MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 26,693: 1,006 3,212 634 20,596 17,898 22,236 21,744: 4,457 4,949
Old : 26,693: 1,006 3,212 634 20,596 17,898 22,236 21,744: 4,457 4,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 725: -43 -487 233 318 666 508 412: 217 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 12.0 2.4 77.2 67.1 83.3 81.5: 16.7 18.5
Old : 100.0: 3.8 12.0 2.4 77.2 67.1 83.3 81.5: 16.7 18.5
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 : 62: 6 14 11 28 25 45 39:
Old : 62: 6 14 11 28 25 45 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 : 47.2 43.0 62.1 56.5 45.9 39.3 59.3 50.8
Old : 47.2 43.0 62.1 56.5 45.9 39.3 59.3 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, August 24, 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 : 218,479: 63,832 31,078 43,978 89,531 107,882 197,341 182,938: 21,138 35,541
Old : 94,718: 38,838 44,196 1,079 48,857 35,942 88,774 81,217: 5,944 13,501
Other: 123,761: 49,640 11,528 18,253 40,674 71,940 108,567 101,721: 15,194 22,040
: : :
: : Changes in Commitments from: August 17, 2010 :
: 17,433: 7,199 -955 6,792 2,994 9,313 16,985 15,150: 448 2,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 14.2 20.1 41.0 49.4 90.3 83.7: 9.7 16.3
Old : 100.0: 41.0 46.7 1.1 51.6 37.9 93.7 85.7: 6.3 14.3
Other: 100.0: 40.1 9.3 14.7 32.9 58.1 87.7 82.2: 12.3 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 91 61 85 36 58 183 168:
Old : 211: 62 84 10 22 44 88 134:
Other: 198: 85 32 46 33 56 142 119:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 25.3 33.2 33.5 21.7 24.6 32.9 30.7
Old : 28.9 27.6 45.1 40.0 28.9 27.6 45.1 40.0
Other: 23.2 25.8 35.7 37.6 23.2 25.8 34.5 35.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 24, 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 : 342,847: 142,327 40,524 51,607 123,489 186,837 317,423 278,968: 25,424 63,879
Old : 342,847: 142,327 40,524 51,607 123,489 186,837 317,423 278,968: 25,424 63,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 5,247: 10,537 -4,616 -1,186 -1,848 10,068 7,503 4,266: -2,256 981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 11.8 15.1 36.0 54.5 92.6 81.4: 7.4 18.6
Old : 100.0: 41.5 11.8 15.1 36.0 54.5 92.6 81.4: 7.4 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 : 426: 156 61 86 72 177 274 293:
Old : 426: 156 61 86 72 177 274 293:
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 : 17.3 16.8 28.0 25.5 17.2 15.9 27.6 23.4
Old : 17.3 16.8 28.0 25.5 17.2 15.9 27.6 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, August 24, 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 : 8,934: 3,524 3,959 844 2,791 2,539 7,159 7,342: 1,775 1,592
Old : 8,934: 3,524 3,959 844 2,791 2,539 7,159 7,342: 1,775 1,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -907: -131 -520 -279 -308 53 -718 -746: -189 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 44.3 9.4 31.2 28.4 80.1 82.2: 19.9 17.8
Old : 100.0: 39.4 44.3 9.4 31.2 28.4 80.1 82.2: 19.9 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 : 74: 19 23 12 21 21 49 50:
Old : 74: 19 23 12 21 21 49 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 : 36.7 27.9 51.6 42.1 36.7 27.9 51.1 40.6
Old : 36.7 27.9 51.6 42.1 36.7 27.9 51.1 40.6
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 24, 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 : 37,306: 15,280 7,529 4,929 10,503 7,098 30,712 19,556: 6,594 17,750
Old : 37,306: 15,280 7,529 4,929 10,503 7,098 30,712 19,556: 6,594 17,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 5,030: 3,441 790 1,575 -362 598 4,654 2,963: 376 2,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 20.2 13.2 28.2 19.0 82.3 52.4: 17.7 47.6
Old : 100.0: 41.0 20.2 13.2 28.2 19.0 82.3 52.4: 17.7 47.6
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 : 140: 44 23 35 36 46 101 90:
Old : 140: 44 23 35 36 46 101 90:
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 : 19.8 15.9 31.3 23.7 16.6 12.9 27.2 19.8
Old : 19.8 15.9 31.3 23.7 16.6 12.9 27.2 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, August 24, 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 : 36,185: 2,669 20 602 20,550 35,108 23,821 35,730: 12,364 455
Old : 36,185: 2,669 20 602 20,550 35,108 23,821 35,730: 12,364 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 1,449: -5,831 0 0 933 1,130 -4,898 1,130: 6,347 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.1 1.7 56.8 97.0 65.8 98.7: 34.2 1.3
Old : 100.0: 7.4 0.1 1.7 56.8 97.0 65.8 98.7: 34.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 1 1 12 11 17 12:
Old : 20: 4 1 1 12 11 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 : 46.2 79.8 57.8 95.2 27.4 61.4 32.3 66.4
Old : 46.2 79.8 57.8 95.2 27.4 61.4 32.3 66.4
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 24, 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 : 94,976: 24,889 8,742 1,372 33,640 67,045 59,901 77,159: 35,075 17,817
Old : 94,976: 24,889 8,742 1,372 33,640 67,045 59,901 77,159: 35,075 17,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 68: -9,557 3,810 372 10,734 -6,358 1,549 -2,176: -1,481 2,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 9.2 1.4 35.4 70.6 63.1 81.2: 36.9 18.8
Old : 100.0: 26.2 9.2 1.4 35.4 70.6 63.1 81.2: 36.9 18.8
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 : 65: 22 10 3 26 17 50 28:
Old : 65: 22 10 3 26 17 50 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 47.4 33.4 64.5 20.8 47.2 33.4 63.8
Old : 20.8 47.4 33.4 64.5 20.8 47.2 33.4 63.8
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 24, 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 : 57,316: 20,735 6,867 7 20,376 40,811 41,118 47,685: 16,198 9,631
Old : 57,316: 20,735 6,867 7 20,376 40,811 41,118 47,685: 16,198 9,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 2,756: 2,694 576 -2 -452 2,691 2,240 3,265: 516 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 12.0 0.0 35.6 71.2 71.7 83.2: 28.3 16.8
Old : 100.0: 36.2 12.0 0.0 35.6 71.2 71.7 83.2: 28.3 16.8
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 : 43: 17 7 1 9 15 26 23:
Old : 43: 17 7 1 9 15 26 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 : 35.6 57.9 50.8 70.5 35.6 57.9 50.0 68.9
Old : 35.6 57.9 50.8 70.5 35.6 57.9 50.0 68.9
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 24, 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 : 101,768: 68,371 9,001 125 28,483 90,529 96,979 99,655: 4,789 2,113
Old : 101,768: 68,371 9,001 125 28,483 90,529 96,979 99,655: 4,789 2,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -9,964: -12,816 -1,633 125 4,132 -8,923 -8,559 -10,431: -1,405 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 8.8 0.1 28.0 89.0 95.3 97.9: 4.7 2.1
Old : 100.0: 67.2 8.8 0.1 28.0 89.0 95.3 97.9: 4.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 40 18 1 21 18 62 36:
Old : 92: 40 18 1 21 18 62 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 : 53.2 64.0 72.0 81.7 53.2 64.0 72.0 81.0
Old : 53.2 64.0 72.0 81.7 53.2 64.0 72.0 81.0
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 24, 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 : 139,333: 28,511 32,876 224 86,511 82,980 115,246 116,080: 24,087 23,253
Old : 139,333: 28,511 32,876 224 86,511 82,980 115,246 116,080: 24,087 23,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -2,108: -2,956 -3,022 62 2,541 498 -353 -2,462: -1,755 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 23.6 0.2 62.1 59.6 82.7 83.3: 17.3 16.7
Old : 100.0: 20.5 23.6 0.2 62.1 59.6 82.7 83.3: 17.3 16.7
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 : 85: 22 25 6 21 25 45 54:
Old : 85: 22 25 6 21 25 45 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 : 41.4 48.1 54.5 58.8 40.7 48.1 53.8 58.4
Old : 41.4 48.1 54.5 58.8 40.7 48.1 53.8 58.4
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, August 24, 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 : 140,128: 63,086 12,017 534 44,860 94,835 108,480 107,386: 31,648 32,742
Old : 140,128: 63,086 12,017 534 44,860 94,835 108,480 107,386: 31,648 32,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 2,483: 341 -759 477 -869 781 -51 499: 2,534 1,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 8.6 0.4 32.0 67.7 77.4 76.6: 22.6 23.4
Old : 100.0: 45.0 8.6 0.4 32.0 67.7 77.4 76.6: 22.6 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 : 95: 33 21 4 23 28 58 51:
Old : 95: 33 21 4 23 28 58 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 : 32.0 45.9 42.4 56.5 31.6 45.0 42.1 55.3
Old : 32.0 45.9 42.4 56.5 31.6 45.0 42.1 55.3
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 24, 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 : 245,448: 54,591 76,194 1,198 142,830 118,301 198,619 195,693: 46,829 49,755
Old : 245,448: 54,591 76,194 1,198 142,830 118,301 198,619 195,693: 46,829 49,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -4,642: -6,733 243 -53 5,573 -5,814 -1,213 -5,624: -3,429 982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 31.0 0.5 58.2 48.2 80.9 79.7: 19.1 20.3
Old : 100.0: 22.2 31.0 0.5 58.2 48.2 80.9 79.7: 19.1 20.3
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 : 162: 47 51 15 37 43 87 106:
Old : 162: 47 51 15 37 43 87 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 39.2 45.9 45.4 36.4 38.7 44.8 44.9
Old : 36.6 39.2 45.9 45.4 36.4 38.7 44.8 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, August 24, 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 : 20,271: 14,931 4,248 0 1,997 13,798 16,928 18,046: 3,343 2,225
Old : 20,271: 14,931 4,248 0 1,997 13,798 16,928 18,046: 3,343 2,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -3,356: -2,664 -1,208 0 -1,232 -2,608 -3,896 -3,816: 540 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 21.0 0.0 9.9 68.1 83.5 89.0: 16.5 11.0
Old : 100.0: 73.7 21.0 0.0 9.9 68.1 83.5 89.0: 16.5 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 10 8 0 7 12 17 20:
Old : 35: 10 8 0 7 12 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 65.3 73.5 78.7 60.8 65.3 73.5 78.1
Old : 60.8 65.3 73.5 78.7 60.8 65.3 73.5 78.1
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 24, 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 : 7,898,270: 1,483,873 698,994 941,349 4,580,474 5,330,502 7,005,696 6,970,845: 892,574 927,425
Old : 7,898,270: 1,483,873 698,994 941,349 4,580,474 5,330,502 7,005,696 6,970,845: 892,574 927,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 37,937: 47,209 19,564 -10,509 -27,634 -50 9,066 9,005: 28,871 28,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 8.8 11.9 58.0 67.5 88.7 88.3: 11.3 11.7
Old : 100.0: 18.8 8.8 11.9 58.0 67.5 88.7 88.3: 11.3 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 55 52 80 135 140 239 234:
Old : 269: 55 52 80 135 140 239 234:
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 : 28.9 28.5 42.3 40.0 27.8 24.4 38.3 33.3
Old : 28.9 28.5 42.3 40.0 27.8 24.4 38.3 33.3
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 24, 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 : 910,530: 66,850 96,389 45,055 681,565 670,053 793,470 811,497: 117,060 99,033
Old : 910,530: 66,850 96,389 45,055 681,565 670,053 793,470 811,497: 117,060 99,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 25,906: -5,123 6,030 14,687 31,090 19,610 40,654 40,326: -14,747 -14,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 10.6 4.9 74.9 73.6 87.1 89.1: 12.9 10.9
Old : 100.0: 7.3 10.6 4.9 74.9 73.6 87.1 89.1: 12.9 10.9
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 : 529: 85 104 41 216 228 324 350:
Old : 529: 85 104 41 216 228 324 350:
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 : 18.5 12.7 28.8 21.0 14.3 9.4 22.6 15.6
Old : 18.5 12.7 28.8 21.0 14.3 9.4 22.6 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, August 24, 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 : 322,706: 16,962 63,442 790 229,960 206,836 247,712 271,068: 74,994 51,638
Old : 322,706: 16,962 63,442 790 229,960 206,836 247,712 271,068: 74,994 51,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 3,427: -4,300 13,737 -334 7,088 4,560 2,454 17,963: 973 -14,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 19.7 0.2 71.3 64.1 76.8 84.0: 23.2 16.0
Old : 100.0: 5.3 19.7 0.2 71.3 64.1 76.8 84.0: 23.2 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 12 20 7 66 59 83 81:
Old : 128: 12 20 7 66 59 83 81:
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 : 23.6 26.2 34.2 40.8 22.3 26.2 32.5 40.4
Old : 23.6 26.2 34.2 40.8 22.3 26.2 32.5 40.4
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 24, 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 : 2,939,121: 444,463 359,756 26,303 2,258,024 2,316,087 2,728,790 2,702,146: 210,331 236,975
Old : 2,939,121: 444,463 359,756 26,303 2,258,024 2,316,087 2,728,790 2,702,146: 210,331 236,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 112,396: 78,080 43,657 -7,090 120,008 75,250 190,998 111,817: -78,602 579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.2 0.9 76.8 78.8 92.8 91.9: 7.2 8.1
Old : 100.0: 15.1 12.2 0.9 76.8 78.8 92.8 91.9: 7.2 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 : 483: 80 93 30 182 210 277 318:
Old : 483: 80 93 30 182 210 277 318:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 11.8 34.2 20.7 19.3 9.1 28.7 17.3
Old : 22.4 11.8 34.2 20.7 19.3 9.1 28.7 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 24, 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 : 88,678: 9,341 8,347 450 68,415 75,145 78,206 83,942: 10,472 4,736
Old : 88,678: 9,341 8,347 450 68,415 75,145 78,206 83,942: 10,472 4,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 736: -2,434 954 419 3,278 -742 1,263 631: -527 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 9.4 0.5 77.1 84.7 88.2 94.7: 11.8 5.3
Old : 100.0: 10.5 9.4 0.5 77.1 84.7 88.2 94.7: 11.8 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 : 85: 10 4 1 50 33 60 38:
Old : 85: 10 4 1 50 33 60 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 : 32.1 51.0 47.4 68.4 31.6 51.0 43.5 66.0
Old : 32.1 51.0 47.4 68.4 31.6 51.0 43.5 66.0
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 24, 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 : 93,392: 10,558 18,892 2,108 71,671 65,437 84,338 86,437: 9,054 6,955
Old : 93,392: 10,558 18,892 2,108 71,671 65,437 84,338 86,437: 9,054 6,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 6,629: -6,078 4,333 1,171 12,197 1,108 7,290 6,612: -660 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 20.2 2.3 76.7 70.1 90.3 92.6: 9.7 7.4
Old : 100.0: 11.3 20.2 2.3 76.7 70.1 90.3 92.6: 9.7 7.4
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 : 221: 52 47 15 71 76 128 134:
Old : 221: 52 47 15 71 76 128 134:
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 24.6 46.6 37.2 25.5 20.0 37.3 29.2
Old : 29.3 24.6 46.6 37.2 25.5 20.0 37.3 29.2
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 24, 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 : 22,851: 0 3,727 0 17,366 18,294 17,366 22,021: 5,485 830
Old : 22,851: 0 3,727 0 17,366 18,294 17,366 22,021: 5,485 830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 5,497: -738 1,230 0 6,658 4,841 5,920 6,071: -423 -574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.3 0.0 76.0 80.1 76.0 96.4: 24.0 3.6
Old : 100.0: 0.0 16.3 0.0 76.0 80.1 76.0 96.4: 24.0 3.6
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 : 24: 0 2 0 11 13 11 15:
Old : 24: 0 2 0 11 13 11 15:
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 : 66.1 66.5 72.7 86.1 62.9 66.5 69.4 85.1
Old : 66.1 66.5 72.7 86.1 62.9 66.5 69.4 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, August 24, 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 : 352,705: 60,170 83,204 3,162 271,527 235,714 334,859 322,080: 17,846 30,625
Old : 352,705: 60,170 83,204 3,162 271,527 235,714 334,859 322,080: 17,846 30,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 5,662: -22,442 19,774 1,595 27,696 -18,665 6,849 2,704: -1,187 2,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 23.6 0.9 77.0 66.8 94.9 91.3: 5.1 8.7
Old : 100.0: 17.1 23.6 0.9 77.0 66.8 94.9 91.3: 5.1 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 52 47 15 65 68 122 126:
Old : 217: 52 47 15 65 68 122 126:
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 : 33.3 24.3 50.6 37.5 32.8 24.3 49.4 37.5
Old : 33.3 24.3 50.6 37.5 32.8 24.3 49.4 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, August 24, 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 : 107,434: 58,462 11,445 1,670 24,554 78,900 84,686 92,015: 22,748 15,419
Old : 107,434: 58,462 11,445 1,670 24,554 78,900 84,686 92,015: 22,748 15,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -12,895: -12,558 -1,878 1,110 2,501 -11,961 -8,947 -12,729: -3,948 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 10.7 1.6 22.9 73.4 78.8 85.6: 21.2 14.4
Old : 100.0: 54.4 10.7 1.6 22.9 73.4 78.8 85.6: 21.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 31 13 7 16 19 50 36:
Old : 72: 31 13 7 16 19 50 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 48.1 44.9 65.1 31.4 47.4 44.6 63.3
Old : 31.4 48.1 44.9 65.1 31.4 47.4 44.6 63.3
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 24, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 32,872: 6,428 5,410 206 17,464 10,951 24,098 16,567: 8,774 16,305
Old : 32,872: 6,428 5,410 206 17,464 10,951 24,098 16,567: 8,774 16,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 3,121: 182 524 206 2,612 787 3,000 1,517: 121 1,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 16.5 0.6 53.1 33.3 73.3 50.4: 26.7 49.6
Old : 100.0: 19.6 16.5 0.6 53.1 33.3 73.3 50.4: 26.7 49.6
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: 13 11 1 22 16 35 28:
Old : 59: 13 11 1 22 16 35 28:
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 : 28.7 22.3 40.8 29.8 27.7 22.3 39.4 29.5
Old : 28.7 22.3 40.8 29.8 27.7 22.3 39.4 29.5
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 24, 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 : 54,948: 5,530 3,728 1,372 36,802 31,142 43,704 36,242: 11,244 18,706
Old : 54,948: 5,530 3,728 1,372 36,802 31,142 43,704 36,242: 11,244 18,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 2,379: 191 69 636 -541 2,216 286 2,921: 2,093 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 6.8 2.5 67.0 56.7 79.5 66.0: 20.5 34.0
Old : 100.0: 10.1 6.8 2.5 67.0 56.7 79.5 66.0: 20.5 34.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 9 9 1 19 27 29 36:
Old : 60: 9 9 1 19 27 29 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 : 45.0 27.9 59.0 39.3 41.6 27.9 54.7 36.8
Old : 45.0 27.9 59.0 39.3 41.6 27.9 54.7 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, August 24, 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 : 34,818: 5,627 378 300 25,298 32,383 31,225 33,061: 3,593 1,757
Old : 34,818: 5,627 378 300 25,298 32,383 31,225 33,061: 3,593 1,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 56: -624 50 0 277 12 -347 62: 403 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 1.1 0.9 72.7 93.0 89.7 95.0: 10.3 5.0
Old : 100.0: 16.2 1.1 0.9 72.7 93.0 89.7 95.0: 10.3 5.0
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 : 41: 7 1 1 20 19 27 21:
Old : 41: 7 1 1 20 19 27 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 : 49.3 66.3 63.3 80.5 46.6 63.5 59.1 76.1
Old : 49.3 66.3 63.3 80.5 46.6 63.5 59.1 76.1
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 24, 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 : 27,529: 5,798 442 0 16,160 24,906 21,958 25,348: 5,571 2,181
Old : 27,529: 5,798 442 0 16,160 24,906 21,958 25,348: 5,571 2,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 434: -364 238 0 1,484 308 1,120 546: -686 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 1.6 0.0 58.7 90.5 79.8 92.1: 20.2 7.9
Old : 100.0: 21.1 1.6 0.0 58.7 90.5 79.8 92.1: 20.2 7.9
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 : 41: 10 2 0 19 16 29 18:
Old : 41: 10 2 0 19 16 29 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 : 36.3 67.4 50.6 83.6 35.1 67.4 49.3 83.1
Old : 36.3 67.4 50.6 83.6 35.1 67.4 49.3 83.1
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, August 24, 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 : 13,949: 3,366 4,754 0 9,742 8,464 13,108 13,218: 841 731
Old : 13,949: 3,366 4,754 0 9,742 8,464 13,108 13,218: 841 731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -2,038: -835 1,719 -47 -378 -3,151 -1,260 -1,479: -778 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 34.1 0.0 69.8 60.7 94.0 94.8: 6.0 5.2
Old : 100.0: 24.1 34.1 0.0 69.8 60.7 94.0 94.8: 6.0 5.2
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 : 22: 8 6 0 7 2 15 8:
Old : 22: 8 6 0 7 2 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 91.9 82.1 94.8 69.1 91.9 81.8 94.5
Old : 69.1 91.9 82.1 94.8 69.1 91.9 81.8 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 27, 2010