MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 43,303: 1,938 5,426 8,974 27,837 18,860 38,748 33,260: 4,554 10,043
Old : 43,303: 1,938 5,426 8,974 27,837 18,860 38,748 33,260: 4,554 10,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 1,617: -49 -427 709 846 510 1,507 792: 111 825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 12.5 20.7 64.3 43.6 89.5 76.8: 10.5 23.2
Old : 100.0: 4.5 12.5 20.7 64.3 43.6 89.5 76.8: 10.5 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 : 79: 15 20 24 37 29 65 61:
Old : 79: 15 20 24 37 29 65 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 28.9 52.7 42.5 40.9 27.8 49.7 38.9
Old : 40.9 28.9 52.7 42.5 40.9 27.8 49.7 38.9
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, February 16, 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 : 201,271: 47,789 17,212 43,167 87,756 109,249 178,712 169,629: 22,559 31,642
Old : 194,858: 46,175 17,617 41,874 85,761 104,814 173,811 164,305: 21,047 30,553
Other: 6,413: 2,020 1 887 1,995 4,436 4,901 5,324: 1,512 1,089
: : :
: : Changes in Commitments from: February 9, 2010 :
: -9,145: 530 1,351 -5,034 -2,024 -2,990 -6,528 -6,673: -2,617 -2,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 8.6 21.4 43.6 54.3 88.8 84.3: 11.2 15.7
Old : 100.0: 23.7 9.0 21.5 44.0 53.8 89.2 84.3: 10.8 15.7
Other: 100.0: 31.5 0.0 13.8 31.1 69.2 76.4 83.0: 23.6 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 75 59 77 53 56 170 162:
Old : 214: 75 59 77 52 56 169 162:
Other: 55: 23 2 17 11 20 38 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 34.0 31.8 42.0 19.4 33.3 31.6 39.4
Old : 20.0 34.4 31.8 41.7 19.9 33.2 31.6 39.1
Other: 40.7 44.2 54.7 59.9 38.8 43.6 50.4 58.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 348,749: 121,493 24,674 73,470 127,815 179,595 322,778 277,739: 25,971 71,010
Old : 348,749: 121,493 24,674 73,470 127,815 179,595 322,778 277,739: 25,971 71,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 13,686: 3,895 -5,178 9,470 -129 6,644 13,236 10,937: 449 2,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 7.1 21.1 36.6 51.5 92.6 79.6: 7.4 20.4
Old : 100.0: 34.8 7.1 21.1 36.6 51.5 92.6 79.6: 7.4 20.4
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 : 417: 132 74 107 98 180 289 313:
Old : 417: 132 74 107 98 180 289 313:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 16.2 27.6 24.3 17.4 14.2 27.5 20.0
Old : 17.4 16.2 27.6 24.3 17.4 14.2 27.5 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 11,080: 4,194 614 1,785 2,638 6,692 8,618 9,091: 2,462 1,988
Old : 11,080: 4,194 614 1,785 2,638 6,692 8,618 9,091: 2,462 1,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 274: 304 -88 94 -109 262 289 268: -14 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 5.5 16.1 23.8 60.4 77.8 82.1: 22.2 17.9
Old : 100.0: 37.9 5.5 16.1 23.8 60.4 77.8 82.1: 22.2 17.9
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 : 82: 35 11 18 16 26 62 50:
Old : 82: 35 11 18 16 26 62 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 30.5 40.9 44.9 28.5 30.5 40.2 44.9
Old : 28.5 30.5 40.9 44.9 28.5 30.5 40.2 44.9
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, February 16, 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 : 36,464: 13,663 3,577 6,151 11,013 11,305 30,827 21,033: 5,637 15,431
Old : 36,464: 13,663 3,577 6,151 11,013 11,305 30,827 21,033: 5,637 15,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 3,260: 677 -223 1,264 1,142 1,276 3,083 2,317: 177 943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 9.8 16.9 30.2 31.0 84.5 57.7: 15.5 42.3
Old : 100.0: 37.5 9.8 16.9 30.2 31.0 84.5 57.7: 15.5 42.3
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 : 143: 45 27 35 39 47 104 95:
Old : 143: 45 27 35 39 47 104 95:
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 : 21.0 10.1 33.8 18.3 19.8 9.3 31.1 16.3
Old : 21.0 10.1 33.8 18.3 19.8 9.3 31.1 16.3
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, February 16, 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 : 17,736: 2,382 670 30 10,338 16,681 12,750 17,381: 4,986 355
Old : 17,736: 2,382 670 30 10,338 16,681 12,750 17,381: 4,986 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 447: -190 239 0 277 299 87 538: 360 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 3.8 0.2 58.3 94.1 71.9 98.0: 28.1 2.0
Old : 100.0: 13.4 3.8 0.2 58.3 94.1 71.9 98.0: 28.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 2 1 9 10 15 13:
Old : 21: 6 2 1 9 10 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 83.0 63.6 92.8 39.3 68.7 47.6 76.6
Old : 47.2 83.0 63.6 92.8 39.3 68.7 47.6 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 108,259: 36,392 10,746 6,578 23,139 72,028 66,110 89,352: 42,150 18,907
Old : 108,259: 36,392 10,746 6,578 23,139 72,028 66,110 89,352: 42,150 18,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 10,752: 10,439 -3,906 1,373 -3,920 14,611 7,892 12,078: 2,860 -1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 9.9 6.1 21.4 66.5 61.1 82.5: 38.9 17.5
Old : 100.0: 33.6 9.9 6.1 21.4 66.5 61.1 82.5: 38.9 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 26 17 16 18 30 54 53:
Old : 77: 26 17 16 18 30 54 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 : 22.6 33.6 34.5 51.8 22.6 33.0 33.9 49.7
Old : 22.6 33.6 34.5 51.8 22.6 33.0 33.9 49.7
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, February 16, 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 : 44,048: 10,426 15,283 2,107 20,174 12,945 32,706 30,335: 11,342 13,713
Old : 44,048: 10,426 15,283 2,107 20,174 12,945 32,706 30,335: 11,342 13,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -1,135: 1,553 -697 301 -2,508 2,527 -655 2,130: -480 -3,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 34.7 4.8 45.8 29.4 74.3 68.9: 25.7 31.1
Old : 100.0: 23.7 34.7 4.8 45.8 29.4 74.3 68.9: 25.7 31.1
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 : 42: 12 13 5 10 13 23 30:
Old : 42: 12 13 5 10 13 23 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 : 37.9 30.7 52.7 44.6 36.5 30.7 50.5 44.6
Old : 37.9 30.7 52.7 44.6 36.5 30.7 50.5 44.6
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, February 16, 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 : 89,175: 43,429 8,960 716 39,391 77,821 83,536 87,497: 5,639 1,678
Old : 89,175: 43,429 8,960 716 39,391 77,821 83,536 87,497: 5,639 1,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 3,254: 1,101 -1,094 482 1,271 4,729 2,854 4,117: 400 -863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 10.0 0.8 44.2 87.3 93.7 98.1: 6.3 1.9
Old : 100.0: 48.7 10.0 0.8 44.2 87.3 93.7 98.1: 6.3 1.9
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 : 78: 36 11 4 16 20 53 34:
Old : 78: 36 11 4 16 20 53 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 65.1 66.7 82.6 49.7 64.8 66.7 81.8
Old : 49.7 65.1 66.7 82.6 49.7 64.8 66.7 81.8
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, February 16, 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 : 131,191: 14,845 72,191 5,579 92,167 19,204 112,591 96,974: 18,600 34,217
Old : 131,191: 14,845 72,191 5,579 92,167 19,204 112,591 96,974: 18,600 34,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 3,172: 134 3,374 -26 5,223 -1,825 5,331 1,522: -2,158 1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 55.0 4.3 70.3 14.6 85.8 73.9: 14.2 26.1
Old : 100.0: 11.3 55.0 4.3 70.3 14.6 85.8 73.9: 14.2 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 17 38 11 21 18 45 60:
Old : 85: 17 38 11 21 18 45 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 : 47.5 20.9 63.0 34.5 47.0 20.9 61.8 34.2
Old : 47.5 20.9 63.0 34.5 47.0 20.9 61.8 34.2
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, February 16, 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 : 130,548: 35,495 20,967 6,831 62,414 72,670 104,741 100,468: 25,807 30,079
Old : 130,548: 35,495 20,967 6,831 62,414 72,670 104,741 100,468: 25,807 30,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -909: -5,680 2,808 -138 6,707 -2,955 890 -285: -1,799 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 16.1 5.2 47.8 55.7 80.2 77.0: 19.8 23.0
Old : 100.0: 27.2 16.1 5.2 47.8 55.7 80.2 77.0: 19.8 23.0
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 : 86: 31 27 20 18 23 62 57:
Old : 86: 31 27 20 18 23 62 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 : 41.8 45.6 53.1 56.7 35.1 42.3 46.0 49.5
Old : 41.8 45.6 53.1 56.7 35.1 42.3 46.0 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 246,958: 32,866 89,050 40,035 126,394 65,743 199,295 194,827: 47,663 52,130
Old : 246,958: 32,866 89,050 40,035 126,394 65,743 199,295 194,827: 47,663 52,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 3,551: -2,332 -544 5,937 359 395 3,964 5,788: -413 -2,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 36.1 16.2 51.2 26.6 80.7 78.9: 19.3 21.1
Old : 100.0: 13.3 36.1 16.2 51.2 26.6 80.7 78.9: 19.3 21.1
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 : 155: 43 63 45 31 35 98 119:
Old : 155: 43 63 45 31 35 98 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 21.5 47.7 30.0 38.3 18.3 43.3 26.1
Old : 40.9 21.5 47.7 30.0 38.3 18.3 43.3 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 19,679: 14,523 7,088 0 3,380 10,366 17,903 17,454: 1,776 2,225
Old : 19,679: 14,523 7,088 0 3,380 10,366 17,903 17,454: 1,776 2,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -492: 164 -2,548 0 -608 1,632 -444 -916: -48 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 36.0 0.0 17.2 52.7 91.0 88.7: 9.0 11.3
Old : 100.0: 73.8 36.0 0.0 17.2 52.7 91.0 88.7: 9.0 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 13 7 0 7 9 20 16:
Old : 31: 13 7 0 7 9 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 56.3 80.2 80.6 65.6 56.1 75.7 78.4
Old : 65.6 56.3 80.2 80.6 65.6 56.1 75.7 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 :13,183,201: 1,584,672 449,176 4,494,242 6,148,222 7,226,520 12,227,136 12,169,938: 956,065 1,013,264
Old :13,183,201: 1,584,672 449,176 4,494,242 6,148,222 7,226,520 12,227,136 12,169,938: 956,065 1,013,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -85,238: 13,776 64,296 -53,984 -80,691 -92,117 -120,899 -81,805: 35,661 -3,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 3.4 34.1 46.6 54.8 92.7 92.3: 7.3 7.7
Old : 100.0: 12.0 3.4 34.1 46.6 54.8 92.7 92.3: 7.3 7.7
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 : 299: 71 80 119 134 139 280 268:
Old : 299: 71 80 119 134 139 280 268:
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 24.4 31.8 37.3 17.0 16.7 22.5 19.9
Old : 20.8 24.4 31.8 37.3 17.0 16.7 22.5 19.9
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, February 16, 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 : 485,364: 26,414 90,856 37,172 317,752 302,537 381,338 430,565: 104,026 54,799
Old : 485,364: 26,414 90,856 37,172 317,752 302,537 381,338 430,565: 104,026 54,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -5,763: -654 4,327 -2,062 3,660 -5,797 945 -3,531: -6,707 -2,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 18.7 7.7 65.5 62.3 78.6 88.7: 21.4 11.3
Old : 100.0: 5.4 18.7 7.7 65.5 62.3 78.6 88.7: 21.4 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 26 27 33 87 69 133 109:
Old : 158: 26 27 33 87 69 133 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 33.0 27.4 44.5 17.4 32.9 24.4 44.3
Old : 19.3 33.0 27.4 44.5 17.4 32.9 24.4 44.3
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, February 16, 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 : 3,015,846: 683,200 458,576 92,387 2,032,085 2,136,724 2,807,672 2,687,687: 208,174 328,159
Old : 3,015,846: 683,200 458,576 92,387 2,032,085 2,136,724 2,807,672 2,687,687: 208,174 328,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -20,944: 17,154 30,733 -3,293 23,456 8,304 37,316 35,744: -58,260 -56,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 15.2 3.1 67.4 70.8 93.1 89.1: 6.9 10.9
Old : 100.0: 22.7 15.2 3.1 67.4 70.8 93.1 89.1: 6.9 10.9
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 : 475: 94 120 79 172 184 312 338:
Old : 475: 94 120 79 172 184 312 338:
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 : 24.9 19.6 35.4 26.3 24.6 16.6 32.9 22.5
Old : 24.9 19.6 35.4 26.3 24.6 16.6 32.9 22.5
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 101,812: 8,641 8,688 393 85,244 89,246 94,278 98,327: 7,534 3,485
Old : 101,812: 8,641 8,688 393 85,244 89,246 94,278 98,327: 7,534 3,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -3,234: -254 0 -276 -2,657 -2,950 -3,187 -3,226: -48 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 8.5 0.4 83.7 87.7 92.6 96.6: 7.4 3.4
Old : 100.0: 8.5 8.5 0.4 83.7 87.7 92.6 96.6: 7.4 3.4
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 : 77: 12 3 1 46 29 58 33:
Old : 77: 12 3 1 46 29 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 : 31.5 59.1 48.8 76.8 25.3 55.5 39.9 68.2
Old : 31.5 59.1 48.8 76.8 25.3 55.5 39.9 68.2
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, February 16, 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 : 30,735: 1,125 10,439 696 24,730 17,585 26,551 28,720: 4,184 2,015
Old : 30,735: 1,125 10,439 696 24,730 17,585 26,551 28,720: 4,184 2,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 2,365: -0 749 0 1,912 1,487 1,912 2,236: 453 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 34.0 2.3 80.5 57.2 86.4 93.4: 13.6 6.6
Old : 100.0: 3.7 34.0 2.3 80.5 57.2 86.4 93.4: 13.6 6.6
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 : 25: 3 2 1 12 11 15 14:
Old : 25: 3 2 1 12 11 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 : 67.6 66.2 81.4 82.7 56.4 60.0 67.9 74.6
Old : 67.6 66.2 81.4 82.7 56.4 60.0 67.9 74.6
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, February 16, 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 : 404,350: 119,713 101,638 6,714 259,764 271,050 386,192 379,402: 18,158 24,947
Old : 404,350: 119,713 101,638 6,714 259,764 271,050 386,192 379,402: 18,158 24,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 10,192: 16,562 14,123 -6,774 1,187 -391 10,975 6,958: -783 3,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 25.1 1.7 64.2 67.0 95.5 93.8: 4.5 6.2
Old : 100.0: 29.6 25.1 1.7 64.2 67.0 95.5 93.8: 4.5 6.2
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 : 233: 64 52 20 72 68 149 127:
Old : 233: 64 52 20 72 68 149 127:
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 : 34.9 38.0 47.8 49.6 32.2 37.9 45.1 49.0
Old : 34.9 38.0 47.8 49.6 32.2 37.9 45.1 49.0
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, February 16, 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 : 105,878: 43,384 15,554 5,622 31,251 66,596 80,257 87,772: 25,621 18,106
Old : 105,878: 43,384 15,554 5,622 31,251 66,596 80,257 87,772: 25,621 18,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -621: -585 -556 713 -648 1,185 -519 1,342: -102 -1,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 14.7 5.3 29.5 62.9 75.8 82.9: 24.2 17.1
Old : 100.0: 41.0 14.7 5.3 29.5 62.9 75.8 82.9: 24.2 17.1
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 : 63: 25 18 13 11 14 44 37:
Old : 63: 25 18 13 11 14 44 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 : 35.6 40.2 49.4 60.0 35.2 40.0 45.5 53.6
Old : 35.6 40.2 49.4 60.0 35.2 40.0 45.5 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 39,444: 15,551 10,780 0 16,263 14,789 31,814 25,569: 7,630 13,875
Old : 39,444: 15,551 10,780 0 16,263 14,789 31,814 25,569: 7,630 13,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -17: -180 -900 0 -85 1,288 -265 388: 248 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 27.3 0.0 41.2 37.5 80.7 64.8: 19.3 35.2
Old : 100.0: 39.4 27.3 0.0 41.2 37.5 80.7 64.8: 19.3 35.2
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 : 56: 15 12 0 16 19 31 31:
Old : 56: 15 12 0 16 19 31 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 : 39.7 24.3 52.7 36.1 39.7 23.8 52.1 35.2
Old : 39.7 24.3 52.7 36.1 39.7 23.8 52.1 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 51,488: 15,857 5,830 305 22,050 39,992 38,212 46,127: 13,276 5,361
Old : 51,488: 15,857 5,830 305 22,050 39,992 38,212 46,127: 13,276 5,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 127: 301 2,261 -1,559 1,012 653 -246 1,355: 373 -1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 11.3 0.6 42.8 77.7 74.2 89.6: 25.8 10.4
Old : 100.0: 30.8 11.3 0.6 42.8 77.7 74.2 89.6: 25.8 10.4
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 : 64: 17 9 2 18 27 36 37:
Old : 64: 17 9 2 18 27 36 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 : 25.4 40.1 42.0 55.5 21.4 29.7 33.3 44.0
Old : 25.4 40.1 42.0 55.5 21.4 29.7 33.3 44.0
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, February 16, 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 : 27,523: 3,672 0 40 21,391 25,760 25,103 25,800: 2,420 1,723
Old : 27,523: 3,672 0 40 21,391 25,760 25,103 25,800: 2,420 1,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -1,863: -1,746 0 0 416 -2,326 -1,330 -2,326: -533 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.0 0.1 77.7 93.6 91.2 93.7: 8.8 6.3
Old : 100.0: 13.3 0.0 0.1 77.7 93.6 91.2 93.7: 8.8 6.3
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 : 38: 8 0 1 16 16 24 17:
Old : 38: 8 0 1 16 16 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 70.2 71.2 83.5 56.3 70.2 68.8 82.4
Old : 58.7 70.2 71.2 83.5 56.3 70.2 68.8 82.4
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 21,001: 3,696 2,224 148 10,822 17,258 14,666 19,630: 6,335 1,371
Old : 21,001: 3,696 2,224 148 10,822 17,258 14,666 19,630: 6,335 1,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 884: -229 382 61 235 465 67 908: 817 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 10.6 0.7 51.5 82.2 69.8 93.5: 30.2 6.5
Old : 100.0: 17.6 10.6 0.7 51.5 82.2 69.8 93.5: 30.2 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 8 5 1 10 7 18 13:
Old : 28: 8 5 1 10 7 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 78.3 56.7 88.1 47.2 78.3 55.5 88.0
Old : 48.3 78.3 56.7 88.1 47.2 78.3 55.5 88.0
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, February 16, 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 : 18,623: 3,952 852 291 12,894 16,108 17,137 17,251: 1,486 1,372
Old : 18,623: 3,952 852 291 12,894 16,108 17,137 17,251: 1,486 1,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -139: -256 -386 68 24 77 -164 -241: 25 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 4.6 1.6 69.2 86.5 92.0 92.6: 8.0 7.4
Old : 100.0: 21.2 4.6 1.6 69.2 86.5 92.0 92.6: 8.0 7.4
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 : 22: 9 4 2 8 2 17 8:
Old : 22: 9 4 2 8 2 17 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 90.3 76.2 92.6 63.1 89.7 74.8 90.2
Old : 64.4 90.3 76.2 92.6 63.1 89.7 74.8 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2010