MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 38,263: 2,473 5,619 6,459 23,553 18,513 32,485 30,591: 5,779 7,673
Old : 38,263: 2,473 5,619 6,459 23,553 18,513 32,485 30,591: 5,779 7,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -236: -452 -326 -164 405 765 -211 276: -25 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 14.7 16.9 61.6 48.4 84.9 79.9: 15.1 20.1
Old : 100.0: 6.5 14.7 16.9 61.6 48.4 84.9 79.9: 15.1 20.1
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 : 72: 20 14 23 32 26 58 57:
Old : 72: 20 14 23 32 26 58 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 32.3 47.2 46.3 35.4 31.1 45.2 45.0
Old : 35.4 32.3 47.2 46.3 35.4 31.1 45.2 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 226,745: 58,199 13,590 51,541 90,809 126,843 200,549 191,974: 26,195 34,770
Old : 223,275: 57,556 13,853 50,954 89,375 124,196 197,884 189,003: 25,391 34,272
Other: 3,469: 911 4 320 1,435 2,647 2,665 2,971: 804 498
: : :
: : Changes in Commitments from: January 12, 2010 :
: 10,575: 4,779 -29 1,538 3,970 7,827 10,287 9,336: 288 1,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 6.0 22.7 40.0 55.9 88.4 84.7: 11.6 15.3
Old : 100.0: 25.8 6.2 22.8 40.0 55.6 88.6 84.7: 11.4 15.3
Other: 100.0: 26.2 0.1 9.2 41.4 76.3 76.8 85.6: 23.2 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 99 45 83 51 58 197 156:
Old : 231: 97 47 83 50 58 196 156:
Other: 46: 19 4 11 8 17 30 29:
:----------------------------------------------------------------------------------------------------
: 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 34.7 28.8 43.2 17.7 34.5 28.4 40.4
Old : 18.0 34.7 28.7 43.0 17.9 34.4 28.3 40.2
Other: 57.2 54.3 66.1 71.4 54.9 53.5 61.0 69.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 344,351: 120,520 33,896 66,041 131,446 178,031 318,007 277,969: 26,344 66,382
Old : 344,351: 120,520 33,896 66,041 131,446 178,031 318,007 277,969: 26,344 66,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 7,016: 9,140 -8,358 8 -2,053 11,818 7,095 3,468: -79 3,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 9.8 19.2 38.2 51.7 92.3 80.7: 7.7 19.3
Old : 100.0: 35.0 9.8 19.2 38.2 51.7 92.3 80.7: 7.7 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 127 70 96 101 174 275 301:
Old : 397: 127 70 96 101 174 275 301:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 15.9 27.1 23.3 16.8 13.9 26.6 20.5
Old : 17.3 15.9 27.1 23.3 16.8 13.9 26.6 20.5
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 with Delta-adjusted Options and Futures Combined, January 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 : 10,449: 4,090 1,373 1,564 2,840 6,044 8,494 8,981: 1,955 1,468
Old : 10,449: 4,090 1,373 1,564 2,840 6,044 8,494 8,981: 1,955 1,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 763: -134 -377 670 2 733 538 1,026: 225 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 13.1 15.0 27.2 57.8 81.3 85.9: 18.7 14.1
Old : 100.0: 39.1 13.1 15.0 27.2 57.8 81.3 85.9: 18.7 14.1
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 : 83: 30 17 10 13 30 48 53:
Old : 83: 30 17 10 13 30 48 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 24.4 49.7 40.1 32.7 24.4 48.3 39.2
Old : 32.7 24.4 49.7 40.1 32.7 24.4 48.3 39.2
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 with Delta-adjusted Options and Futures Combined, January 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 : 34,692: 12,042 6,363 5,546 11,613 9,665 29,201 21,574: 5,491 13,119
Old : 34,692: 12,042 6,363 5,546 11,613 9,665 29,201 21,574: 5,491 13,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,658: 880 -31 598 646 1,479 2,124 2,046: -466 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 18.3 16.0 33.5 27.9 84.2 62.2: 15.8 37.8
Old : 100.0: 34.7 18.3 16.0 33.5 27.9 84.2 62.2: 15.8 37.8
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 : 138: 37 35 31 43 46 97 98:
Old : 138: 37 35 31 43 46 97 98:
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 : 22.2 13.3 34.2 21.0 22.2 11.8 34.1 18.3
Old : 22.2 13.3 34.2 21.0 22.2 11.8 34.1 18.3
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 with Delta-adjusted Options and Futures Combined, January 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 : 17,177: 3,057 0 60 9,725 16,914 12,842 16,974: 4,335 203
Old : 17,177: 3,057 0 60 9,725 16,914 12,842 16,974: 4,335 203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -1,169: 511 -383 -60 -1,564 -559 -1,113 -1,002: -56 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 0.0 0.3 56.6 98.5 74.8 98.8: 25.2 1.2
Old : 100.0: 17.8 0.0 0.3 56.6 98.5 74.8 98.8: 25.2 1.2
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 : 20: 7 0 1 8 11 15 12:
Old : 20: 7 0 1 8 11 15 12:
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 : 46.2 85.6 65.9 94.5 36.2 72.4 47.9 77.2
Old : 46.2 85.6 65.9 94.5 36.2 72.4 47.9 77.2
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 with Delta-adjusted Options and Futures Combined, January 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 : 131,457: 58,202 10,661 4,049 21,343 96,282 83,595 110,992: 47,862 20,465
Old : 131,457: 58,202 10,661 4,049 21,343 96,282 83,595 110,992: 47,862 20,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 3,428: -2,487 -937 587 3,340 2,963 1,441 2,613: 1,987 815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 8.1 3.1 16.2 73.2 63.6 84.4: 36.4 15.6
Old : 100.0: 44.3 8.1 3.1 16.2 73.2 63.6 84.4: 36.4 15.6
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 : 78: 32 10 12 24 28 62 44:
Old : 78: 32 10 12 24 28 62 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 40.0 37.0 62.4 26.6 39.5 37.0 61.8
Old : 26.6 40.0 37.0 62.4 26.6 39.5 37.0 61.8
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 with Delta-adjusted Options and Futures Combined, January 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 : 40,172: 17,016 3,310 1,606 6,324 25,921 24,945 30,837: 15,227 9,335
Old : 40,172: 17,016 3,310 1,606 6,324 25,921 24,945 30,837: 15,227 9,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -233: -44 49 291 -550 927 -303 1,267: 70 -1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 8.2 4.0 15.7 64.5 62.1 76.8: 37.9 23.2
Old : 100.0: 42.4 8.2 4.0 15.7 64.5 62.1 76.8: 37.9 23.2
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 : 36: 19 4 6 7 11 26 21:
Old : 36: 19 4 6 7 11 26 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 : 26.9 52.6 39.6 65.6 26.1 52.4 37.5 65.4
Old : 26.9 52.6 39.6 65.6 26.1 52.4 37.5 65.4
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 with Delta-adjusted Options and Futures Combined, January 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 : 112,388: 87,090 7,837 234 17,005 102,528 104,329 110,599: 8,059 1,789
Old : 112,388: 87,090 7,837 234 17,005 102,528 104,329 110,599: 8,059 1,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 7,720: 5,485 2,135 -15 993 5,397 6,463 7,517: 1,257 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 7.0 0.2 15.1 91.2 92.8 98.4: 7.2 1.6
Old : 100.0: 77.5 7.0 0.2 15.1 91.2 92.8 98.4: 7.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 52 15 2 15 21 68 37:
Old : 96: 52 15 2 15 21 68 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 65.8 70.4 82.0 53.1 65.5 70.3 81.2
Old : 53.1 65.8 70.4 82.0 53.1 65.5 70.3 81.2
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 with Delta-adjusted Options and Futures Combined, January 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 : 89,499: 21,564 41,037 3,530 42,843 18,199 67,937 62,765: 21,562 26,734
Old : 89,499: 21,564 41,037 3,530 42,843 18,199 67,937 62,765: 21,562 26,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -4,972: 6,275 -9,630 845 -14,263 5,876 -7,143 -2,908: 2,171 -2,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 45.9 3.9 47.9 20.3 75.9 70.1: 24.1 29.9
Old : 100.0: 24.1 45.9 3.9 47.9 20.3 75.9 70.1: 24.1 29.9
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 : 72: 18 26 10 18 18 41 49:
Old : 72: 18 26 10 18 18 41 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 30.4 43.7 39.3 28.6 30.4 41.7 39.3
Old : 29.4 30.4 43.7 39.3 28.6 30.4 41.7 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 133,668: 23,376 39,532 8,115 82,296 53,160 113,787 100,807: 19,881 32,861
Old : 133,668: 23,376 39,532 8,115 82,296 53,160 113,787 100,807: 19,881 32,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,446: 1,663 2,230 -342 -1,607 1,328 -286 3,216: 1,733 -1,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 29.6 6.1 61.6 39.8 85.1 75.4: 14.9 24.6
Old : 100.0: 17.5 29.6 6.1 61.6 39.8 85.1 75.4: 14.9 24.6
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 : 87: 22 36 19 18 23 52 66:
Old : 87: 22 36 19 18 23 52 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 29.1 63.0 44.0 47.6 27.9 58.3 39.6
Old : 52.3 29.1 63.0 44.0 47.6 27.9 58.3 39.6
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 with Delta-adjusted Options and Futures Combined, January 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 : 195,009: 36,126 59,254 21,709 84,549 65,834 142,385 146,797: 52,625 48,212
Old : 195,009: 36,126 59,254 21,709 84,549 65,834 142,385 146,797: 52,625 48,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 7,432: -311 6,892 1,082 3,806 -3,822 4,576 4,152: 2,856 3,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 30.4 11.1 43.4 33.8 73.0 75.3: 27.0 24.7
Old : 100.0: 18.5 30.4 11.1 43.4 33.8 73.0 75.3: 27.0 24.7
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 : 150: 47 48 44 38 35 109 103:
Old : 150: 47 48 44 38 35 109 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 19.2 37.4 29.5 29.3 18.4 34.8 27.4
Old : 30.9 19.2 37.4 29.5 29.3 18.4 34.8 27.4
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 with Delta-adjusted Options and Futures Combined, January 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 : 26,917: 22,397 6,041 0 1,218 19,664 23,615 25,705: 3,302 1,212
Old : 26,917: 22,397 6,041 0 1,218 19,664 23,615 25,705: 3,302 1,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,185: 980 307 0 22 854 1,002 1,161: 183 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 22.4 0.0 4.5 73.1 87.7 95.5: 12.3 4.5
Old : 100.0: 83.2 22.4 0.0 4.5 73.1 87.7 95.5: 12.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 17 8 0 4 11 21 19:
Old : 38: 17 8 0 4 11 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 53.2 80.1 75.9 64.7 52.5 80.1 75.2
Old : 64.7 53.2 80.1 75.9 64.7 52.5 80.1 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 :12,161,231: 1,426,921 299,987 4,094,330 5,747,239 6,767,419 11,268,490 11,161,736: 892,741 999,495
Old :12,161,231: 1,426,921 299,987 4,094,330 5,747,239 6,767,419 11,268,490 11,161,736: 892,741 999,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 243,676: 168,711 3,859 41,324 -5,695 160,784 204,340 205,968: 39,335 37,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 2.5 33.7 47.3 55.6 92.7 91.8: 7.3 8.2
Old : 100.0: 11.7 2.5 33.7 47.3 55.6 92.7 91.8: 7.3 8.2
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 : 282: 79 58 112 131 134 264 257:
Old : 282: 79 58 112 131 134 264 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 24.9 32.3 37.1 15.7 16.0 20.8 19.1
Old : 21.1 24.9 32.3 37.1 15.7 16.0 20.8 19.1
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 with Delta-adjusted Options and Futures Combined, January 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 : 402,156: 26,778 30,492 24,184 252,093 301,051 303,054 355,727: 99,102 46,429
Old : 402,156: 26,778 30,492 24,184 252,093 301,051 303,054 355,727: 99,102 46,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -53: 465 2,751 -3,462 -817 -83 -3,814 -794: 3,761 741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 7.6 6.0 62.7 74.9 75.4 88.5: 24.6 11.5
Old : 100.0: 6.7 7.6 6.0 62.7 74.9 75.4 88.5: 24.6 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 26 19 25 86 68 123 101:
Old : 149: 26 19 25 86 68 123 101:
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 30.3 25.5 44.4 17.3 30.0 23.5 44.1
Old : 18.9 30.3 25.5 44.4 17.3 30.0 23.5 44.1
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 with Delta-adjusted Options and Futures Combined, January 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 : 2,597,884: 397,285 341,728 58,332 1,941,677 1,911,851 2,397,294 2,311,911: 200,590 285,973
Old : 2,597,884: 397,285 341,728 58,332 1,941,677 1,911,851 2,397,294 2,311,911: 200,590 285,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 5,912: 22,045 8,871 -16,310 9,502 9,476 15,238 2,038: -9,326 3,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 13.2 2.2 74.7 73.6 92.3 89.0: 7.7 11.0
Old : 100.0: 15.3 13.2 2.2 74.7 73.6 92.3 89.0: 7.7 11.0
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 : 436: 97 93 62 166 169 299 288:
Old : 436: 97 93 62 166 169 299 288:
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 19.4 30.8 27.1 20.1 16.5 27.9 24.0
Old : 20.8 19.4 30.8 27.1 20.1 16.5 27.9 24.0
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 with Delta-adjusted Options and Futures Combined, January 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 : 98,247: 9,171 9,699 0 78,857 85,793 88,028 95,492: 10,219 2,755
Old : 98,247: 9,171 9,699 0 78,857 85,793 88,028 95,492: 10,219 2,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -22: 714 -2 -299 -1,808 765 -1,393 464: 1,371 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 9.9 0.0 80.3 87.3 89.6 97.2: 10.4 2.8
Old : 100.0: 9.3 9.9 0.0 80.3 87.3 89.6 97.2: 10.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 12 4 0 45 31 57 35:
Old : 79: 12 4 0 45 31 57 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 57.0 49.5 74.4 25.8 54.8 39.0 67.2
Old : 34.3 57.0 49.5 74.4 25.8 54.8 39.0 67.2
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 with Delta-adjusted Options and Futures Combined, January 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 : 15,681: 5,658 205 627 5,192 12,065 11,477 12,897: 4,204 2,783
Old : 15,681: 5,658 205 627 5,192 12,065 11,477 12,897: 4,204 2,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,116: 1,575 205 0 -458 840 1,117 1,045: -1 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 1.3 4.0 33.1 76.9 73.2 82.2: 26.8 17.8
Old : 100.0: 36.1 1.3 4.0 33.1 76.9 73.2 82.2: 26.8 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 : 24: 4 1 1 11 12 15 14:
Old : 24: 4 1 1 11 12 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 54.8 64.6 72.7 49.1 52.7 59.6 68.9
Old : 52.9 54.8 64.6 72.7 49.1 52.7 59.6 68.9
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 with Delta-adjusted Options and Futures Combined, January 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 : 347,532: 139,140 90,186 6,692 172,424 235,050 318,256 331,927: 29,276 15,605
Old : 347,532: 139,140 90,186 6,692 172,424 235,050 318,256 331,927: 29,276 15,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 30,249: 29,525 424 -1,510 1,302 31,368 29,318 30,282: 932 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 26.0 1.9 49.6 67.6 91.6 95.5: 8.4 4.5
Old : 100.0: 40.0 26.0 1.9 49.6 67.6 91.6 95.5: 8.4 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 75 43 15 56 77 137 129:
Old : 232: 75 43 15 56 77 137 129:
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 : 25.3 26.1 35.2 40.6 22.3 24.8 32.1 39.0
Old : 25.3 26.1 35.2 40.6 22.3 24.8 32.1 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 138,417: 77,336 14,025 3,416 25,097 108,747 105,850 126,188: 32,567 12,229
Old : 138,417: 77,336 14,025 3,416 25,097 108,747 105,850 126,188: 32,567 12,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 6,540: 4,127 254 1,139 432 6,889 5,698 8,282: 842 -1,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 10.1 2.5 18.1 78.6 76.5 91.2: 23.5 8.8
Old : 100.0: 55.9 10.1 2.5 18.1 78.6 76.5 91.2: 23.5 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 : 71: 35 12 11 14 18 55 35:
Old : 71: 35 12 11 14 18 55 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 53.7 47.4 75.4 31.9 53.4 47.0 74.0
Old : 31.9 53.7 47.4 75.4 31.9 53.4 47.0 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 40,128: 14,685 15,145 0 19,014 11,767 33,699 26,912: 6,429 13,216
Old : 40,128: 14,685 15,145 0 19,014 11,767 33,699 26,912: 6,429 13,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,874: 919 536 0 469 1,005 1,388 1,541: 486 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 37.7 0.0 47.4 29.3 84.0 67.1: 16.0 32.9
Old : 100.0: 36.6 37.7 0.0 47.4 29.3 84.0 67.1: 16.0 32.9
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 : 56: 19 11 0 16 18 35 29:
Old : 56: 19 11 0 16 18 35 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 : 42.9 34.8 55.2 46.7 42.2 34.6 53.8 46.6
Old : 42.9 34.8 55.2 46.7 42.2 34.6 53.8 46.6
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 with Delta-adjusted Options and Futures Combined, January 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 : 36,241: 13,234 8,032 488 17,002 21,647 30,724 30,167: 5,517 6,074
Old : 36,241: 13,234 8,032 488 17,002 21,647 30,724 30,167: 5,517 6,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -824: -2,565 184 100 2,230 725 -235 1,009: -589 -1,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 22.2 1.3 46.9 59.7 84.8 83.2: 15.2 16.8
Old : 100.0: 36.5 22.2 1.3 46.9 59.7 84.8 83.2: 15.2 16.8
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 : 63: 12 13 2 18 26 31 40:
Old : 63: 12 13 2 18 26 31 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 : 34.1 26.4 52.2 41.0 31.3 26.4 46.7 39.5
Old : 34.1 26.4 52.2 41.0 31.3 26.4 46.7 39.5
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 with Delta-adjusted Options and Futures Combined, January 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 : 27,668: 5,926 347 40 19,595 25,819 25,561 26,206: 2,107 1,462
Old : 27,668: 5,926 347 40 19,595 25,819 25,561 26,206: 2,107 1,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -49: 324 33 0 109 -283 433 -250: -482 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 1.3 0.1 70.8 93.3 92.4 94.7: 7.6 5.3
Old : 100.0: 21.4 1.3 0.1 70.8 93.3 92.4 94.7: 7.6 5.3
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 : 40: 10 1 1 15 18 25 20:
Old : 40: 10 1 1 15 18 25 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 : 53.9 67.0 68.9 79.8 51.6 67.0 66.5 79.1
Old : 53.9 67.0 68.9 79.8 51.6 67.0 66.5 79.1
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 with Delta-adjusted Options and Futures Combined, January 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 : 20,089: 4,050 1,157 40 9,592 17,674 13,682 18,871: 6,407 1,218
Old : 20,089: 4,050 1,157 40 9,592 17,674 13,682 18,871: 6,407 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -486: -85 -89 40 -650 -143 -695 -192: 209 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 5.8 0.2 47.7 88.0 68.1 93.9: 31.9 6.1
Old : 100.0: 20.2 5.8 0.2 47.7 88.0 68.1 93.9: 31.9 6.1
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 : 26: 8 3 1 10 7 18 11:
Old : 26: 8 3 1 10 7 18 11:
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 : 45.1 84.1 54.8 91.6 44.1 83.9 53.9 91.5
Old : 45.1 84.1 54.8 91.6 44.1 83.9 53.9 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 19,150: 4,962 315 15 11,430 18,383 16,407 18,713: 2,743 437
Old : 19,150: 4,962 315 15 11,430 18,383 16,407 18,713: 2,743 437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -794: -932 -616 -78 296 -239 -714 -933: -80 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 1.6 0.1 59.7 96.0 85.7 97.7: 14.3 2.3
Old : 100.0: 25.9 1.6 0.1 59.7 96.0 85.7 97.7: 14.3 2.3
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 : 25: 12 3 1 9 2 22 5:
Old : 25: 12 3 1 9 2 22 5:
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 : 56.2 97.2 67.3 97.7 56.2 96.7 67.3 97.2
Old : 56.2 97.2 67.3 97.7 56.2 96.7 67.3 97.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2010