MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,562: 7,458 5,435 1,623 23,554 26,692 32,635 33,750: 5,927 4,812
Old : 38,562: 7,458 5,435 1,623 23,554 26,692 32,635 33,750: 5,927 4,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 1,967: 699 -179 139 1,353 1,993 2,191 1,953: -224 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 14.1 4.2 61.1 69.2 84.6 87.5: 15.4 12.5
Old : 100.0: 19.3 14.1 4.2 61.1 69.2 84.6 87.5: 15.4 12.5
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 : 88: 24 14 19 32 34 67 58:
Old : 88: 24 14 19 32 34 67 58:
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 : 33.2 44.6 45.6 57.0 33.2 40.3 42.6 52.3
Old : 33.2 44.6 45.6 57.0 33.2 40.3 42.6 52.3
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 - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 241,629: 74,208 30,066 44,014 95,039 129,675 213,261 203,755: 28,368 37,874
Old : 229,759: 71,055 32,458 39,591 93,695 122,144 204,341 194,193: 25,418 35,566
Other: 11,870: 6,493 948 1,083 1,344 7,531 8,920 9,562: 2,950 2,308
: : :
: : Changes in Commitments from: February 8, 2011 :
: -3,699: 1,991 -3,988 -1,250 -3,592 -822 -2,851 -6,060: -848 2,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 12.4 18.2 39.3 53.7 88.3 84.3: 11.7 15.7
Old : 100.0: 30.9 14.1 17.2 40.8 53.2 88.9 84.5: 11.1 15.5
Other: 100.0: 54.7 8.0 9.1 11.3 63.4 75.1 80.6: 24.9 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 104 62 101 58 74 227 197:
Old : 280: 96 71 98 54 73 221 195:
Other: 85: 25 10 12 17 33 48 53:
:----------------------------------------------------------------------------------------------------
: 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 24.6 31.0 33.4 19.0 24.3 30.8 31.6
Old : 20.1 24.6 32.2 33.8 20.1 24.2 32.1 32.2
Other: 34.5 36.1 48.1 50.5 34.0 36.1 46.9 49.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 353,698: 127,233 55,991 52,188 145,522 177,294 324,943 285,473: 28,755 68,225
Old : 353,698: 127,233 55,991 52,188 145,522 177,294 324,943 285,473: 28,755 68,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -1,597: 3,224 1,831 -2,179 -1,128 -984 -83 -1,332: -1,514 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 15.8 14.8 41.1 50.1 91.9 80.7: 8.1 19.3
Old : 100.0: 36.0 15.8 14.8 41.1 50.1 91.9 80.7: 8.1 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 451: 132 96 110 87 197 291 341:
Old : 451: 132 96 110 87 197 291 341:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 12.8 32.0 20.0 19.2 12.4 31.2 18.4
Old : 20.0 12.8 32.0 20.0 19.2 12.4 31.2 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,607: 5,199 1,397 897 2,601 7,005 8,697 9,299: 1,910 1,308
Old : 10,607: 5,199 1,397 897 2,601 7,005 8,697 9,299: 1,910 1,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 429: 122 -12 252 77 266 451 506: -22 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 13.2 8.5 24.5 66.0 82.0 87.7: 18.0 12.3
Old : 100.0: 49.0 13.2 8.5 24.5 66.0 82.0 87.7: 18.0 12.3
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 : 97: 40 12 13 18 34 68 53:
Old : 97: 40 12 13 18 34 68 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 30.2 47.3 44.9 32.1 30.1 47.3 43.5
Old : 32.1 30.2 47.3 44.9 32.1 30.1 47.3 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,716: 20,104 5,355 7,619 14,584 13,707 42,307 26,681: 7,409 23,035
Old : 49,716: 20,104 5,355 7,619 14,584 13,707 42,307 26,681: 7,409 23,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -732: 258 -358 -821 -47 -209 -610 -1,388: -122 656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 10.8 15.3 29.3 27.6 85.1 53.7: 14.9 46.3
Old : 100.0: 40.4 10.8 15.3 29.3 27.6 85.1 53.7: 14.9 46.3
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 : 189: 52 34 42 38 81 117 140:
Old : 189: 52 34 42 38 81 117 140:
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 : 17.4 10.0 29.5 16.3 17.4 7.6 28.5 11.8
Old : 17.4 10.0 29.5 16.3 17.4 7.6 28.5 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 64,686: 14,484 0 3,755 45,164 60,868 63,403 64,623: 1,283 63
Old : 64,686: 14,484 0 3,755 45,164 60,868 63,403 64,623: 1,283 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 2,083: 999 0 0 380 2,152 1,379 2,152: 704 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 0.0 5.8 69.8 94.1 98.0 99.9: 2.0 0.1
Old : 100.0: 22.4 0.0 5.8 69.8 94.1 98.0 99.9: 2.0 0.1
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 : 21: 8 0 1 11 12 19 13:
Old : 21: 8 0 1 11 12 19 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 : 74.2 62.3 89.0 86.7 58.2 54.5 70.3 71.0
Old : 74.2 62.3 89.0 86.7 58.2 54.5 70.3 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 140,822: 77,018 4,928 131 17,558 119,384 94,707 124,443: 46,115 16,379
Old : 140,822: 77,018 4,928 131 17,558 119,384 94,707 124,443: 46,115 16,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -782: 4,119 -28,181 -394 91 25,557 3,816 -3,018: -4,598 2,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 3.5 0.1 12.5 84.8 67.3 88.4: 32.7 11.6
Old : 100.0: 54.7 3.5 0.1 12.5 84.8 67.3 88.4: 32.7 11.6
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 : 87: 44 9 3 14 29 59 40:
Old : 87: 44 9 3 14 29 59 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 48.4 31.5 63.8 19.1 48.1 31.5 62.6
Old : 19.1 48.4 31.5 63.8 19.1 48.1 31.5 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,934: 17,467 6,949 0 7,204 24,263 24,671 31,212: 17,263 10,722
Old : 41,934: 17,467 6,949 0 7,204 24,263 24,671 31,212: 17,263 10,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -5,942: -5,219 -7,556 0 5,163 705 -56 -6,851: -5,886 909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 16.6 0.0 17.2 57.9 58.8 74.4: 41.2 25.6
Old : 100.0: 41.7 16.6 0.0 17.2 57.9 58.8 74.4: 41.2 25.6
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 : 37: 10 6 0 9 16 19 22:
Old : 37: 10 6 0 9 16 19 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 : 30.1 44.9 44.9 56.5 30.1 44.9 44.9 55.5
Old : 30.1 44.9 44.9 56.5 30.1 44.9 44.9 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 149,874: 116,892 7,796 693 24,857 139,470 142,442 147,959: 7,432 1,915
Old : 149,874: 116,892 7,796 693 24,857 139,470 142,442 147,959: 7,432 1,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -1,997: -5,723 -11,007 442 3,890 8,188 -1,391 -2,377: -606 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 5.2 0.5 16.6 93.1 95.0 98.7: 5.0 1.3
Old : 100.0: 78.0 5.2 0.5 16.6 93.1 95.0 98.7: 5.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 74 14 2 14 21 90 35:
Old : 121: 74 14 2 14 21 90 35:
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 : 47.7 59.3 60.1 79.2 47.7 59.3 60.1 78.8
Old : 47.7 59.3 60.1 79.2 47.7 59.3 60.1 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 132,763: 68,885 16,313 187 28,577 95,012 97,649 111,512: 35,114 21,251
Old : 132,763: 68,885 16,313 187 28,577 95,012 97,649 111,512: 35,114 21,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 21,400: 19,681 -8,416 23 -1,836 29,876 17,868 21,483: 3,532 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 12.3 0.1 21.5 71.6 73.6 84.0: 26.4 16.0
Old : 100.0: 51.9 12.3 0.1 21.5 71.6 73.6 84.0: 26.4 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 32 19 8 17 32 51 57:
Old : 90: 32 19 8 17 32 51 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 37.5 43.4 53.9 30.0 37.5 43.4 51.0
Old : 30.0 37.5 43.4 53.9 30.0 37.5 43.4 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 116,803: 24,389 42,937 488 71,070 37,558 95,947 80,983: 20,856 35,820
Old : 116,803: 24,389 42,937 488 71,070 37,558 95,947 80,983: 20,856 35,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -902: -32,218 23,061 -81 36,636 -25,816 4,337 -2,836: -5,239 1,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 36.8 0.4 60.8 32.2 82.1 69.3: 17.9 30.7
Old : 100.0: 20.9 36.8 0.4 60.8 32.2 82.1 69.3: 17.9 30.7
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 : 109: 23 39 8 31 24 59 66:
Old : 109: 23 39 8 31 24 59 66:
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 : 32.5 21.3 43.3 34.6 32.5 19.4 43.3 32.7
Old : 32.5 21.3 43.3 34.6 32.5 19.4 43.3 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 193,304: 63,395 30,931 3,356 69,268 111,581 136,019 145,868: 57,285 47,436
Old : 193,304: 63,395 30,931 3,356 69,268 111,581 136,019 145,868: 57,285 47,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -10,237: -10,107 -7,837 -165 3,274 -2,296 -6,998 -10,298: -3,239 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 16.0 1.7 35.8 57.7 70.4 75.5: 29.6 24.5
Old : 100.0: 32.8 16.0 1.7 35.8 57.7 70.4 75.5: 29.6 24.5
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 : 162: 47 41 26 44 50 104 104:
Old : 162: 47 41 26 44 50 104 104:
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 20.9 27.5 32.9 17.5 20.8 26.5 32.7
Old : 17.8 20.9 27.5 32.9 17.5 20.8 26.5 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,735: 18,018 8,208 0 6,570 18,389 24,588 26,597: 3,147 1,138
Old : 27,735: 18,018 8,208 0 6,570 18,389 24,588 26,597: 3,147 1,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -162: -2,786 -1,739 0 3,102 1,395 316 -344: -478 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 29.6 0.0 23.7 66.3 88.7 95.9: 11.3 4.1
Old : 100.0: 65.0 29.6 0.0 23.7 66.3 88.7 95.9: 11.3 4.1
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 : 50: 22 11 0 8 10 30 21:
Old : 50: 22 11 0 8 10 30 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 : 52.3 67.1 69.6 83.4 52.3 66.3 69.6 82.6
Old : 52.3 67.1 69.6 83.4 52.3 66.3 69.6 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,886,901: 739,452 627,140 1,319,875 5,995,956 5,930,277 8,055,283 7,877,292: 831,618 1,009,609
Old : 8,886,901: 739,452 627,140 1,319,875 5,995,956 5,930,277 8,055,283 7,877,292: 831,618 1,009,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 202,881: 19,007 1,641 -18,461 151,468 127,317 152,014 110,497: 50,867 92,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 7.1 14.9 67.5 66.7 90.6 88.6: 9.4 11.4
Old : 100.0: 8.3 7.1 14.9 67.5 66.7 90.6 88.6: 9.4 11.4
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 : 267: 55 58 90 122 137 238 235:
Old : 267: 55 58 90 122 137 238 235:
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 : 37.6 26.0 47.0 38.8 35.7 20.0 40.5 29.1
Old : 37.6 26.0 47.0 38.8 35.7 20.0 40.5 29.1
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 - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 893,447: 78,530 94,614 36,526 657,919 671,408 772,975 802,548: 120,472 90,898
Old : 893,447: 78,530 94,614 36,526 657,919 671,408 772,975 802,548: 120,472 90,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 15,279: 1,606 677 2,833 10,478 10,521 14,917 14,030: 362 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 10.6 4.1 73.6 75.1 86.5 89.8: 13.5 10.2
Old : 100.0: 8.8 10.6 4.1 73.6 75.1 86.5 89.8: 13.5 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 554: 116 103 58 232 217 379 349:
Old : 554: 116 103 58 232 217 379 349:
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 : 19.3 17.7 27.0 26.0 15.1 14.0 21.1 21.0
Old : 19.3 17.7 27.0 26.0 15.1 14.0 21.1 21.0
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 - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 326,026: 16,132 39,248 4,959 225,349 243,898 246,440 288,105: 79,586 37,921
Old : 326,026: 16,132 39,248 4,959 225,349 243,898 246,440 288,105: 79,586 37,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 3,033: -3,460 3,295 654 4,212 94 1,406 4,043: 1,627 -1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 12.0 1.5 69.1 74.8 75.6 88.4: 24.4 11.6
Old : 100.0: 4.9 12.0 1.5 69.1 74.8 75.6 88.4: 24.4 11.6
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 : 138: 17 23 9 65 56 86 84:
Old : 138: 17 23 9 65 56 86 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 24.3 35.8 41.5 23.0 22.9 33.6 39.7
Old : 25.2 24.3 35.8 41.5 23.0 22.9 33.6 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,837,103: 443,832 408,673 25,991 2,162,852 2,137,552 2,632,675 2,572,216: 204,428 264,887
Old : 2,837,103: 443,832 408,673 25,991 2,162,852 2,137,552 2,632,675 2,572,216: 204,428 264,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 61,230: 40,172 1,748 -3,947 31,332 52,134 67,557 49,935: -6,327 11,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.4 0.9 76.2 75.3 92.8 90.7: 7.2 9.3
Old : 100.0: 15.6 14.4 0.9 76.2 75.3 92.8 90.7: 7.2 9.3
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 : 513: 110 99 42 197 197 330 315:
Old : 513: 110 99 42 197 197 330 315:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 18.6 29.1 26.2 17.1 14.8 25.7 22.4
Old : 19.4 18.6 29.1 26.2 17.1 14.8 25.7 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 100,588: 15,103 6,845 0 76,039 90,631 91,142 97,476: 9,446 3,112
Old : 100,588: 15,103 6,845 0 76,039 90,631 91,142 97,476: 9,446 3,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 1,929: 656 -475 -37 2,301 2,369 2,920 1,857: -991 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 6.8 0.0 75.6 90.1 90.6 96.9: 9.4 3.1
Old : 100.0: 15.0 6.8 0.0 75.6 90.1 90.6 96.9: 9.4 3.1
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 : 95: 13 6 0 46 44 59 50:
Old : 95: 13 6 0 46 44 59 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 37.6 56.9 56.5 38.3 37.6 53.0 56.5
Old : 40.6 37.6 56.9 56.5 38.3 37.6 53.0 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 89,253: 20,979 7,219 3,875 54,188 72,024 79,042 83,119: 10,210 6,134
Old : 89,253: 20,979 7,219 3,875 54,188 72,024 79,042 83,119: 10,210 6,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 2,645: 351 -1,553 -377 3,034 4,875 3,009 2,945: -364 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 8.1 4.3 60.7 80.7 88.6 93.1: 11.4 6.9
Old : 100.0: 23.5 8.1 4.3 60.7 80.7 88.6 93.1: 11.4 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 : 241: 73 34 13 83 78 159 123:
Old : 241: 73 34 13 83 78 159 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 33.6 34.3 49.9 18.4 29.2 27.8 41.6
Old : 22.7 33.6 34.3 49.9 18.4 29.2 27.8 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,377: 2,497 613 556 11,860 14,487 14,913 15,656: 3,464 2,721
Old : 18,377: 2,497 613 556 11,860 14,487 14,913 15,656: 3,464 2,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 1,886: -736 123 300 2,285 1,532 1,849 1,955: 37 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 3.3 3.0 64.5 78.8 81.2 85.2: 18.8 14.8
Old : 100.0: 13.6 3.3 3.0 64.5 78.8 81.2 85.2: 18.8 14.8
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 : 22: 2 2 1 12 12 15 14:
Old : 22: 2 2 1 12 12 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 53.9 71.1 73.4 49.1 49.0 65.4 67.1
Old : 51.6 53.9 71.1 73.4 49.1 49.0 65.4 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 354,378: 105,630 46,250 3,376 211,640 287,687 320,646 337,313: 33,732 17,065
Old : 354,378: 105,630 46,250 3,376 211,640 287,687 320,646 337,313: 33,732 17,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 3,796: 2,616 -11,202 -563 3,746 16,713 5,799 4,948: -2,003 -1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 13.1 1.0 59.7 81.2 90.5 95.2: 9.5 4.8
Old : 100.0: 29.8 13.1 1.0 59.7 81.2 90.5 95.2: 9.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 72 34 10 79 75 152 119:
Old : 239: 72 34 10 79 75 152 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 33.3 32.9 53.7 19.5 31.2 30.3 51.2
Old : 20.8 33.3 32.9 53.7 19.5 31.2 30.3 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 122,473: 70,847 5,333 685 17,094 102,368 88,626 108,386: 33,847 14,087
Old : 122,473: 70,847 5,333 685 17,094 102,368 88,626 108,386: 33,847 14,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -12,861: -14,894 -8,429 510 1,265 -4,547 -13,119 -12,466: 258 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 4.4 0.6 14.0 83.6 72.4 88.5: 27.6 11.5
Old : 100.0: 57.8 4.4 0.6 14.0 83.6 72.4 88.5: 27.6 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 31 10 6 16 23 50 36:
Old : 73: 31 10 6 16 23 50 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 : 32.2 54.6 44.7 74.8 32.2 54.1 44.6 74.1
Old : 32.2 54.6 44.7 74.8 32.2 54.1 44.6 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,292: 8,917 15,311 12 27,163 9,315 36,092 24,638: 12,200 23,654
Old : 48,292: 8,917 15,311 12 27,163 9,315 36,092 24,638: 12,200 23,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 2,897: 569 2,661 0 1,540 -603 2,109 2,058: 788 839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 31.7 0.0 56.2 19.3 74.7 51.0: 25.3 49.0
Old : 100.0: 18.5 31.7 0.0 56.2 19.3 74.7 51.0: 25.3 49.0
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 : 61: 15 13 1 23 12 38 26:
Old : 61: 15 13 1 23 12 38 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 28.2 45.2 38.7 33.1 28.2 45.2 38.7
Old : 33.1 28.2 45.2 38.7 33.1 28.2 45.2 38.7
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 - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 64,421: 15,755 4,773 1,335 35,178 31,926 52,268 38,034: 12,153 26,387
Old : 64,421: 15,755 4,773 1,335 35,178 31,926 52,268 38,034: 12,153 26,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 2,878: 2,221 -3,187 -114 1,093 6,589 3,200 3,288: -322 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 7.4 2.1 54.6 49.6 81.1 59.0: 18.9 41.0
Old : 100.0: 24.5 7.4 2.1 54.6 49.6 81.1 59.0: 18.9 41.0
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 : 60: 17 7 3 21 21 41 29:
Old : 60: 17 7 3 21 21 41 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 30.3 50.6 43.6 31.4 30.3 48.7 42.1
Old : 33.2 30.3 50.6 43.6 31.4 30.3 48.7 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,302: 4,622 1,908 310 21,785 25,766 26,717 27,984: 3,585 2,318
Old : 30,302: 4,622 1,908 310 21,785 25,766 26,717 27,984: 3,585 2,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 874: 363 110 0 673 971 1,036 1,081: -162 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 6.3 1.0 71.9 85.0 88.2 92.4: 11.8 7.6
Old : 100.0: 15.3 6.3 1.0 71.9 85.0 88.2 92.4: 11.8 7.6
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 : 48: 7 5 1 20 24 27 30:
Old : 48: 7 5 1 20 24 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 43.5 59.8 65.6 34.7 42.6 50.6 59.3
Old : 42.4 43.5 59.8 65.6 34.7 42.6 50.6 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,720: 8,473 1,659 84 18,601 29,517 27,158 31,260: 6,562 2,460
Old : 33,720: 8,473 1,659 84 18,601 29,517 27,158 31,260: 6,562 2,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -873: -731 -1,306 0 -162 864 -893 -442: 20 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 4.9 0.2 55.2 87.5 80.5 92.7: 19.5 7.3
Old : 100.0: 25.1 4.9 0.2 55.2 87.5 80.5 92.7: 19.5 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 : 47: 13 3 1 17 21 31 24:
Old : 47: 13 3 1 17 21 31 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 : 41.7 50.5 60.2 68.8 40.0 50.5 58.3 68.8
Old : 41.7 50.5 60.2 68.8 40.0 50.5 58.3 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, February 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,315: 4,216 3,145 134 7,991 11,077 12,341 14,356: 2,974 959
Old : 15,315: 4,216 3,145 134 7,991 11,077 12,341 14,356: 2,974 959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 138: 110 -69 15 -93 67 32 13: 106 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 20.5 0.9 52.2 72.3 80.6 93.7: 19.4 6.3
Old : 100.0: 27.5 20.5 0.9 52.2 72.3 80.6 93.7: 19.4 6.3
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 : 22: 11 3 1 5 3 16 7:
Old : 22: 11 3 1 5 3 16 7:
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 : 54.6 90.9 67.8 93.7 54.6 90.9 67.5 92.9
Old : 54.6 90.9 67.8 93.7 54.6 90.9 67.5 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2011