MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 28,967: 1,814 7,245 1,227 21,611 15,479 24,652 23,951: 4,315 5,016
Old : 28,967: 1,814 7,245 1,227 21,611 15,479 24,652 23,951: 4,315 5,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 1,555: -339 769 402 1,865 462 1,928 1,633: -373 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 25.0 4.2 74.6 53.4 85.1 82.7: 14.9 17.3
Old : 100.0: 6.3 25.0 4.2 74.6 53.4 85.1 82.7: 14.9 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 11 21 16 27 23 47 51:
Old : 70: 11 21 16 27 23 47 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 36.0 58.4 52.9 44.8 34.5 57.6 51.4
Old : 44.8 36.0 58.4 52.9 44.8 34.5 57.6 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 197,396: 56,759 25,582 28,964 87,949 112,173 173,672 166,719: 23,724 30,677
Old : 193,919: 55,951 25,539 28,704 86,443 109,491 171,098 163,734: 22,821 30,185
Other: 3,477: 934 169 134 1,506 2,682 2,574 2,985: 903 492
: : :
: : Changes in Commitments from: January 19, 2010 :
: -2,271: -1,787 -1,151 1,001 -138 -2,275 -924 -2,425: -1,347 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 13.0 14.7 44.6 56.8 88.0 84.5: 12.0 15.5
Old : 100.0: 28.9 13.2 14.8 44.6 56.5 88.2 84.4: 11.8 15.6
Other: 100.0: 26.9 4.9 3.9 43.3 77.1 74.0 85.8: 26.0 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 83 56 74 43 55 172 156:
Old : 222: 80 58 73 42 55 169 156:
Other: 45: 15 8 1 7 16 22 25:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 36.6 33.5 45.5 20.4 36.5 33.0 43.3
Old : 20.8 37.1 33.4 45.3 20.7 36.5 32.9 43.1
Other: 56.9 53.7 68.1 71.8 54.5 53.7 64.3 70.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 284,138: 107,097 35,290 38,661 115,734 151,709 261,492 225,660: 22,646 58,478
Old : 284,138: 107,097 35,290 38,661 115,734 151,709 261,492 225,660: 22,646 58,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 5,571: 476 -3,676 4,542 808 4,318 5,826 5,184: -255 387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 12.4 13.6 40.7 53.4 92.0 79.4: 8.0 20.6
Old : 100.0: 37.7 12.4 13.6 40.7 53.4 92.0 79.4: 8.0 20.6
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 : 398: 119 73 84 67 172 231 299:
Old : 398: 119 73 84 67 172 231 299:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 15.3 31.2 22.7 19.2 13.2 31.1 20.5
Old : 19.2 15.3 31.2 22.7 19.2 13.2 31.1 20.5
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, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,497: 4,061 1,408 1,575 2,943 6,004 8,579 8,987: 1,918 1,510
Old : 10,497: 4,061 1,408 1,575 2,943 6,004 8,579 8,987: 1,918 1,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 437: -25 -239 323 104 190 402 274: 35 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 13.4 15.0 28.0 57.2 81.7 85.6: 18.3 14.4
Old : 100.0: 38.7 13.4 15.0 28.0 57.2 81.7 85.6: 18.3 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 30 16 12 15 30 53 53:
Old : 84: 30 16 12 15 30 53 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 : 32.6 24.6 49.5 41.0 32.6 24.6 48.0 39.1
Old : 32.6 24.6 49.5 41.0 32.6 24.6 48.0 39.1
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, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 34,630: 13,206 6,629 5,180 10,963 9,785 29,349 21,594: 5,281 13,036
Old : 34,630: 13,206 6,629 5,180 10,963 9,785 29,349 21,594: 5,281 13,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 2,982: 1,349 -932 1,626 -147 1,010 2,828 1,704: 154 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 19.1 15.0 31.7 28.3 84.8 62.4: 15.2 37.6
Old : 100.0: 38.1 19.1 15.0 31.7 28.3 84.8 62.4: 15.2 37.6
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 : 141: 32 41 34 31 48 91 101:
Old : 141: 32 41 34 31 48 91 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 12.6 36.1 21.1 23.1 11.3 34.9 18.4
Old : 23.2 12.6 36.1 21.1 23.1 11.3 34.9 18.4
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, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 17,936: 2,785 209 30 10,561 17,455 13,376 17,694: 4,560 242
Old : 17,936: 2,785 209 30 10,561 17,455 13,376 17,694: 4,560 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 759: -272 209 -30 836 541 534 720: 225 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 1.2 0.2 58.9 97.3 74.6 98.7: 25.4 1.3
Old : 100.0: 15.5 1.2 0.2 58.9 97.3 74.6 98.7: 25.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 1 1 8 11 14 13:
Old : 20: 6 1 1 8 11 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 84.5 67.1 93.5 39.0 69.3 48.8 74.1
Old : 49.9 84.5 67.1 93.5 39.0 69.3 48.8 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 91,375: 35,659 9,850 10 17,315 65,469 52,984 75,329: 38,391 16,046
Old : 91,375: 35,659 9,850 10 17,315 65,469 52,984 75,329: 38,391 16,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -28,896: -22,389 -1,395 -31 -492 -26,036 -22,912 -27,462: -5,984 -1,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 10.8 0.0 18.9 71.6 58.0 82.4: 42.0 17.6
Old : 100.0: 39.0 10.8 0.0 18.9 71.6 58.0 82.4: 42.0 17.6
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 : 78: 27 16 1 18 26 46 42:
Old : 78: 27 16 1 18 26 46 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 39.3 35.7 55.8 22.4 38.6 35.7 55.1
Old : 22.4 39.3 35.7 55.8 22.4 38.6 35.7 55.1
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, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 34,075: 12,421 6,716 5 10,407 14,719 22,833 21,440: 11,242 12,635
Old : 34,075: 12,421 6,716 5 10,407 14,719 22,833 21,440: 11,242 12,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -3,669: -4,860 3,406 -171 4,707 -10,634 -324 -7,399: -3,345 3,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 19.7 0.0 30.5 43.2 67.0 62.9: 33.0 37.1
Old : 100.0: 36.5 19.7 0.0 30.5 43.2 67.0 62.9: 33.0 37.1
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 : 34: 14 7 1 7 8 21 16:
Old : 34: 14 7 1 7 8 21 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 : 33.4 39.2 47.0 52.7 33.0 39.2 46.2 52.7
Old : 33.4 39.2 47.0 52.7 33.0 39.2 46.2 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 97,398: 67,133 8,994 218 23,785 86,156 91,136 95,368: 6,262 2,030
Old : 97,398: 67,133 8,994 218 23,785 86,156 91,136 95,368: 6,262 2,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -14,984: -19,957 1,151 -10 6,780 -16,372 -13,187 -15,231: -1,797 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 9.2 0.2 24.4 88.5 93.6 97.9: 6.4 2.1
Old : 100.0: 68.9 9.2 0.2 24.4 88.5 93.6 97.9: 6.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 48 14 2 17 19 66 34:
Old : 92: 48 14 2 17 19 66 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 65.7 66.1 82.1 48.5 65.5 66.0 81.3
Old : 48.6 65.7 66.1 82.1 48.5 65.5 66.0 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 86,475: 15,075 42,228 199 54,925 21,890 70,199 64,317: 16,276 22,158
Old : 86,475: 15,075 42,228 199 54,925 21,890 70,199 64,317: 16,276 22,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 3,138: -6,124 858 -220 12,943 4,426 6,599 5,064: -3,461 -1,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 48.8 0.2 63.5 25.3 81.2 74.4: 18.8 25.6
Old : 100.0: 17.4 48.8 0.2 63.5 25.3 81.2 74.4: 18.8 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 : 72: 13 30 6 14 20 32 51:
Old : 72: 13 30 6 14 20 32 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 30.9 54.6 41.9 39.6 30.9 53.3 41.9
Old : 40.4 30.9 54.6 41.9 39.6 30.9 53.3 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 119,819: 28,821 33,168 379 67,644 59,405 96,844 92,952: 22,975 26,867
Old : 119,819: 28,821 33,168 379 67,644 59,405 96,844 92,952: 22,975 26,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -2,548: 5,103 -7,646 -28 -12,649 8,227 -7,574 553: 5,026 -3,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 27.7 0.3 56.5 49.6 80.8 77.6: 19.2 22.4
Old : 100.0: 24.1 27.7 0.3 56.5 49.6 80.8 77.6: 19.2 22.4
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 : 82: 23 28 5 15 23 41 53:
Old : 82: 23 28 5 15 23 41 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 : 48.5 38.6 61.8 53.6 42.3 38.6 55.6 48.8
Old : 48.5 38.6 61.8 53.6 42.3 38.6 55.6 48.8
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, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 184,978: 33,106 72,645 652 107,572 66,224 141,330 139,521: 43,648 45,457
Old : 184,978: 33,106 72,645 652 107,572 66,224 141,330 139,521: 43,648 45,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 20,477: -1,080 13,177 -1,120 27,079 6,452 24,879 18,509: -4,402 1,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 39.3 0.4 58.2 35.8 76.4 75.4: 23.6 24.6
Old : 100.0: 17.9 39.3 0.4 58.2 35.8 76.4 75.4: 23.6 24.6
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 : 137: 37 49 10 29 32 73 84:
Old : 137: 37 49 10 29 32 73 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 : 44.8 24.1 52.0 35.1 43.9 23.4 50.8 34.3
Old : 44.8 24.1 52.0 35.1 43.9 23.4 50.8 34.3
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, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 21,440: 16,005 7,534 0 2,762 12,630 18,767 20,164: 2,673 1,276
Old : 21,440: 16,005 7,534 0 2,762 12,630 18,767 20,164: 2,673 1,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -5,477: -6,392 1,493 0 1,544 -7,034 -4,848 -5,541: -629 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 35.1 0.0 12.9 58.9 87.5 94.0: 12.5 6.0
Old : 100.0: 74.7 35.1 0.0 12.9 58.9 87.5 94.0: 12.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 12 9 0 6 9 18 18:
Old : 35: 12 9 0 6 9 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 59.6 76.9 83.4 61.9 59.6 76.9 82.3
Old : 61.9 59.6 76.9 83.4 61.9 59.6 76.9 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 7,343,987: 1,361,338 403,701 859,102 4,291,882 5,180,315 6,512,322 6,443,118: 831,665 900,869
Old : 7,343,987: 1,361,338 403,701 859,102 4,291,882 5,180,315 6,512,322 6,443,118: 831,665 900,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 369,587: 132,055 37,778 19,417 198,726 319,757 350,198 376,952: 19,389 -7,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 5.5 11.7 58.4 70.5 88.7 87.7: 11.3 12.3
Old : 100.0: 18.5 5.5 11.7 58.4 70.5 88.7 87.7: 11.3 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 : 259: 63 53 86 124 118 236 219:
Old : 259: 63 53 86 124 118 236 219:
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 32.4 39.8 41.7 28.3 27.6 35.8 32.6
Old : 29.0 32.4 39.8 41.7 28.3 27.6 35.8 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 343,098: 25,737 49,004 877 229,561 254,473 256,175 304,354: 86,923 38,744
Old : 343,098: 25,737 49,004 877 229,561 254,473 256,175 304,354: 86,923 38,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 10,251: 486 15,541 757 13,540 -7,209 14,783 9,089: -4,532 1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 14.3 0.3 66.9 74.2 74.7 88.7: 25.3 11.3
Old : 100.0: 7.5 14.3 0.3 66.9 74.2 74.7 88.7: 25.3 11.3
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 : 136: 19 16 7 71 58 92 79:
Old : 136: 19 16 7 71 58 92 79:
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 : 22.3 35.7 30.6 52.6 20.9 35.5 28.4 52.1
Old : 22.3 35.7 30.6 52.6 20.9 35.5 28.4 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,633,024: 501,352 409,006 28,886 1,889,805 1,926,274 2,420,043 2,364,166: 212,981 268,858
Old : 2,633,024: 501,352 409,006 28,886 1,889,805 1,926,274 2,420,043 2,364,166: 212,981 268,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 153,479: 105,330 62,286 14,146 11,003 79,368 130,479 155,800: 23,000 -2,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 15.5 1.1 71.8 73.2 91.9 89.8: 8.1 10.2
Old : 100.0: 19.0 15.5 1.1 71.8 73.2 91.9 89.8: 8.1 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 : 439: 98 92 37 152 162 265 277:
Old : 439: 98 92 37 152 162 265 277:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 20.4 32.8 28.3 21.2 17.5 30.2 25.2
Old : 21.2 20.4 32.8 28.3 21.2 17.5 30.2 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 101,537: 11,351 8,852 0 80,275 89,934 91,626 98,786: 9,911 2,751
Old : 101,537: 11,351 8,852 0 80,275 89,934 91,626 98,786: 9,911 2,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 3,331: 2,180 -847 0 1,437 4,141 3,617 3,294: -286 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.7 0.0 79.1 88.6 90.2 97.3: 9.8 2.7
Old : 100.0: 11.2 8.7 0.0 79.1 88.6 90.2 97.3: 9.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 11 3 0 45 30 56 33:
Old : 78: 11 3 0 45 30 56 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 : 33.0 58.6 48.9 76.2 25.9 55.6 39.2 68.3
Old : 33.0 58.6 48.9 76.2 25.9 55.6 39.2 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 15,486: 1,260 661 625 9,594 11,625 11,479 12,911: 4,007 2,575
Old : 15,486: 1,260 661 625 9,594 11,625 11,479 12,911: 4,007 2,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -183: -4,400 456 0 4,402 -440 2 16: -185 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 4.3 4.0 62.0 75.1 74.1 83.4: 25.9 16.6
Old : 100.0: 8.1 4.3 4.0 62.0 75.1 74.1 83.4: 25.9 16.6
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 : 27: 3 2 1 14 11 17 14:
Old : 27: 3 2 1 14 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 54.5 60.2 74.0 34.1 42.9 48.2 60.4
Old : 42.1 54.5 60.2 74.0 34.1 42.9 48.2 60.4
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, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 361,261: 114,778 83,932 7,936 214,093 253,368 336,807 345,236: 24,454 16,025
Old : 361,261: 114,778 83,932 7,936 214,093 253,368 336,807 345,236: 24,454 16,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 20,849: -24,268 -6,443 2,628 46,825 23,748 25,185 19,933: -4,336 916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 23.2 2.2 59.3 70.1 93.2 95.6: 6.8 4.4
Old : 100.0: 31.8 23.2 2.2 59.3 70.1 93.2 95.6: 6.8 4.4
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 : 226: 69 43 8 63 66 136 113:
Old : 226: 69 43 8 63 66 136 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 36.1 37.1 48.5 23.9 36.1 33.4 48.0
Old : 26.6 36.1 37.1 48.5 23.9 36.1 33.4 48.0
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, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 112,867: 61,097 15,779 1,496 23,947 84,010 86,540 101,285: 26,327 11,582
Old : 112,867: 61,097 15,779 1,496 23,947 84,010 86,540 101,285: 26,327 11,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -20,219: -16,234 1,299 747 -282 -23,528 -15,769 -21,482: -4,450 1,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 14.0 1.3 21.2 74.4 76.7 89.7: 23.3 10.3
Old : 100.0: 54.1 14.0 1.3 21.2 74.4 76.7 89.7: 23.3 10.3
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 : 63: 27 13 2 10 17 37 32:
Old : 63: 27 13 2 10 17 37 32:
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 : 38.0 52.7 55.4 72.0 38.0 52.2 54.4 70.8
Old : 38.0 52.7 55.4 72.0 38.0 52.2 54.4 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 41,754: 15,376 13,223 0 20,772 15,295 36,148 28,518: 5,606 13,236
Old : 41,754: 15,376 13,223 0 20,772 15,295 36,148 28,518: 5,606 13,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 1,627: 691 -1,921 0 1,759 3,528 2,450 1,607: -823 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 31.7 0.0 49.7 36.6 86.6 68.3: 13.4 31.7
Old : 100.0: 36.8 31.7 0.0 49.7 36.6 86.6 68.3: 13.4 31.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 18 9 0 21 18 39 27:
Old : 58: 18 9 0 21 18 39 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 : 43.0 36.6 55.3 48.2 34.6 32.8 46.4 41.7
Old : 43.0 36.6 55.3 48.2 34.6 32.8 46.4 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 42,850: 15,390 5,659 1,877 17,305 31,856 34,572 39,392: 8,278 3,458
Old : 42,850: 15,390 5,659 1,877 17,305 31,856 34,572 39,392: 8,278 3,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 6,609: 2,156 -2,373 1,389 303 10,209 3,848 9,225: 2,761 -2,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 13.2 4.4 40.4 74.3 80.7 91.9: 19.3 8.1
Old : 100.0: 35.9 13.2 4.4 40.4 74.3 80.7 91.9: 19.3 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 16 9 2 18 29 35 39:
Old : 65: 16 9 2 18 29 35 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 32.5 47.0 48.7 24.7 27.7 35.4 41.8
Old : 31.9 32.5 47.0 48.7 24.7 27.7 35.4 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 28,336: 5,442 0 40 20,478 27,034 25,960 27,074: 2,376 1,262
Old : 28,336: 5,442 0 40 20,478 27,034 25,960 27,074: 2,376 1,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 668: -484 -347 0 883 1,215 399 868: 269 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 0.0 0.1 72.3 95.4 91.6 95.5: 8.4 4.5
Old : 100.0: 19.2 0.0 0.1 72.3 95.4 91.6 95.5: 8.4 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 0 1 16 18 27 19:
Old : 41: 11 0 1 16 18 27 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 73.4 68.6 84.4 53.1 73.4 66.3 83.0
Old : 55.2 73.4 68.6 84.4 53.1 73.4 66.3 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 19,859: 3,772 920 40 9,972 17,620 13,784 18,580: 6,075 1,279
Old : 19,859: 3,772 920 40 9,972 17,620 13,784 18,580: 6,075 1,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -230: -278 -237 0 380 -54 102 -291: -332 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 4.6 0.2 50.2 88.7 69.4 93.6: 30.6 6.4
Old : 100.0: 19.0 4.6 0.2 50.2 88.7 69.4 93.6: 30.6 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 8 2 1 11 7 19 10:
Old : 26: 8 2 1 11 7 19 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 85.1 54.7 92.5 45.5 85.1 53.8 92.3
Old : 46.4 85.1 54.7 92.5 45.5 85.1 53.8 92.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 17,376: 4,123 318 21 11,025 16,551 15,169 16,890: 2,207 486
Old : 17,376: 4,123 318 21 11,025 16,551 15,169 16,890: 2,207 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -1,774: -839 3 6 -405 -1,832 -1,238 -1,823: -536 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 1.8 0.1 63.4 95.3 87.3 97.2: 12.7 2.8
Old : 100.0: 23.7 1.8 0.1 63.4 95.3 87.3 97.2: 12.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 3 2 7 1 18 5:
Old : 21: 10 3 2 7 1 18 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 97.2 72.2 97.2 60.4 97.1 72.2 97.1
Old : 60.4 97.2 72.2 97.2 60.4 97.1 72.2 97.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2010