MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 21, 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 : 27,159: 2,700 2,468 993 18,581 20,248 22,274 23,709: 4,885 3,450
Old : 27,159: 2,700 2,468 993 18,581 20,248 22,274 23,709: 4,885 3,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 993: 350 -98 141 40 1,057 531 1,100: 462 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 9.1 3.7 68.4 74.6 82.0 87.3: 18.0 12.7
Old : 100.0: 9.9 9.1 3.7 68.4 74.6 82.0 87.3: 18.0 12.7
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 : 64: 10 14 13 25 24 44 43:
Old : 64: 10 14 13 25 24 44 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 : 41.2 45.8 56.2 60.4 40.2 42.3 52.6 55.6
Old : 41.2 45.8 56.2 60.4 40.2 42.3 52.6 55.6
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 21, 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 : 239,432: 76,999 30,897 45,092 91,471 124,997 213,562 200,986: 25,870 38,446
Old : 38,475: 21,544 10,647 111 11,600 21,360 33,255 32,118: 5,220 6,357
Other: 200,957: 67,721 32,516 32,715 79,871 103,637 180,307 168,868: 20,650 32,089
: : :
: : Changes in Commitments from: September 14, 2010 :
: 14,153: 7,150 -280 5,455 863 8,176 13,468 13,351: 685 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 12.9 18.8 38.2 52.2 89.2 83.9: 10.8 16.1
Old : 100.0: 56.0 27.7 0.3 30.1 55.5 86.4 83.5: 13.6 16.5
Other: 100.0: 33.7 16.2 16.3 39.7 51.6 89.7 84.0: 10.3 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 105 60 90 46 70 212 180:
Old : 172: 64 40 7 28 40 95 84:
Other: 260: 94 73 73 44 66 192 171:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 25.1 29.9 32.9 19.2 23.9 29.3 30.8
Old : 26.5 38.7 42.3 50.4 26.5 38.7 42.3 50.4
Other: 22.2 23.5 34.6 32.1 22.2 23.4 34.1 31.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 21, 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 : 349,755: 153,648 43,224 43,690 122,763 195,419 320,101 282,333: 29,654 67,422
Old : 349,755: 153,648 43,224 43,690 122,763 195,419 320,101 282,333: 29,654 67,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 4,812: 1,212 521 950 1,818 3,645 3,980 5,116: 832 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 12.4 12.5 35.1 55.9 91.5 80.7: 8.5 19.3
Old : 100.0: 43.9 12.4 12.5 35.1 55.9 91.5 80.7: 8.5 19.3
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 : 416: 155 56 77 79 179 273 283:
Old : 416: 155 56 77 79 179 273 283:
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 : 17.4 18.2 27.8 26.0 16.6 17.6 26.4 24.9
Old : 17.4 18.2 27.8 26.0 16.6 17.6 26.4 24.9
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, September 21, 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 : 8,740: 3,877 3,618 553 2,350 2,906 6,780 7,077: 1,960 1,663
Old : 8,740: 3,877 3,618 553 2,350 2,906 6,780 7,077: 1,960 1,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 199: -93 -51 151 19 -17 77 83: 122 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 41.4 6.3 26.9 33.2 77.6 81.0: 22.4 19.0
Old : 100.0: 44.4 41.4 6.3 26.9 33.2 77.6 81.0: 22.4 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 26 29 10 15 25 51 54:
Old : 87: 26 29 10 15 25 51 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 : 38.4 24.9 53.6 38.2 38.4 24.6 53.1 37.6
Old : 38.4 24.9 53.6 38.2 38.4 24.6 53.1 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, September 21, 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 : 34,612: 13,222 7,249 5,543 10,821 6,143 29,586 18,935: 5,026 15,677
Old : 34,612: 13,222 7,249 5,543 10,821 6,143 29,586 18,935: 5,026 15,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -34: -1,041 -316 731 956 -406 646 9: -680 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 20.9 16.0 31.3 17.7 85.5 54.7: 14.5 45.3
Old : 100.0: 38.2 20.9 16.0 31.3 17.7 85.5 54.7: 14.5 45.3
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 : 135: 36 28 40 40 41 99 92:
Old : 135: 36 28 40 40 41 99 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 : 21.4 13.6 35.6 20.3 21.4 11.1 32.8 17.0
Old : 21.4 13.6 35.6 20.3 21.4 11.1 32.8 17.0
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 21, 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 : 36,170: 2,341 770 602 25,392 34,210 28,335 35,582: 7,835 588
Old : 36,170: 2,341 770 602 25,392 34,210 28,335 35,582: 7,835 588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -1,662: 332 750 0 2,883 -2,806 3,215 -2,056: -4,877 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 2.1 1.7 70.2 94.6 78.3 98.4: 21.7 1.6
Old : 100.0: 6.5 2.1 1.7 70.2 94.6 78.3 98.4: 21.7 1.6
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 : 20: 3 2 1 12 11 16 13:
Old : 20: 3 2 1 12 11 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 : 60.3 78.7 73.2 93.5 46.8 58.8 49.1 67.9
Old : 60.3 78.7 73.2 93.5 46.8 58.8 49.1 67.9
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 21, 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 : 101,524: 46,985 17,170 108 17,441 70,177 64,534 87,455: 36,990 14,069
Old : 101,524: 46,985 17,170 108 17,441 70,177 64,534 87,455: 36,990 14,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -9,422: 17,928 5,808 -1,670 -27,021 -10,136 -10,763 -5,998: 1,341 -3,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 16.9 0.1 17.2 69.1 63.6 86.1: 36.4 13.9
Old : 100.0: 46.3 16.9 0.1 17.2 69.1 63.6 86.1: 36.4 13.9
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 : 80: 32 14 2 16 25 50 39:
Old : 80: 32 14 2 16 25 50 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 38.4 40.2 56.1 30.9 38.4 40.0 56.0
Old : 30.9 38.4 40.2 56.1 30.9 38.4 40.0 56.0
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 21, 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 : 49,910: 26,272 11,810 0 4,810 30,467 31,082 42,277: 18,828 7,633
Old : 49,910: 26,272 11,810 0 4,810 30,467 31,082 42,277: 18,828 7,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 558: -1,528 -1,754 -2 2,040 2,497 510 741: 48 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 23.7 0.0 9.6 61.0 62.3 84.7: 37.7 15.3
Old : 100.0: 52.6 23.7 0.0 9.6 61.0 62.3 84.7: 37.7 15.3
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 : 44: 19 8 0 6 15 25 23:
Old : 44: 19 8 0 6 15 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 47.4 46.3 64.9 34.0 47.4 46.1 64.9
Old : 34.0 47.4 46.3 64.9 34.0 47.4 46.1 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 21, 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 : 78,416: 41,410 15,034 50 31,336 61,383 72,796 76,467: 5,620 1,949
Old : 78,416: 41,410 15,034 50 31,336 61,383 72,796 76,467: 5,620 1,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 2,522: 5,719 -5,700 32 -4,963 8,036 788 2,368: 1,734 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 19.2 0.1 40.0 78.3 92.8 97.5: 7.2 2.5
Old : 100.0: 52.8 19.2 0.1 40.0 78.3 92.8 97.5: 7.2 2.5
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 : 80: 30 18 1 15 20 46 38:
Old : 80: 30 18 1 15 20 46 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 : 52.4 58.1 72.0 73.9 52.4 58.1 71.8 73.9
Old : 52.4 58.1 72.0 73.9 52.4 58.1 71.8 73.9
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 21, 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 : 71,318: 17,858 26,847 39 30,333 23,643 48,230 50,529: 23,088 20,789
Old : 71,318: 17,858 26,847 39 30,333 23,643 48,230 50,529: 23,088 20,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -3,532: -3,250 -3,388 20 -793 917 -4,023 -2,451: 491 -1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 37.6 0.1 42.5 33.2 67.6 70.9: 32.4 29.1
Old : 100.0: 25.0 37.6 0.1 42.5 33.2 67.6 70.9: 32.4 29.1
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 : 73: 19 21 4 17 22 38 45:
Old : 73: 19 21 4 17 22 38 45:
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 : 26.4 24.8 38.7 37.3 25.9 24.8 38.1 37.3
Old : 26.4 24.8 38.7 37.3 25.9 24.8 38.1 37.3
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 21, 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 : 113,349: 39,948 16,848 238 46,822 73,279 87,008 90,365: 26,341 22,984
Old : 113,349: 39,948 16,848 238 46,822 73,279 87,008 90,365: 26,341 22,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -21,011: -21,267 3,275 237 3,000 -20,352 -18,030 -16,840: -2,981 -4,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 14.9 0.2 41.3 64.6 76.8 79.7: 23.2 20.3
Old : 100.0: 35.2 14.9 0.2 41.3 64.6 76.8 79.7: 23.2 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 30 25 2 21 24 53 49:
Old : 94: 30 25 2 21 24 53 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 : 40.2 48.9 49.2 58.7 39.8 48.7 48.8 58.5
Old : 40.2 48.9 49.2 58.7 39.8 48.7 48.8 58.5
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 21, 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 : 167,463: 52,300 47,203 2,605 63,931 70,956 118,836 120,764: 48,627 46,699
Old : 167,463: 52,300 47,203 2,605 63,931 70,956 118,836 120,764: 48,627 46,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -3,188: -2,243 -16,984 1,583 -4,055 12,640 -4,715 -2,761: 1,527 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 28.2 1.6 38.2 42.4 71.0 72.1: 29.0 27.9
Old : 100.0: 31.2 28.2 1.6 38.2 42.4 71.0 72.1: 29.0 27.9
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 : 146: 50 40 11 29 39 84 85:
Old : 146: 50 40 11 29 39 84 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 : 25.7 27.7 36.7 34.9 25.2 27.1 35.5 34.3
Old : 25.7 27.7 36.7 34.9 25.2 27.1 35.5 34.3
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 21, 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 : 26,820: 22,636 4,228 0 563 21,198 23,199 25,426: 3,621 1,394
Old : 26,820: 22,636 4,228 0 563 21,198 23,199 25,426: 3,621 1,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,065: 1,222 -347 0 -302 1,096 920 749: 145 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 15.8 0.0 2.1 79.0 86.5 94.8: 13.5 5.2
Old : 100.0: 84.4 15.8 0.0 2.1 79.0 86.5 94.8: 13.5 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 : 35: 13 6 0 2 15 15 21:
Old : 35: 13 6 0 2 15 15 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 : 71.6 56.1 82.1 80.2 71.6 56.1 82.1 80.2
Old : 71.6 56.1 82.1 80.2 71.6 56.1 82.1 80.2
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 21, 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 : 7,349,243: 1,477,509 485,842 950,919 4,060,601 5,026,120 6,489,029 6,462,881: 860,214 886,362
Old : 7,349,243: 1,477,509 485,842 950,919 4,060,601 5,026,120 6,489,029 6,462,881: 860,214 886,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 288,608: 177,041 10,277 138,004 -23,635 161,339 291,410 309,620: -2,802 -21,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 6.6 12.9 55.3 68.4 88.3 87.9: 11.7 12.1
Old : 100.0: 20.1 6.6 12.9 55.3 68.4 88.3 87.9: 11.7 12.1
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 : 243: 58 44 71 118 119 218 201:
Old : 243: 58 44 71 118 119 218 201:
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 : 31.5 29.0 42.6 40.1 29.6 24.2 37.4 32.2
Old : 31.5 29.0 42.6 40.1 29.6 24.2 37.4 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, September 21, 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 : 779,357: 54,164 82,123 15,052 577,320 567,166 646,536 664,340: 132,822 115,017
Old : 779,357: 54,164 82,123 15,052 577,320 567,166 646,536 664,340: 132,822 115,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -324,468: -11,608 -29,302 -33,929 -234,480 -221,990 -280,016 -285,220: -44,453 -39,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 10.5 1.9 74.1 72.8 83.0 85.2: 17.0 14.8
Old : 100.0: 6.9 10.5 1.9 74.1 72.8 83.0 85.2: 17.0 14.8
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 : 512: 81 109 35 200 226 303 349:
Old : 512: 81 109 35 200 226 303 349:
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 : 19.4 11.8 29.2 20.2 16.6 11.1 25.4 18.0
Old : 19.4 11.8 29.2 20.2 16.6 11.1 25.4 18.0
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 21, 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 : 283,265: 27,043 21,673 469 183,322 196,496 210,834 218,638: 72,431 64,627
Old : 283,265: 27,043 21,673 469 183,322 196,496 210,834 218,638: 72,431 64,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -128,541: 10,169 -36,747 -3,954 -99,766 -77,491 -93,551 -118,192: -34,990 -10,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 7.7 0.2 64.7 69.4 74.4 77.2: 25.6 22.8
Old : 100.0: 9.5 7.7 0.2 64.7 69.4 74.4 77.2: 25.6 22.8
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 : 122: 15 16 4 53 63 70 81:
Old : 122: 15 16 4 53 63 70 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 24.7 38.9 36.3 25.6 24.5 37.4 36.0
Old : 27.2 24.7 38.9 36.3 25.6 24.5 37.4 36.0
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 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,480,461: 193,882 360,525 14,637 1,969,989 1,853,350 2,178,508 2,228,512: 301,953 251,949
Old : 2,480,461: 193,882 360,525 14,637 1,969,989 1,853,350 2,178,508 2,228,512: 301,953 251,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -979,637: -213,136 -67,026 -45,620 -673,568 -722,493 -932,324 -835,139: -47,313 -144,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 14.5 0.6 79.4 74.7 87.8 89.8: 12.2 10.2
Old : 100.0: 7.8 14.5 0.6 79.4 74.7 87.8 89.8: 12.2 10.2
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 : 468: 74 103 26 173 203 263 316:
Old : 468: 74 103 26 173 203 263 316:
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 : 21.7 12.3 34.0 20.7 19.9 9.3 30.1 16.5
Old : 21.7 12.3 34.0 20.7 19.9 9.3 30.1 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, September 21, 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 : 104,329: 13,321 8,045 477 81,340 91,783 95,138 100,305: 9,191 4,024
Old : 104,329: 13,321 8,045 477 81,340 91,783 95,138 100,305: 9,191 4,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -22,980: 766 -122 94 -21,750 -21,789 -20,890 -21,817: -2,090 -1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.7 0.5 78.0 88.0 91.2 96.1: 8.8 3.9
Old : 100.0: 12.8 7.7 0.5 78.0 88.0 91.2 96.1: 8.8 3.9
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 : 86: 13 3 2 48 34 62 38:
Old : 86: 13 3 2 48 34 62 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 : 40.4 48.0 55.6 67.7 30.4 45.6 44.5 61.7
Old : 40.4 48.0 55.6 67.7 30.4 45.6 44.5 61.7
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 21, 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 : 69,213: 16,819 13,606 826 45,206 51,676 62,850 66,108: 6,363 3,105
Old : 69,213: 16,819 13,606 826 45,206 51,676 62,850 66,108: 6,363 3,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -52,660: 2,740 -5,828 -2,752 -45,500 -36,980 -45,512 -45,560: -7,147 -7,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 19.7 1.2 65.3 74.7 90.8 95.5: 9.2 4.5
Old : 100.0: 24.3 19.7 1.2 65.3 74.7 90.8 95.5: 9.2 4.5
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 : 244: 61 48 10 73 75 139 128:
Old : 244: 61 48 10 73 75 139 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 27.0 41.1 40.2 28.2 27.0 39.7 40.2
Old : 28.9 27.0 41.1 40.2 28.2 27.0 39.7 40.2
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 21, 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 : 346,065: 84,096 68,032 4,128 226,028 258,382 314,252 330,542: 31,813 15,523
Old : 346,065: 84,096 68,032 4,128 226,028 258,382 314,252 330,542: 31,813 15,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -126,223: 13,699 -32,004 -872 -142,744 -70,743 -129,917 -103,619: 3,694 -22,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 19.7 1.2 65.3 74.7 90.8 95.5: 9.2 4.5
Old : 100.0: 24.3 19.7 1.2 65.3 74.7 90.8 95.5: 9.2 4.5
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 : 244: 61 48 10 73 75 139 128:
Old : 244: 61 48 10 73 75 139 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 27.0 41.1 40.2 28.2 27.0 39.7 40.2
Old : 28.9 27.0 41.1 40.2 28.2 27.0 39.7 40.2
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 21, 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 : 129,713: 77,944 13,620 151 21,347 102,218 99,442 115,989: 30,271 13,724
Old : 129,713: 77,944 13,620 151 21,347 102,218 99,442 115,989: 30,271 13,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 9,405: 3,868 -3,787 -11 3,508 12,366 7,365 8,568: 2,040 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 10.5 0.1 16.5 78.8 76.7 89.4: 23.3 10.6
Old : 100.0: 60.1 10.5 0.1 16.5 78.8 76.7 89.4: 23.3 10.6
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 : 75: 34 10 2 13 21 48 32:
Old : 75: 34 10 2 13 21 48 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 49.3 49.9 70.2 35.9 49.1 49.9 70.0
Old : 35.9 49.3 49.9 70.2 35.9 49.1 49.9 70.0
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 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 30,668: 7,353 4,521 0 15,950 7,051 23,303 11,572: 7,365 19,096
Old : 30,668: 7,353 4,521 0 15,950 7,051 23,303 11,572: 7,365 19,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 2,506: 1,498 -113 0 1,546 410 3,044 297: -538 2,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 14.7 0.0 52.0 23.0 76.0 37.7: 24.0 62.3
Old : 100.0: 24.0 14.7 0.0 52.0 23.0 76.0 37.7: 24.0 62.3
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 : 46: 12 9 0 17 11 29 20:
Old : 46: 12 9 0 17 11 29 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 : 39.0 19.2 52.3 27.3 39.0 19.2 51.6 27.3
Old : 39.0 19.2 52.3 27.3 39.0 19.2 51.6 27.3
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 21, 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 : 32,751: 4,525 3,265 162 20,093 17,932 24,780 21,359: 7,971 11,392
Old : 32,751: 4,525 3,265 162 20,093 17,932 24,780 21,359: 7,971 11,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,719: 1,595 722 29 1,537 2,141 3,161 2,892: -1,442 -1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 10.0 0.5 61.4 54.8 75.7 65.2: 24.3 34.8
Old : 100.0: 13.8 10.0 0.5 61.4 54.8 75.7 65.2: 24.3 34.8
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: 9 6 1 17 17 27 23:
Old : 45: 9 6 1 17 17 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 31.4 52.7 44.6 37.7 31.4 50.6 44.6
Old : 39.8 31.4 52.7 44.6 37.7 31.4 50.6 44.6
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 21, 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 : 30,692: 4,437 786 300 22,596 27,789 27,333 28,875: 3,359 1,817
Old : 30,692: 4,437 786 300 22,596 27,789 27,333 28,875: 3,359 1,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -2,129: 239 -15 -735 -1,097 -717 -1,593 -1,467: -536 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 2.6 1.0 73.6 90.5 89.1 94.1: 10.9 5.9
Old : 100.0: 14.5 2.6 1.0 73.6 90.5 89.1 94.1: 10.9 5.9
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 : 43: 7 3 1 17 23 24 27:
Old : 43: 7 3 1 17 23 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 47.7 65.3 66.6 47.0 45.5 60.6 62.5
Old : 50.1 47.7 65.3 66.6 47.0 45.5 60.6 62.5
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 21, 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 : 28,387: 7,112 0 0 15,894 26,734 23,006 26,734: 5,381 1,653
Old : 28,387: 7,112 0 0 15,894 26,734 23,006 26,734: 5,381 1,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -465: 231 -204 -4 -178 337 49 129: -514 -594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.0 0.0 56.0 94.2 81.0 94.2: 19.0 5.8
Old : 100.0: 25.1 0.0 0.0 56.0 94.2 81.0 94.2: 19.0 5.8
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 : 41: 13 0 0 17 16 30 16:
Old : 41: 13 0 0 17 16 30 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 : 32.9 69.2 49.5 87.3 31.9 69.2 48.2 87.3
Old : 32.9 69.2 49.5 87.3 31.9 69.2 48.2 87.3
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 21, 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 : 13,341: 2,768 5,743 0 9,321 6,796 12,089 12,539: 1,252 802
Old : 13,341: 2,768 5,743 0 9,321 6,796 12,089 12,539: 1,252 802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -2,490: -348 968 -1,036 -499 -1,796 -1,883 -1,864: -607 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 43.0 0.0 69.9 50.9 90.6 94.0: 9.4 6.0
Old : 100.0: 20.7 43.0 0.0 69.9 50.9 90.6 94.0: 9.4 6.0
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: 8 5 0 5 3 13 8:
Old : 21: 8 5 0 5 3 13 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 : 71.1 87.5 83.2 94.0 71.1 87.5 83.2 94.0
Old : 71.1 87.5 83.2 94.0 71.1 87.5 83.2 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 24, 2010