MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 25,968: 1,049 3,699 401 20,278 17,232 21,728 21,332: 4,240 4,636
Old : 25,968: 1,049 3,699 401 20,278 17,232 21,728 21,332: 4,240 4,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 578: 24 -539 81 399 769 504 311: 74 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 14.2 1.5 78.1 66.4 83.7 82.1: 16.3 17.9
Old : 100.0: 4.0 14.2 1.5 78.1 66.4 83.7 82.1: 16.3 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 : 61: 6 14 11 27 26 43 41:
Old : 61: 6 14 11 27 26 43 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 : 48.2 43.1 63.2 56.6 46.9 39.2 60.6 50.9
Old : 48.2 43.1 63.2 56.6 46.9 39.2 60.6 50.9
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, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 201,046: 56,633 32,033 37,186 86,537 98,569 180,356 167,788: 20,690 33,258
Old : 89,987: 34,490 40,906 972 47,937 35,401 83,399 77,279: 6,588 12,708
Other: 111,059: 43,139 12,123 15,218 38,600 63,168 96,957 90,509: 14,102 20,550
: : :
: : Changes in Commitments from: August 10, 2010 :
: -11,593: -5,003 -797 -1,587 -2,895 -6,445 -9,485 -8,829: -2,108 -2,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 15.9 18.5 43.0 49.0 89.7 83.5: 10.3 16.5
Old : 100.0: 38.3 45.5 1.1 53.3 39.3 92.7 85.9: 7.3 14.1
Other: 100.0: 38.8 10.9 13.7 34.8 56.9 87.3 81.5: 12.7 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 86 66 74 33 53 166 160:
Old : 207: 67 77 9 21 44 90 128:
Other: 188: 74 35 41 32 49 130 112:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 25.8 36.1 33.6 23.5 24.9 35.8 31.7
Old : 32.2 26.4 49.3 38.4 32.2 26.4 49.3 38.4
Other: 25.0 26.1 38.2 37.0 25.0 25.7 37.1 35.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 337,600: 131,790 45,140 52,793 125,337 176,769 309,920 274,702: 27,680 62,898
Old : 337,600: 131,790 45,140 52,793 125,337 176,769 309,920 274,702: 27,680 62,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -962: 1,136 215 914 613 816 2,663 1,945: -3,625 -2,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 13.4 15.6 37.1 52.4 91.8 81.4: 8.2 18.6
Old : 100.0: 39.0 13.4 15.6 37.1 52.4 91.8 81.4: 8.2 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 : 409: 145 63 87 73 170 267 287:
Old : 409: 145 63 87 73 170 267 287:
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 : 17.9 16.1 28.7 24.6 17.8 15.1 28.5 21.9
Old : 17.9 16.1 28.7 24.6 17.8 15.1 28.5 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, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,841: 3,655 4,479 1,123 3,099 2,486 7,877 8,088: 1,964 1,753
Old : 9,841: 3,655 4,479 1,123 3,099 2,486 7,877 8,088: 1,964 1,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -208: -78 326 -195 212 -291 -61 -160: -147 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 45.5 11.4 31.5 25.3 80.0 82.2: 20.0 17.8
Old : 100.0: 37.1 45.5 11.4 31.5 25.3 80.0 82.2: 20.0 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 21 30 16 18 19 54 55:
Old : 82: 21 30 16 18 19 54 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 25.2 49.2 39.8 33.6 25.2 46.9 38.9
Old : 33.6 25.2 49.2 39.8 33.6 25.2 46.9 38.9
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, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 32,276: 11,839 6,739 3,354 10,865 6,500 26,058 16,593: 6,218 15,683
Old : 32,276: 11,839 6,739 3,354 10,865 6,500 26,058 16,593: 6,218 15,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -1,421: -298 -286 0 -300 36 -598 -250: -823 -1,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 20.9 10.4 33.7 20.1 80.7 51.4: 19.3 48.6
Old : 100.0: 36.7 20.9 10.4 33.7 20.1 80.7 51.4: 19.3 48.6
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 : 139: 40 22 32 39 46 98 88:
Old : 139: 40 22 32 39 46 98 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 14.7 32.2 22.6 18.5 14.0 28.7 20.9
Old : 20.2 14.7 32.2 22.6 18.5 14.0 28.7 20.9
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, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 34,736: 8,500 20 602 19,617 33,978 28,719 34,600: 6,017 136
Old : 34,736: 8,500 20 602 19,617 33,978 28,719 34,600: 6,017 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 417: -1,254 0 0 910 398 -344 398: 761 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 0.1 1.7 56.5 97.8 82.7 99.6: 17.3 0.4
Old : 100.0: 24.5 0.1 1.7 56.5 97.8 82.7 99.6: 17.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 1 1 11 10 17 11:
Old : 20: 5 1 1 11 10 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 80.7 75.1 96.6 40.4 61.7 48.0 66.5
Old : 57.8 80.7 75.1 96.6 40.4 61.7 48.0 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 94,908: 34,446 4,932 1,000 22,906 73,403 58,352 79,335: 36,556 15,573
Old : 94,908: 34,446 4,932 1,000 22,906 73,403 58,352 79,335: 36,556 15,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -10,635: -12,170 -505 326 6,641 -12,078 -5,203 -12,257: -5,432 1,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 5.2 1.1 24.1 77.3 61.5 83.6: 38.5 16.4
Old : 100.0: 36.3 5.2 1.1 24.1 77.3 61.5 83.6: 38.5 16.4
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 : 63: 29 6 6 20 17 52 26:
Old : 63: 29 6 6 20 17 52 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 : 20.6 51.9 31.7 70.4 20.6 51.6 31.4 69.3
Old : 20.6 51.9 31.7 70.4 20.6 51.6 31.4 69.3
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, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 54,560: 18,041 6,291 9 20,828 38,120 38,878 44,420: 15,682 10,140
Old : 54,560: 18,041 6,291 9 20,828 38,120 38,878 44,420: 15,682 10,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 1,994: 1,266 417 2 -1,343 1,976 -75 2,395: 2,069 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 11.5 0.0 38.2 69.9 71.3 81.4: 28.7 18.6
Old : 100.0: 33.1 11.5 0.0 38.2 69.9 71.3 81.4: 28.7 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 : 40: 14 7 2 9 15 24 23:
Old : 40: 14 7 2 9 15 24 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 : 39.3 56.5 54.9 68.4 39.3 56.5 54.5 67.0
Old : 39.3 56.5 54.9 68.4 39.3 56.5 54.5 67.0
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, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 111,732: 81,187 10,634 0 24,351 99,452 105,538 110,086: 6,194 1,646
Old : 111,732: 81,187 10,634 0 24,351 99,452 105,538 110,086: 6,194 1,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 1,451: 563 2,379 -234 653 -1,285 982 860: 469 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 9.5 0.0 21.8 89.0 94.5 98.5: 5.5 1.5
Old : 100.0: 72.7 9.5 0.0 21.8 89.0 94.5 98.5: 5.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 44 14 0 18 20 62 34:
Old : 91: 44 14 0 18 20 62 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 59.4 71.4 77.8 54.7 59.4 71.4 77.4
Old : 54.7 59.4 71.4 77.8 54.7 59.4 71.4 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 141,441: 31,467 35,898 162 83,970 82,482 115,599 118,542: 25,842 22,899
Old : 141,441: 31,467 35,898 162 83,970 82,482 115,599 118,542: 25,842 22,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -786: -4,448 5,004 99 1,436 -4,644 -2,913 459: 2,127 -1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 25.4 0.1 59.4 58.3 81.7 83.8: 18.3 16.2
Old : 100.0: 22.2 25.4 0.1 59.4 58.3 81.7 83.8: 18.3 16.2
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 : 84: 23 26 8 19 24 45 55:
Old : 84: 23 26 8 19 24 45 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 48.3 53.9 59.1 39.8 48.3 53.2 58.8
Old : 40.3 48.3 53.9 59.1 39.8 48.3 53.2 58.8
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, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 137,645: 62,745 12,776 57 45,729 94,054 108,531 106,887: 29,114 30,758
Old : 137,645: 62,745 12,776 57 45,729 94,054 108,531 106,887: 29,114 30,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 646: -2,569 -60 -12 2,975 -1,164 394 -1,236: 252 1,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 9.3 0.0 33.2 68.3 78.8 77.7: 21.2 22.3
Old : 100.0: 45.6 9.3 0.0 33.2 68.3 78.8 77.7: 21.2 22.3
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 : 98: 34 22 3 24 26 59 50:
Old : 98: 34 22 3 24 26 59 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 49.4 44.4 59.5 33.2 47.9 44.0 57.9
Old : 33.4 49.4 44.4 59.5 33.2 47.9 44.0 57.9
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, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 250,090: 61,324 75,951 1,251 137,257 124,115 199,832 201,317: 50,258 48,773
Old : 250,090: 61,324 75,951 1,251 137,257 124,115 199,832 201,317: 50,258 48,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 15,814: 5,527 16,423 -63 4,576 -3,647 10,040 12,713: 5,774 3,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 30.4 0.5 54.9 49.6 79.9 80.5: 20.1 19.5
Old : 100.0: 24.5 30.4 0.5 54.9 49.6 79.9 80.5: 20.1 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 : 156: 50 45 18 35 42 90 100:
Old : 156: 50 45 18 35 42 90 100:
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 43.0 43.3 50.6 34.4 43.0 42.6 50.1
Old : 34.6 43.0 43.3 50.6 34.4 43.0 42.6 50.1
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, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 23,627: 17,595 5,456 0 3,229 16,406 20,824 21,862: 2,803 1,765
Old : 23,627: 17,595 5,456 0 3,229 16,406 20,824 21,862: 2,803 1,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -1,409: -1,397 -992 -744 1,340 -350 -801 -2,086: -608 677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 23.1 0.0 13.7 69.4 88.1 92.5: 11.9 7.5
Old : 100.0: 74.5 23.1 0.0 13.7 69.4 88.1 92.5: 11.9 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 12 11 0 7 13 19 24:
Old : 42: 12 11 0 7 13 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 59.1 76.2 78.3 62.7 59.1 76.2 78.3
Old : 62.7 59.1 76.2 78.3 62.7 59.1 76.2 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 7,860,333: 1,436,664 679,430 951,858 4,608,108 5,330,552 6,996,630 6,961,840: 863,703 898,493
Old : 7,860,333: 1,436,664 679,430 951,858 4,608,108 5,330,552 6,996,630 6,961,840: 863,703 898,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -81,631: -32,036 -26,535 -1,339 33,433 -11,609 58 -39,483: -81,689 -42,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 8.6 12.1 58.6 67.8 89.0 88.6: 11.0 11.4
Old : 100.0: 18.3 8.6 12.1 58.6 67.8 89.0 88.6: 11.0 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 56 52 78 132 133 233 225:
Old : 263: 56 52 78 132 133 233 225:
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 : 28.4 28.2 41.5 39.4 27.3 24.2 37.8 32.7
Old : 28.4 28.2 41.5 39.4 27.3 24.2 37.8 32.7
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, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 884,624: 71,973 90,359 30,368 650,475 650,443 752,816 771,171: 131,808 113,453
Old : 884,624: 71,973 90,359 30,368 650,475 650,443 752,816 771,171: 131,808 113,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 14,483: 4,842 -1,607 9,667 6,091 3,366 20,600 11,426: -6,117 3,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 10.2 3.4 73.5 73.5 85.1 87.2: 14.9 12.8
Old : 100.0: 8.1 10.2 3.4 73.5 73.5 85.1 87.2: 14.9 12.8
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 : 536: 98 105 51 208 222 334 350:
Old : 536: 98 105 51 208 222 334 350:
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 : 17.6 12.4 27.1 20.8 14.3 10.4 22.6 17.1
Old : 17.6 12.4 27.1 20.8 14.3 10.4 22.6 17.1
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, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 319,279: 21,262 49,705 1,124 222,872 202,276 245,258 253,105: 74,021 66,174
Old : 319,279: 21,262 49,705 1,124 222,872 202,276 245,258 253,105: 74,021 66,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -455: 437 8,592 14 1,714 -10,492 2,165 -1,886: -2,620 1,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 15.6 0.4 69.8 63.4 76.8 79.3: 23.2 20.7
Old : 100.0: 6.7 15.6 0.4 69.8 63.4 76.8 79.3: 23.2 20.7
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 : 134: 18 23 8 64 54 88 79:
Old : 134: 18 23 8 64 54 88 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 23.0 33.7 35.5 22.5 23.0 32.3 35.1
Old : 23.9 23.0 33.7 35.5 22.5 23.0 32.3 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,826,725: 366,383 316,099 33,393 2,138,016 2,240,837 2,537,792 2,590,329: 288,933 236,396
Old : 2,826,725: 366,383 316,099 33,393 2,138,016 2,240,837 2,537,792 2,590,329: 288,933 236,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 74,689: 60,282 -12,741 10,009 21,885 69,291 92,176 66,559: -17,487 8,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 11.2 1.2 75.6 79.3 89.8 91.6: 10.2 8.4
Old : 100.0: 13.0 11.2 1.2 75.6 79.3 89.8 91.6: 10.2 8.4
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 : 493: 90 98 34 175 206 283 320:
Old : 493: 90 98 34 175 206 283 320:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 11.8 31.2 21.0 16.8 9.5 26.2 17.3
Old : 20.4 11.8 31.2 21.0 16.8 9.5 26.2 17.3
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, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 87,942: 11,775 7,393 31 65,137 75,887 76,943 83,311: 10,999 4,631
Old : 87,942: 11,775 7,393 31 65,137 75,887 76,943 83,311: 10,999 4,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -1,204: -1,156 296 31 91 -1,598 -1,034 -1,271: -170 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.4 0.0 74.1 86.3 87.5 94.7: 12.5 5.3
Old : 100.0: 13.4 8.4 0.0 74.1 86.3 87.5 94.7: 12.5 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 9 3 1 46 35 56 38:
Old : 81: 9 3 1 46 35 56 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 49.0 49.9 66.1 33.3 49.0 45.6 63.1
Old : 33.8 49.0 49.9 66.1 33.3 49.0 45.6 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 86,763: 16,636 14,559 938 59,474 64,329 77,048 79,825: 9,715 6,937
Old : 86,763: 16,636 14,559 938 59,474 64,329 77,048 79,825: 9,715 6,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -111: -4,190 1,251 -736 5,154 -1,870 228 -1,355: -339 1,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 16.8 1.1 68.5 74.1 88.8 92.0: 11.2 8.0
Old : 100.0: 19.2 16.8 1.1 68.5 74.1 88.8 92.0: 11.2 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 : 226: 69 34 13 67 80 139 124:
Old : 226: 69 34 13 67 80 139 124:
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 : 29.0 25.8 42.6 39.5 25.2 22.1 37.0 34.7
Old : 29.0 25.8 42.6 39.5 25.2 22.1 37.0 34.7
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, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 17,354: 738 2,497 0 10,708 13,453 11,446 15,950: 5,908 1,404
Old : 17,354: 738 2,497 0 10,708 13,453 11,446 15,950: 5,908 1,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 2,955: -739 0 0 3,380 2,704 2,641 2,704: 314 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 14.4 0.0 61.7 77.5 66.0 91.9: 34.0 8.1
Old : 100.0: 4.3 14.4 0.0 61.7 77.5 66.0 91.9: 34.0 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 10 12 11 13:
Old : 23: 1 1 0 10 12 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 66.6 61.6 83.0 48.7 66.6 58.7 83.0
Old : 50.1 66.6 61.6 83.0 48.7 66.6 58.7 83.0
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, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 347,043: 82,612 63,430 1,567 243,831 254,379 328,010 319,376: 19,033 27,667
Old : 347,043: 82,612 63,430 1,567 243,831 254,379 328,010 319,376: 19,033 27,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -15,330: -21,211 2,302 275 8,869 -22,872 -12,067 -20,295: -3,263 4,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 18.3 0.5 70.3 73.3 94.5 92.0: 5.5 8.0
Old : 100.0: 23.8 18.3 0.5 70.3 73.3 94.5 92.0: 5.5 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 : 222: 68 35 12 62 74 133 118:
Old : 222: 68 35 12 62 74 133 118:
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 25.4 48.0 40.6 33.0 25.4 47.4 40.6
Old : 33.6 25.4 48.0 40.6 33.0 25.4 47.4 40.6
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, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 120,329: 71,020 13,323 560 22,053 90,861 93,633 104,744: 26,696 15,585
Old : 120,329: 71,020 13,323 560 22,053 90,861 93,633 104,744: 26,696 15,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 6,280: 2,667 -660 403 2,817 6,966 5,887 6,709: 393 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 11.1 0.5 18.3 75.5 77.8 87.0: 22.2 13.0
Old : 100.0: 59.0 11.1 0.5 18.3 75.5 77.8 87.0: 22.2 13.0
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 : 74: 33 13 5 14 20 50 35:
Old : 74: 33 13 5 14 20 50 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 : 29.7 50.5 41.9 66.6 29.7 50.3 41.6 65.4
Old : 29.7 50.5 41.9 66.6 29.7 50.3 41.6 65.4
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, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 29,751: 6,246 4,886 0 14,852 10,164 21,098 15,050: 8,653 14,701
Old : 29,751: 6,246 4,886 0 14,852 10,164 21,098 15,050: 8,653 14,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -576: -379 -31 0 283 121 -96 90: -480 -666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 16.4 0.0 49.9 34.2 70.9 50.6: 29.1 49.4
Old : 100.0: 21.0 16.4 0.0 49.9 34.2 70.9 50.6: 29.1 49.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 13 10 0 21 13 34 23:
Old : 54: 13 10 0 21 13 34 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 24.7 38.5 32.7 25.1 24.7 38.1 32.7
Old : 25.5 24.7 38.5 32.7 25.1 24.7 38.1 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 52,569: 5,339 3,659 736 37,343 28,926 43,418 33,321: 9,151 19,248
Old : 52,569: 5,339 3,659 736 37,343 28,926 43,418 33,321: 9,151 19,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 296: 1,145 16 95 -2,176 5,712 -936 5,823: 1,232 -5,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 7.0 1.4 71.0 55.0 82.6 63.4: 17.4 36.6
Old : 100.0: 10.2 7.0 1.4 71.0 55.0 82.6 63.4: 17.4 36.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 11 10 1 19 23 31 33:
Old : 59: 11 10 1 19 23 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 28.1 62.8 39.0 46.0 27.9 58.7 37.0
Old : 49.2 28.1 62.8 39.0 46.0 27.9 58.7 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 34,762: 6,251 328 300 25,021 32,371 31,572 32,999: 3,190 1,763
Old : 34,762: 6,251 328 300 25,021 32,371 31,572 32,999: 3,190 1,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 4,253: 1,649 62 0 2,776 4,562 4,425 4,624: -172 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.9 0.9 72.0 93.1 90.8 94.9: 9.2 5.1
Old : 100.0: 18.0 0.9 0.9 72.0 93.1 90.8 94.9: 9.2 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 8 1 1 21 19 29 21:
Old : 43: 8 1 1 21 19 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 66.7 63.3 81.1 46.0 64.1 59.5 76.6
Old : 48.1 66.7 63.3 81.1 46.0 64.1 59.5 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, August 17, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 27,095: 6,162 204 0 14,676 24,598 20,838 24,802: 6,257 2,293
Old : 27,095: 6,162 204 0 14,676 24,598 20,838 24,802: 6,257 2,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: -420: -458 0 0 -412 -98 -870 -98: 450 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 0.8 0.0 54.2 90.8 76.9 91.5: 23.1 8.5
Old : 100.0: 22.7 0.8 0.0 54.2 90.8 76.9 91.5: 23.1 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 1 0 17 15 27 16:
Old : 38: 10 1 0 17 15 27 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 67.7 50.2 84.5 34.5 67.7 48.9 84.3
Old : 35.8 67.7 50.2 84.5 34.5 67.7 48.9 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 20, 2010