MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 28, 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 : 27,870: 3,157 2,551 952 18,712 20,819 22,821 24,322: 5,049 3,548
Old : 27,870: 3,157 2,551 952 18,712 20,819 22,821 24,322: 5,049 3,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 711: 457 83 -41 131 571 547 613: 164 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 9.2 3.4 67.1 74.7 81.9 87.3: 18.1 12.7
Old : 100.0: 11.3 9.2 3.4 67.1 74.7 81.9 87.3: 18.1 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 : 67: 15 14 13 24 24 47 43:
Old : 67: 15 14 13 24 24 47 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 : 40.6 45.2 55.9 60.4 40.0 42.0 53.1 55.6
Old : 40.6 45.2 55.9 60.4 40.0 42.0 53.1 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 28, 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 : 242,655: 79,546 29,587 45,968 91,321 127,300 216,835 202,855: 25,820 39,800
Old : 28,192: 15,204 7,726 178 9,145 15,475 24,527 23,379: 3,665 4,813
Other: 214,463: 73,588 31,107 36,544 82,176 111,825 192,308 179,476: 22,155 34,987
: : :
: : Changes in Commitments from: September 21, 2010 :
: 3,223: 2,547 -1,310 876 -150 2,303 3,273 1,869: -50 1,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 12.2 18.9 37.6 52.5 89.4 83.6: 10.6 16.4
Old : 100.0: 53.9 27.4 0.6 32.4 54.9 87.0 82.9: 13.0 17.1
Other: 100.0: 34.3 14.5 17.0 38.3 52.1 89.7 83.7: 10.3 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 110 61 93 43 66 214 178:
Old : 154: 56 36 5 25 37 84 75:
Other: 264: 96 79 79 40 63 198 170:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 25.2 29.9 33.6 19.2 25.0 29.4 31.4
Old : 35.8 38.3 49.9 47.1 35.8 38.0 49.9 46.8
Other: 21.6 23.8 33.7 32.6 21.6 23.8 33.2 32.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 28, 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 : 338,708: 148,499 39,107 38,782 124,191 196,376 311,472 274,265: 27,236 64,443
Old : 338,708: 148,499 39,107 38,782 124,191 196,376 311,472 274,265: 27,236 64,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -11,047: -5,149 -4,117 -4,908 1,428 957 -8,629 -8,068: -2,418 -2,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 11.5 11.4 36.7 58.0 92.0 81.0: 8.0 19.0
Old : 100.0: 43.8 11.5 11.4 36.7 58.0 92.0 81.0: 8.0 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 : 409: 151 49 83 84 185 268 294:
Old : 409: 151 49 83 84 185 268 294:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 19.5 28.5 27.3 17.0 19.0 27.0 26.0
Old : 17.9 19.5 28.5 27.3 17.0 19.0 27.0 26.0
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 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,399: 4,003 3,032 907 2,448 3,727 7,358 7,666: 2,041 1,733
Old : 9,399: 4,003 3,032 907 2,448 3,727 7,358 7,666: 2,041 1,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 659: 126 -586 354 98 821 578 589: 81 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 32.3 9.6 26.0 39.7 78.3 81.6: 21.7 18.4
Old : 100.0: 42.6 32.3 9.6 26.0 39.7 78.3 81.6: 21.7 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 30 28 11 15 26 55 57:
Old : 92: 30 28 11 15 26 55 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 20.5 50.7 34.8 36.3 20.3 50.1 34.6
Old : 36.3 20.5 50.7 34.8 36.3 20.3 50.1 34.6
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 28, 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 : 30,943: 11,451 6,958 3,865 10,331 5,200 25,647 16,023: 5,296 14,920
Old : 30,943: 11,451 6,958 3,865 10,331 5,200 25,647 16,023: 5,296 14,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -3,669: -1,771 -291 -1,678 -490 -943 -3,939 -2,912: 270 -757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 22.5 12.5 33.4 16.8 82.9 51.8: 17.1 48.2
Old : 100.0: 37.0 22.5 12.5 33.4 16.8 82.9 51.8: 17.1 48.2
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 : 124: 29 32 29 37 38 82 85:
Old : 124: 29 32 29 37 38 82 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 : 23.3 13.4 37.9 20.5 23.3 11.2 36.4 16.6
Old : 23.3 13.4 37.9 20.5 23.3 11.2 36.4 16.6
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 28, 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 : 101,260: 43,078 15,208 105 17,957 72,977 61,140 88,290: 40,120 12,970
Old : 101,260: 43,078 15,208 105 17,957 72,977 61,140 88,290: 40,120 12,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -264: -3,907 -1,962 -3 516 2,800 -3,394 835: 3,130 -1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 15.0 0.1 17.7 72.1 60.4 87.2: 39.6 12.8
Old : 100.0: 42.5 15.0 0.1 17.7 72.1 60.4 87.2: 39.6 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 33 13 4 19 22 55 36:
Old : 79: 33 13 4 19 22 55 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 43.0 36.8 65.3 30.0 43.0 36.6 65.1
Old : 30.0 43.0 36.8 65.3 30.0 43.0 36.6 65.1
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 28, 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 : 53,452: 27,655 7,662 0 6,197 36,425 33,852 44,087: 19,600 9,365
Old : 53,452: 27,655 7,662 0 6,197 36,425 33,852 44,087: 19,600 9,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 3,542: 1,383 -4,148 0 1,387 5,958 2,770 1,810: 772 1,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 14.3 0.0 11.6 68.1 63.3 82.5: 36.7 17.5
Old : 100.0: 51.7 14.3 0.0 11.6 68.1 63.3 82.5: 36.7 17.5
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 : 47: 21 6 0 8 16 29 22:
Old : 47: 21 6 0 8 16 29 22:
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 : 31.8 45.7 43.4 62.2 31.8 45.7 43.2 62.2
Old : 31.8 45.7 43.4 62.2 31.8 45.7 43.2 62.2
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 28, 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 : 123,581: 89,312 22,721 2 27,535 99,040 116,849 121,763: 6,732 1,818
Old : 123,581: 89,312 22,721 2 27,535 99,040 116,849 121,763: 6,732 1,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 45,165: 47,902 7,687 -48 -3,801 37,657 44,053 45,296: 1,112 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 18.4 0.0 22.3 80.1 94.6 98.5: 5.4 1.5
Old : 100.0: 72.3 18.4 0.0 22.3 80.1 94.6 98.5: 5.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 50 18 1 13 25 64 43:
Old : 103: 50 18 1 13 25 64 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 : 48.2 50.1 65.3 70.5 48.2 50.1 65.3 70.5
Old : 48.2 50.1 65.3 70.5 48.2 50.1 65.3 70.5
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 28, 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 : 77,713: 26,725 28,919 17 25,415 27,634 52,157 56,570: 25,556 21,143
Old : 77,713: 26,725 28,919 17 25,415 27,634 52,157 56,570: 25,556 21,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 6,395: 8,867 2,072 -22 -4,918 3,991 3,927 6,041: 2,468 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 37.2 0.0 32.7 35.6 67.1 72.8: 32.9 27.2
Old : 100.0: 34.4 37.2 0.0 32.7 35.6 67.1 72.8: 32.9 27.2
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 : 78: 20 22 2 20 22 41 45:
Old : 78: 20 22 2 20 22 41 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 : 24.6 23.4 39.0 36.7 24.1 23.4 38.5 36.7
Old : 24.6 23.4 39.0 36.7 24.1 23.4 38.5 36.7
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 28, 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 : 118,274: 45,136 16,470 249 45,380 77,232 90,765 93,951: 27,509 24,323
Old : 118,274: 45,136 16,470 249 45,380 77,232 90,765 93,951: 27,509 24,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 4,925: 5,188 -378 11 -1,442 3,953 3,757 3,586: 1,168 1,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 13.9 0.2 38.4 65.3 76.7 79.4: 23.3 20.6
Old : 100.0: 38.2 13.9 0.2 38.4 65.3 76.7 79.4: 23.3 20.6
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 : 100: 32 26 2 22 26 56 52:
Old : 100: 32 26 2 22 26 56 52:
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 : 38.3 49.3 49.1 57.7 38.0 49.0 48.8 57.4
Old : 38.3 49.3 49.1 57.7 38.0 49.0 48.8 57.4
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 28, 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 : 190,039: 70,638 35,308 925 64,109 106,549 135,672 142,782: 54,367 47,257
Old : 190,039: 70,638 35,308 925 64,109 106,549 135,672 142,782: 54,367 47,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 22,576: 18,338 -11,895 -1,680 178 35,593 16,836 22,018: 5,740 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 18.6 0.5 33.7 56.1 71.4 75.1: 28.6 24.9
Old : 100.0: 37.2 18.6 0.5 33.7 56.1 71.4 75.1: 28.6 24.9
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 : 159: 61 36 10 30 43 94 86:
Old : 159: 61 36 10 30 43 94 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 33.8 30.6 41.4 19.4 33.3 29.5 40.1
Old : 19.9 33.8 30.6 41.4 19.4 33.3 29.5 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, September 28, 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 : 25,965: 21,604 4,334 0 641 20,115 22,245 24,449: 3,720 1,516
Old : 25,965: 21,604 4,334 0 641 20,115 22,245 24,449: 3,720 1,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -855: -1,032 106 0 78 -1,083 -954 -977: 99 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 16.7 0.0 2.5 77.5 85.7 94.2: 14.3 5.8
Old : 100.0: 83.2 16.7 0.0 2.5 77.5 85.7 94.2: 14.3 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 : 36: 14 6 0 3 14 17 20:
Old : 36: 14 6 0 3 14 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 57.2 80.1 78.4 69.2 57.2 80.1 78.4
Old : 69.2 57.2 80.1 78.4 69.2 57.2 80.1 78.4
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 28, 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 : 7,667,541: 1,566,611 444,092 1,049,096 4,167,258 5,272,114 6,782,965 6,765,302: 884,576 902,239
Old : 7,667,541: 1,566,611 444,092 1,049,096 4,167,258 5,272,114 6,782,965 6,765,302: 884,576 902,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 318,298: 89,102 -41,750 98,177 106,657 245,994 293,936 302,421: 24,362 15,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 5.8 13.7 54.3 68.8 88.5 88.2: 11.5 11.8
Old : 100.0: 20.4 5.8 13.7 54.3 68.8 88.5 88.2: 11.5 11.8
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 : 245: 59 43 74 117 121 220 205:
Old : 245: 59 43 74 117 121 220 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 28.9 42.0 39.8 28.6 24.2 35.9 32.2
Old : 30.7 28.9 42.0 39.8 28.6 24.2 35.9 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 28, 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 : 811,413: 62,349 76,660 27,661 590,227 598,063 680,236 702,384: 131,177 109,029
Old : 811,413: 62,349 76,660 27,661 590,227 598,063 680,236 702,384: 131,177 109,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 32,056: 8,185 -5,462 12,609 12,907 30,897 33,700 38,044: -1,645 -5,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.4 3.4 72.7 73.7 83.8 86.6: 16.2 13.4
Old : 100.0: 7.7 9.4 3.4 72.7 73.7 83.8 86.6: 16.2 13.4
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 : 524: 94 102 33 212 223 320 344:
Old : 524: 94 102 33 212 223 320 344:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 12.6 28.1 22.1 15.9 11.2 24.2 18.6
Old : 18.5 12.6 28.1 22.1 15.9 11.2 24.2 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, September 28, 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 : 297,270: 38,060 21,277 668 187,757 212,028 226,485 233,973: 70,785 63,297
Old : 297,270: 38,060 21,277 668 187,757 212,028 226,485 233,973: 70,785 63,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 14,005: 11,017 -396 199 4,435 15,532 15,651 15,335: -1,646 -1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.2 0.2 63.2 71.3 76.2 78.7: 23.8 21.3
Old : 100.0: 12.8 7.2 0.2 63.2 71.3 76.2 78.7: 23.8 21.3
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 : 126: 15 18 5 52 63 69 84:
Old : 126: 15 18 5 52 63 69 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 24.5 40.0 37.7 27.2 23.8 38.5 36.8
Old : 28.7 24.5 40.0 37.7 27.2 23.8 38.5 36.8
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 28, 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 : 2,570,715: 231,338 386,811 25,069 2,012,348 1,930,177 2,268,755 2,342,057: 301,960 228,658
Old : 2,570,715: 231,338 386,811 25,069 2,012,348 1,930,177 2,268,755 2,342,057: 301,960 228,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 90,254: 37,456 26,286 10,432 42,359 76,827 90,247 113,545: 7 -23,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 15.0 1.0 78.3 75.1 88.3 91.1: 11.7 8.9
Old : 100.0: 9.0 15.0 1.0 78.3 75.1 88.3 91.1: 11.7 8.9
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 : 479: 86 97 22 184 195 280 304:
Old : 479: 86 97 22 184 195 280 304:
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 : 20.7 13.6 32.6 22.8 19.1 11.9 28.8 19.2
Old : 20.7 13.6 32.6 22.8 19.1 11.9 28.8 19.2
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 28, 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 : 108,794: 16,956 8,460 515 81,468 96,441 98,939 105,416: 9,855 3,378
Old : 108,794: 16,956 8,460 515 81,468 96,441 98,939 105,416: 9,855 3,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 4,465: 3,635 415 38 128 4,658 3,801 5,111: 664 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 7.8 0.5 74.9 88.6 90.9 96.9: 9.1 3.1
Old : 100.0: 15.6 7.8 0.5 74.9 88.6 90.9 96.9: 9.1 3.1
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 : 86: 12 5 2 46 35 59 41:
Old : 86: 12 5 2 46 35 59 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 : 38.4 47.5 53.3 67.8 28.5 44.6 42.7 61.5
Old : 38.4 47.5 53.3 67.8 28.5 44.6 42.7 61.5
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 28, 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 : 82,561: 30,595 15,495 1,431 43,459 63,015 75,485 79,942: 7,076 2,619
Old : 82,561: 30,595 15,495 1,431 43,459 63,015 75,485 79,942: 7,076 2,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 13,348: 13,776 1,889 606 -1,747 11,339 12,635 13,834: 713 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 18.8 1.7 52.6 76.3 91.4 96.8: 8.6 3.2
Old : 100.0: 37.1 18.8 1.7 52.6 76.3 91.4 96.8: 8.6 3.2
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 : 251: 76 44 12 63 82 145 132:
Old : 251: 76 44 12 63 82 145 132:
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 : 25.8 31.6 37.4 45.3 25.3 31.6 36.7 45.2
Old : 25.8 31.6 37.4 45.3 25.3 31.6 36.7 45.2
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 28, 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 : 412,807: 152,977 77,477 7,157 217,293 315,077 377,427 399,711: 35,380 13,096
Old : 412,807: 152,977 77,477 7,157 217,293 315,077 377,427 399,711: 35,380 13,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 66,742: 68,881 9,445 3,029 -8,735 56,695 63,175 69,169: 3,567 -2,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 18.8 1.7 52.6 76.3 91.4 96.8: 8.6 3.2
Old : 100.0: 37.1 18.8 1.7 52.6 76.3 91.4 96.8: 8.6 3.2
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 : 251: 76 44 12 63 82 145 132:
Old : 251: 76 44 12 63 82 145 132:
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 : 25.8 31.6 37.4 45.3 25.3 31.6 36.7 45.2
Old : 25.8 31.6 37.4 45.3 25.3 31.6 36.7 45.2
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 28, 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 : 137,646: 81,419 11,886 157 25,090 111,037 106,666 123,080: 30,980 14,566
Old : 137,646: 81,419 11,886 157 25,090 111,037 106,666 123,080: 30,980 14,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 7,933: 3,475 -1,734 6 3,743 8,819 7,224 7,091: 709 842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 8.6 0.1 18.2 80.7 77.5 89.4: 22.5 10.6
Old : 100.0: 59.2 8.6 0.1 18.2 80.7 77.5 89.4: 22.5 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 : 80: 37 11 3 11 24 49 37:
Old : 80: 37 11 3 11 24 49 37:
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 : 34.8 47.9 48.2 67.8 34.8 47.7 48.2 67.7
Old : 34.8 47.9 48.2 67.8 34.8 47.7 48.2 67.7
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 28, 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 : 31,418: 7,251 4,531 0 15,522 7,794 22,773 12,325: 8,645 19,093
Old : 31,418: 7,251 4,531 0 15,522 7,794 22,773 12,325: 8,645 19,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 750: -102 10 0 -428 743 -530 753: 1,280 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 14.4 0.0 49.4 24.8 72.5 39.2: 27.5 60.8
Old : 100.0: 23.1 14.4 0.0 49.4 24.8 72.5 39.2: 27.5 60.8
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 : 49: 13 9 0 17 13 30 22:
Old : 49: 13 9 0 17 13 30 22:
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 : 36.2 18.9 48.1 26.0 35.6 18.9 47.3 26.0
Old : 36.2 18.9 48.1 26.0 35.6 18.9 47.3 26.0
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 28, 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 : 35,531: 3,664 3,581 484 21,052 17,931 25,200 21,996: 10,331 13,535
Old : 35,531: 3,664 3,581 484 21,052 17,931 25,200 21,996: 10,331 13,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 2,780: -861 316 322 959 -1 420 637: 2,360 2,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 10.1 1.4 59.2 50.5 70.9 61.9: 29.1 38.1
Old : 100.0: 10.3 10.1 1.4 59.2 50.5 70.9 61.9: 29.1 38.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 7 1 19 14 28 21:
Old : 44: 8 7 1 19 14 28 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 : 36.7 32.7 48.5 48.8 35.1 32.7 47.0 48.8
Old : 36.7 32.7 48.5 48.8 35.1 32.7 47.0 48.8
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 28, 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 : 32,699: 4,558 1,304 300 24,872 28,546 29,730 30,150: 2,969 2,549
Old : 32,699: 4,558 1,304 300 24,872 28,546 29,730 30,150: 2,969 2,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 2,007: 121 518 0 2,276 757 2,397 1,275: -390 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 4.0 0.9 76.1 87.3 90.9 92.2: 9.1 7.8
Old : 100.0: 13.9 4.0 0.9 76.1 87.3 90.9 92.2: 9.1 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 : 46: 6 5 1 18 24 24 30:
Old : 46: 6 5 1 18 24 24 30:
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 : 50.8 44.9 66.7 65.1 45.2 43.7 58.6 60.7
Old : 50.8 44.9 66.7 65.1 45.2 43.7 58.6 60.7
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 28, 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 : 29,281: 7,374 1,534 129 15,318 25,585 22,821 27,248: 6,460 2,033
Old : 29,281: 7,374 1,534 129 15,318 25,585 22,821 27,248: 6,460 2,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 894: 262 1,534 129 -576 -1,149 -185 514: 1,079 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 5.2 0.4 52.3 87.4 77.9 93.1: 22.1 6.9
Old : 100.0: 25.2 5.2 0.4 52.3 87.4 77.9 93.1: 22.1 6.9
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: 13 2 1 17 14 30 17:
Old : 43: 13 2 1 17 14 30 17:
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 : 29.8 65.4 44.3 83.5 28.8 65.4 43.0 83.5
Old : 29.8 65.4 44.3 83.5 28.8 65.4 43.0 83.5
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 28, 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 : 13,290: 2,672 5,747 0 9,356 6,814 12,028 12,561: 1,262 729
Old : 13,290: 2,672 5,747 0 9,356 6,814 12,028 12,561: 1,262 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -51: -96 4 0 35 18 -61 22: 10 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 43.2 0.0 70.4 51.3 90.5 94.5: 9.5 5.5
Old : 100.0: 20.1 43.2 0.0 70.4 51.3 90.5 94.5: 9.5 5.5
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: 7 5 0 5 3 12 8:
Old : 20: 7 5 0 5 3 12 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 : 71.5 87.6 83.8 94.5 71.5 87.6 83.8 94.5
Old : 71.5 87.6 83.8 94.5 71.5 87.6 83.8 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 1, 2010