MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 31, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 28,337: 1,028 2,744 1,219 21,412 19,174 23,659 23,137: 4,678 5,200
Old : 28,337: 1,028 2,744 1,219 21,412 19,174 23,659 23,137: 4,678 5,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 1,644: 22 -468 585 816 1,276 1,423 1,393: 221 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 9.7 4.3 75.6 67.7 83.5 81.6: 16.5 18.4
Old : 100.0: 3.6 9.7 4.3 75.6 67.7 83.5 81.6: 16.5 18.4
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: 7 14 13 29 25 48 40:
Old : 63: 7 14 13 29 25 48 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 42.5 60.2 56.2 45.0 38.9 57.8 50.2
Old : 46.0 42.5 60.2 56.2 45.0 38.9 57.8 50.2
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 31, 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 : 218,852: 63,884 29,708 44,182 88,270 110,195 196,336 184,085: 22,516 34,767
Old : 87,363: 37,210 39,854 1,116 42,601 34,337 80,927 75,307: 6,436 12,056
Other: 131,489: 49,814 12,994 19,926 45,669 75,858 115,409 108,778: 16,080 22,711
: : :
: : Changes in Commitments from: August 24, 2010 :
: 373: 52 -1,370 204 -1,261 2,313 -1,005 1,147: 1,378 -774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 13.6 20.2 40.3 50.4 89.7 84.1: 10.3 15.9
Old : 100.0: 42.6 45.6 1.3 48.8 39.3 92.6 86.2: 7.4 13.8
Other: 100.0: 37.9 9.9 15.2 34.7 57.7 87.8 82.7: 12.2 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 99 56 90 37 60 190 178:
Old : 217: 65 88 10 23 43 92 137:
Other: 211: 91 37 57 34 56 152 133:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 25.2 33.2 33.5 21.4 24.5 32.6 31.4
Old : 27.9 27.2 43.8 39.3 27.9 27.2 43.8 39.3
Other: 23.6 25.0 36.1 37.2 23.6 25.0 35.0 35.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 31, 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 : 349,496: 151,389 39,929 50,301 121,451 194,630 323,141 284,860: 26,355 64,636
Old : 349,496: 151,389 39,929 50,301 121,451 194,630 323,141 284,860: 26,355 64,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 6,649: 9,062 -595 -1,306 -2,038 7,793 5,718 5,892: 931 757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 11.4 14.4 34.8 55.7 92.5 81.5: 7.5 18.5
Old : 100.0: 43.3 11.4 14.4 34.8 55.7 92.5 81.5: 7.5 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 : 433: 156 66 88 71 181 276 300:
Old : 433: 156 66 88 71 181 276 300:
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 : 17.0 17.4 27.9 25.5 16.9 16.6 27.2 23.9
Old : 17.0 17.4 27.9 25.5 16.9 16.6 27.2 23.9
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 31, 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 : 8,650: 3,529 3,891 667 2,757 2,467 6,953 7,025: 1,697 1,625
Old : 8,650: 3,529 3,891 667 2,757 2,467 6,953 7,025: 1,697 1,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -284: 5 -68 -177 -34 -72 -206 -317: -78 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 45.0 7.7 31.9 28.5 80.4 81.2: 19.6 18.8
Old : 100.0: 40.8 45.0 7.7 31.9 28.5 80.4 81.2: 19.6 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 : 74: 19 23 9 20 19 46 49:
Old : 74: 19 23 9 20 19 46 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 29.1 53.6 43.3 38.2 29.1 53.1 41.7
Old : 38.2 29.1 53.6 43.3 38.2 29.1 53.1 41.7
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 31, 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 : 37,347: 16,074 7,391 4,806 10,160 7,749 31,040 19,946: 6,307 17,401
Old : 37,347: 16,074 7,391 4,806 10,160 7,749 31,040 19,946: 6,307 17,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 41: 794 -138 -123 -343 651 328 390: -287 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 19.8 12.9 27.2 20.7 83.1 53.4: 16.9 46.6
Old : 100.0: 43.0 19.8 12.9 27.2 20.7 83.1 53.4: 16.9 46.6
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 : 136: 44 25 32 30 43 94 85:
Old : 136: 44 25 32 30 43 94 85:
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 : 20.1 16.2 33.0 23.0 17.5 12.4 29.1 18.7
Old : 20.1 16.2 33.0 23.0 17.5 12.4 29.1 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, August 31, 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 : 36,954: 2,009 177 605 21,925 36,030 24,539 36,812: 12,415 142
Old : 36,954: 2,009 177 605 21,925 36,030 24,539 36,812: 12,415 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 769: -660 157 3 1,375 922 718 1,082: 51 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.5 1.6 59.3 97.5 66.4 99.6: 33.6 0.4
Old : 100.0: 5.4 0.5 1.6 59.3 97.5 66.4 99.6: 33.6 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: 3 2 2 12 11 17 13:
Old : 20: 3 2 2 12 11 17 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 : 47.9 79.6 60.1 95.8 30.2 62.6 34.0 67.5
Old : 47.9 79.6 60.1 95.8 30.2 62.6 34.0 67.5
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 31, 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 : 108,003: 26,957 31,721 888 42,949 56,058 70,794 88,667: 37,209 19,336
Old : 108,003: 26,957 31,721 888 42,949 56,058 70,794 88,667: 37,209 19,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 13,027: 2,068 22,979 -484 9,309 -10,987 10,893 11,508: 2,134 1,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 29.4 0.8 39.8 51.9 65.5 82.1: 34.5 17.9
Old : 100.0: 25.0 29.4 0.8 39.8 51.9 65.5 82.1: 34.5 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 : 75: 26 17 4 26 19 54 38:
Old : 75: 26 17 4 26 19 54 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 : 26.2 47.9 38.0 60.6 26.1 47.7 37.7 59.3
Old : 26.2 47.9 38.0 60.6 26.1 47.7 37.7 59.3
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 31, 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 : 60,655: 21,185 6,904 15 20,988 43,980 42,188 50,899: 18,467 9,756
Old : 60,655: 21,185 6,904 15 20,988 43,980 42,188 50,899: 18,467 9,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 3,339: 450 37 8 612 3,169 1,070 3,214: 2,269 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 11.4 0.0 34.6 72.5 69.6 83.9: 30.4 16.1
Old : 100.0: 34.9 11.4 0.0 34.6 72.5 69.6 83.9: 30.4 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 16 8 3 10 15 28 24:
Old : 44: 16 8 3 10 15 28 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 : 33.6 59.5 49.1 71.7 33.3 58.4 47.8 70.6
Old : 33.6 59.5 49.1 71.7 33.3 58.4 47.8 70.6
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 31, 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 : 91,104: 38,731 17,727 259 48,027 70,366 87,017 88,352: 4,087 2,752
Old : 91,104: 38,731 17,727 259 48,027 70,366 87,017 88,352: 4,087 2,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -10,664: -29,640 8,726 134 19,544 -20,163 -9,962 -11,303: -702 639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 19.5 0.3 52.7 77.2 95.5 97.0: 4.5 3.0
Old : 100.0: 42.5 19.5 0.3 52.7 77.2 95.5 97.0: 4.5 3.0
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 : 90: 35 22 3 22 16 58 40:
Old : 90: 35 22 3 22 16 58 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 59.3 68.7 78.3 46.2 59.3 68.4 76.2
Old : 46.2 59.3 68.7 78.3 46.2 59.3 68.4 76.2
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 31, 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 : 144,196: 23,052 38,318 162 96,716 77,121 119,930 115,601: 24,266 28,595
Old : 144,196: 23,052 38,318 162 96,716 77,121 119,930 115,601: 24,266 28,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 4,863: -5,459 5,442 -62 10,205 -5,859 4,684 -479: 179 5,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 26.6 0.1 67.1 53.5 83.2 80.2: 16.8 19.8
Old : 100.0: 16.0 26.6 0.1 67.1 53.5 83.2 80.2: 16.8 19.8
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 : 85: 20 25 7 24 25 46 55:
Old : 85: 20 25 7 24 25 46 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 : 42.4 42.9 54.4 54.0 41.8 42.9 53.8 53.8
Old : 42.4 42.9 54.4 54.0 41.8 42.9 53.8 53.8
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 31, 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 : 139,079: 61,219 11,315 1,075 48,388 94,844 110,682 107,234: 28,397 31,845
Old : 139,079: 61,219 11,315 1,075 48,388 94,844 110,682 107,234: 28,397 31,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -1,049: -1,867 -702 541 3,528 9 2,202 -152: -3,251 -897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 8.1 0.8 34.8 68.2 79.6 77.1: 20.4 22.9
Old : 100.0: 44.0 8.1 0.8 34.8 68.2 79.6 77.1: 20.4 22.9
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 : 96: 35 19 5 23 27 59 50:
Old : 96: 35 19 5 23 27 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 : 32.0 46.2 44.1 57.2 31.9 44.7 43.8 55.0
Old : 32.0 46.2 44.1 57.2 31.9 44.7 43.8 55.0
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 31, 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 : 241,133: 51,099 76,668 2,181 143,877 112,447 197,157 191,296: 43,976 49,837
Old : 241,133: 51,099 76,668 2,181 143,877 112,447 197,157 191,296: 43,976 49,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -4,315: -3,492 474 983 1,047 -5,854 -1,462 -4,397: -2,853 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 31.8 0.9 59.7 46.6 81.8 79.3: 18.2 20.7
Old : 100.0: 21.2 31.8 0.9 59.7 46.6 81.8 79.3: 18.2 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 : 163: 48 49 21 38 44 92 109:
Old : 163: 48 49 21 38 44 92 109:
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 : 35.3 36.5 45.2 44.1 35.0 36.1 44.0 43.6
Old : 35.3 36.5 45.2 44.1 35.0 36.1 44.0 43.6
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 31, 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 : 20,099: 12,193 5,236 0 4,956 12,678 17,149 17,914: 2,950 2,185
Old : 20,099: 12,193 5,236 0 4,956 12,678 17,149 17,914: 2,950 2,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -172: -2,738 988 0 2,959 -1,120 221 -132: -393 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 26.1 0.0 24.7 63.1 85.3 89.1: 14.7 10.9
Old : 100.0: 60.7 26.1 0.0 24.7 63.1 85.3 89.1: 14.7 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 : 41: 11 11 0 11 9 22 20:
Old : 41: 11 11 0 11 9 22 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 : 51.9 66.0 64.9 78.3 51.9 66.0 64.9 77.7
Old : 51.9 66.0 64.9 78.3 51.9 66.0 64.9 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, August 31, 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 : 7,875,678: 1,425,693 748,586 917,826 4,655,825 5,338,637 6,999,344 7,005,049: 876,334 870,629
Old : 7,875,678: 1,425,693 748,586 917,826 4,655,825 5,338,637 6,999,344 7,005,049: 876,334 870,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -22,592: -58,180 49,592 -23,523 75,351 8,135 -6,352 34,204: -16,240 -56,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 9.5 11.7 59.1 67.8 88.9 88.9: 11.1 11.1
Old : 100.0: 18.1 9.5 11.7 59.1 67.8 88.9 88.9: 11.1 11.1
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 : 269: 55 55 83 135 138 239 237:
Old : 269: 55 55 83 135 138 239 237:
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 : 28.0 28.8 41.3 40.4 26.5 24.6 37.8 33.5
Old : 28.0 28.8 41.3 40.4 26.5 24.6 37.8 33.5
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 31, 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 : 938,443: 67,684 104,198 53,314 708,129 689,249 829,127 846,761: 109,316 91,682
Old : 938,443: 67,684 104,198 53,314 708,129 689,249 829,127 846,761: 109,316 91,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 27,913: 834 7,809 8,260 26,564 19,196 35,657 35,264: -7,744 -7,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 11.1 5.7 75.5 73.4 88.4 90.2: 11.6 9.8
Old : 100.0: 7.2 11.1 5.7 75.5 73.4 88.4 90.2: 11.6 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 537: 87 110 43 218 236 328 366:
Old : 537: 87 110 43 218 236 328 366:
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 : 18.6 12.5 29.3 21.0 14.3 8.9 22.8 15.7
Old : 18.6 12.5 29.3 21.0 14.3 8.9 22.8 15.7
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 31, 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 : 329,914: 17,507 73,649 825 234,110 212,546 252,442 287,020: 77,472 42,894
Old : 329,914: 17,507 73,649 825 234,110 212,546 252,442 287,020: 77,472 42,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 7,208: 545 10,207 35 4,150 5,710 4,730 15,952: 2,478 -8,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 22.3 0.3 71.0 64.4 76.5 87.0: 23.5 13.0
Old : 100.0: 5.3 22.3 0.3 71.0 64.4 76.5 87.0: 23.5 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 : 130: 15 19 7 63 64 82 86:
Old : 130: 15 19 7 63 64 82 86:
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 : 23.7 28.2 34.7 41.7 22.4 28.2 32.5 41.7
Old : 23.7 28.2 34.7 41.7 22.4 28.2 32.5 41.7
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 31, 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 : 3,042,646: 486,929 388,787 26,403 2,370,094 2,383,516 2,883,426 2,798,706: 159,220 243,940
Old : 3,042,646: 486,929 388,787 26,403 2,370,094 2,383,516 2,883,426 2,798,706: 159,220 243,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 103,525: 42,466 29,031 100 112,070 67,429 154,636 96,560: -51,111 6,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.8 0.9 77.9 78.3 94.8 92.0: 5.2 8.0
Old : 100.0: 16.0 12.8 0.9 77.9 78.3 94.8 92.0: 5.2 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 : 490: 78 101 28 184 215 278 328:
Old : 490: 78 101 28 184 215 278 328:
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 : 22.8 11.7 34.6 20.5 19.9 9.2 30.3 16.8
Old : 22.8 11.7 34.6 20.5 19.9 9.2 30.3 16.8
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 31, 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 : 87,342: 9,542 8,023 107 66,899 74,787 76,548 82,917: 10,794 4,425
Old : 87,342: 9,542 8,023 107 66,899 74,787 76,548 82,917: 10,794 4,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -1,336: 201 -324 -343 -1,516 -358 -1,658 -1,025: 322 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 9.2 0.1 76.6 85.6 87.6 94.9: 12.4 5.1
Old : 100.0: 10.9 9.2 0.1 76.6 85.6 87.6 94.9: 12.4 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 : 78: 8 3 2 47 32 56 36:
Old : 78: 8 3 2 47 32 56 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 : 32.9 52.7 48.5 70.5 32.6 52.7 45.2 68.3
Old : 32.9 52.7 48.5 70.5 32.6 52.7 45.2 68.3
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 31, 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 : 96,738: 6,865 22,112 2,355 78,169 64,814 87,389 89,281: 9,349 7,457
Old : 96,738: 6,865 22,112 2,355 78,169 64,814 87,389 89,281: 9,349 7,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 3,346: -3,693 3,220 246 6,497 -623 3,051 2,844: 295 502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 22.9 2.4 80.8 67.0 90.3 92.3: 9.7 7.7
Old : 100.0: 7.1 22.9 2.4 80.8 67.0 90.3 92.3: 9.7 7.7
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 : 222: 43 54 12 74 82 122 143:
Old : 222: 43 54 12 74 82 122 143:
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 : 31.0 24.5 51.1 37.2 27.4 19.5 41.4 29.1
Old : 31.0 24.5 51.1 37.2 27.4 19.5 41.4 29.1
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 31, 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 : 25,275: 0 3,973 0 18,981 19,966 18,981 23,939: 6,294 1,336
Old : 25,275: 0 3,973 0 18,981 19,966 18,981 23,939: 6,294 1,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 2,424: 0 246 0 1,615 1,672 1,615 1,918: 809 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.7 0.0 75.1 79.0 75.1 94.7: 24.9 5.3
Old : 100.0: 0.0 15.7 0.0 75.1 79.0 75.1 94.7: 24.9 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 : 23: 0 2 0 9 14 9 16:
Old : 23: 0 2 0 9 14 9 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 : 68.5 63.0 74.2 85.4 65.6 63.0 71.3 84.5
Old : 68.5 63.0 74.2 85.4 65.6 63.0 71.3 84.5
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 31, 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 : 357,315: 44,167 100,534 1,934 295,939 224,240 342,040 326,708: 15,275 30,607
Old : 357,315: 44,167 100,534 1,934 295,939 224,240 342,040 326,708: 15,275 30,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 4,610: -16,003 17,330 -1,228 24,412 -11,474 7,181 4,628: -2,571 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 28.1 0.5 82.8 62.8 95.7 91.4: 4.3 8.6
Old : 100.0: 12.4 28.1 0.5 82.8 62.8 95.7 91.4: 4.3 8.6
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 : 219: 43 54 11 69 73 117 133:
Old : 219: 43 54 11 69 73 117 133:
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 : 36.5 24.6 55.0 36.9 35.9 24.6 54.3 36.9
Old : 36.5 24.6 55.0 36.9 35.9 24.6 54.3 36.9
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 31, 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 : 102,439: 54,261 10,453 2,006 22,236 74,235 78,503 86,694: 23,936 15,745
Old : 102,439: 54,261 10,453 2,006 22,236 74,235 78,503 86,694: 23,936 15,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -4,995: -4,201 -992 336 -2,318 -4,665 -6,183 -5,321: 1,188 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 10.2 2.0 21.7 72.5 76.6 84.6: 23.4 15.4
Old : 100.0: 53.0 10.2 2.0 21.7 72.5 76.6 84.6: 23.4 15.4
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 : 68: 28 12 6 15 20 46 35:
Old : 68: 28 12 6 15 20 46 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 : 30.7 45.8 43.9 63.0 30.7 45.1 43.6 60.9
Old : 30.7 45.8 43.9 63.0 30.7 45.1 43.6 60.9
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 31, 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 : 32,031: 5,699 5,764 0 18,124 10,382 23,823 16,146: 8,208 15,885
Old : 32,031: 5,699 5,764 0 18,124 10,382 23,823 16,146: 8,208 15,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -841: -729 354 -206 660 -569 -275 -421: -566 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 18.0 0.0 56.6 32.4 74.4 50.4: 25.6 49.6
Old : 100.0: 17.8 18.0 0.0 56.6 32.4 74.4 50.4: 25.6 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 : 57: 13 10 0 23 14 36 24:
Old : 57: 13 10 0 23 14 36 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 : 28.6 24.5 41.3 33.1 26.0 24.5 38.7 32.4
Old : 28.6 24.5 41.3 33.1 26.0 24.5 38.7 32.4
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 31, 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 : 54,513: 5,887 4,511 619 38,657 33,043 45,163 38,173: 9,350 16,340
Old : 54,513: 5,887 4,511 619 38,657 33,043 45,163 38,173: 9,350 16,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -435: 357 783 -753 1,855 1,901 1,459 1,931: -1,894 -2,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.3 1.1 70.9 60.6 82.8 70.0: 17.2 30.0
Old : 100.0: 10.8 8.3 1.1 70.9 60.6 82.8 70.0: 17.2 30.0
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 : 61: 9 9 1 20 27 30 36:
Old : 61: 9 9 1 20 27 30 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 : 48.3 29.3 62.5 41.5 44.6 29.0 58.0 38.9
Old : 48.3 29.3 62.5 41.5 44.6 29.0 58.0 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, August 31, 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 : 34,750: 6,444 580 300 24,734 32,061 31,478 32,941: 3,272 1,809
Old : 34,750: 6,444 580 300 24,734 32,061 31,478 32,941: 3,272 1,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -68: 817 202 0 -564 -322 253 -120: -321 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 1.7 0.9 71.2 92.3 90.6 94.8: 9.4 5.2
Old : 100.0: 18.5 1.7 0.9 71.2 92.3 90.6 94.8: 9.4 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 : 41: 8 2 1 19 18 27 21:
Old : 41: 8 2 1 19 18 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 : 47.0 66.0 63.2 80.2 44.8 63.3 59.5 75.9
Old : 47.0 66.0 63.2 80.2 44.8 63.3 59.5 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, August 31, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 26,930: 5,974 481 0 15,523 24,298 21,497 24,779: 5,433 2,151
Old : 26,930: 5,974 481 0 15,523 24,298 21,497 24,779: 5,433 2,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -599: 176 39 0 -637 -608 -461 -569: -138 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 1.8 0.0 57.6 90.2 79.8 92.0: 20.2 8.0
Old : 100.0: 22.2 1.8 0.0 57.6 90.2 79.8 92.0: 20.2 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 : 42: 11 2 0 18 16 29 18:
Old : 42: 11 2 0 18 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 : 35.5 69.3 50.6 83.5 34.2 69.3 49.4 83.1
Old : 35.5 69.3 50.6 83.5 34.2 69.3 49.4 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 31, 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 : 13,933: 3,231 4,828 0 9,914 8,324 13,145 13,152: 788 781
Old : 13,933: 3,231 4,828 0 9,914 8,324 13,145 13,152: 788 781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -16: -135 74 0 172 -140 37 -66: -53 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 34.7 0.0 71.2 59.7 94.3 94.4: 5.7 5.6
Old : 100.0: 23.2 34.7 0.0 71.2 59.7 94.3 94.4: 5.7 5.6
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 : 21: 8 5 0 8 1 16 6:
Old : 21: 8 5 0 8 1 16 6:
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 : 69.0 92.5 82.8 94.4 69.0 92.5 82.8 94.4
Old : 69.0 92.5 82.8 94.4 69.0 92.5 82.8 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 3, 2010