MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 14, 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 : 26,166: 2,350 2,566 852 18,541 19,191 21,743 22,609: 4,423 3,557
Old : 26,166: 2,350 2,566 852 18,541 19,191 21,743 22,609: 4,423 3,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 1,295: 1,072 355 -7 460 1,734 1,525 2,082: -230 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 9.8 3.3 70.9 73.3 83.1 86.4: 16.9 13.6
Old : 100.0: 9.0 9.8 3.3 70.9 73.3 83.1 86.4: 16.9 13.6
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 : 64: 10 15 10 25 24 43 41:
Old : 64: 10 15 10 25 24 43 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 44.4 57.1 59.6 42.1 41.6 54.2 55.0
Old : 42.5 44.4 57.1 59.6 42.1 41.6 54.2 55.0
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, September 14, 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 : 225,279: 69,849 31,177 39,637 90,608 116,821 200,094 187,635: 25,185 37,644
Old : 50,458: 25,465 16,767 144 17,435 24,974 43,044 41,885: 7,414 8,573
Other: 174,821: 53,286 23,312 30,591 73,173 91,847 157,050 145,750: 17,771 29,071
: : :
: : Changes in Commitments from: September 7, 2010 :
: 4,412: 6,363 2,339 -4,259 -827 4,071 1,277 2,151: 3,135 2,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 13.8 17.6 40.2 51.9 88.8 83.3: 11.2 16.7
Old : 100.0: 50.5 33.2 0.3 34.6 49.5 85.3 83.0: 14.7 17.0
Other: 100.0: 30.5 13.3 17.5 41.9 52.5 89.8 83.4: 10.2 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 103 59 91 42 67 204 181:
Old : 189: 74 48 9 29 40 108 92:
Other: 241: 77 70 72 41 64 173 166:
:----------------------------------------------------------------------------------------------------
: 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 24.8 31.9 33.7 20.8 24.2 31.5 30.9
Old : 22.6 36.4 38.1 49.8 22.6 36.4 38.1 49.8
Other: 22.7 22.6 36.1 32.7 22.7 22.5 36.1 31.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 14, 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 : 344,943: 152,436 42,703 42,740 120,945 191,774 316,121 277,217: 28,822 67,726
Old : 344,943: 152,436 42,703 42,740 120,945 191,774 316,121 277,217: 28,822 67,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -5,152: 136 1,474 -4,111 -3,612 -5,564 -7,587 -8,201: 2,435 3,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 12.4 12.4 35.1 55.6 91.6 80.4: 8.4 19.6
Old : 100.0: 44.2 12.4 12.4 35.1 55.6 91.6 80.4: 8.4 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 158 61 86 79 185 280 301:
Old : 429: 158 61 86 79 185 280 301:
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 : 17.5 18.8 28.0 26.5 17.0 18.1 27.5 25.8
Old : 17.5 18.8 28.0 26.5 17.0 18.1 27.5 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 14, 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 : 8,541: 3,970 3,669 402 2,331 2,923 6,703 6,994: 1,838 1,547
Old : 8,541: 3,970 3,669 402 2,331 2,923 6,703 6,994: 1,838 1,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 200: 422 -561 123 -433 686 112 248: 88 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 43.0 4.7 27.3 34.2 78.5 81.9: 21.5 18.1
Old : 100.0: 46.5 43.0 4.7 27.3 34.2 78.5 81.9: 21.5 18.1
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 : 85: 27 26 12 18 26 55 54:
Old : 85: 27 26 12 18 26 55 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 : 38.8 27.3 54.4 40.0 38.8 27.1 53.9 39.7
Old : 38.8 27.3 54.4 40.0 38.8 27.1 53.9 39.7
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, September 14, 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 : 34,646: 14,263 7,565 4,812 9,865 6,549 28,940 18,926: 5,706 15,720
Old : 34,646: 14,263 7,565 4,812 9,865 6,549 28,940 18,926: 5,706 15,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -511: -659 425 1,014 -199 -500 156 939: -667 -1,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 21.8 13.9 28.5 18.9 83.5 54.6: 16.5 45.4
Old : 100.0: 41.2 21.8 13.9 28.5 18.9 83.5 54.6: 16.5 45.4
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 : 138: 44 26 36 35 40 100 88:
Old : 138: 44 26 36 35 40 100 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 13.7 33.9 21.2 20.5 12.8 31.9 18.8
Old : 20.5 13.7 33.9 21.2 20.5 12.8 31.9 18.8
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, September 14, 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 : 37,832: 2,009 20 602 22,509 37,016 25,120 37,638: 12,712 194
Old : 37,832: 2,009 20 602 22,509 37,016 25,120 37,638: 12,712 194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 651: 0 -232 -44 409 905 365 629: 286 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.1 1.6 59.5 97.8 66.4 99.5: 33.6 0.5
Old : 100.0: 5.3 0.1 1.6 59.5 97.8 66.4 99.5: 33.6 0.5
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 : 20: 3 1 1 12 12 16 13:
Old : 20: 3 1 1 12 12 16 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 : 48.3 78.3 60.1 94.6 29.6 60.2 33.3 66.7
Old : 48.3 78.3 60.1 94.6 29.6 60.2 33.3 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 14, 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 : 110,946: 29,057 11,362 1,778 44,462 80,313 75,297 93,453: 35,649 17,493
Old : 110,946: 29,057 11,362 1,778 44,462 80,313 75,297 93,453: 35,649 17,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 3,568: 1,323 -15,920 1,431 473 18,177 3,227 3,688: 341 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 10.2 1.6 40.1 72.4 67.9 84.2: 32.1 15.8
Old : 100.0: 26.2 10.2 1.6 40.1 72.4 67.9 84.2: 32.1 15.8
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 : 76: 24 15 5 23 26 52 41:
Old : 76: 24 15 5 23 26 52 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 42.7 42.8 58.1 26.6 40.1 36.0 52.0
Old : 29.6 42.7 42.8 58.1 26.6 40.1 36.0 52.0
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, September 14, 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 : 49,352: 27,800 13,564 2 2,770 27,970 30,572 41,536: 18,780 7,816
Old : 49,352: 27,800 13,564 2 2,770 27,970 30,572 41,536: 18,780 7,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -25,361: 2,336 4,727 -1 -26,219 -28,466 -23,884 -23,740: -1,477 -1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 27.5 0.0 5.6 56.7 61.9 84.2: 38.1 15.8
Old : 100.0: 56.3 27.5 0.0 5.6 56.7 61.9 84.2: 38.1 15.8
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 : 45: 22 8 1 3 15 25 24:
Old : 45: 22 8 1 3 15 25 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 : 32.4 47.5 44.3 68.0 32.2 47.5 44.1 68.0
Old : 32.4 47.5 44.3 68.0 32.2 47.5 44.1 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 14, 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 : 75,894: 35,691 20,734 18 36,299 53,347 72,008 74,099: 3,886 1,795
Old : 75,894: 35,691 20,734 18 36,299 53,347 72,008 74,099: 3,886 1,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -26,967: -2,546 -3,439 -1,269 -24,321 -21,761 -28,136 -26,469: 1,169 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 27.3 0.0 47.8 70.3 94.9 97.6: 5.1 2.4
Old : 100.0: 47.0 27.3 0.0 47.8 70.3 94.9 97.6: 5.1 2.4
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 : 79: 24 25 1 15 18 40 43:
Old : 79: 24 25 1 15 18 40 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 54.9 80.1 72.1 58.9 54.9 79.7 71.9
Old : 58.9 54.9 80.1 72.1 58.9 54.9 79.7 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, September 14, 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 : 74,850: 21,108 30,235 19 31,126 22,726 52,253 52,980: 22,597 21,870
Old : 74,850: 21,108 30,235 19 31,126 22,726 52,253 52,980: 22,597 21,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -70,862: -255 -7,196 -1,735 -65,665 -50,017 -67,655 -58,948: -3,207 -11,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 40.4 0.0 41.6 30.4 69.8 70.8: 30.2 29.2
Old : 100.0: 28.2 40.4 0.0 41.6 30.4 69.8 70.8: 30.2 29.2
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 : 74: 22 21 2 15 21 38 43:
Old : 74: 22 21 2 15 21 38 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 24.3 40.7 37.9 26.4 24.3 40.1 37.9
Old : 27.0 24.3 40.7 37.9 26.4 24.3 40.1 37.9
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, September 14, 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 : 134,360: 61,215 13,573 1 43,822 93,631 105,038 107,205: 29,322 27,155
Old : 134,360: 61,215 13,573 1 43,822 93,631 105,038 107,205: 29,322 27,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -16,153: -4,225 316 -817 -12,373 -12,054 -17,415 -12,555: 1,262 -3,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 10.1 0.0 32.6 69.7 78.2 79.8: 21.8 20.2
Old : 100.0: 45.6 10.1 0.0 32.6 69.7 78.2 79.8: 21.8 20.2
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 : 98: 36 22 1 20 27 57 49:
Old : 98: 36 22 1 20 27 57 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 : 37.7 45.2 48.5 58.2 37.4 45.0 48.1 58.0
Old : 37.7 45.2 48.5 58.2 37.4 45.0 48.1 58.0
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, September 14, 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 : 170,651: 54,543 64,187 1,022 67,986 58,316 123,551 123,525: 47,100 47,126
Old : 170,651: 54,543 64,187 1,022 67,986 58,316 123,551 123,525: 47,100 47,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -87,137: 1,387 -12,668 -1,531 -80,329 -60,412 -80,473 -74,611: -6,664 -12,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 37.6 0.6 39.8 34.2 72.4 72.4: 27.6 27.6
Old : 100.0: 32.0 37.6 0.6 39.8 34.2 72.4 72.4: 27.6 27.6
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 : 153: 55 42 12 29 39 86 91:
Old : 153: 55 42 12 29 39 86 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 25.9 36.8 33.9 25.1 25.3 35.6 33.3
Old : 25.6 25.9 36.8 33.9 25.1 25.3 35.6 33.3
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, September 14, 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 : 25,755: 21,414 4,575 0 865 20,102 22,279 24,677: 3,476 1,078
Old : 25,755: 21,414 4,575 0 865 20,102 22,279 24,677: 3,476 1,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -2,167: 6,766 -696 -663 -9,011 -689 -2,908 -2,048: 741 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 17.8 0.0 3.4 78.1 86.5 95.8: 13.5 4.2
Old : 100.0: 83.1 17.8 0.0 3.4 78.1 86.5 95.8: 13.5 4.2
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 : 29: 13 5 0 2 9 15 14:
Old : 29: 13 5 0 2 9 15 14:
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 : 69.6 60.1 80.7 86.6 69.6 60.1 80.7 86.6
Old : 69.6 60.1 80.7 86.6 69.6 60.1 80.7 86.6
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, September 14, 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 : 7,060,635: 1,300,468 475,565 812,915 4,084,236 4,864,781 6,197,619 6,153,261: 863,016 907,374
Old : 7,060,635: 1,300,468 475,565 812,915 4,084,236 4,864,781 6,197,619 6,153,261: 863,016 907,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -872,623: -170,915 -245,023 -102,095 -587,399 -537,715 -860,409 -884,833: -12,214 12,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.7 11.5 57.8 68.9 87.8 87.1: 12.2 12.9
Old : 100.0: 18.4 6.7 11.5 57.8 68.9 87.8 87.1: 12.2 12.9
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 : 241: 51 42 72 121 123 215 206:
Old : 241: 51 42 72 121 123 215 206:
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 : 30.2 30.4 42.0 41.5 28.6 25.5 37.5 33.8
Old : 30.2 30.4 42.0 41.5 28.6 25.5 37.5 33.8
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, September 14, 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 : 1,103,826: 65,772 111,424 48,980 811,799 789,156 926,551 949,560: 177,274 154,265
Old : 1,103,826: 65,772 111,424 48,980 811,799 789,156 926,551 949,560: 177,274 154,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 160,053: 4,774 2,463 634 102,270 104,035 107,679 107,132: 52,374 52,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 10.1 4.4 73.5 71.5 83.9 86.0: 16.1 14.0
Old : 100.0: 6.0 10.1 4.4 73.5 71.5 83.9 86.0: 16.1 14.0
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 : 538: 96 111 63 243 245 375 383:
Old : 538: 96 111 63 243 245 375 383:
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 : 16.3 13.1 25.2 22.1 12.2 9.2 19.4 15.5
Old : 16.3 13.1 25.2 22.1 12.2 9.2 19.4 15.5
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, September 14, 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 : 411,806: 16,874 58,420 4,423 283,088 273,987 304,385 336,830: 107,421 74,976
Old : 411,806: 16,874 58,420 4,423 283,088 273,987 304,385 336,830: 107,421 74,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 73,223: -3,083 -8,573 3,522 55,466 55,997 55,905 50,946: 17,318 22,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 14.2 1.1 68.7 66.5 73.9 81.8: 26.1 18.2
Old : 100.0: 4.1 14.2 1.1 68.7 66.5 73.9 81.8: 26.1 18.2
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 : 132: 18 18 14 76 69 103 92:
Old : 132: 18 18 14 76 69 103 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 24.6 31.8 38.9 18.4 20.0 27.5 32.7
Old : 21.1 24.6 31.8 38.9 18.4 20.0 27.5 32.7
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, September 14, 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 : 3,460,098: 407,018 427,551 60,257 2,643,557 2,575,843 3,110,832 3,063,651: 349,266 396,447
Old : 3,460,098: 407,018 427,551 60,257 2,643,557 2,575,843 3,110,832 3,063,651: 349,266 396,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 434,149: -11,678 4,214 36,527 234,019 240,189 258,868 280,930: 175,281 153,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 12.4 1.7 76.4 74.4 89.9 88.5: 10.1 11.5
Old : 100.0: 11.8 12.4 1.7 76.4 74.4 89.9 88.5: 10.1 11.5
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 : 497: 89 104 50 210 225 327 351:
Old : 497: 89 104 50 210 225 327 351:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 12.0 29.8 19.9 15.1 8.9 24.2 15.8
Old : 19.0 12.0 29.8 19.9 15.1 8.9 24.2 15.8
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, September 14, 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 : 127,309: 12,555 8,167 383 103,090 113,572 116,028 122,122: 11,281 5,187
Old : 127,309: 12,555 8,167 383 103,090 113,572 116,028 122,122: 11,281 5,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 39,990: 2,465 82 -250 38,790 40,730 41,005 40,562: -1,015 -572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 6.4 0.3 81.0 89.2 91.1 95.9: 8.9 4.1
Old : 100.0: 9.9 6.4 0.3 81.0 89.2 91.1 95.9: 8.9 4.1
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 : 88: 9 5 3 58 39 70 44:
Old : 88: 9 5 3 58 39 70 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 49.3 54.4 68.4 23.8 31.9 33.3 42.9
Old : 37.9 49.3 54.4 68.4 23.8 31.9 33.3 42.9
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, September 14, 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 : 121,873: 14,079 19,434 3,578 90,705 88,656 108,363 111,668: 13,510 10,204
Old : 121,873: 14,079 19,434 3,578 90,705 88,656 108,363 111,668: 13,510 10,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 27,020: 5,879 -1,636 1,770 15,342 23,999 22,991 24,133: 4,029 2,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 15.9 2.9 74.4 72.7 88.9 91.6: 11.1 8.4
Old : 100.0: 11.6 15.9 2.9 74.4 72.7 88.9 91.6: 11.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 55 43 16 90 90 156 138:
Old : 231: 55 43 16 90 90 156 138:
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 : 28.3 23.3 42.6 39.5 19.0 18.9 28.4 28.5
Old : 28.3 23.3 42.6 39.5 19.0 18.9 28.4 28.5
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, September 14, 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 : 27,415: 2,578 2,005 0 16,951 22,831 19,529 24,836: 7,886 2,579
Old : 27,415: 2,578 2,005 0 16,951 22,831 19,529 24,836: 7,886 2,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 2,475: 2,578 -1,230 0 -1,784 2,374 794 1,144: 1,681 1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 7.3 0.0 61.8 83.3 71.2 90.6: 28.8 9.4
Old : 100.0: 9.4 7.3 0.0 61.8 83.3 71.2 90.6: 28.8 9.4
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 : 23: 2 1 0 11 17 13 18:
Old : 23: 2 1 0 11 17 13 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 : 49.0 64.9 65.8 80.7 46.1 64.9 61.8 78.3
Old : 49.0 64.9 65.8 80.7 46.1 64.9 61.8 78.3
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, September 14, 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 : 472,288: 70,397 100,036 5,000 368,772 329,125 444,169 434,161: 28,119 38,127
Old : 472,288: 70,397 100,036 5,000 368,772 329,125 444,169 434,161: 28,119 38,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 122,727: 23,673 5,140 1,681 85,631 108,126 110,985 114,947: 11,742 7,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 21.2 1.1 78.1 69.7 94.0 91.9: 6.0 8.1
Old : 100.0: 14.9 21.2 1.1 78.1 69.7 94.0 91.9: 6.0 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 55 43 14 87 86 151 134:
Old : 230: 55 43 14 87 86 151 134:
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 : 32.9 23.6 47.7 36.3 25.8 21.1 38.5 33.0
Old : 32.9 23.6 47.7 36.3 25.8 21.1 38.5 33.0
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, September 14, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 120,308: 74,076 17,407 162 17,839 89,852 92,077 107,421: 28,231 12,887
Old : 120,308: 74,076 17,407 162 17,839 89,852 92,077 107,421: 28,231 12,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -8,038: 4,376 4,673 -2,627 -12,195 -9,800 -10,446 -7,754: 2,408 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 14.5 0.1 14.8 74.7 76.5 89.3: 23.5 10.7
Old : 100.0: 61.6 14.5 0.1 14.8 74.7 76.5 89.3: 23.5 10.7
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 : 70: 30 15 3 9 19 41 35:
Old : 70: 30 15 3 9 19 41 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 : 34.0 49.5 48.1 67.7 34.0 49.2 47.9 67.5
Old : 34.0 49.5 48.1 67.7 34.0 49.2 47.9 67.5
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, September 14, 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 : 28,162: 5,855 4,634 0 14,404 6,641 20,259 11,275: 7,903 16,887
Old : 28,162: 5,855 4,634 0 14,404 6,641 20,259 11,275: 7,903 16,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -16,773: -1,082 -1,259 -4,836 -3,306 -5,175 -9,224 -11,270: -7,549 -5,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 16.5 0.0 51.1 23.6 71.9 40.0: 28.1 60.0
Old : 100.0: 20.8 16.5 0.0 51.1 23.6 71.9 40.0: 28.1 60.0
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 : 43: 10 9 0 17 10 27 19:
Old : 43: 10 9 0 17 10 27 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 20.1 49.1 28.1 36.6 20.1 48.6 28.1
Old : 36.6 20.1 49.1 28.1 36.6 20.1 48.6 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 14, 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 : 31,032: 2,930 2,543 133 18,556 15,791 21,619 18,467: 9,413 12,565
Old : 31,032: 2,930 2,543 133 18,556 15,791 21,619 18,467: 9,413 12,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: -26,899: -2,631 -1,425 -1,040 -21,470 -16,741 -25,141 -19,206: -1,758 -7,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.2 0.4 59.8 50.9 69.7 59.5: 30.3 40.5
Old : 100.0: 9.4 8.2 0.4 59.8 50.9 69.7 59.5: 30.3 40.5
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 : 44: 8 7 1 15 18 24 25:
Old : 44: 8 7 1 15 18 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 29.4 51.9 40.2 36.7 29.4 47.7 39.8
Old : 39.2 29.4 51.9 40.2 36.7 29.4 47.7 39.8
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, September 14, 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 : 32,821: 4,198 801 1,035 23,693 28,506 28,926 30,342: 3,895 2,479
Old : 32,821: 4,198 801 1,035 23,693 28,506 28,926 30,342: 3,895 2,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 848: -1,397 -980 735 887 993 225 748: 623 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 2.4 3.2 72.2 86.9 88.1 92.4: 11.9 7.6
Old : 100.0: 12.8 2.4 3.2 72.2 86.9 88.1 92.4: 11.9 7.6
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 : 43: 7 3 3 19 23 26 29:
Old : 43: 7 3 3 19 23 26 29:
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 : 47.6 42.5 61.9 63.6 44.6 40.7 57.7 56.9
Old : 47.6 42.5 61.9 63.6 44.6 40.7 57.7 56.9
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, September 14, 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 : 28,852: 6,881 204 4 16,072 26,397 22,957 26,605: 5,895 2,247
Old : 28,852: 6,881 204 4 16,072 26,397 22,957 26,605: 5,895 2,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 2,383: 1,045 0 4 838 2,039 1,887 2,043: 496 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 0.7 0.0 55.7 91.5 79.6 92.2: 20.4 7.8
Old : 100.0: 23.8 0.7 0.0 55.7 91.5 79.6 92.2: 20.4 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 14 1 1 22 19 36 21:
Old : 47: 14 1 1 22 19 36 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 : 31.2 63.2 44.3 80.7 30.2 61.4 43.0 76.8
Old : 31.2 63.2 44.3 80.7 30.2 61.4 43.0 76.8
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, September 14, 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 : 15,831: 3,116 4,775 1,036 9,820 8,592 13,972 14,403: 1,859 1,428
Old : 15,831: 3,116 4,775 1,036 9,820 8,592 13,972 14,403: 1,859 1,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 1,898: -115 -53 1,036 -94 268 827 1,251: 1,071 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 30.2 6.5 62.0 54.3 88.3 91.0: 11.7 9.0
Old : 100.0: 19.7 30.2 6.5 62.0 54.3 88.3 91.0: 11.7 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 4 3 7 3 18 8:
Old : 21: 9 4 3 7 3 18 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 87.4 72.6 91.0 60.1 81.4 70.3 82.4
Old : 61.1 87.4 72.6 91.0 60.1 81.4 70.3 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 17, 2010