1 87.6: 14.9 12.4
Old : 100.0: 6.7 9.4 6.3 72.2 71.9 85.1 87.6: 14.9 12.4
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 : 553: 92 127 100 222 235 381 395:
Old : 553: 92 127 100 222 235 381 395:
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 : 16.0 12.4 24.6 20.4 13.1 10.2 20.6 16.6
Old : 16.0 12.4 24.6 20.4 13.1 10.2 20.6 16.6
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, August 10, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 399,893: 22,664 41,874 28,508 265,678 256,177 316,850 326,559: 83,043 73,334
Old : 399,893: 22,664 41,874 28,508 265,678 256,177 316,850 326,559: 83,043 73,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 5,829: 684 4,604 931 3,294 6,396 4,909 11,931: 920 -6,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 10.5 7.1 66.4 64.1 79.2 81.7: 20.8 18.3
Old : 100.0: 5.7 10.5 7.1 66.4 64.1 79.2 81.7: 20.8 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 23 31 37 78 67 124 112:
Old : 151: 23 31 37 78 67 124 112:
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 : 19.1 19.0 27.6 30.4 17.8 18.4 26.3 27.5
Old : 19.1 19.0 27.6 30.4 17.8 18.4 26.3 27.5
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, August 10, 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 : 2,952,553: 291,818 330,770 93,900 2,245,982 2,278,722 2,631,701 2,703,393: 320,852 249,160
Old : 2,952,553: 291,818 330,770 93,900 2,245,982 2,278,722 2,631,701 2,703,393: 320,852 249,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 21,068: 14,815 346 8,630 40,793 26,306 64,238 35,283: -43,170 -14,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 11.2 3.2 76.1 77.2 89.1 91.6: 10.9 8.4
Old : 100.0: 9.9 11.2 3.2 76.1 77.2 89.1 91.6: 10.9 8.4
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 : 493: 83 107 78 194 214 327 349:
Old : 493: 83 107 78 194 214 327 349:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 12.3 30.6 21.3 16.2 10.2 25.1 18.2
Old : 19.9 12.3 30.6 21.3 16.2 10.2 25.1 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 89,152: 12,931 7,097 0 65,046 77,485 77,977 84,582: 11,175 4,570
Old : 89,152: 12,931 7,097 0 65,046 77,485 77,977 84,582: 11,175 4,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 1,918: 1,799 25 0 -644 1,878 1,155 1,903: 763 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 8.0 0.0 73.0 86.9 87.5 94.9: 12.5 5.1
Old : 100.0: 14.5 8.0 0.0 73.0 86.9 87.5 94.9: 12.5 5.1
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 : 83: 10 2 0 48 35 58 37:
Old : 83: 10 2 0 48 35 58 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 46.1 50.0 64.5 32.8 45.1 45.7 61.7
Old : 33.3 46.1 50.0 64.5 32.8 45.1 45.7 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 88,095: 20,802 13,202 2,117 54,993 66,859 77,912 82,177: 10,183 5,918
Old : 88,095: 20,802 13,202 2,117 54,993 66,859 77,912 82,177: 10,183 5,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 3,434: 2,535 -430 597 689 2,937 3,821 3,104: -387 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 15.0 2.4 62.4 75.9 88.4 93.3: 11.6 6.7
Old : 100.0: 23.6 15.0 2.4 62.4 75.9 88.4 93.3: 11.6 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 65 35 15 72 84 145 126:
Old : 226: 65 35 15 72 84 145 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 26.6 40.0 41.3 24.2 25.2 36.9 37.8
Old : 27.2 26.6 40.0 41.3 24.2 25.2 36.9 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 14,412: 1,477 2,497 0 7,328 10,749 8,805 13,246: 5,607 1,166
Old : 14,412: 1,477 2,497 0 7,328 10,749 8,805 13,246: 5,607 1,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 449: 492 0 0 21 492 513 492: -64 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 17.3 0.0 50.8 74.6 61.1 91.9: 38.9 8.1
Old : 100.0: 10.2 17.3 0.0 50.8 74.6 61.1 91.9: 38.9 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 : 23: 1 1 0 11 11 12 12:
Old : 23: 1 1 0 11 11 12 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 : 41.6 68.2 54.1 84.5 41.6 68.2 52.6 83.7
Old : 41.6 68.2 54.1 84.5 41.6 68.2 52.6 83.7
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, August 10, 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 : 368,417: 103,701 60,601 3,507 238,327 280,548 345,535 344,655: 22,882 23,762
Old : 368,417: 103,701 60,601 3,507 238,327 280,548 345,535 344,655: 22,882 23,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 14,926: 12,367 1 833 3,340 12,224 16,540 13,058: -1,615 1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 16.4 1.0 64.7 76.1 93.8 93.6: 6.2 6.4
Old : 100.0: 28.1 16.4 1.0 64.7 76.1 93.8 93.6: 6.2 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 : 222: 64 36 14 66 79 138 121:
Old : 222: 64 36 14 66 79 138 121:
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 : 31.8 28.2 47.0 42.9 31.3 28.2 46.3 42.7
Old : 31.8 28.2 47.0 42.9 31.3 28.2 46.3 42.7
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, August 10, 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 : 121,946: 68,510 14,164 3,051 21,921 86,804 93,483 104,019: 28,463 17,926
Old : 121,946: 68,510 14,164 3,051 21,921 86,804 93,483 104,019: 28,463 17,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 13,362: 6,109 895 -1,106 5,995 11,806 10,998 11,595: 2,364 1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 11.6 2.5 18.0 71.2 76.7 85.3: 23.3 14.7
Old : 100.0: 56.2 11.6 2.5 18.0 71.2 76.7 85.3: 23.3 14.7
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 : 74: 30 17 9 18 20 52 42:
Old : 74: 30 17 9 18 20 52 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 45.5 39.7 62.1 27.1 45.1 39.7 59.8
Old : 27.1 45.5 39.7 62.1 27.1 45.1 39.7 59.8
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, August 10, 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 : 30,328: 6,625 4,917 0 14,570 10,043 21,195 14,960: 9,133 15,368
Old : 30,328: 6,625 4,917 0 14,570 10,043 21,195 14,960: 9,133 15,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -1,623: -718 646 -8 -124 -1,362 -850 -724: -773 -899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 16.2 0.0 48.0 33.1 69.9 49.3: 30.1 50.7
Old : 100.0: 21.8 16.2 0.0 48.0 33.1 69.9 49.3: 30.1 50.7
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 9 0 18 13 32 22:
Old : 51: 14 9 0 18 13 32 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 24.3 39.5 33.0 26.4 24.3 39.3 33.0
Old : 26.6 24.3 39.5 33.0 26.4 24.3 39.3 33.0
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, August 10, 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 : 52,273: 4,194 3,643 641 39,519 23,214 44,354 27,498: 7,919 24,775
Old : 52,273: 4,194 3,643 641 39,519 23,214 44,354 27,498: 7,919 24,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 2,225: 579 -1,605 84 1,172 352 1,835 -1,169: 390 3,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 7.0 1.2 75.6 44.4 84.9 52.6: 15.1 47.4
Old : 100.0: 8.0 7.0 1.2 75.6 44.4 84.9 52.6: 15.1 47.4
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 : 59: 8 13 1 22 21 31 34:
Old : 59: 8 13 1 22 21 31 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 : 50.2 21.4 63.8 30.4 47.2 20.8 60.0 28.9
Old : 50.2 21.4 63.8 30.4 47.2 20.8 60.0 28.9
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, August 10, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 30,509: 4,602 266 300 22,245 27,809 27,147 28,375: 3,362 2,134
Old : 30,509: 4,602 266 300 22,245 27,809 27,147 28,375: 3,362 2,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -806: -1,082 266 0 479 -927 -603 -661: -203 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 0.9 1.0 72.9 91.2 89.0 93.0: 11.0 7.0
Old : 100.0: 15.1 0.9 1.0 72.9 91.2 89.0 93.0: 11.0 7.0
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 : 38: 6 1 1 17 20 23 22:
Old : 38: 6 1 1 17 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 60.5 68.4 76.6 51.1 57.6 62.9 71.7
Old : 53.6 60.5 68.4 76.6 51.1 57.6 62.9 71.7
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, August 10, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 27,515: 6,620 204 0 15,088 24,696 21,708 24,900: 5,807 2,615
Old : 27,515: 6,620 204 0 15,088 24,696 21,708 24,900: 5,807 2,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 411: -170 0 0 533 -453 363 -453: 48 864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 0.7 0.0 54.8 89.8 78.9 90.5: 21.1 9.5
Old : 100.0: 24.1 0.7 0.0 54.8 89.8 78.9 90.5: 21.1 9.5
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 : 40: 12 1 0 17 15 29 16:
Old : 40: 12 1 0 17 15 29 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 67.8 48.9 83.9 34.2 67.8 47.9 83.9
Old : 35.2 67.8 48.9 83.9 34.2 67.8 47.9 83.9
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, August 10, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,987: 4,201 3,035 47 10,120 11,615 14,368 14,697: 1,619 1,290
Old : 15,987: 4,201 3,035 47 10,120 11,615 14,368 14,697: 1,619 1,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: -9: -16 -681 44 -446 284 -418 -353: 409 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 19.0 0.3 63.3 72.7 89.9 91.9: 10.1 8.1
Old : 100.0: 26.3 19.0 0.3 63.3 72.7 89.9 91.9: 10.1 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 : 25: 11 5 2 8 4 19 11:
Old : 25: 11 5 2 8 4 19 11:
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 : 62.4 89.0 73.3 91.5 62.4 89.0 73.0 91.1
Old : 62.4 89.0 73.3 91.5 62.4 89.0 73.0 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 13, 2010