MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 26,504: 4,325 2,456 943 17,023 19,550 22,291 22,949: 4,213 3,555
Old : 26,504: 4,325 2,456 943 17,023 19,550 22,291 22,949: 4,213 3,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 1,934: 1,036 810 -42 1,233 815 2,227 1,583: -293 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 9.3 3.6 64.2 73.8 84.1 86.6: 15.9 13.4
Old : 100.0: 16.3 9.3 3.6 64.2 73.8 84.1 86.6: 15.9 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 : 70: 18 10 14 28 24 54 41:
Old : 70: 18 10 14 28 24 54 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 : 38.0 42.7 51.9 59.2 38.0 40.6 50.3 55.6
Old : 38.0 42.7 51.9 59.2 38.0 40.6 50.3 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, October 19, 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 : 202,437: 59,347 30,279 39,292 85,252 99,033 183,891 168,604: 18,546 33,833
Old : 202,184: 59,386 30,291 39,212 85,252 98,981 183,850 168,484: 18,334 33,700
Other: 253: 41 68 0 0 52 41 120: 212 133
: : :
: : Changes in Commitments from: October 12, 2010 :
: -12,202: -5,737 2,558 -3,048 257 -9,998 -8,528 -10,488: -3,674 -1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 15.0 19.4 42.1 48.9 90.8 83.3: 9.2 16.7
Old : 100.0: 29.4 15.0 19.4 42.2 49.0 90.9 83.3: 9.1 16.7
Other: 100.0: 16.2 26.9 0.0 0.0 20.6 16.2 47.4: 83.8 52.6
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 77 77 76 39 55 167 170:
Old : 239: 77 77 76 39 55 167 170:
Other: 9: 4 1 0 0 4 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 25.1 36.1 33.3 23.1 24.8 35.4 31.8
Old : 23.1 25.1 36.1 33.3 23.1 24.8 35.4 31.8
Other: 16.2 47.0 16.2 47.4 16.2 47.0 16.2 47.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 19, 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 : 315,182: 140,751 40,483 33,840 116,119 181,205 290,710 255,528: 24,472 59,654
Old : 315,182: 140,751 40,483 33,840 116,119 181,205 290,710 255,528: 24,472 59,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -3,245: 2,633 3,183 -46 -4,141 -5,417 -1,554 -2,280: -1,691 -965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 12.8 10.7 36.8 57.5 92.2 81.1: 7.8 18.9
Old : 100.0: 44.7 12.8 10.7 36.8 57.5 92.2 81.1: 7.8 18.9
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 : 411: 140 61 84 80 180 257 297:
Old : 411: 140 61 84 80 180 257 297:
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 : 19.1 18.8 30.6 26.7 19.1 18.4 30.2 25.9
Old : 19.1 18.8 30.6 26.7 19.1 18.4 30.2 25.9
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, October 19, 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 : 9,891: 4,115 2,713 874 2,885 4,694 7,874 8,281: 2,017 1,610
Old : 9,891: 4,115 2,713 874 2,885 4,694 7,874 8,281: 2,017 1,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -165: 161 -634 102 -134 600 129 68: -294 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 27.4 8.8 29.2 47.5 79.6 83.7: 20.4 16.3
Old : 100.0: 41.6 27.4 8.8 29.2 47.5 79.6 83.7: 20.4 16.3
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 : 90: 30 24 11 18 29 56 58:
Old : 90: 30 24 11 18 29 56 58:
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 24.6 47.9 38.7 32.3 24.4 44.8 37.5
Old : 34.8 24.6 47.9 38.7 32.3 24.4 44.8 37.5
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, October 19, 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 : 30,039: 9,974 9,660 3,754 11,347 4,344 25,075 17,758: 4,964 12,281
Old : 30,039: 9,974 9,660 3,754 11,347 4,344 25,075 17,758: 4,964 12,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 989: -525 617 1,037 1,279 22 1,791 1,676: -802 -687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 32.2 12.5 37.8 14.5 83.5 59.1: 16.5 40.9
Old : 100.0: 33.2 32.2 12.5 37.8 14.5 83.5 59.1: 16.5 40.9
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 : 125: 25 39 29 37 33 80 87:
Old : 125: 25 39 29 37 33 80 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 17.2 40.2 24.1 23.7 14.9 38.9 21.0
Old : 23.7 17.2 40.2 24.1 23.7 14.9 38.9 21.0
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, October 19, 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 : 41,182: 7,556 16 606 24,520 40,493 32,682 41,115: 8,500 67
Old : 41,182: 7,556 16 606 24,520 40,493 32,682 41,115: 8,500 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 1,736: 1,110 0 0 597 1,763 1,707 1,763: 29 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 0.0 1.5 59.5 98.3 79.4 99.8: 20.6 0.2
Old : 100.0: 18.3 0.0 1.5 59.5 98.3 79.4 99.8: 20.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 1 1 11 13 17 14:
Old : 22: 5 1 1 11 13 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 77.0 70.4 93.3 48.0 64.3 55.2 76.4
Old : 58.6 77.0 70.4 93.3 48.0 64.3 55.2 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, October 19, 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 : 112,791: 47,852 17,112 145 22,985 80,111 70,982 97,368: 41,809 15,423
Old : 112,791: 47,852 17,112 145 22,985 80,111 70,982 97,368: 41,809 15,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -11,060: -15,431 -2,385 44 2,999 -9,327 -12,388 -11,668: 1,328 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 15.2 0.1 20.4 71.0 62.9 86.3: 37.1 13.7
Old : 100.0: 42.4 15.2 0.1 20.4 71.0 62.9 86.3: 37.1 13.7
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 : 84: 39 9 4 22 21 63 32:
Old : 84: 39 9 4 22 21 63 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 : 22.3 40.0 31.6 61.5 22.3 39.9 31.6 61.4
Old : 22.3 40.0 31.6 61.5 22.3 39.9 31.6 61.4
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, October 19, 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 : 54,022: 24,908 13,673 3 9,487 30,720 34,398 44,396: 19,624 9,626
Old : 54,022: 24,908 13,673 3 9,487 30,720 34,398 44,396: 19,624 9,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -3,700: -6,596 2,116 1 3,258 -5,361 -3,337 -3,244: -363 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 25.3 0.0 17.6 56.9 63.7 82.2: 36.3 17.8
Old : 100.0: 46.1 25.3 0.0 17.6 56.9 63.7 82.2: 36.3 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 17 7 1 12 18 29 26:
Old : 49: 17 7 1 12 18 29 26:
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 : 27.7 42.2 39.7 61.1 27.6 42.2 39.6 60.4
Old : 27.7 42.2 39.7 61.1 27.6 42.2 39.6 60.4
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, October 19, 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 : 137,858: 104,557 22,432 46 26,684 113,508 131,287 135,986: 6,571 1,872
Old : 137,858: 104,557 22,432 46 26,684 113,508 131,287 135,986: 6,571 1,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -3,870: -4,300 -207 46 610 -4,181 -3,644 -4,342: -226 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 16.3 0.0 19.4 82.3 95.2 98.6: 4.8 1.4
Old : 100.0: 75.8 16.3 0.0 19.4 82.3 95.2 98.6: 4.8 1.4
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 : 111: 57 17 1 19 22 77 39:
Old : 111: 57 17 1 19 22 77 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 : 49.7 54.9 65.6 79.5 49.7 54.9 65.6 79.5
Old : 49.7 54.9 65.6 79.5 49.7 54.9 65.6 79.5
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, October 19, 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 : 90,068: 34,708 28,912 146 31,962 40,875 66,816 69,933: 23,252 20,135
Old : 90,068: 34,708 28,912 146 31,962 40,875 66,816 69,933: 23,252 20,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -2,800: -5,162 -2,892 -53 5,352 106 137 -2,839: -2,937 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 32.1 0.2 35.5 45.4 74.2 77.6: 25.8 22.4
Old : 100.0: 38.5 32.1 0.2 35.5 45.4 74.2 77.6: 25.8 22.4
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 : 85: 32 18 6 21 20 55 42:
Old : 85: 32 18 6 21 20 55 42:
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 : 20.9 26.1 33.9 42.8 20.4 26.1 33.4 41.8
Old : 20.9 26.1 33.9 42.8 20.4 26.1 33.4 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 139,496: 62,554 16,698 89 47,485 91,956 110,128 108,743: 29,368 30,753
Old : 139,496: 62,554 16,698 89 47,485 91,956 110,128 108,743: 29,368 30,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -7,085: -3,909 -1,480 -68 -841 -6,261 -4,818 -7,809: -2,267 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 12.0 0.1 34.0 65.9 78.9 78.0: 21.1 22.0
Old : 100.0: 44.8 12.0 0.1 34.0 65.9 78.9 78.0: 21.1 22.0
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 : 111: 43 26 1 19 30 63 56:
Old : 111: 43 26 1 19 30 63 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 50.0 45.1 57.1 33.9 48.5 44.7 55.6
Old : 33.9 50.0 45.1 57.1 33.9 48.5 44.7 55.6
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, October 19, 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 : 219,761: 74,855 28,107 2,304 80,283 143,118 157,442 173,529: 62,319 46,232
Old : 219,761: 74,855 28,107 2,304 80,283 143,118 157,442 173,529: 62,319 46,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 21,925: 6,137 900 -579 7,103 20,879 12,661 21,200: 9,264 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 12.8 1.0 36.5 65.1 71.6 79.0: 28.4 21.0
Old : 100.0: 34.1 12.8 1.0 36.5 65.1 71.6 79.0: 28.4 21.0
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 : 157: 57 35 18 35 40 97 89:
Old : 157: 57 35 18 35 40 97 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 45.9 29.4 51.7 19.5 44.8 29.1 50.5
Old : 19.8 45.9 29.4 51.7 19.5 44.8 29.1 50.5
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, October 19, 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 : 27,031: 21,477 6,146 0 1,856 19,755 23,333 25,901: 3,698 1,130
Old : 27,031: 21,477 6,146 0 1,856 19,755 23,333 25,901: 3,698 1,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 594: 201 1,443 0 643 -852 844 591: -250 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 22.7 0.0 6.9 73.1 86.3 95.8: 13.7 4.2
Old : 100.0: 79.5 22.7 0.0 6.9 73.1 86.3 95.8: 13.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 14 9 0 6 12 20 21:
Old : 40: 14 9 0 6 12 20 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 : 65.4 56.0 78.5 81.1 65.4 56.0 78.5 81.1
Old : 65.4 56.0 78.5 81.1 65.4 56.0 78.5 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, October 19, 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 : 7,980,361: 1,598,558 618,890 1,023,987 4,436,160 5,406,677 7,058,705 7,049,554: 921,656 930,807
Old : 7,980,361: 1,598,558 618,890 1,023,987 4,436,160 5,406,677 7,058,705 7,049,554: 921,656 930,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 198,749: -52,409 69,432 46,845 229,838 61,846 224,274 178,123: -25,525 20,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 7.8 12.8 55.6 67.7 88.5 88.3: 11.5 11.7
Old : 100.0: 20.0 7.8 12.8 55.6 67.7 88.5 88.3: 11.5 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 64 48 80 122 131 230 224:
Old : 258: 64 48 80 122 131 230 224:
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 27.5 39.3 40.5 26.6 23.4 33.4 33.5
Old : 28.7 27.5 39.3 40.5 26.6 23.4 33.4 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, October 19, 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 : 854,075: 71,744 77,980 36,759 614,601 635,726 723,104 750,465: 130,971 103,610
Old : 854,075: 71,744 77,980 36,759 614,601 635,726 723,104 750,465: 130,971 103,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 10,115: 3,042 868 1,302 13,066 10,127 17,410 12,297: -7,295 -2,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 9.1 4.3 72.0 74.4 84.7 87.9: 15.3 12.1
Old : 100.0: 8.4 9.1 4.3 72.0 74.4 84.7 87.9: 15.3 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 : 522: 104 98 42 207 217 325 343:
Old : 522: 104 98 42 207 217 325 343:
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 : 17.8 14.3 27.0 24.3 15.4 11.6 22.8 19.7
Old : 17.8 14.3 27.0 24.3 15.4 11.6 22.8 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, October 19, 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 : 316,147: 45,374 17,636 568 197,043 241,529 242,985 259,733: 73,162 56,414
Old : 316,147: 45,374 17,636 568 197,043 241,529 242,985 259,733: 73,162 56,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 9,597: 989 -3,229 -139 8,436 16,550 9,286 13,182: 311 -3,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 5.6 0.2 62.3 76.4 76.9 82.2: 23.1 17.8
Old : 100.0: 14.4 5.6 0.2 62.3 76.4 76.9 82.2: 23.1 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 16 17 6 52 63 71 83:
Old : 127: 16 17 6 52 63 71 83:
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 : 28.1 25.8 38.9 42.4 26.8 25.0 37.6 41.1
Old : 28.1 25.8 38.9 42.4 26.8 25.0 37.6 41.1
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, October 19, 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 : 2,689,641: 273,142 443,011 39,666 2,087,788 1,970,984 2,400,596 2,453,661: 289,045 235,980
Old : 2,689,641: 273,142 443,011 39,666 2,087,788 1,970,984 2,400,596 2,453,661: 289,045 235,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 2,590: -709 9,510 18,179 23,149 -32,114 40,619 -4,425: -38,029 7,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 16.5 1.5 77.6 73.3 89.3 91.2: 10.7 8.8
Old : 100.0: 10.2 16.5 1.5 77.6 73.3 89.3 91.2: 10.7 8.8
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 : 478: 94 94 30 180 192 285 305:
Old : 478: 94 94 30 180 192 285 305:
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 15.3 30.8 24.7 17.6 13.8 26.3 21.6
Old : 19.9 15.3 30.8 24.7 17.6 13.8 26.3 21.6
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, October 19, 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 : 107,640: 17,216 7,616 590 79,466 96,119 97,272 104,325: 10,368 3,315
Old : 107,640: 17,216 7,616 590 79,466 96,119 97,272 104,325: 10,368 3,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 1,120: -965 515 449 2,164 1,095 1,648 2,059: -528 -939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 7.1 0.5 73.8 89.3 90.4 96.9: 9.6 3.1
Old : 100.0: 16.0 7.1 0.5 73.8 89.3 90.4 96.9: 9.6 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 : 85: 14 4 1 44 36 58 41:
Old : 85: 14 4 1 44 36 58 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 : 39.4 44.7 54.0 67.1 29.2 42.1 43.1 60.9
Old : 39.4 44.7 54.0 67.1 29.2 42.1 43.1 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, October 19, 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 : 109,183: 25,979 8,265 8,588 62,772 85,196 97,339 102,050: 11,844 7,133
Old : 109,183: 25,979 8,265 8,588 62,772 85,196 97,339 102,050: 11,844 7,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 335: -2,730 -1,379 129 1,504 726 -1,097 -524: 1,432 859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 7.6 7.9 57.5 78.0 89.2 93.5: 10.8 6.5
Old : 100.0: 23.8 7.6 7.9 57.5 78.0 89.2 93.5: 10.8 6.5
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 : 247: 73 41 13 77 78 154 128:
Old : 247: 73 41 13 77 78 154 128:
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 : 21.6 29.7 33.3 43.8 14.8 21.5 24.0 33.2
Old : 21.6 29.7 33.3 43.8 14.8 21.5 24.0 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 22,767: 7,341 0 0 11,934 18,441 19,275 18,441: 3,492 4,326
Old : 22,767: 7,341 0 0 11,934 18,441 19,275 18,441: 3,492 4,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 2,523: 367 0 0 1,851 1,704 2,218 1,704: 305 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 0.0 0.0 52.4 81.0 84.7 81.0: 15.3 19.0
Old : 100.0: 32.2 0.0 0.0 52.4 81.0 84.7 81.0: 15.3 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 : 23: 3 0 0 7 14 10 14:
Old : 23: 3 0 0 7 14 10 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 46.1 82.2 70.4 66.3 46.1 82.2 70.4
Old : 66.3 46.1 82.2 70.4 66.3 46.1 82.2 70.4
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, October 19, 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 : 432,080: 129,895 78,032 6,234 254,190 333,777 390,319 418,043: 41,761 14,037
Old : 432,080: 129,895 78,032 6,234 254,190 333,777 390,319 418,043: 41,761 14,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -10,939: -13,650 -5,058 -1,189 -1,734 -4,891 -16,573 -11,138: 5,634 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 18.1 1.4 58.8 77.2 90.3 96.8: 9.7 3.2
Old : 100.0: 30.1 18.1 1.4 58.8 77.2 90.3 96.8: 9.7 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 : 244: 73 41 10 72 73 146 123:
Old : 244: 73 41 10 72 73 146 123:
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 : 23.4 37.5 35.6 50.8 23.0 37.5 34.6 50.8
Old : 23.4 37.5 35.6 50.8 23.0 37.5 34.6 50.8
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, October 19, 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 : 133,257: 71,661 12,480 172 26,588 105,534 98,421 118,186: 34,836 15,071
Old : 133,257: 71,661 12,480 172 26,588 105,534 98,421 118,186: 34,836 15,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -5,280: -8,036 474 20 110 -7,060 -7,906 -6,566: 2,626 1,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 9.4 0.1 20.0 79.2 73.9 88.7: 26.1 11.3
Old : 100.0: 53.8 9.4 0.1 20.0 79.2 73.9 88.7: 26.1 11.3
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 : 78: 37 12 3 13 21 52 34:
Old : 78: 37 12 3 13 21 52 34:
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 : 34.4 52.2 46.0 67.5 34.4 52.0 45.8 66.6
Old : 34.4 52.2 46.0 67.5 34.4 52.0 45.8 66.6
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, October 19, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 32,911: 7,092 6,865 4 16,738 7,928 23,834 14,797: 9,077 18,114
Old : 32,911: 7,092 6,865 4 16,738 7,928 23,834 14,797: 9,077 18,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -1,207: -477 715 0 588 789 111 1,504: -1,318 -2,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 20.9 0.0 50.9 24.1 72.4 45.0: 27.6 55.0
Old : 100.0: 21.5 20.9 0.0 50.9 24.1 72.4 45.0: 27.6 55.0
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 : 51: 13 8 1 24 13 37 22:
Old : 51: 13 8 1 24 13 37 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 : 25.5 23.0 38.4 31.6 25.5 23.0 36.6 31.2
Old : 25.5 23.0 38.4 31.6 25.5 23.0 36.6 31.2
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, October 19, 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 : 39,098: 7,361 10,395 503 23,120 20,269 30,984 31,167: 8,114 7,931
Old : 39,098: 7,361 10,395 503 23,120 20,269 30,984 31,167: 8,114 7,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 2,298: 1,160 1,657 98 1,516 478 2,774 2,233: -476 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 26.6 1.3 59.1 51.8 79.2 79.7: 20.8 20.3
Old : 100.0: 18.8 26.6 1.3 59.1 51.8 79.2 79.7: 20.8 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 : 49: 11 8 1 17 19 28 28:
Old : 49: 11 8 1 17 19 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 40.1 51.5 54.8 34.8 40.1 49.9 54.8
Old : 36.5 40.1 51.5 54.8 34.8 40.1 49.9 54.8
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, October 19, 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 : 31,406: 4,701 1,379 300 22,657 27,691 27,658 29,370: 3,748 2,036
Old : 31,406: 4,701 1,379 300 22,657 27,691 27,658 29,370: 3,748 2,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -298: 782 -436 0 -1,166 362 -384 -74: 86 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 4.4 1.0 72.1 88.2 88.1 93.5: 11.9 6.5
Old : 100.0: 15.0 4.4 1.0 72.1 88.2 88.1 93.5: 11.9 6.5
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 : 46: 7 3 1 18 25 25 29:
Old : 46: 7 3 1 18 25 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 41.6 64.5 65.8 42.4 41.6 55.6 61.0
Old : 48.8 41.6 64.5 65.8 42.4 41.6 55.6 61.0
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, October 19, 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 : 33,087: 7,137 1,281 0 19,096 30,599 26,233 31,880: 6,854 1,207
Old : 33,087: 7,137 1,281 0 19,096 30,599 26,233 31,880: 6,854 1,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 2,314: -769 -204 0 2,687 3,272 1,918 3,068: 396 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 3.9 0.0 57.7 92.5 79.3 96.4: 20.7 3.6
Old : 100.0: 21.6 3.9 0.0 57.7 92.5 79.3 96.4: 20.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 13 1 0 19 16 32 17:
Old : 44: 13 1 0 19 16 32 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 : 31.4 68.3 45.3 86.3 30.1 68.3 44.0 86.3
Old : 31.4 68.3 45.3 86.3 30.1 68.3 44.0 86.3
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, October 19, 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 : 14,874: 4,225 4,736 0 9,430 9,310 13,655 14,046: 1,219 828
Old : 14,874: 4,225 4,736 0 9,430 9,310 13,655 14,046: 1,219 828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: -868: 89 -1,547 0 -597 855 -508 -692: -360 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 31.8 0.0 63.4 62.6 91.8 94.4: 8.2 5.6
Old : 100.0: 28.4 31.8 0.0 63.4 62.6 91.8 94.4: 8.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 4 0 5 2 18 6:
Old : 24: 13 4 0 5 2 18 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 92.4 76.9 94.4 64.4 92.4 76.9 94.4
Old : 64.4 92.4 76.9 94.4 64.4 92.4 76.9 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 22, 2010