MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 34,609: 1,150 2,023 5,250 22,942 20,317 29,342 27,591: 5,266 7,018
Old : 34,609: 1,150 2,023 5,250 22,942 20,317 29,342 27,591: 5,266 7,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 634: 6 -354 30 545 684 581 360: 53 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 5.8 15.2 66.3 58.7 84.8 79.7: 15.2 20.3
Old : 100.0: 3.3 5.8 15.2 66.3 58.7 84.8 79.7: 15.2 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 : 67: 9 11 14 39 33 58 48:
Old : 67: 9 11 14 39 33 58 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 36.4 51.9 48.0 39.1 33.4 50.0 42.3
Old : 39.2 36.4 51.9 48.0 39.1 33.4 50.0 42.3
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, August 17, 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 : 227,851: 57,356 17,694 59,884 88,368 112,830 205,608 190,408: 22,243 37,443
Old : 99,935: 34,263 35,930 10,326 48,440 39,816 93,029 86,072: 6,907 13,864
Other: 127,915: 44,506 3,177 28,145 39,928 73,014 112,579 104,337: 15,337 23,579
: : :
: : Changes in Commitments from: August 10, 2010 :
: -16,594: -4,207 882 -6,823 -3,766 -7,655 -14,796 -13,596: -1,797 -2,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 7.8 26.3 38.8 49.5 90.2 83.6: 9.8 16.4
Old : 100.0: 34.3 36.0 10.3 48.5 39.8 93.1 86.1: 6.9 13.9
Other: 100.0: 34.8 2.5 22.0 31.2 57.1 88.0 81.6: 12.0 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 97 58 92 46 56 195 167:
Old : 214: 73 74 40 29 51 122 145:
Other: 192: 88 26 57 44 53 157 119:
:----------------------------------------------------------------------------------------------------
: 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 24.7 32.0 33.2 20.8 24.1 31.7 30.8
Old : 29.1 26.2 44.5 37.0 29.1 26.2 44.5 37.0
Other: 21.8 25.6 33.5 36.0 21.7 24.6 32.2 33.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 415,127: 138,953 23,129 108,456 138,332 212,212 385,741 343,797: 29,387 71,330
Old : 415,127: 138,953 23,129 108,456 138,332 212,212 385,741 343,797: 29,387 71,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 7,210: 2,364 424 7,299 1,099 1,934 10,762 9,657: -3,552 -2,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 5.6 26.1 33.3 51.1 92.9 82.8: 7.1 17.2
Old : 100.0: 33.5 5.6 26.1 33.3 51.1 92.9 82.8: 7.1 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 167 51 115 92 179 309 309:
Old : 423: 167 51 115 92 179 309 309:
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 : 15.5 17.3 24.7 26.5 15.1 15.1 23.9 21.8
Old : 15.5 17.3 24.7 26.5 15.1 15.1 23.9 21.8
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 17, 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 : 10,163: 3,664 4,463 1,297 3,185 2,593 8,146 8,353: 2,017 1,810
Old : 10,163: 3,664 4,463 1,297 3,185 2,593 8,146 8,353: 2,017 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -224: -72 325 -201 206 -305 -66 -180: -158 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 43.9 12.8 31.3 25.5 80.2 82.2: 19.8 17.8
Old : 100.0: 36.1 43.9 12.8 31.3 25.5 80.2 82.2: 19.8 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 : 83: 22 30 17 19 19 57 55:
Old : 83: 22 30 17 19 19 57 55:
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 : 32.6 24.4 47.6 39.1 32.6 24.4 45.4 37.7
Old : 32.6 24.4 47.6 39.1 32.6 24.4 45.4 37.7
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 17, 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 : 36,673: 11,889 4,502 6,908 11,297 7,764 30,094 19,174: 6,579 17,500
Old : 36,673: 11,889 4,502 6,908 11,297 7,764 30,094 19,174: 6,579 17,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -1,326: -286 -469 194 -379 225 -470 -49: -856 -1,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 12.3 18.8 30.8 21.2 82.1 52.3: 17.9 47.7
Old : 100.0: 32.4 12.3 18.8 30.8 21.2 82.1 52.3: 17.9 47.7
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 : 149: 44 20 38 53 52 117 97:
Old : 149: 44 20 38 53 52 117 97:
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 : 17.8 14.7 28.7 22.6 16.3 13.4 25.3 18.5
Old : 17.8 14.7 28.7 22.6 16.3 13.4 25.3 18.5
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 17, 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 : 34,736: 8,500 20 602 19,617 33,978 28,719 34,600: 6,017 136
Old : 34,736: 8,500 20 602 19,617 33,978 28,719 34,600: 6,017 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 417: -1,254 0 0 910 398 -344 398: 761 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 0.1 1.7 56.5 97.8 82.7 99.6: 17.3 0.4
Old : 100.0: 24.5 0.1 1.7 56.5 97.8 82.7 99.6: 17.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 1 1 11 10 17 11:
Old : 20: 5 1 1 11 10 17 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 : 57.8 80.7 75.1 96.6 40.4 61.7 48.0 66.5
Old : 57.8 80.7 75.1 96.6 40.4 61.7 48.0 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 17, 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 : 107,213: 34,888 4,560 5,470 26,585 78,521 66,943 88,551: 40,270 18,663
Old : 107,213: 34,888 4,560 5,470 26,585 78,521 66,943 88,551: 40,270 18,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -10,195: -12,180 -486 388 6,859 -11,882 -4,933 -11,979: -5,262 1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 4.3 5.1 24.8 73.2 62.4 82.6: 37.6 17.4
Old : 100.0: 32.5 4.3 5.1 24.8 73.2 62.4 82.6: 37.6 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 29 9 13 23 20 58 36:
Old : 67: 29 9 13 23 20 58 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 46.7 28.1 63.7 18.2 46.0 27.8 61.8
Old : 18.2 46.7 28.1 63.7 18.2 46.0 27.8 61.8
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 17, 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 : 58,743: 17,568 6,826 2,006 22,831 39,020 42,405 47,852: 16,337 10,890
Old : 58,743: 17,568 6,826 2,006 22,831 39,020 42,405 47,852: 16,337 10,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 2,515: 1,304 534 458 -1,116 2,021 647 3,013: 1,868 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 11.6 3.4 38.9 66.4 72.2 81.5: 27.8 18.5
Old : 100.0: 29.9 11.6 3.4 38.9 66.4 72.2 81.5: 27.8 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 12 10 7 11 15 28 27:
Old : 41: 12 10 7 11 15 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 53.4 51.0 64.4 36.5 51.5 50.6 61.2
Old : 36.5 53.4 51.0 64.4 36.5 51.5 50.6 61.2
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 17, 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 : 111,732: 81,187 10,634 0 24,351 99,452 105,538 110,086: 6,194 1,646
Old : 111,732: 81,187 10,634 0 24,351 99,452 105,538 110,086: 6,194 1,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 1,451: 563 2,379 -234 653 -1,285 982 860: 469 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 9.5 0.0 21.8 89.0 94.5 98.5: 5.5 1.5
Old : 100.0: 72.7 9.5 0.0 21.8 89.0 94.5 98.5: 5.5 1.5
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 : 91: 44 14 0 18 20 62 34:
Old : 91: 44 14 0 18 20 62 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 : 54.7 59.4 71.4 77.8 54.7 59.4 71.4 77.4
Old : 54.7 59.4 71.4 77.8 54.7 59.4 71.4 77.4
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 17, 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 : 159,157: 31,172 34,980 9,969 90,515 88,977 131,656 133,926: 27,501 25,230
Old : 159,157: 31,172 34,980 9,969 90,515 88,977 131,656 133,926: 27,501 25,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -5,050: -2,474 3,809 -3,065 -1,773 -4,282 -7,312 -3,539: 2,262 -1,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 22.0 6.3 56.9 55.9 82.7 84.1: 17.3 15.9
Old : 100.0: 19.6 22.0 6.3 56.9 55.9 82.7 84.1: 17.3 15.9
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 : 89: 24 30 21 21 28 56 68:
Old : 89: 24 30 21 21 28 56 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 : 36.1 42.9 49.1 52.5 35.6 42.9 47.5 52.2
Old : 36.1 42.9 49.1 52.5 35.6 42.9 47.5 52.2
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 17, 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 : 152,254: 63,299 12,606 7,061 51,058 98,215 121,418 117,882: 30,836 34,373
Old : 152,254: 63,299 12,606 7,061 51,058 98,215 121,418 117,882: 30,836 34,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 1,023: -2,421 -365 418 2,848 -965 845 -911: 178 1,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 8.3 4.6 33.5 64.5 79.7 77.4: 20.3 22.6
Old : 100.0: 41.6 8.3 4.6 33.5 64.5 79.7 77.4: 20.3 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 38 28 16 28 30 71 69:
Old : 108: 38 28 16 28 30 71 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 45.0 40.5 54.3 30.0 43.0 39.8 52.0
Old : 30.2 45.0 40.5 54.3 30.0 43.0 39.8 52.0
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 17, 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 : 306,755: 60,312 71,789 37,058 152,024 141,133 249,394 249,979: 57,361 56,775
Old : 306,755: 60,312 71,789 37,058 152,024 141,133 249,394 249,979: 57,361 56,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 16,467: 8,690 15,836 -3,611 3,978 852 9,057 13,076: 7,410 3,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 23.4 12.1 49.6 46.0 81.3 81.5: 18.7 18.5
Old : 100.0: 19.7 23.4 12.1 49.6 46.0 81.3 81.5: 18.7 18.5
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 : 175: 49 64 54 41 48 121 135:
Old : 175: 49 64 54 41 48 121 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 35.1 37.3 42.7 27.7 35.0 33.9 40.9
Old : 29.0 35.1 37.3 42.7 27.7 35.0 33.9 40.9
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 17, 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 : 23,627: 17,595 5,456 0 3,229 16,406 20,824 21,862: 2,803 1,765
Old : 23,627: 17,595 5,456 0 3,229 16,406 20,824 21,862: 2,803 1,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -1,409: -1,397 -992 -744 1,340 -350 -801 -2,086: -608 677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 23.1 0.0 13.7 69.4 88.1 92.5: 11.9 7.5
Old : 100.0: 74.5 23.1 0.0 13.7 69.4 88.1 92.5: 11.9 7.5
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 : 42: 12 11 0 7 13 19 24:
Old : 42: 12 11 0 7 13 19 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 : 62.7 59.1 76.2 78.3 62.7 59.1 76.2 78.3
Old : 62.7 59.1 76.2 78.3 62.7 59.1 76.2 78.3
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, August 17, 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 :13,713,592: 1,332,618 362,081 5,157,335 6,293,734 7,242,627 12,783,687 12,762,042: 929,905 951,550
Old :13,713,592: 1,332,618 362,081 5,157,335 6,293,734 7,242,627 12,783,687 12,762,042: 929,905 951,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -200,614: -46,655 -8,717 -48,584 -16,504 -82,836 -111,743 -140,136: -88,871 -60,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 2.6 37.6 45.9 52.8 93.2 93.1: 6.8 6.9
Old : 100.0: 9.7 2.6 37.6 45.9 52.8 93.2 93.1: 6.8 6.9
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 : 294: 64 67 112 146 152 272 273:
Old : 294: 64 67 112 146 152 272 273:
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 : 21.3 23.9 33.1 35.9 15.7 14.2 21.7 18.4
Old : 21.3 23.9 33.1 35.9 15.7 14.2 21.7 18.4
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 17, 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 : 1,007,404: 69,651 91,535 75,009 721,923 715,581 866,583 882,125: 140,821 125,279
Old : 1,007,404: 69,651 91,535 75,009 721,923 715,581 866,583 882,125: 140,821 125,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 17,001: 3,441 -1,676 12,904 7,049 3,660 23,393 14,887: -6,392 2,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 9.1 7.4 71.7 71.0 86.0 87.6: 14.0 12.4
Old : 100.0: 6.9 9.1 7.4 71.7 71.0 86.0 87.6: 14.0 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 : 570: 107 126 108 228 236 401 404:
Old : 570: 107 126 108 228 236 401 404:
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 : 15.5 11.1 23.9 18.7 12.6 9.1 19.8 15.0
Old : 15.5 11.1 23.9 18.7 12.6 9.1 19.8 15.0
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 17, 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 : 402,529: 23,096 52,407 29,853 269,796 246,129 322,746 328,389: 79,784 74,140
Old : 402,529: 23,096 52,407 29,853 269,796 246,129 322,746 328,389: 79,784 74,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 2,636: 432 10,533 1,346 4,118 -10,049 5,896 1,830: -3,259 807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 13.0 7.4 67.0 61.1 80.2 81.6: 19.8 18.4
Old : 100.0: 5.7 13.0 7.4 67.0 61.1 80.2 81.6: 19.8 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 : 156: 25 33 39 80 67 130 114:
Old : 156: 25 33 39 80 67 130 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 18.3 26.7 29.2 17.8 18.3 25.6 27.7
Old : 19.0 18.3 26.7 29.2 17.8 18.3 25.6 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 3,024,375: 351,070 313,934 107,481 2,260,635 2,347,264 2,719,186 2,768,679: 305,188 255,695
Old : 3,024,375: 351,070 313,934 107,481 2,260,635 2,347,264 2,719,186 2,768,679: 305,188 255,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 71,822: 59,252 -16,836 13,581 14,653 68,542 87,486 65,287: -15,664 6,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.4 3.6 74.7 77.6 89.9 91.5: 10.1 8.5
Old : 100.0: 11.6 10.4 3.6 74.7 77.6 89.9 91.5: 10.1 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 510: 95 108 86 199 215 344 359:
Old : 510: 95 108 86 199 215 344 359:
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 11.3 29.3 19.9 15.7 8.9 24.5 16.2
Old : 19.2 11.3 29.3 19.9 15.7 8.9 24.5 16.2
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 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 87,943: 11,775 7,393 31 65,137 75,887 76,943 83,311: 11,000 4,632
Old : 87,943: 11,775 7,393 31 65,137 75,887 76,943 83,311: 11,000 4,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -1,209: -1,156 296 31 91 -1,598 -1,034 -1,271: -175 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.4 0.0 74.1 86.3 87.5 94.7: 12.5 5.3
Old : 100.0: 13.4 8.4 0.0 74.1 86.3 87.5 94.7: 12.5 5.3
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 : 81: 9 3 1 46 35 56 38:
Old : 81: 9 3 1 46 35 56 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 49.0 49.9 66.1 33.3 49.0 45.6 63.1
Old : 33.8 49.0 49.9 66.1 33.3 49.0 45.6 63.1
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 17, 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 : 87,965: 16,625 14,379 1,432 60,045 65,026 78,102 80,837: 9,862 7,128
Old : 87,965: 16,625 14,379 1,432 60,045 65,026 78,102 80,837: 9,862 7,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -130: -4,176 1,177 -685 5,051 -1,833 190 -1,340: -321 1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 16.3 1.6 68.3 73.9 88.8 91.9: 11.2 8.1
Old : 100.0: 18.9 16.3 1.6 68.3 73.9 88.8 91.9: 11.2 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 : 230: 71 36 22 70 83 150 132:
Old : 230: 71 36 22 70 83 150 132:
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 : 28.6 25.6 42.1 39.3 24.8 21.8 36.5 34.3
Old : 28.6 25.6 42.1 39.3 24.8 21.8 36.5 34.3
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, August 17, 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 : 17,361: 738 2,497 0 10,708 13,453 11,446 15,950: 5,915 1,411
Old : 17,361: 738 2,497 0 10,708 13,453 11,446 15,950: 5,915 1,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 2,950: -739 0 0 3,380 2,704 2,641 2,704: 309 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 14.4 0.0 61.7 77.5 65.9 91.9: 34.1 8.1
Old : 100.0: 4.3 14.4 0.0 61.7 77.5 65.9 91.9: 34.1 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 : 23: 1 1 0 10 12 11 13:
Old : 23: 1 1 0 10 12 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 66.6 61.5 83.0 48.7 66.6 58.7 82.9
Old : 50.1 66.6 61.5 83.0 48.7 66.6 58.7 82.9
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 17, 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 : 353,016: 82,558 62,532 4,039 246,684 257,863 333,281 324,434: 19,735 28,582
Old : 353,016: 82,558 62,532 4,039 246,684 257,863 333,281 324,434: 19,735 28,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -15,401: -21,142 1,931 532 8,356 -22,685 -12,253 -20,221: -3,147 4,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 17.7 1.1 69.9 73.0 94.4 91.9: 5.6 8.1
Old : 100.0: 23.4 17.7 1.1 69.9 73.0 94.4 91.9: 5.6 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 : 226: 70 37 21 65 78 144 127:
Old : 226: 70 37 21 65 78 144 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 25.0 47.3 40.3 32.4 25.0 46.6 39.9
Old : 33.1 25.0 47.3 40.3 32.4 25.0 46.6 39.9
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 17, 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 : 128,643: 71,243 13,452 3,456 24,608 93,830 99,307 110,738: 29,336 17,905
Old : 128,643: 71,243 13,452 3,456 24,608 93,830 99,307 110,738: 29,336 17,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 6,697: 2,733 -713 405 2,686 7,026 5,824 6,719: 872 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 10.5 2.7 19.1 72.9 77.2 86.1: 22.8 13.9
Old : 100.0: 55.4 10.5 2.7 19.1 72.9 77.2 86.1: 22.8 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 34 15 10 18 21 57 41:
Old : 77: 34 15 10 18 21 57 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 48.1 39.2 63.8 27.7 47.8 38.9 61.7
Old : 27.7 48.1 39.2 63.8 27.7 47.8 38.9 61.7
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 17, 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 : 29,751: 6,246 4,886 0 14,852 10,164 21,098 15,050: 8,653 14,701
Old : 29,751: 6,246 4,886 0 14,852 10,164 21,098 15,050: 8,653 14,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -577: -379 -31 0 282 121 -97 90: -480 -667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 16.4 0.0 49.9 34.2 70.9 50.6: 29.1 49.4
Old : 100.0: 21.0 16.4 0.0 49.9 34.2 70.9 50.6: 29.1 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 : 54: 13 10 0 21 13 34 23:
Old : 54: 13 10 0 21 13 34 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 24.7 38.5 32.7 25.1 24.7 38.1 32.7
Old : 25.5 24.7 38.5 32.7 25.1 24.7 38.1 32.7
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, August 17, 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 : 52,569: 5,339 3,659 736 37,343 28,926 43,418 33,321: 9,151 19,248
Old : 52,569: 5,339 3,659 736 37,343 28,926 43,418 33,321: 9,151 19,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 296: 1,145 16 95 -2,176 5,712 -936 5,823: 1,232 -5,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 7.0 1.4 71.0 55.0 82.6 63.4: 17.4 36.6
Old : 100.0: 10.2 7.0 1.4 71.0 55.0 82.6 63.4: 17.4 36.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 11 10 1 19 23 31 33:
Old : 59: 11 10 1 19 23 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 28.1 62.8 39.0 46.0 27.9 58.7 37.0
Old : 49.2 28.1 62.8 39.0 46.0 27.9 58.7 37.0
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 17, 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 : 34,762: 6,251 328 300 25,021 32,371 31,572 32,999: 3,190 1,763
Old : 34,762: 6,251 328 300 25,021 32,371 31,572 32,999: 3,190 1,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 4,253: 1,649 62 0 2,776 4,562 4,425 4,624: -172 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.9 0.9 72.0 93.1 90.8 94.9: 9.2 5.1
Old : 100.0: 18.0 0.9 0.9 72.0 93.1 90.8 94.9: 9.2 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 : 43: 8 1 1 21 19 29 21:
Old : 43: 8 1 1 21 19 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 66.7 63.3 81.1 46.0 64.1 59.5 76.6
Old : 48.1 66.7 63.3 81.1 46.0 64.1 59.5 76.6
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 17, 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 : 27,095: 6,162 204 0 14,676 24,598 20,838 24,802: 6,257 2,293
Old : 27,095: 6,162 204 0 14,676 24,598 20,838 24,802: 6,257 2,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -420: -458 0 0 -412 -98 -870 -98: 450 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 0.8 0.0 54.2 90.8 76.9 91.5: 23.1 8.5
Old : 100.0: 22.7 0.8 0.0 54.2 90.8 76.9 91.5: 23.1 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 1 0 17 15 27 16:
Old : 38: 10 1 0 17 15 27 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 : 35.8 67.7 50.2 84.5 34.5 67.7 48.9 84.3
Old : 35.8 67.7 50.2 84.5 34.5 67.7 48.9 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 20, 2010