BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 27, 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 : 3,838: 96 0 24 2,814 3,439 2,934 3,463: 904 375
Old : 3,838: 96 0 24 2,814 3,439 2,934 3,463: 904 375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 77: 0 0 2 50 53 52 55: 25 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.6 73.3 89.6 76.4 90.2: 23.6 9.8
Old : 100.0: 2.5 0.0 0.6 73.3 89.6 76.4 90.2: 23.6 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 : 20: 2 0 1 13 9 15 10:
Old : 20: 2 0 1 13 9 15 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 : 50.4 84.3 64.2 89.9 50.4 83.4 62.9 86.7
Old : 50.4 84.3 64.2 89.9 50.4 83.4 62.9 86.7
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 27, 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 : 28,945: 1,125 6,766 542 22,881 16,758 24,548 24,066: 4,397 4,879
Old : 28,945: 1,125 6,766 542 22,881 16,758 24,548 24,066: 4,397 4,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 1,146: 439 105 25 345 807 809 937: 337 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 23.4 1.9 79.0 57.9 84.8 83.1: 15.2 16.9
Old : 100.0: 3.9 23.4 1.9 79.0 57.9 84.8 83.1: 15.2 16.9
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 : 65: 8 14 11 29 25 47 41:
Old : 65: 8 14 11 29 25 47 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 39.7 62.0 54.7 48.6 37.5 61.7 51.4
Old : 48.6 39.7 62.0 54.7 48.6 37.5 61.7 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, July 27, 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 : 202,084: 52,107 33,622 41,232 89,059 95,738 182,398 170,592: 19,686 31,492
Old : 106,753: 41,613 36,504 6,787 48,745 47,970 97,145 91,261: 9,608 15,492
Other: 95,331: 27,288 13,912 17,651 40,314 47,768 85,253 79,331: 10,078 16,000
: : :
: : Changes in Commitments from: July 20, 2010 :
: 2,964: 1,891 2,969 -2,180 2,014 678 1,725 1,467: 1,239 1,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 16.6 20.4 44.1 47.4 90.3 84.4: 9.7 15.6
Old : 100.0: 39.0 34.2 6.4 45.7 44.9 91.0 85.5: 9.0 14.5
Other: 100.0: 28.6 14.6 18.5 42.3 50.1 89.4 83.2: 10.6 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 84 71 84 40 60 181 183:
Old : 237: 85 80 47 28 56 139 160:
Other: 175: 48 51 45 35 48 115 122:
:----------------------------------------------------------------------------------------------------
: 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 24.5 36.0 33.4 22.6 23.6 35.3 30.2
Old : 29.3 27.0 41.7 36.8 29.2 27.0 41.3 36.3
Other: 31.4 24.0 46.5 36.3 31.0 22.2 42.7 29.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 27, 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 : 329,910: 127,457 59,578 44,085 128,640 164,742 300,182 268,405: 29,728 61,505
Old : 329,910: 127,457 59,578 44,085 128,640 164,742 300,182 268,405: 29,728 61,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 6,902: 9,321 3,640 30 -2,146 2,116 7,205 5,786: -303 1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 18.1 13.4 39.0 49.9 91.0 81.4: 9.0 18.6
Old : 100.0: 38.6 18.1 13.4 39.0 49.9 91.0 81.4: 9.0 18.6
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: 126 72 87 77 170 261 289:
Old : 398: 126 72 87 77 170 261 289:
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 : 18.3 16.8 29.9 24.8 17.9 15.3 29.0 21.9
Old : 18.3 16.8 29.9 24.8 17.9 15.3 29.0 21.9
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 27, 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 : 8,689: 3,486 3,621 804 2,573 2,564 6,863 6,989: 1,826 1,700
Old : 8,689: 3,486 3,621 804 2,573 2,564 6,863 6,989: 1,826 1,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 377: -73 142 150 69 115 146 407: 231 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 41.7 9.3 29.6 29.5 79.0 80.4: 21.0 19.6
Old : 100.0: 40.1 41.7 9.3 29.6 29.5 79.0 80.4: 21.0 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 : 74: 17 27 13 15 19 44 51:
Old : 74: 17 27 13 15 19 44 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 : 42.1 26.6 57.5 41.8 42.1 26.6 56.6 40.4
Old : 42.1 26.6 57.5 41.8 42.1 26.6 56.6 40.4
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 27, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 37,257: 15,707 7,280 2,896 11,237 8,393 29,840 18,569: 7,417 18,688
Old : 37,257: 15,707 7,280 2,896 11,237 8,393 29,840 18,569: 7,417 18,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 13: -339 108 -124 81 -1,047 -382 -1,063: 395 1,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 19.5 7.8 30.2 22.5 80.1 49.8: 19.9 50.2
Old : 100.0: 42.2 19.5 7.8 30.2 22.5 80.1 49.8: 19.9 50.2
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 : 145: 43 22 28 34 50 92 92:
Old : 145: 43 22 28 34 50 92 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 12.5 28.8 19.7 17.7 11.6 28.6 18.4
Old : 17.8 12.5 28.8 19.7 17.7 11.6 28.6 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, July 27, 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 : 32,110: 7,506 120 602 18,727 31,289 26,835 32,011: 5,275 99
Old : 32,110: 7,506 120 602 18,727 31,289 26,835 32,011: 5,275 99
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 1,569: 1,296 0 0 237 1,563 1,533 1,563: 36 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 0.4 1.9 58.3 97.4 83.6 99.7: 16.4 0.3
Old : 100.0: 23.4 0.4 1.9 58.3 97.4 83.6 99.7: 16.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 2 1 11 10 17 12:
Old : 21: 5 2 1 11 10 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 79.2 74.3 95.8 38.0 63.3 46.9 66.3
Old : 55.8 79.2 74.3 95.8 38.0 63.3 46.9 66.3
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 27, 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 : 85,121: 27,045 3,177 223 20,687 65,523 47,955 68,923: 37,166 16,198
Old : 85,121: 27,045 3,177 223 20,687 65,523 47,955 68,923: 37,166 16,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 1,804: 3,306 -4,138 199 -641 5,138 2,864 1,199: -1,060 605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 3.7 0.3 24.3 77.0 56.3 81.0: 43.7 19.0
Old : 100.0: 31.8 3.7 0.3 24.3 77.0 56.3 81.0: 43.7 19.0
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 : 64: 23 9 5 19 22 46 32:
Old : 64: 23 9 5 19 22 46 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 : 19.3 52.6 30.3 69.3 19.3 52.6 30.1 68.5
Old : 19.3 52.6 30.3 69.3 19.3 52.6 30.1 68.5
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 27, 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 : 55,722: 15,283 9,067 2 24,595 37,985 39,880 47,054: 15,842 8,668
Old : 55,722: 15,283 9,067 2 24,595 37,985 39,880 47,054: 15,842 8,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 804: -4,694 4,203 -1 4,410 -3,206 -285 996: 1,089 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 16.3 0.0 44.1 68.2 71.6 84.4: 28.4 15.6
Old : 100.0: 27.4 16.3 0.0 44.1 68.2 71.6 84.4: 28.4 15.6
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 : 41: 14 7 1 11 13 25 21:
Old : 41: 14 7 1 11 13 25 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 : 35.4 61.1 48.4 74.0 35.3 61.1 48.3 74.0
Old : 35.4 61.1 48.4 74.0 35.3 61.1 48.3 74.0
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 27, 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 : 80,209: 51,784 6,466 0 22,455 71,967 74,239 78,433: 5,970 1,776
Old : 80,209: 51,784 6,466 0 22,455 71,967 74,239 78,433: 5,970 1,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 8,137: 8,233 -1,199 0 -1,358 9,095 6,875 7,896: 1,262 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 8.1 0.0 28.0 89.7 92.6 97.8: 7.4 2.2
Old : 100.0: 64.6 8.1 0.0 28.0 89.7 92.6 97.8: 7.4 2.2
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 : 82: 31 18 0 16 21 47 39:
Old : 82: 31 18 0 16 21 47 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 : 50.9 60.6 69.0 79.3 50.9 60.4 69.0 78.9
Old : 50.9 60.6 69.0 79.3 50.9 60.4 69.0 78.9
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 27, 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 : 122,570: 17,107 35,047 496 88,676 60,585 106,279 96,128: 16,291 26,442
Old : 122,570: 17,107 35,047 496 88,676 60,585 106,279 96,128: 16,291 26,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -2,334: 659 -8,168 -85 -3,775 1,831 -3,201 -6,422: 867 4,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 28.6 0.4 72.3 49.4 86.7 78.4: 13.3 21.6
Old : 100.0: 14.0 28.6 0.4 72.3 49.4 86.7 78.4: 13.3 21.6
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 : 81: 19 27 5 17 24 38 54:
Old : 81: 19 27 5 17 24 38 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 40.2 66.5 51.6 52.8 39.9 65.8 51.4
Old : 53.1 40.2 66.5 51.6 52.8 39.9 65.8 51.4
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 27, 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 : 124,595: 48,488 18,567 93 47,996 78,595 96,577 97,255: 28,018 27,340
Old : 124,595: 48,488 18,567 93 47,996 78,595 96,577 97,255: 28,018 27,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -3,063: -6,245 4,745 -30 4,903 -12,157 -1,372 -7,442: -1,691 4,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 14.9 0.1 38.5 63.1 77.5 78.1: 22.5 21.9
Old : 100.0: 38.9 14.9 0.1 38.5 63.1 77.5 78.1: 22.5 21.9
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 : 97: 28 24 4 24 28 55 53:
Old : 97: 28 24 4 24 28 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 : 31.2 44.8 42.1 57.8 30.9 43.0 41.7 55.6
Old : 31.2 44.8 42.1 57.8 30.9 43.0 41.7 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, July 27, 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 : 232,193: 56,622 77,961 1,791 130,508 101,249 188,921 181,001: 43,272 51,192
Old : 232,193: 56,622 77,961 1,791 130,508 101,249 188,921 181,001: 43,272 51,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 2,075: 1,614 -1,298 -199 -371 3,424 1,044 1,927: 1,031 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 33.6 0.8 56.2 43.6 81.4 78.0: 18.6 22.0
Old : 100.0: 24.4 33.6 0.8 56.2 43.6 81.4 78.0: 18.6 22.0
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 : 152: 49 45 26 32 39 90 101:
Old : 152: 49 45 26 32 39 90 101:
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 : 38.7 35.5 47.7 42.7 38.5 35.5 46.6 42.7
Old : 38.7 35.5 47.7 42.7 38.5 35.5 46.6 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, July 27, 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 : 22,919: 18,398 4,724 0 1,407 17,037 19,805 21,761: 3,114 1,158
Old : 22,919: 18,398 4,724 0 1,407 17,037 19,805 21,761: 3,114 1,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 4,288: 3,875 -826 0 -104 5,150 3,771 4,324: 517 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 20.6 0.0 6.1 74.3 86.4 94.9: 13.6 5.1
Old : 100.0: 80.3 20.6 0.0 6.1 74.3 86.4 94.9: 13.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 15 8 0 4 13 19 21:
Old : 39: 15 8 0 4 13 19 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 : 61.5 53.2 77.3 77.9 61.5 53.2 77.3 77.9
Old : 61.5 53.2 77.3 77.9 61.5 53.2 77.3 77.9
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 27, 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 : 7,772,472: 1,358,230 647,332 900,420 4,617,202 5,264,094 6,875,852 6,811,846: 896,620 960,626
Old : 7,772,472: 1,358,230 647,332 900,420 4,617,202 5,264,094 6,875,852 6,811,846: 896,620 960,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 43,150: 92,356 58,613 24,646 -149,340 -96,946 -32,338 -13,687: 75,488 56,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 8.3 11.6 59.4 67.7 88.5 87.6: 11.5 12.4
Old : 100.0: 17.5 8.3 11.6 59.4 67.7 88.5 87.6: 11.5 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 52 60 79 126 132 230 226:
Old : 262: 52 60 79 126 132 230 226:
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 27.8 44.6 38.3 29.1 23.4 40.1 30.2
Old : 29.3 27.8 44.6 38.3 29.1 23.4 40.1 30.2
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 27, 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 : 868,087: 65,268 92,454 25,227 636,659 627,457 727,154 745,138: 140,933 122,949
Old : 868,087: 65,268 92,454 25,227 636,659 627,457 727,154 745,138: 140,933 122,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -2,803: -741 -2,881 -5,250 3,105 8,084 -2,886 -47: 83 -2,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 10.7 2.9 73.3 72.3 83.8 85.8: 16.2 14.2
Old : 100.0: 7.5 10.7 2.9 73.3 72.3 83.8 85.8: 16.2 14.2
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 : 506: 86 97 46 203 220 316 337:
Old : 506: 86 97 46 203 220 316 337:
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 : 18.5 12.2 29.1 20.3 15.8 10.3 24.7 17.4
Old : 18.5 12.2 29.1 20.3 15.8 10.3 24.7 17.4
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 27, 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 : 311,996: 20,220 41,650 1,098 217,404 196,286 238,722 239,034: 73,274 72,962
Old : 311,996: 20,220 41,650 1,098 217,404 196,286 238,722 239,034: 73,274 72,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 4,033: 1,666 -7,891 -58 2,551 10,224 4,159 2,275: -126 1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 13.3 0.4 69.7 62.9 76.5 76.6: 23.5 23.4
Old : 100.0: 6.5 13.3 0.4 69.7 62.9 76.5 76.6: 23.5 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 : 129: 12 21 7 64 57 81 80:
Old : 129: 12 21 7 64 57 81 80:
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 : 24.4 23.1 35.2 34.0 23.1 23.1 33.8 33.3
Old : 24.4 23.1 35.2 34.0 23.1 23.1 33.8 33.3
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 27, 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 : 2,780,454: 307,833 336,613 38,051 2,096,277 2,155,857 2,442,161 2,530,521: 338,293 249,933
Old : 2,780,454: 307,833 336,613 38,051 2,096,277 2,155,857 2,442,161 2,530,521: 338,293 249,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -34,179: -46,621 -9,532 8,625 2,772 -10,702 -35,224 -11,609: 1,045 -22,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 12.1 1.4 75.4 77.5 87.8 91.0: 12.2 9.0
Old : 100.0: 11.1 12.1 1.4 75.4 77.5 87.8 91.0: 12.2 9.0
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 : 466: 82 91 36 170 201 273 307:
Old : 466: 82 91 36 170 201 273 307:
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 : 21.4 12.0 33.3 20.2 18.1 9.6 28.1 16.5
Old : 21.4 12.0 33.3 20.2 18.1 9.6 28.1 16.5
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 27, 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 : 88,815: 11,474 8,133 163 67,387 76,353 79,024 84,649: 9,791 4,166
Old : 88,815: 11,474 8,133 163 67,387 76,353 79,024 84,649: 9,791 4,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 4,369: 3,246 279 -406 1,971 4,538 4,811 4,411: -442 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 9.2 0.2 75.9 86.0 89.0 95.3: 11.0 4.7
Old : 100.0: 12.9 9.2 0.2 75.9 86.0 89.0 95.3: 11.0 4.7
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 : 87: 11 4 1 48 36 59 41:
Old : 87: 11 4 1 48 36 59 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 46.0 50.0 63.7 32.5 45.3 45.4 61.5
Old : 34.6 46.0 50.0 63.7 32.5 45.3 45.4 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, July 27, 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 : 78,205: 12,991 14,909 870 54,664 56,187 68,525 71,966: 9,680 6,240
Old : 78,205: 12,991 14,909 870 54,664 56,187 68,525 71,966: 9,680 6,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 1,393: 736 1,187 -628 1,607 2,342 1,715 2,902: -322 -1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 19.1 1.1 69.9 71.8 87.6 92.0: 12.4 8.0
Old : 100.0: 16.6 19.1 1.1 69.9 71.8 87.6 92.0: 12.4 8.0
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 : 213: 58 34 11 67 79 130 119:
Old : 213: 58 34 11 67 79 130 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 25.3 43.2 39.6 28.0 23.3 41.5 37.6
Old : 29.5 25.3 43.2 39.6 28.0 23.3 41.5 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, July 27, 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 : 13,419: 247 2,497 0 7,601 9,707 7,848 12,204: 5,571 1,215
Old : 13,419: 247 2,497 0 7,601 9,707 7,848 12,204: 5,571 1,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -388: 247 -947 0 -140 716 107 -231: -495 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 18.6 0.0 56.6 72.3 58.5 90.9: 41.5 9.1
Old : 100.0: 1.8 18.6 0.0 56.6 72.3 58.5 90.9: 41.5 9.1
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 : 24: 1 1 0 12 12 13 13:
Old : 24: 1 1 0 12 12 13 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 : 37.4 67.5 49.1 82.6 37.0 67.5 47.1 82.6
Old : 37.4 67.5 49.1 82.6 37.0 67.5 47.1 82.6
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 27, 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 : 323,932: 64,953 63,293 3,116 235,316 232,399 303,385 298,808: 20,547 25,124
Old : 323,932: 64,953 63,293 3,116 235,316 232,399 303,385 298,808: 20,547 25,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 8,906: -140 8,086 -553 8,735 8,131 8,042 15,664: 864 -6,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 19.5 1.0 72.6 71.7 93.7 92.2: 6.3 7.8
Old : 100.0: 20.1 19.5 1.0 72.6 71.7 93.7 92.2: 6.3 7.8
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 : 210: 58 34 10 62 73 124 113:
Old : 210: 58 34 10 62 73 124 113:
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 : 34.8 23.9 50.6 37.5 34.3 23.9 49.2 37.5
Old : 34.8 23.9 50.6 37.5 34.3 23.9 49.2 37.5
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 27, 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 : 89,389: 51,282 10,749 197 12,858 62,833 64,337 73,779: 25,052 15,610
Old : 89,389: 51,282 10,749 197 12,858 62,833 64,337 73,779: 25,052 15,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 9,087: 6,029 -1,618 36 1,029 11,854 7,094 10,272: 1,993 -1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 12.0 0.2 14.4 70.3 72.0 82.5: 28.0 17.5
Old : 100.0: 57.4 12.0 0.2 14.4 70.3 72.0 82.5: 28.0 17.5
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 : 63: 27 10 4 11 22 40 34:
Old : 63: 27 10 4 11 22 40 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 : 27.6 45.5 42.2 63.6 27.6 44.0 42.1 61.6
Old : 27.6 45.5 42.2 63.6 27.6 44.0 42.1 61.6
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 27, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 30,599: 8,220 4,329 8 14,493 11,002 22,721 15,339: 7,878 15,260
Old : 30,599: 8,220 4,329 8 14,493 11,002 22,721 15,339: 7,878 15,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 956: -1,059 -533 0 1,752 781 693 248: 263 708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 14.1 0.0 47.4 36.0 74.3 50.1: 25.7 49.9
Old : 100.0: 26.9 14.1 0.0 47.4 36.0 74.3 50.1: 25.7 49.9
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 : 47: 12 9 1 16 13 28 23:
Old : 47: 12 9 1 16 13 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 26.7 46.3 35.0 32.9 26.7 46.2 35.0
Old : 32.9 26.7 46.3 35.0 32.9 26.7 46.2 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, July 27, 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 : 48,003: 3,629 5,958 978 36,106 21,811 40,713 28,747: 7,290 19,256
Old : 48,003: 3,629 5,958 978 36,106 21,811 40,713 28,747: 7,290 19,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 2,477: -422 -2,157 105 2,080 -175 1,763 -2,227: 714 4,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 12.4 2.0 75.2 45.4 84.8 59.9: 15.2 40.1
Old : 100.0: 7.6 12.4 2.0 75.2 45.4 84.8 59.9: 15.2 40.1
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 : 57: 7 15 2 19 21 28 36:
Old : 57: 7 15 2 19 21 28 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 24.6 63.3 34.3 48.1 24.6 60.7 33.9
Old : 50.4 24.6 63.3 34.3 48.1 24.6 60.7 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, July 27, 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 : 33,528: 4,739 265 300 25,427 30,256 30,466 30,821: 3,062 2,707
Old : 33,528: 4,739 265 300 25,427 30,256 30,466 30,821: 3,062 2,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -2,416: -1,278 265 0 -748 -3,426 -2,026 -3,161: -390 745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.8 0.9 75.8 90.2 90.9 91.9: 9.1 8.1
Old : 100.0: 14.1 0.8 0.9 75.8 90.2 90.9 91.9: 9.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 1 1 17 24 22 26:
Old : 39: 5 1 1 17 24 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 54.6 73.3 70.3 58.6 52.0 69.0 66.0
Old : 61.0 54.6 73.3 70.3 58.6 52.0 69.0 66.0
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, July 27, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 27,227: 6,805 411 0 15,416 25,040 22,221 25,451: 5,006 1,776
Old : 27,227: 6,805 411 0 15,416 25,040 22,221 25,451: 5,006 1,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 517: 975 -232 0 -75 1,093 900 861: -383 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 1.5 0.0 56.6 92.0 81.6 93.5: 18.4 6.5
Old : 100.0: 25.0 1.5 0.0 56.6 92.0 81.6 93.5: 18.4 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 12 2 0 18 16 30 18:
Old : 42: 12 2 0 18 16 30 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 : 39.6 66.1 51.9 82.9 38.6 66.1 50.9 82.9
Old : 39.6 66.1 51.9 82.9 38.6 66.1 50.9 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, July 27, 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 : 16,001: 4,153 4,106 0 10,748 10,989 14,901 15,095: 1,100 906
Old : 16,001: 4,153 4,106 0 10,748 10,989 14,901 15,095: 1,100 906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -222: 8 -136 0 -304 0 -296 -136: 74 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 25.7 0.0 67.2 68.7 93.1 94.3: 6.9 5.7
Old : 100.0: 26.0 25.7 0.0 67.2 68.7 93.1 94.3: 6.9 5.7
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 : 25: 9 7 0 9 1 18 8:
Old : 25: 9 7 0 9 1 18 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 : 63.4 91.0 76.3 94.3 63.4 91.0 76.3 94.3
Old : 63.4 91.0 76.3 94.3 63.4 91.0 76.3 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 30, 2010