MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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 : 35,541: 788 3,321 6,617 23,673 17,459 31,078 27,396: 4,462 8,144
Old : 35,541: 788 3,321 6,617 23,673 17,459 31,078 27,396: 4,462 8,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -6,564: 122 -1,452 -1,717 -4,799 -1,806 -6,393 -4,975: -171 -1,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 9.3 18.6 66.6 49.1 87.4 77.1: 12.6 22.9
Old : 100.0: 2.2 9.3 18.6 66.6 49.1 87.4 77.1: 12.6 22.9
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 : 68: 10 12 17 40 26 60 45:
Old : 68: 10 12 17 40 26 60 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 34.7 50.8 47.8 39.8 33.2 49.9 43.2
Old : 39.8 34.7 50.8 47.8 39.8 33.2 49.9 43.2
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, July 6, 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 : 218,959: 47,286 19,102 57,454 93,618 108,373 198,358 184,930: 20,600 34,029
Old : 145,393: 40,235 28,185 27,943 64,879 68,297 133,057 124,424: 12,336 20,969
Other: 73,565: 20,980 4,846 15,583 28,739 40,077 65,302 60,506: 8,264 13,060
: : :
: : Changes in Commitments from: June 29, 2010 :
: -3,682: -3,460 1,134 1,666 -797 -5,885 -2,591 -3,086: -1,090 -596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 8.7 26.2 42.8 49.5 90.6 84.5: 9.4 15.5
Old : 100.0: 27.7 19.4 19.2 44.6 47.0 91.5 85.6: 8.5 14.4
Other: 100.0: 28.5 6.6 21.2 39.1 54.5 88.8 82.2: 11.2 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 97 48 86 57 66 194 174:
Old : 228: 90 60 72 48 62 176 158:
Other: 143: 54 23 41 41 51 113 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 23.7 32.8 32.9 19.6 22.2 31.3 29.4
Old : 23.6 26.1 36.2 35.2 22.6 25.5 34.2 33.4
Other: 31.8 26.0 45.3 36.9 29.2 21.6 40.2 29.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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 : 390,976: 116,084 37,014 95,197 145,905 186,263 357,186 318,474: 33,791 72,503
Old : 390,976: 116,084 37,014 95,197 145,905 186,263 357,186 318,474: 33,791 72,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 4,037: 5,021 -781 -4,871 -873 5,249 -723 -404: 4,761 4,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 9.5 24.3 37.3 47.6 91.4 81.5: 8.6 18.5
Old : 100.0: 29.7 9.5 24.3 37.3 47.6 91.4 81.5: 8.6 18.5
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 : 386: 133 66 124 84 162 272 310:
Old : 386: 133 66 124 84 162 272 310:
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 15.6 28.0 23.6 16.3 13.0 26.3 19.4
Old : 17.4 15.6 28.0 23.6 16.3 13.0 26.3 19.4
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, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,250: 3,690 3,573 831 2,931 3,202 7,451 7,605: 1,799 1,645
Old : 9,250: 3,690 3,573 831 2,931 3,202 7,451 7,605: 1,799 1,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -443: -30 -52 -154 40 59 -144 -147: -299 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 38.6 9.0 31.7 34.6 80.6 82.2: 19.4 17.8
Old : 100.0: 39.9 38.6 9.0 31.7 34.6 80.6 82.2: 19.4 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 : 78: 23 27 15 17 20 49 54:
Old : 78: 23 27 15 17 20 49 54:
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 : 40.5 27.5 55.0 43.8 40.5 27.5 54.7 40.8
Old : 40.5 27.5 55.0 43.8 40.5 27.5 54.7 40.8
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, July 6, 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 : 41,431: 15,022 5,378 5,773 12,834 10,268 33,630 21,419: 7,801 20,012
Old : 41,431: 15,022 5,378 5,773 12,834 10,268 33,630 21,419: 7,801 20,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 442: 196 138 -512 266 441 -50 67: 492 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 13.0 13.9 31.0 24.8 81.2 51.7: 18.8 48.3
Old : 100.0: 36.3 13.0 13.9 31.0 24.8 81.2 51.7: 18.8 48.3
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 : 162: 41 30 30 55 59 113 103:
Old : 162: 41 30 30 55 59 113 103:
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 : 18.0 14.4 29.0 21.4 18.0 11.7 28.4 17.6
Old : 18.0 14.4 29.0 21.4 18.0 11.7 28.4 17.6
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, July 6, 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 : 27,538: 3,958 1,055 602 17,984 25,628 22,544 27,285: 4,994 253
Old : 27,538: 3,958 1,055 602 17,984 25,628 22,544 27,285: 4,994 253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 482: -113 -100 0 263 513 150 413: 332 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 3.8 2.2 65.3 93.1 81.9 99.1: 18.1 0.9
Old : 100.0: 14.4 3.8 2.2 65.3 93.1 81.9 99.1: 18.1 0.9
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 : 22: 4 3 1 13 9 18 12:
Old : 22: 4 3 1 13 9 18 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 : 51.7 76.7 69.5 93.8 30.1 60.8 40.1 62.3
Old : 51.7 76.7 69.5 93.8 30.1 60.8 40.1 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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 : 111,850: 28,822 16,993 10,499 35,170 66,538 74,491 94,031: 37,359 17,819
Old : 111,850: 28,822 16,993 10,499 35,170 66,538 74,491 94,031: 37,359 17,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 5,342: -4,822 2,980 3,042 10,066 -1,971 8,285 4,050: -2,943 1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 15.2 9.4 31.4 59.5 66.6 84.1: 33.4 15.9
Old : 100.0: 25.8 15.2 9.4 31.4 59.5 66.6 84.1: 33.4 15.9
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 : 73: 23 19 20 25 20 59 48:
Old : 73: 23 19 20 25 20 59 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 39.5 34.6 58.2 25.2 37.7 33.5 55.5
Old : 25.2 39.5 34.6 58.2 25.2 37.7 33.5 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 50,320: 6,857 14,495 3,917 24,382 19,104 35,156 37,516: 15,164 12,805
Old : 50,320: 6,857 14,495 3,917 24,382 19,104 35,156 37,516: 15,164 12,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 3,129: -859 -6,194 1,515 -3,655 9,805 -2,999 5,126: 6,128 -1,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 28.8 7.8 48.5 38.0 69.9 74.6: 30.1 25.4
Old : 100.0: 13.6 28.8 7.8 48.5 38.0 69.9 74.6: 30.1 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 11 14 9 12 12 29 29:
Old : 43: 11 14 9 12 12 29 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 : 37.5 28.6 48.5 47.9 37.5 28.5 46.5 46.4
Old : 37.5 28.6 48.5 47.9 37.5 28.5 46.5 46.4
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, July 6, 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 : 61,340: 30,858 8,133 2 25,463 51,364 56,323 59,499: 5,017 1,841
Old : 61,340: 30,858 8,133 2 25,463 51,364 56,323 59,499: 5,017 1,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -5,506: -14,854 4,917 1 10,186 -10,811 -4,667 -5,893: -839 387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 13.3 0.0 41.5 83.7 91.8 97.0: 8.2 3.0
Old : 100.0: 50.3 13.3 0.0 41.5 83.7 91.8 97.0: 8.2 3.0
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 : 74: 23 19 1 18 17 41 37:
Old : 74: 23 19 1 18 17 41 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 : 53.5 60.1 69.3 78.3 53.5 59.6 69.3 77.8
Old : 53.5 60.1 69.3 78.3 53.5 59.6 69.3 77.8
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, July 6, 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 : 146,986: 18,624 57,679 14,971 96,768 44,257 130,363 116,907: 16,623 30,079
Old : 146,986: 18,624 57,679 14,971 96,768 44,257 130,363 116,907: 16,623 30,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 4,025: -281 3,860 1,703 1,732 2,900 3,155 8,464: 871 -4,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 39.2 10.2 65.8 30.1 88.7 79.5: 11.3 20.5
Old : 100.0: 12.7 39.2 10.2 65.8 30.1 88.7 79.5: 11.3 20.5
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 : 97: 18 46 30 18 27 54 85:
Old : 97: 18 46 30 18 27 54 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 24.4 63.4 35.5 48.8 24.2 61.3 35.2
Old : 50.3 24.4 63.4 35.5 48.8 24.2 61.3 35.2
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, July 6, 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 : 157,978: 59,485 19,037 20,634 47,360 90,536 127,479 130,206: 30,499 27,772
Old : 157,978: 59,485 19,037 20,634 47,360 90,536 127,479 130,206: 30,499 27,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 20,168: 7,960 -2,824 7,198 1,426 13,068 16,584 17,442: 3,584 2,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 12.1 13.1 30.0 57.3 80.7 82.4: 19.3 17.6
Old : 100.0: 37.7 12.1 13.1 30.0 57.3 80.7 82.4: 19.3 17.6
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 : 113: 37 33 22 25 32 74 75:
Old : 113: 37 33 22 25 32 74 75:
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 : 28.8 37.0 39.0 51.3 28.0 36.4 36.7 45.8
Old : 28.8 37.0 39.0 51.3 28.0 36.4 36.7 45.8
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, July 6, 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 : 308,580: 50,581 89,032 61,511 142,439 96,454 254,531 246,997: 54,049 61,583
Old : 308,580: 50,581 89,032 61,511 142,439 96,454 254,531 246,997: 54,049 61,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 5,845: 7,892 -20,466 3,368 -11,589 20,124 -329 3,026: 6,174 2,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 28.9 19.9 46.2 31.3 82.5 80.0: 17.5 20.0
Old : 100.0: 16.4 28.9 19.9 46.2 31.3 82.5 80.0: 17.5 20.0
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 : 188: 54 71 63 39 47 126 148:
Old : 188: 54 71 63 39 47 126 148:
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 : 28.6 27.1 37.2 34.7 27.0 26.1 33.0 30.1
Old : 28.6 27.1 37.2 34.7 27.0 26.1 33.0 30.1
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, July 6, 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 : 12,959: 8,093 5,516 0 2,751 6,141 10,844 11,657: 2,115 1,302
Old : 12,959: 8,093 5,516 0 2,751 6,141 10,844 11,657: 2,115 1,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 79: -366 -457 0 794 630 428 173: -349 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 42.6 0.0 21.2 47.4 83.7 90.0: 16.3 10.0
Old : 100.0: 62.5 42.6 0.0 21.2 47.4 83.7 90.0: 16.3 10.0
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 : 31: 9 9 0 5 9 14 18:
Old : 31: 9 9 0 5 9 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 60.8 75.3 76.8 59.8 60.8 75.3 76.8
Old : 59.8 60.8 75.3 76.8 59.8 60.8 75.3 76.8
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, July 6, 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 :12,307,088: 1,062,145 308,858 4,204,622 6,116,810 6,847,442 11,383,578 11,360,922: 923,510 946,166
Old :12,307,088: 1,062,145 308,858 4,204,622 6,116,810 6,847,442 11,383,578 11,360,922: 923,510 946,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 190,771: 69,691 20,739 86,032 44,615 142,303 200,337 249,074: -9,567 -58,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 2.5 34.2 49.7 55.6 92.5 92.3: 7.5 7.7
Old : 100.0: 8.6 2.5 34.2 49.7 55.6 92.5 92.3: 7.5 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 : 284: 61 66 113 140 145 270 260:
Old : 284: 61 66 113 140 145 270 260:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 23.7 34.0 35.0 18.8 15.5 25.1 19.7
Old : 22.3 23.7 34.0 35.0 18.8 15.5 25.1 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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 : 1,033,964: 63,304 89,419 82,736 720,076 716,278 866,116 888,434: 167,847 145,530
Old : 1,033,964: 63,304 89,419 82,736 720,076 716,278 866,116 888,434: 167,847 145,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 27,786: -8,716 15,477 7,731 21,293 -7,738 20,308 15,470: 7,478 12,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 8.6 8.0 69.6 69.3 83.8 85.9: 16.2 14.1
Old : 100.0: 6.1 8.6 8.0 69.6 69.3 83.8 85.9: 16.2 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 : 559: 98 131 96 226 229 380 401:
Old : 559: 98 131 96 226 229 380 401:
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 : 16.0 9.1 24.3 16.2 13.1 8.3 19.8 14.0
Old : 16.0 9.1 24.3 16.2 13.1 8.3 19.8 14.0
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, July 6, 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 : 413,910: 21,940 53,690 35,290 278,146 239,566 335,376 328,545: 78,534 85,364
Old : 413,910: 21,940 53,690 35,290 278,146 239,566 335,376 328,545: 78,534 85,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 3,085: -1,825 14,066 -4,479 7,421 -7,413 1,117 2,174: 1,968 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 13.0 8.5 67.2 57.9 81.0 79.4: 19.0 20.6
Old : 100.0: 5.3 13.0 8.5 67.2 57.9 81.0 79.4: 19.0 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 25 26 34 76 70 118 113:
Old : 151: 25 26 34 76 70 118 113:
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 : 18.3 18.1 26.6 27.9 17.2 18.1 25.3 26.0
Old : 18.3 18.1 26.6 27.9 17.2 18.1 25.3 26.0
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, July 6, 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 : 3,100,269: 340,426 312,254 103,626 2,209,648 2,383,562 2,653,700 2,799,442: 446,568 300,827
Old : 3,100,269: 340,426 312,254 103,626 2,209,648 2,383,562 2,653,700 2,799,442: 446,568 300,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 123,501: 20,601 62,120 5,988 69,363 -1,627 95,952 66,481: 27,549 57,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 10.1 3.3 71.3 76.9 85.6 90.3: 14.4 9.7
Old : 100.0: 11.0 10.1 3.3 71.3 76.9 85.6 90.3: 14.4 9.7
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 : 499: 85 118 75 196 207 326 355:
Old : 499: 85 118 75 196 207 326 355:
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 10.7 30.1 18.9 17.0 8.5 25.8 16.3
Old : 19.3 10.7 30.1 18.9 17.0 8.5 25.8 16.3
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, July 6, 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 : 88,684: 7,267 7,861 843 71,160 76,692 79,270 85,396: 9,414 3,288
Old : 88,684: 7,267 7,861 843 71,160 76,692 79,270 85,396: 9,414 3,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -4,541: -2,714 230 843 -2,247 -5,419 -4,118 -4,346: -423 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 8.9 1.0 80.2 86.5 89.4 96.3: 10.6 3.7
Old : 100.0: 8.2 8.9 1.0 80.2 86.5 89.4 96.3: 10.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 8 3 2 48 40 56 45:
Old : 86: 8 3 2 48 40 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 51.7 52.9 68.8 33.3 51.7 49.6 67.2
Old : 35.0 51.7 52.9 68.8 33.3 51.7 49.6 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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 : 73,684: 10,014 16,044 1,285 53,456 51,041 64,756 68,370: 8,928 5,314
Old : 73,684: 10,014 16,044 1,285 53,456 51,041 64,756 68,370: 8,928 5,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 12,651: 743 4,211 658 7,265 6,978 8,666 11,847: 3,985 804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 21.8 1.7 72.5 69.3 87.9 92.8: 12.1 7.2
Old : 100.0: 13.6 21.8 1.7 72.5 69.3 87.9 92.8: 12.1 7.2
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 : 213: 50 39 18 74 83 132 132:
Old : 213: 50 39 18 74 83 132 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 22.2 41.9 36.0 27.7 20.7 40.7 31.7
Old : 28.4 22.2 41.9 36.0 27.7 20.7 40.7 31.7
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, July 6, 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 : 11,093: 547 775 3 5,915 9,027 6,465 9,805: 4,628 1,288
Old : 11,093: 547 775 3 5,915 9,027 6,465 9,805: 4,628 1,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 7.0 0.0 53.3 81.4 58.3 88.4: 41.7 11.6
Old : 100.0: 4.9 7.0 0.0 53.3 81.4 58.3 88.4: 41.7 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 10 10 12 12:
Old : 21: 2 1 1 10 10 12 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 : 35.2 70.8 49.6 86.4 35.2 70.8 49.6 86.4
Old : 35.2 70.8 49.6 86.4 35.2 70.8 49.6 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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 : 312,953: 49,369 78,377 4,381 237,704 210,068 291,454 292,827: 21,500 20,127
Old : 312,953: 49,369 78,377 4,381 237,704 210,068 291,454 292,827: 21,500 20,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 7,791: 3,014 19,212 1,245 6,748 -10,246 11,007 10,211: -3,216 -2,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 25.0 1.4 76.0 67.1 93.1 93.6: 6.9 6.4
Old : 100.0: 15.8 25.0 1.4 76.0 67.1 93.1 93.6: 6.9 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 48 41 17 69 78 126 127:
Old : 211: 48 41 17 69 78 126 127:
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 : 32.3 23.0 48.2 36.2 31.5 22.8 46.7 35.5
Old : 32.3 23.0 48.2 36.2 31.5 22.8 46.7 35.5
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, July 6, 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 : 74,620: 26,398 18,682 6,831 18,131 29,979 51,360 55,491: 23,260 19,129
Old : 74,620: 26,398 18,682 6,831 18,131 29,979 51,360 55,491: 23,260 19,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 5,754: -1,906 3,752 1,210 5,262 -425 4,567 4,537: 1,187 1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 25.0 9.2 24.3 40.2 68.8 74.4: 31.2 25.6
Old : 100.0: 35.4 25.0 9.2 24.3 40.2 68.8 74.4: 31.2 25.6
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 : 62: 22 18 14 14 19 47 40:
Old : 62: 22 18 14 14 19 47 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 : 19.4 30.5 33.7 46.9 19.2 26.6 32.2 40.0
Old : 19.4 30.5 33.7 46.9 19.2 26.6 32.2 40.0
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, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 32,415: 12,676 4,591 8 11,563 10,728 24,247 15,327: 8,168 17,088
Old : 32,415: 12,676 4,591 8 11,563 10,728 24,247 15,327: 8,168 17,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 2,123: 1,760 -213 0 -644 1,294 1,116 1,081: 1,007 1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 14.2 0.0 35.7 33.1 74.8 47.3: 25.2 52.7
Old : 100.0: 39.1 14.2 0.0 35.7 33.1 74.8 47.3: 25.2 52.7
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 : 48: 15 8 1 15 13 30 22:
Old : 48: 15 8 1 15 13 30 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 25.5 48.2 33.7 36.4 25.5 48.2 33.7
Old : 36.4 25.5 48.2 33.7 36.4 25.5 48.2 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 43,298: 5,498 9,003 272 28,131 24,536 33,901 33,811: 9,397 9,487
Old : 43,298: 5,498 9,003 272 28,131 24,536 33,901 33,811: 9,397 9,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 3,544: 15 3,158 -5 3,267 1,546 3,277 4,699: 267 -1,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 20.8 0.6 65.0 56.7 78.3 78.1: 21.7 21.9
Old : 100.0: 12.7 20.8 0.6 65.0 56.7 78.3 78.1: 21.7 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 8 12 2 18 25 27 38:
Old : 59: 8 12 2 18 25 27 38:
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 : 45.6 30.3 59.3 43.1 42.2 30.2 54.0 41.5
Old : 45.6 30.3 59.3 43.1 42.2 30.2 54.0 41.5
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, July 6, 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 : 40,142: 8,003 253 300 28,352 37,217 36,655 37,770: 3,487 2,372
Old : 40,142: 8,003 253 300 28,352 37,217 36,655 37,770: 3,487 2,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 329: -1,110 41 0 1,252 -255 142 -214: 187 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 0.6 0.7 70.6 92.7 91.3 94.1: 8.7 5.9
Old : 100.0: 19.9 0.6 0.7 70.6 92.7 91.3 94.1: 8.7 5.9
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 : 45: 8 1 1 22 21 30 23:
Old : 45: 8 1 1 22 21 30 23:
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 : 51.6 64.3 64.2 78.0 50.4 63.1 62.9 76.5
Old : 51.6 64.3 64.2 78.0 50.4 63.1 62.9 76.5
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, July 6, 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 : 25,694: 5,799 818 0 14,294 23,377 20,093 24,195: 5,601 1,499
Old : 25,694: 5,799 818 0 14,294 23,377 20,093 24,195: 5,601 1,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 175: -316 105 0 797 231 481 336: -306 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 3.2 0.0 55.6 91.0 78.2 94.2: 21.8 5.8
Old : 100.0: 22.6 3.2 0.0 55.6 91.0 78.2 94.2: 21.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 10 3 0 16 16 26 19:
Old : 40: 10 3 0 16 16 26 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 : 41.8 66.8 57.3 82.8 40.8 66.8 56.3 82.3
Old : 41.8 66.8 57.3 82.8 40.8 66.8 56.3 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,967: 2,513 5,138 0 9,949 10,349 12,462 15,487: 3,505 480
Old : 15,967: 2,513 5,138 0 9,949 10,349 12,462 15,487: 3,505 480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -284: -212 -4 -226 46 47 -392 -183: 108 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 32.2 0.0 62.3 64.8 78.0 97.0: 22.0 3.0
Old : 100.0: 15.7 32.2 0.0 62.3 64.8 78.0 97.0: 22.0 3.0
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: 7 7 0 6 2 13 9:
Old : 21: 7 7 0 6 2 13 9:
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 : 62.3 91.7 72.5 96.3 62.3 91.7 72.5 96.3
Old : 62.3 91.7 72.5 96.3 62.3 91.7 72.5 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 9, 2010