MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 26, 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 : 27,587: 4,388 2,310 947 17,475 20,640 22,810 23,897: 4,777 3,690
Old : 27,587: 4,388 2,310 947 17,475 20,640 22,810 23,897: 4,777 3,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,083: 63 -146 4 452 1,090 519 948: 564 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 8.4 3.4 63.3 74.8 82.7 86.6: 17.3 13.4
Old : 100.0: 15.9 8.4 3.4 63.3 74.8 82.7 86.6: 17.3 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 : 68: 16 11 13 29 23 53 40:
Old : 68: 16 11 13 29 23 53 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 42.9 50.3 59.2 36.7 39.2 49.1 55.4
Old : 36.7 42.9 50.3 59.2 36.7 39.2 49.1 55.4
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 26, 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 : 199,243: 51,852 28,350 43,184 86,758 95,353 181,794 166,887: 17,449 32,356
Old : 198,928: 51,862 28,375 43,101 86,748 95,253 181,711 166,729: 17,217 32,199
Other: 315: 65 50 8 10 100 83 158: 232 157
: : :
: : Changes in Commitments from: October 19, 2010 :
: -3,194: -7,495 -1,929 3,892 1,506 -3,680 -2,097 -1,717: -1,097 -1,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 14.2 21.7 43.5 47.9 91.2 83.8: 8.8 16.2
Old : 100.0: 26.1 14.3 21.7 43.6 47.9 91.3 83.8: 8.7 16.2
Other: 100.0: 20.6 15.9 2.5 3.2 31.7 26.3 50.2: 73.7 49.8
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 74 85 83 39 55 166 180:
Old : 240: 74 86 83 39 55 166 180:
Other: 13: 5 1 1 1 6 7 7:
:----------------------------------------------------------------------------------------------------
: 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 25.4 36.9 32.9 23.7 25.2 36.2 31.2
Old : 23.8 25.5 37.0 32.9 23.8 25.2 36.2 31.2
Other: 20.0 46.3 26.3 50.2 20.0 43.8 23.8 47.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 26, 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 : 315,404: 142,761 44,619 31,962 116,084 179,629 290,807 256,210: 24,597 59,194
Old : 315,404: 142,761 44,619 31,962 116,084 179,629 290,807 256,210: 24,597 59,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 222: 2,010 4,136 -1,878 -35 -1,576 97 682: 125 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 14.1 10.1 36.8 57.0 92.2 81.2: 7.8 18.8
Old : 100.0: 45.3 14.1 10.1 36.8 57.0 92.2 81.2: 7.8 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 139 71 84 75 179 256 298:
Old : 419: 139 71 84 75 179 256 298:
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 : 18.9 18.6 30.6 26.3 18.9 18.2 30.4 25.5
Old : 18.9 18.6 30.6 26.3 18.9 18.2 30.4 25.5
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 26, 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 : 9,353: 4,000 2,505 832 2,582 4,572 7,414 7,909: 1,939 1,444
Old : 9,353: 4,000 2,505 832 2,582 4,572 7,414 7,909: 1,939 1,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -538: -115 -208 -42 -303 -122 -460 -372: -78 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 26.8 8.9 27.6 48.9 79.3 84.6: 20.7 15.4
Old : 100.0: 42.8 26.8 8.9 27.6 48.9 79.3 84.6: 20.7 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 29 27 12 19 30 59 59:
Old : 93: 29 27 12 19 30 59 59:
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 26.0 49.0 40.0 36.3 25.8 48.7 39.3
Old : 36.3 26.0 49.0 40.0 36.3 25.8 48.7 39.3
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 26, 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 : 29,401: 9,823 9,648 3,125 11,549 4,449 24,497 17,222: 4,904 12,179
Old : 29,401: 9,823 9,648 3,125 11,549 4,449 24,497 17,222: 4,904 12,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -638: -151 -12 -629 202 105 -578 -536: -60 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 32.8 10.6 39.3 15.1 83.3 58.6: 16.7 41.4
Old : 100.0: 33.4 32.8 10.6 39.3 15.1 83.3 58.6: 16.7 41.4
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 : 126: 23 38 33 38 35 85 87:
Old : 126: 23 38 33 38 35 85 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 : 22.4 18.6 38.9 25.7 22.4 17.0 38.8 23.4
Old : 22.4 18.6 38.9 25.7 22.4 17.0 38.8 23.4
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 26, 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 : 39,577: 6,010 16 606 24,607 38,883 31,223 39,505: 8,354 72
Old : 39,577: 6,010 16 606 24,607 38,883 31,223 39,505: 8,354 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -1,605: -1,546 0 0 87 -1,610 -1,459 -1,610: -146 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 0.0 1.5 62.2 98.2 78.9 99.8: 21.1 0.2
Old : 100.0: 15.2 0.0 1.5 62.2 98.2 78.9 99.8: 21.1 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 : 57.4 79.3 69.5 94.2 45.8 68.0 54.7 77.3
Old : 57.4 79.3 69.5 94.2 45.8 68.0 54.7 77.3
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 26, 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 : 102,269: 37,802 17,927 100 23,710 69,433 61,612 87,460: 40,657 14,809
Old : 102,269: 37,802 17,927 100 23,710 69,433 61,612 87,460: 40,657 14,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -10,522: -10,050 815 -45 725 -10,678 -9,370 -9,908: -1,152 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 17.5 0.1 23.2 67.9 60.2 85.5: 39.8 14.5
Old : 100.0: 37.0 17.5 0.1 23.2 67.9 60.2 85.5: 39.8 14.5
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 : 79: 33 11 3 22 22 58 33:
Old : 79: 33 11 3 22 22 58 33:
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 40.2 31.1 59.8 20.5 40.2 30.8 58.5
Old : 20.7 40.2 31.1 59.8 20.5 40.2 30.8 58.5
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 26, 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 : 50,068: 24,600 12,081 1 6,871 28,422 31,472 40,504: 18,596 9,564
Old : 50,068: 24,600 12,081 1 6,871 28,422 31,472 40,504: 18,596 9,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -3,954: -308 -1,592 -2 -2,616 -2,298 -2,926 -3,892: -1,028 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 24.1 0.0 13.7 56.8 62.9 80.9: 37.1 19.1
Old : 100.0: 49.1 24.1 0.0 13.7 56.8 62.9 80.9: 37.1 19.1
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 : 48: 17 8 1 10 18 27 27:
Old : 48: 17 8 1 10 18 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 42.0 41.0 58.3 29.3 42.0 40.7 58.1
Old : 29.3 42.0 41.0 58.3 29.3 42.0 40.7 58.1
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 26, 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 : 136,899: 103,670 23,527 1 25,370 111,551 129,041 135,079: 7,858 1,820
Old : 136,899: 103,670 23,527 1 25,370 111,551 129,041 135,079: 7,858 1,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -959: -887 1,095 -45 -1,314 -1,957 -2,246 -907: 1,287 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 17.2 0.0 18.5 81.5 94.3 98.7: 5.7 1.3
Old : 100.0: 75.7 17.2 0.0 18.5 81.5 94.3 98.7: 5.7 1.3
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 : 112: 58 17 1 20 21 78 39:
Old : 112: 58 17 1 20 21 78 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 : 49.4 56.4 64.5 80.5 49.4 56.3 64.5 80.5
Old : 49.4 56.4 64.5 80.5 49.4 56.3 64.5 80.5
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 26, 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 : 86,611: 33,001 27,912 374 28,511 38,142 61,886 66,428: 24,725 20,183
Old : 86,611: 33,001 27,912 374 28,511 38,142 61,886 66,428: 24,725 20,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -3,457: -1,707 -1,000 228 -3,451 -2,733 -4,930 -3,505: 1,473 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 32.2 0.4 32.9 44.0 71.5 76.7: 28.5 23.3
Old : 100.0: 38.1 32.2 0.4 32.9 44.0 71.5 76.7: 28.5 23.3
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 : 81: 27 18 7 21 24 49 48:
Old : 81: 27 18 7 21 24 49 48:
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 : 23.0 25.4 36.2 40.6 22.4 24.7 35.7 38.7
Old : 23.0 25.4 36.2 40.6 22.4 24.7 35.7 38.7
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, October 26, 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 : 139,850: 61,305 18,176 544 48,456 91,135 110,305 109,855: 29,545 29,995
Old : 139,850: 61,305 18,176 544 48,456 91,135 110,305 109,855: 29,545 29,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 354: -1,249 1,478 455 971 -821 177 1,112: 177 -758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 13.0 0.4 34.6 65.2 78.9 78.6: 21.1 21.4
Old : 100.0: 43.8 13.0 0.4 34.6 65.2 78.9 78.6: 21.1 21.4
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: 42 26 6 19 31 64 60:
Old : 111: 42 26 6 19 31 64 60:
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 : 31.3 49.1 42.2 56.3 31.3 47.9 41.8 55.1
Old : 31.3 49.1 42.2 56.3 31.3 47.9 41.8 55.1
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 26, 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 : 209,103: 70,109 29,604 2,855 79,733 130,949 152,697 163,408: 56,406 45,695
Old : 209,103: 70,109 29,604 2,855 79,733 130,949 152,697 163,408: 56,406 45,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -10,658: -4,746 1,497 551 -550 -12,169 -4,745 -10,121: -5,913 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 14.2 1.4 38.1 62.6 73.0 78.1: 27.0 21.9
Old : 100.0: 33.5 14.2 1.4 38.1 62.6 73.0 78.1: 27.0 21.9
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 : 155: 56 34 16 36 41 98 85:
Old : 155: 56 34 16 36 41 98 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 42.0 30.8 48.4 20.7 41.4 30.4 47.0
Old : 20.8 42.0 30.8 48.4 20.7 41.4 30.4 47.0
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 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 26,754: 21,577 5,706 0 1,573 19,978 23,150 25,684: 3,604 1,070
Old : 26,754: 21,577 5,706 0 1,573 19,978 23,150 25,684: 3,604 1,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -277: 100 -440 0 -283 223 -183 -217: -94 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 21.3 0.0 5.9 74.7 86.5 96.0: 13.5 4.0
Old : 100.0: 80.6 21.3 0.0 5.9 74.7 86.5 96.0: 13.5 4.0
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 : 37: 14 8 0 4 12 18 20:
Old : 37: 14 8 0 4 12 18 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 : 67.0 57.0 80.7 82.1 67.0 57.0 80.7 82.1
Old : 67.0 57.0 80.7 82.1 67.0 57.0 80.7 82.1
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 26, 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 : 8,167,894: 1,497,343 601,223 1,057,666 4,642,797 5,562,037 7,197,806 7,220,926: 970,088 946,968
Old : 8,167,894: 1,497,343 601,223 1,057,666 4,642,797 5,562,037 7,197,806 7,220,926: 970,088 946,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 187,533: -101,215 -17,667 33,679 206,637 155,360 139,101 171,372: 48,432 16,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 7.4 12.9 56.8 68.1 88.1 88.4: 11.9 11.6
Old : 100.0: 18.3 7.4 12.9 56.8 68.1 88.1 88.4: 11.9 11.6
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 : 251: 58 45 79 123 129 225 221:
Old : 251: 58 45 79 123 129 225 221:
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 : 29.9 28.2 40.7 41.2 27.8 23.9 34.8 33.5
Old : 29.9 28.2 40.7 41.2 27.8 23.9 34.8 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, October 26, 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 : 869,680: 78,107 73,923 43,715 620,460 649,461 742,283 767,099: 127,397 102,581
Old : 869,680: 78,107 73,923 43,715 620,460 649,461 742,283 767,099: 127,397 102,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 15,604: 6,363 -4,057 6,956 5,859 13,735 19,179 16,634: -3,574 -1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 8.5 5.0 71.3 74.7 85.4 88.2: 14.6 11.8
Old : 100.0: 9.0 8.5 5.0 71.3 74.7 85.4 88.2: 14.6 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 : 532: 104 99 46 212 222 334 349:
Old : 532: 104 99 46 212 222 334 349:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 16.1 27.4 26.5 15.0 12.7 22.4 20.7
Old : 18.1 16.1 27.4 26.5 15.0 12.7 22.4 20.7
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 26, 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 : 330,479: 53,838 19,126 483 205,157 253,633 259,478 273,242: 71,001 57,237
Old : 330,479: 53,838 19,126 483 205,157 253,633 259,478 273,242: 71,001 57,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 14,332: 8,464 1,490 -85 8,114 12,104 16,493 13,509: -2,161 823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 5.8 0.1 62.1 76.7 78.5 82.7: 21.5 17.3
Old : 100.0: 16.3 5.8 0.1 62.1 76.7 78.5 82.7: 21.5 17.3
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 : 131: 15 20 6 53 62 71 85:
Old : 131: 15 20 6 53 62 71 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 : 29.8 28.5 40.8 44.3 28.6 27.3 39.6 43.1
Old : 29.8 28.5 40.8 44.3 28.6 27.3 39.6 43.1
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 26, 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 : 2,696,003: 307,859 460,496 29,650 2,076,515 1,979,139 2,414,024 2,469,285: 281,979 226,718
Old : 2,696,003: 307,859 460,496 29,650 2,076,515 1,979,139 2,414,024 2,469,285: 281,979 226,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 6,362: 34,717 17,485 -10,016 -11,273 8,155 13,428 15,624: -7,066 -9,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 17.1 1.1 77.0 73.4 89.5 91.6: 10.5 8.4
Old : 100.0: 11.4 17.1 1.1 77.0 73.4 89.5 91.6: 10.5 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 487: 96 94 31 184 194 294 305:
Old : 487: 96 94 31 184 194 294 305:
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 : 20.0 17.3 30.5 26.3 17.6 15.5 25.9 23.5
Old : 20.0 17.3 30.5 26.3 17.6 15.5 25.9 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, October 26, 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 : 108,705: 17,503 8,056 78 80,140 97,854 97,721 105,988: 10,984 2,717
Old : 108,705: 17,503 8,056 78 80,140 97,854 97,721 105,988: 10,984 2,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,065: 287 440 -512 674 1,735 449 1,663: 616 -598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 7.4 0.1 73.7 90.0 89.9 97.5: 10.1 2.5
Old : 100.0: 16.1 7.4 0.1 73.7 90.0 89.9 97.5: 10.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 13 5 1 47 34 60 40:
Old : 87: 13 5 1 47 34 60 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 45.0 53.8 68.2 29.8 43.1 43.4 62.7
Old : 39.7 45.0 53.8 68.2 29.8 43.1 43.4 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, October 26, 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 : 115,614: 31,065 8,932 8,116 64,520 90,617 103,701 107,664: 11,914 7,950
Old : 115,614: 31,065 8,932 8,116 64,520 90,617 103,701 107,664: 11,914 7,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 6,431: 5,086 667 -472 1,748 5,420 6,362 5,615: 69 816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 7.7 7.0 55.8 78.4 89.7 93.1: 10.3 6.9
Old : 100.0: 26.9 7.7 7.0 55.8 78.4 89.7 93.1: 10.3 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 : 246: 78 36 13 79 78 161 123:
Old : 246: 78 36 13 79 78 161 123:
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 : 20.9 29.9 33.8 44.4 14.3 21.4 22.4 32.6
Old : 20.9 29.9 33.8 44.4 14.3 21.4 22.4 32.6
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 26, 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 : 24,835: 7,709 0 0 13,378 20,266 21,087 20,266: 3,748 4,569
Old : 24,835: 7,709 0 0 13,378 20,266 21,087 20,266: 3,748 4,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 2,068: 368 0 0 1,444 1,825 1,812 1,825: 256 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 0.0 0.0 53.9 81.6 84.9 81.6: 15.1 18.4
Old : 100.0: 31.0 0.0 0.0 53.9 81.6 84.9 81.6: 15.1 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 : 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 : 66.7 47.7 82.8 71.0 66.7 47.7 82.8 71.0
Old : 66.7 47.7 82.8 71.0 66.7 47.7 82.8 71.0
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 26, 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 : 453,896: 155,314 83,196 2,043 255,711 351,753 413,068 436,992: 40,828 16,904
Old : 453,896: 155,314 83,196 2,043 255,711 351,753 413,068 436,992: 40,828 16,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 21,816: 25,419 5,164 -4,191 1,521 17,976 22,749 18,949: -933 2,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 18.3 0.5 56.3 77.5 91.0 96.3: 9.0 3.7
Old : 100.0: 34.2 18.3 0.5 56.3 77.5 91.0 96.3: 9.0 3.7
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 : 243: 77 37 10 74 73 153 118:
Old : 243: 77 37 10 74 73 153 118:
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 : 24.1 37.9 35.3 50.1 23.7 37.9 34.1 50.1
Old : 24.1 37.9 35.3 50.1 23.7 37.9 34.1 50.1
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 26, 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 : 128,470: 67,433 12,318 150 27,672 100,417 95,255 112,885: 33,215 15,585
Old : 128,470: 67,433 12,318 150 27,672 100,417 95,255 112,885: 33,215 15,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -4,787: -4,228 -162 -22 1,084 -5,117 -3,166 -5,301: -1,621 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 9.6 0.1 21.5 78.2 74.1 87.9: 25.9 12.1
Old : 100.0: 52.5 9.6 0.1 21.5 78.2 74.1 87.9: 25.9 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 : 71: 32 11 1 12 20 45 31:
Old : 71: 32 11 1 12 20 45 31:
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 : 34.7 52.6 47.9 68.0 34.7 52.5 47.7 67.5
Old : 34.7 52.6 47.9 68.0 34.7 52.5 47.7 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 26, 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 : 34,411: 7,115 6,885 4 17,625 8,346 24,744 15,235: 9,667 19,176
Old : 34,411: 7,115 6,885 4 17,625 8,346 24,744 15,235: 9,667 19,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,500: 23 20 0 887 418 910 438: 590 1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 20.0 0.0 51.2 24.3 71.9 44.3: 28.1 55.7
Old : 100.0: 20.7 20.0 0.0 51.2 24.3 71.9 44.3: 28.1 55.7
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 : 49: 9 8 1 26 12 35 21:
Old : 49: 9 8 1 26 12 35 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 : 25.5 22.7 38.8 31.1 25.5 22.7 36.2 30.7
Old : 25.5 22.7 38.8 31.1 25.5 22.7 36.2 30.7
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 26, 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 : 43,971: 7,630 11,566 696 26,546 22,272 34,872 34,534: 9,099 9,437
Old : 43,971: 7,630 11,566 696 26,546 22,272 34,872 34,534: 9,099 9,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 4,873: 269 1,171 193 3,426 2,003 3,888 3,367: 985 1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 26.3 1.6 60.4 50.7 79.3 78.5: 20.7 21.5
Old : 100.0: 17.4 26.3 1.6 60.4 50.7 79.3 78.5: 20.7 21.5
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 : 54: 12 10 1 18 19 31 29:
Old : 54: 12 10 1 18 19 31 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 : 36.2 41.6 50.9 55.7 34.3 41.6 49.0 55.7
Old : 36.2 41.6 50.9 55.7 34.3 41.6 49.0 55.7
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 26, 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 : 31,603: 4,863 1,556 300 23,035 27,624 28,198 29,480: 3,405 2,123
Old : 31,603: 4,863 1,556 300 23,035 27,624 28,198 29,480: 3,405 2,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 197: 162 177 0 378 -67 540 110: -343 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 4.9 0.9 72.9 87.4 89.2 93.3: 10.8 6.7
Old : 100.0: 15.4 4.9 0.9 72.9 87.4 89.2 93.3: 10.8 6.7
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 : 47: 7 4 1 18 25 25 30:
Old : 47: 7 4 1 18 25 25 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 : 49.3 41.2 65.8 65.2 42.7 41.2 56.3 60.4
Old : 49.3 41.2 65.8 65.2 42.7 41.2 56.3 60.4
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 26, 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 : 34,261: 6,502 1,281 0 20,237 30,797 26,739 32,078: 7,522 2,183
Old : 34,261: 6,502 1,281 0 20,237 30,797 26,739 32,078: 7,522 2,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,174: -635 0 0 1,141 198 506 198: 668 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 3.7 0.0 59.1 89.9 78.0 93.6: 22.0 6.4
Old : 100.0: 19.0 3.7 0.0 59.1 89.9 78.0 93.6: 22.0 6.4
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 : 43: 11 1 0 20 17 31 18:
Old : 43: 11 1 0 20 17 31 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 65.8 44.0 83.2 28.3 65.8 42.7 83.2
Old : 29.6 65.8 44.0 83.2 28.3 65.8 42.7 83.2
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 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,147: 4,451 4,978 0 9,418 9,437 13,869 14,415: 1,278 732
Old : 15,147: 4,451 4,978 0 9,418 9,437 13,869 14,415: 1,278 732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 273: 226 242 0 -12 127 214 369: 59 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 32.9 0.0 62.2 62.3 91.6 95.2: 8.4 4.8
Old : 100.0: 29.4 32.9 0.0 62.2 62.3 91.6 95.2: 8.4 4.8
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 : 24: 12 4 0 6 3 18 7:
Old : 24: 12 4 0 6 3 18 7:
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 : 65.7 92.1 77.9 95.2 65.7 92.1 77.9 95.1
Old : 65.7 92.1 77.9 95.2 65.7 92.1 77.9 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 29, 2010