BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,749: 96 0 22 2,745 3,383 2,863 3,405: 886 344
Old : 3,749: 96 0 22 2,745 3,383 2,863 3,405: 886 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -519: 36 0 22 -466 -679 -408 -657: -111 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.6 73.2 90.2 76.4 90.8: 23.6 9.2
Old : 100.0: 2.6 0.0 0.6 73.2 90.2 76.4 90.8: 23.6 9.2
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 : 20: 2 0 1 13 7 15 8:
Old : 20: 2 0 1 13 7 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 85.5 64.5 90.8 50.5 84.6 63.1 87.9
Old : 50.5 85.5 64.5 90.8 50.5 84.6 63.1 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, July 13, 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 : 26,760: 565 6,498 389 21,808 14,616 22,762 21,503: 3,998 5,257
Old : 26,760: 565 6,498 389 21,808 14,616 22,762 21,503: 3,998 5,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 919: -181 -210 110 524 910 453 810: 466 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 24.3 1.5 81.5 54.6 85.1 80.4: 14.9 19.6
Old : 100.0: 2.1 24.3 1.5 81.5 54.6 85.1 80.4: 14.9 19.6
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 : 61: 6 14 7 29 23 41 39:
Old : 61: 6 14 7 29 23 41 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 : 50.0 40.0 64.0 55.4 50.0 37.9 63.4 51.8
Old : 50.0 40.0 64.0 55.4 50.0 37.9 63.4 51.8
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, July 13, 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 : 189,594: 46,052 33,265 36,065 87,462 89,349 169,579 158,679: 20,015 30,915
Old : 115,778: 39,596 33,207 11,375 52,495 52,842 103,466 97,424: 12,312 18,354
Other: 73,816: 21,279 14,881 9,867 34,967 36,507 66,113 61,255: 7,703 12,561
: : :
: : Changes in Commitments from: July 6, 2010 :
: -1,892: 18 1,773 686 -3,489 -5,373 -2,785 -2,914: 893 1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 17.5 19.0 46.1 47.1 89.4 83.7: 10.6 16.3
Old : 100.0: 34.2 28.7 9.8 45.3 45.6 89.4 84.1: 10.6 15.9
Other: 100.0: 28.8 20.2 13.4 47.4 49.5 89.6 83.0: 10.4 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 77 74 87 43 63 171 188:
Old : 228: 76 79 55 35 57 141 164:
Other: 160: 44 45 27 35 47 97 108:
:----------------------------------------------------------------------------------------------------
: 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 24.1 36.8 33.0 22.7 23.2 36.5 29.8
Old : 27.4 27.0 38.4 36.6 27.3 26.9 38.1 34.9
Other: 34.6 23.6 51.3 35.8 33.4 21.4 46.2 29.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 13, 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 : 314,710: 112,983 58,428 40,091 131,465 154,825 284,539 253,344: 30,171 61,366
Old : 314,710: 112,983 58,428 40,091 131,465 154,825 284,539 253,344: 30,171 61,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -10,359: -1,780 -258 -5,385 -1,705 -1,329 -8,870 -6,972: -1,489 -3,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 18.6 12.7 41.8 49.2 90.4 80.5: 9.6 19.5
Old : 100.0: 35.9 18.6 12.7 41.8 49.2 90.4 80.5: 9.6 19.5
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 : 376: 111 77 95 72 159 243 285:
Old : 376: 111 77 95 72 159 243 285:
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 : 19.5 15.2 32.0 23.4 18.9 13.8 30.9 20.8
Old : 19.5 15.2 32.0 23.4 18.9 13.8 30.9 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, July 13, 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 : 8,504: 3,675 3,589 595 2,562 2,670 6,832 6,854: 1,672 1,650
Old : 8,504: 3,675 3,589 595 2,562 2,670 6,832 6,854: 1,672 1,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -437: -15 25 -90 -262 -433 -367 -498: -70 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 42.2 7.0 30.1 31.4 80.3 80.6: 19.7 19.4
Old : 100.0: 43.2 42.2 7.0 30.1 31.4 80.3 80.6: 19.7 19.4
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 : 72: 20 29 9 15 15 43 46:
Old : 72: 20 29 9 15 15 43 46:
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 : 43.4 29.2 58.6 44.3 43.4 29.2 58.1 43.3
Old : 43.4 29.2 58.6 44.3 43.4 29.2 58.1 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, July 13, 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 : 38,846: 16,089 7,102 3,184 12,438 10,099 31,711 20,385: 7,135 18,461
Old : 38,846: 16,089 7,102 3,184 12,438 10,099 31,711 20,385: 7,135 18,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,548: 1,134 -221 497 68 906 1,699 1,182: -151 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 18.3 8.2 32.0 26.0 81.6 52.5: 18.4 47.5
Old : 100.0: 41.4 18.3 8.2 32.0 26.0 81.6 52.5: 18.4 47.5
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 : 160: 46 28 33 40 54 106 101:
Old : 160: 46 28 33 40 54 106 101:
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 : 19.0 14.0 29.9 21.0 19.0 12.9 29.7 19.7
Old : 19.0 14.0 29.9 21.0 19.0 12.9 29.7 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, July 13, 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 : 29,525: 4,787 962 602 18,864 27,735 24,253 29,299: 5,272 226
Old : 29,525: 4,787 962 602 18,864 27,735 24,253 29,299: 5,272 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,987: 829 -93 0 880 2,107 1,709 2,014: 278 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 3.3 2.0 63.9 93.9 82.1 99.2: 17.9 0.8
Old : 100.0: 16.2 3.3 2.0 63.9 93.9 82.1 99.2: 17.9 0.8
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: 4 3 1 13 9 18 12:
Old : 22: 4 3 1 13 9 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 78.1 70.7 94.5 32.5 61.3 41.0 62.7
Old : 54.1 78.1 70.7 94.5 32.5 61.3 41.0 62.7
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, July 13, 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 : 87,394: 27,952 5,914 21 23,275 66,041 51,248 71,976: 36,146 15,418
Old : 87,394: 27,952 5,914 21 23,275 66,041 51,248 71,976: 36,146 15,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -5,171: -597 -14,541 -412 -6,132 10,232 -7,141 -4,721: 1,970 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 6.8 0.0 26.6 75.6 58.6 82.4: 41.4 17.6
Old : 100.0: 32.0 6.8 0.0 26.6 75.6 58.6 82.4: 41.4 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 : 57: 17 10 2 18 20 36 31:
Old : 57: 17 10 2 18 20 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 51.3 38.2 68.3 28.5 51.2 37.9 68.2
Old : 28.5 51.3 38.2 68.3 28.5 51.2 37.9 68.2
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, July 13, 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 : 53,056: 18,237 3,647 0 20,586 39,904 38,823 43,551: 14,233 9,505
Old : 53,056: 18,237 3,647 0 20,586 39,904 38,823 43,551: 14,233 9,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 8,054: 10,610 -11,435 -1 -2,513 21,915 8,096 10,479: -42 -2,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 6.9 0.0 38.8 75.2 73.2 82.1: 26.8 17.9
Old : 100.0: 34.4 6.9 0.0 38.8 75.2 73.2 82.1: 26.8 17.9
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 : 42: 18 4 0 10 15 28 19:
Old : 42: 18 4 0 10 15 28 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 : 38.6 60.1 49.6 73.1 38.6 60.1 49.0 73.1
Old : 38.6 60.1 49.6 73.1 38.6 60.1 49.0 73.1
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, July 13, 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 : 64,215: 36,830 8,695 1 22,864 53,839 59,695 62,535: 4,520 1,680
Old : 64,215: 36,830 8,695 1 22,864 53,839 59,695 62,535: 4,520 1,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 2,875: 5,972 562 -1 -2,599 2,475 3,372 3,036: -497 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 13.5 0.0 35.6 83.8 93.0 97.4: 7.0 2.6
Old : 100.0: 57.4 13.5 0.0 35.6 83.8 93.0 97.4: 7.0 2.6
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 18 1 17 20 44 39:
Old : 78: 27 18 1 17 20 44 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 : 58.0 60.9 74.1 75.9 58.0 60.5 74.1 75.5
Old : 58.0 60.9 74.1 75.9 58.0 60.5 74.1 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, July 13, 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 : 131,680: 15,501 50,172 430 98,635 52,012 114,566 102,614: 17,114 29,066
Old : 131,680: 15,501 50,172 430 98,635 52,012 114,566 102,614: 17,114 29,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 7,987: -2,941 -6,347 -156 9,230 12,345 6,133 5,842: 1,854 2,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 38.1 0.3 74.9 39.5 87.0 77.9: 13.0 22.1
Old : 100.0: 11.8 38.1 0.3 74.9 39.5 87.0 77.9: 13.0 22.1
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 : 87: 15 32 2 18 29 35 61:
Old : 87: 15 32 2 18 29 35 61:
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 : 56.2 30.5 69.7 41.8 55.9 30.3 68.7 41.5
Old : 56.2 30.5 69.7 41.8 55.9 30.3 68.7 41.5
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, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 133,665: 63,205 15,846 52 42,411 94,944 105,668 110,842: 27,997 22,823
Old : 133,665: 63,205 15,846 52 42,411 94,944 105,668 110,842: 27,997 22,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -1,463: 729 -8,704 32 -1,020 8,666 -259 -6: -1,204 -1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 11.9 0.0 31.7 71.0 79.1 82.9: 20.9 17.1
Old : 100.0: 47.3 11.9 0.0 31.7 71.0 79.1 82.9: 20.9 17.1
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 : 98: 34 23 2 19 30 55 53:
Old : 98: 34 23 2 19 30 55 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 : 33.4 47.4 45.0 60.9 33.4 46.9 44.4 60.4
Old : 33.4 47.4 45.0 60.9 33.4 46.9 44.4 60.4
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, July 13, 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 : 225,703: 56,187 83,237 963 123,535 88,641 180,685 172,841: 45,018 52,862
Old : 225,703: 56,187 83,237 963 123,535 88,641 180,685 172,841: 45,018 52,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -2,630: -129 -11,988 -649 860 8,427 82 -4,210: -2,712 1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 36.9 0.4 54.7 39.3 80.1 76.6: 19.9 23.4
Old : 100.0: 24.9 36.9 0.4 54.7 39.3 80.1 76.6: 19.9 23.4
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 : 162: 52 53 17 31 39 90 102:
Old : 162: 52 53 17 31 39 90 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 37.4 45.5 43.5 36.9 37.4 44.3 42.9
Old : 37.1 37.4 45.5 43.5 36.9 37.4 44.3 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, July 13, 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 : 16,798: 12,683 7,231 0 1,740 8,103 14,423 15,334: 2,375 1,464
Old : 16,798: 12,683 7,231 0 1,740 8,103 14,423 15,334: 2,375 1,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 3,839: 4,590 1,715 0 -1,011 1,962 3,579 3,677: 260 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 43.0 0.0 10.4 48.2 85.9 91.3: 14.1 8.7
Old : 100.0: 75.5 43.0 0.0 10.4 48.2 85.9 91.3: 14.1 8.7
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 : 38: 13 11 0 5 10 18 21:
Old : 38: 13 11 0 5 10 18 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 : 54.1 58.7 71.7 75.7 54.1 58.7 71.7 75.7
Old : 54.1 58.7 71.7 75.7 54.1 58.7 71.7 75.7
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, July 13, 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 : 7,648,113: 1,334,182 619,393 858,284 4,612,785 5,278,457 6,805,251 6,756,134: 842,862 891,979
Old : 7,648,113: 1,334,182 619,393 858,284 4,612,785 5,278,457 6,805,251 6,756,134: 842,862 891,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 236,894: 248,409 58,949 38,199 -33,868 120,033 252,740 217,181: -15,846 19,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 8.1 11.2 60.3 69.0 89.0 88.3: 11.0 11.7
Old : 100.0: 17.4 8.1 11.2 60.3 69.0 89.0 88.3: 11.0 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 54 59 79 128 132 237 224:
Old : 266: 54 59 79 128 132 237 224:
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 : 29.6 29.3 44.8 40.1 29.3 24.2 40.7 32.1
Old : 29.6 29.3 44.8 40.1 29.3 24.2 40.7 32.1
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, July 13, 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 : 874,896: 63,843 98,538 26,471 636,298 609,334 726,612 734,343: 148,284 140,552
Old : 874,896: 63,843 98,538 26,471 636,298 609,334 726,612 734,343: 148,284 140,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -8,530: -1,000 13,073 -5,110 4,749 -24,188 -1,361 -16,224: -7,168 7,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 11.3 3.0 72.7 69.6 83.1 83.9: 16.9 16.1
Old : 100.0: 7.3 11.3 3.0 72.7 69.6 83.1 83.9: 16.9 16.1
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 : 523: 81 116 43 206 215 312 349:
Old : 523: 81 116 43 206 215 312 349:
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 : 18.7 10.8 29.0 18.5 15.5 9.7 24.3 16.4
Old : 18.7 10.8 29.0 18.5 15.5 9.7 24.3 16.4
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, July 13, 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 : 312,357: 23,041 43,428 1,029 217,161 183,180 241,231 227,637: 71,126 84,720
Old : 312,357: 23,041 43,428 1,029 217,161 183,180 241,231 227,637: 71,126 84,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 3,961: 1,428 -4,559 22 1,802 656 3,252 -3,881: 709 7,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 13.9 0.3 69.5 58.6 77.2 72.9: 22.8 27.1
Old : 100.0: 7.4 13.9 0.3 69.5 58.6 77.2 72.9: 22.8 27.1
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 : 136: 19 20 9 63 59 87 83:
Old : 136: 19 20 9 63 59 87 83:
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 : 24.2 23.1 34.9 33.8 22.8 23.1 33.3 33.8
Old : 24.2 23.1 34.9 33.8 22.8 23.1 33.3 33.8
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, July 13, 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 : 2,812,693: 309,841 381,383 21,377 2,095,686 2,130,772 2,426,904 2,533,532: 385,789 279,161
Old : 2,812,693: 309,841 381,383 21,377 2,095,686 2,130,772 2,426,904 2,533,532: 385,789 279,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -62,453: -26,924 73,376 -10,875 14,733 -124,218 -23,066 -61,717: -39,387 -736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 13.6 0.8 74.5 75.8 86.3 90.1: 13.7 9.9
Old : 100.0: 11.0 13.6 0.8 74.5 75.8 86.3 90.1: 13.7 9.9
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 : 478: 71 110 31 173 195 263 317:
Old : 478: 71 110 31 173 195 263 317:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 11.7 32.9 20.2 18.1 9.3 28.6 16.6
Old : 21.2 11.7 32.9 20.2 18.1 9.3 28.6 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, July 13, 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 : 83,163: 7,116 7,593 726 64,841 71,548 72,683 79,867: 10,480 3,296
Old : 83,163: 7,116 7,593 726 64,841 71,548 72,683 79,867: 10,480 3,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -5,517: -151 -268 -117 -6,319 -5,143 -6,587 -5,528: 1,070 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 9.1 0.9 78.0 86.0 87.4 96.0: 12.6 4.0
Old : 100.0: 8.6 9.1 0.9 78.0 86.0 87.4 96.0: 12.6 4.0
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 : 79: 8 2 2 43 36 51 40:
Old : 79: 8 2 2 43 36 51 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 : 37.4 50.9 53.4 67.6 34.7 50.9 48.7 65.8
Old : 37.4 50.9 53.4 67.6 34.7 50.9 48.7 65.8
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, July 13, 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 : 76,300: 11,722 19,242 1,103 52,671 48,496 65,496 68,841: 10,805 7,459
Old : 76,300: 11,722 19,242 1,103 52,671 48,496 65,496 68,841: 10,805 7,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 4,176: 1,757 3,357 218 53 -1,683 2,028 1,892: 2,148 2,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 25.2 1.4 69.0 63.6 85.8 90.2: 14.2 9.8
Old : 100.0: 15.4 25.2 1.4 69.0 63.6 85.8 90.2: 14.2 9.8
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 : 208: 47 42 11 65 76 117 124:
Old : 208: 47 42 11 65 76 117 124:
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 : 29.3 21.8 42.8 34.2 28.8 19.9 42.0 31.4
Old : 29.3 21.8 42.8 34.2 28.8 19.9 42.0 31.4
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, July 13, 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 : 13,097: 0 1,758 0 6,539 10,246 6,539 12,004: 6,558 1,093
Old : 13,097: 0 1,758 0 6,539 10,246 6,539 12,004: 6,558 1,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 2,019: -550 983 0 624 1,219 74 2,202: 1,945 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.4 0.0 49.9 78.2 49.9 91.7: 50.1 8.3
Old : 100.0: 0.0 13.4 0.0 49.9 78.2 49.9 91.7: 50.1 8.3
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: 0 2 0 10 9 10 11:
Old : 20: 0 2 0 10 9 10 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 70.9 46.1 88.2 33.6 70.9 46.1 88.2
Old : 33.6 70.9 46.1 88.2 33.6 70.9 46.1 88.2
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, July 13, 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 : 316,016: 61,925 90,737 2,198 230,660 191,249 294,783 284,184: 21,233 31,832
Old : 316,016: 61,925 90,737 2,198 230,660 191,249 294,783 284,184: 21,233 31,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 10,785: 12,804 13,139 -178 -2,855 -14,511 9,771 -1,550: 1,014 12,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 28.7 0.7 73.0 60.5 93.3 89.9: 6.7 10.1
Old : 100.0: 19.6 28.7 0.7 73.0 60.5 93.3 89.9: 6.7 10.1
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 : 206: 48 41 10 62 70 114 117:
Old : 206: 48 41 10 62 70 114 117:
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 : 33.9 21.9 49.6 33.3 33.3 21.9 48.1 33.3
Old : 33.9 21.9 49.6 33.3 33.3 21.9 48.1 33.3
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, July 13, 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 : 68,482: 35,209 11,729 163 11,605 40,217 46,977 52,109: 21,505 16,373
Old : 68,482: 35,209 11,729 163 11,605 40,217 46,977 52,109: 21,505 16,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 3,610: 9,324 -6,910 -1,863 -4,575 13,244 2,886 4,471: 724 -861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 17.1 0.2 16.9 58.7 68.6 76.1: 31.4 23.9
Old : 100.0: 51.4 17.1 0.2 16.9 58.7 68.6 76.1: 31.4 23.9
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 : 55: 20 12 2 11 19 33 31:
Old : 55: 20 12 2 11 19 33 31:
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 : 21.6 34.8 37.0 51.4 21.4 34.6 36.2 48.8
Old : 21.6 34.8 37.0 51.4 21.4 34.6 36.2 48.8
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, July 13, 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 : 32,746: 11,709 4,458 8 13,418 11,783 25,135 16,249: 7,611 16,497
Old : 32,746: 11,709 4,458 8 13,418 11,783 25,135 16,249: 7,611 16,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 333: -967 -133 0 1,857 1,055 890 922: -557 -589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 13.6 0.0 41.0 36.0 76.8 49.6: 23.2 50.4
Old : 100.0: 35.8 13.6 0.0 41.0 36.0 76.8 49.6: 23.2 50.4
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 : 50: 16 8 1 16 13 32 22:
Old : 50: 16 8 1 16 13 32 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 27.3 48.1 35.1 36.1 27.3 47.8 35.1
Old : 36.1 27.3 48.1 35.1 36.1 27.3 47.8 35.1
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, July 13, 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 : 45,855: 4,448 10,977 1,316 32,663 19,175 38,427 31,468: 7,428 14,387
Old : 45,855: 4,448 10,977 1,316 32,663 19,175 38,427 31,468: 7,428 14,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 2,557: -1,050 1,974 1,044 4,532 -5,361 4,526 -2,343: -1,969 4,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 23.9 2.9 71.2 41.8 83.8 68.6: 16.2 31.4
Old : 100.0: 9.7 23.9 2.9 71.2 41.8 83.8 68.6: 16.2 31.4
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 : 58: 7 15 2 21 20 30 35:
Old : 58: 7 15 2 21 20 30 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 : 45.1 27.9 58.7 39.6 42.0 27.8 55.0 38.3
Old : 45.1 27.9 58.7 39.6 42.0 27.8 55.0 38.3
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, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 34,261: 5,141 0 301 25,789 31,483 31,231 31,784: 3,030 2,477
Old : 34,261: 5,141 0 301 25,789 31,483 31,231 31,784: 3,030 2,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -5,881: -2,862 -253 1 -2,563 -5,734 -5,424 -5,986: -457 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 0.0 0.9 75.3 91.9 91.2 92.8: 8.8 7.2
Old : 100.0: 15.0 0.0 0.9 75.3 91.9 91.2 92.8: 8.8 7.2
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 : 40: 6 0 2 18 23 24 25:
Old : 40: 6 0 2 18 23 24 25:
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 : 59.4 59.1 71.5 74.3 57.9 57.6 69.2 72.9
Old : 59.4 59.1 71.5 74.3 57.9 57.6 69.2 72.9
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, July 13, 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 : 26,361: 5,706 235 0 15,377 24,348 21,083 24,583: 5,278 1,778
Old : 26,361: 5,706 235 0 15,377 24,348 21,083 24,583: 5,278 1,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 667: -93 -583 0 1,083 971 990 388: -323 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 0.9 0.0 58.3 92.4 80.0 93.3: 20.0 6.7
Old : 100.0: 21.6 0.9 0.0 58.3 92.4 80.0 93.3: 20.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 10 1 0 18 16 28 17:
Old : 40: 10 1 0 18 16 28 17:
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 67.3 54.7 84.4 39.3 67.3 53.6 84.4
Old : 40.4 67.3 54.7 84.4 39.3 67.3 53.6 84.4
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, July 13, 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 : 17,123: 2,848 5,219 0 9,907 10,334 12,755 15,553: 4,368 1,570
Old : 17,123: 2,848 5,219 0 9,907 10,334 12,755 15,553: 4,368 1,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,156: 335 81 0 -42 -15 293 66: 863 1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 30.5 0.0 57.9 60.4 74.5 90.8: 25.5 9.2
Old : 100.0: 16.6 30.5 0.0 57.9 60.4 74.5 90.8: 25.5 9.2
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 : 25: 9 7 0 9 3 18 10:
Old : 25: 9 7 0 9 3 18 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 : 56.1 86.6 65.5 90.2 56.1 86.6 65.5 90.2
Old : 56.1 86.6 65.5 90.2 56.1 86.6 65.5 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 16, 2010