BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,789: 96 0 22 2,759 3,395 2,877 3,417: 911 372
Old : 3,789: 96 0 22 2,759 3,395 2,877 3,417: 911 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -520: 36 0 22 -485 -686 -427 -664: -94 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.6 72.8 89.6 75.9 90.2: 24.1 9.8
Old : 100.0: 2.5 0.0 0.6 72.8 89.6 75.9 90.2: 24.1 9.8
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 : 20: 2 0 1 13 7 15 8:
Old : 20: 2 0 1 13 7 15 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 : 50.4 84.6 64.2 90.2 50.4 83.7 62.5 87.0
Old : 50.4 84.6 64.2 90.2 50.4 83.7 62.5 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 36,478: 765 3,252 6,650 24,071 18,455 31,487 28,357: 4,991 8,121
Old : 36,478: 765 3,252 6,650 24,071 18,455 31,487 28,357: 4,991 8,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 937: -23 -69 34 398 996 409 961: 528 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 8.9 18.2 66.0 50.6 86.3 77.7: 13.7 22.3
Old : 100.0: 2.1 8.9 18.2 66.0 50.6 86.3 77.7: 13.7 22.3
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 : 69: 10 11 15 41 27 61 44:
Old : 69: 10 11 15 41 27 61 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 34.6 51.2 47.4 40.0 33.2 50.4 43.9
Old : 40.0 34.6 51.2 47.4 40.0 33.2 50.4 43.9
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, July 13, 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 : 217,268: 46,366 20,331 59,426 90,124 102,468 195,916 182,225: 21,353 35,044
Old : 131,079: 39,415 27,888 24,501 53,997 58,489 117,914 110,878: 13,166 20,201
Other: 86,189: 22,584 8,077 19,291 36,127 43,979 78,002 71,346: 8,187 14,843
: : :
: : Changes in Commitments from: July 6, 2010 :
: -1,690: -920 1,229 1,971 -3,494 -5,905 -2,443 -2,705: 753 1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 9.4 27.4 41.5 47.2 90.2 83.9: 9.8 16.1
Old : 100.0: 30.1 21.3 18.7 41.2 44.6 90.0 84.6: 10.0 15.4
Other: 100.0: 26.2 9.4 22.4 41.9 51.0 90.5 82.8: 9.5 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 85 68 98 54 64 192 191:
Old : 233: 83 75 74 45 60 167 172:
Other: 163: 59 34 46 42 50 122 114:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 22.9 32.3 31.9 19.8 21.7 31.9 28.5
Old : 24.2 25.2 34.3 33.8 24.1 24.7 33.6 31.8
Other: 29.9 23.2 44.4 35.5 28.6 20.5 39.6 28.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 388,527: 117,491 37,145 93,770 144,821 188,000 356,082 318,915: 32,445 69,612
Old : 388,527: 117,491 37,145 93,770 144,821 188,000 356,082 318,915: 32,445 69,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -2,450: 1,407 131 -1,427 -1,084 1,737 -1,104 441: -1,346 -2,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 9.6 24.1 37.3 48.4 91.6 82.1: 8.4 17.9
Old : 100.0: 30.2 9.6 24.1 37.3 48.4 91.6 82.1: 8.4 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 : 393: 130 69 121 92 168 283 309:
Old : 393: 130 69 121 92 168 283 309:
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 : 16.7 16.8 27.5 25.7 16.1 13.9 26.4 20.5
Old : 16.7 16.8 27.5 25.7 16.1 13.9 26.4 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 8,834: 3,675 3,577 762 2,667 2,789 7,104 7,128: 1,729 1,706
Old : 8,834: 3,675 3,577 762 2,667 2,789 7,104 7,128: 1,729 1,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -416: -14 5 -69 -264 -413 -347 -478: -70 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 40.5 8.6 30.2 31.6 80.4 80.7: 19.6 19.3
Old : 100.0: 41.6 40.5 8.6 30.2 31.6 80.4 80.7: 19.6 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 22 27 10 16 15 45 46:
Old : 72: 22 27 10 16 15 45 46:
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 28.1 56.4 43.2 41.8 28.1 56.0 41.7
Old : 41.8 28.1 56.4 43.2 41.8 28.1 56.0 41.7
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 13, 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 : 43,009: 16,111 5,022 6,418 12,855 11,221 35,384 22,661: 7,625 20,348
Old : 43,009: 16,111 5,022 6,418 12,855 11,221 35,384 22,661: 7,625 20,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,578: 1,088 -356 645 20 953 1,754 1,242: -175 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 11.7 14.9 29.9 26.1 82.3 52.7: 17.7 47.3
Old : 100.0: 37.5 11.7 14.9 29.9 26.1 82.3 52.7: 17.7 47.3
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 : 172: 48 31 39 52 60 123 112:
Old : 172: 48 31 39 52 60 123 112:
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 : 17.1 12.8 27.0 19.8 17.1 11.8 26.8 18.2
Old : 17.1 12.8 27.0 19.8 17.1 11.8 26.8 18.2
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 13, 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 : 29,525: 4,787 962 602 18,864 27,735 24,253 29,299: 5,272 226
Old : 29,525: 4,787 962 602 18,864 27,735 24,253 29,299: 5,272 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,987: 829 -93 0 880 2,107 1,709 2,014: 278 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 3.3 2.0 63.9 93.9 82.1 99.2: 17.9 0.8
Old : 100.0: 16.2 3.3 2.0 63.9 93.9 82.1 99.2: 17.9 0.8
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 : 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 : 54.1 78.1 70.7 94.5 32.5 61.3 41.0 62.7
Old : 54.1 78.1 70.7 94.5 32.5 61.3 41.0 62.7
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 13, 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 : 99,062: 27,912 4,919 5,256 27,248 71,024 60,416 81,199: 38,647 17,863
Old : 99,062: 27,912 4,919 5,256 27,248 71,024 60,416 81,199: 38,647 17,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -12,787: -910 -12,074 -5,243 -7,922 4,486 -14,075 -12,832: 1,288 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 5.0 5.3 27.5 71.7 61.0 82.0: 39.0 18.0
Old : 100.0: 28.2 5.0 5.3 27.5 71.7 61.0 82.0: 39.0 18.0
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 : 61: 17 13 12 23 22 48 39:
Old : 61: 17 13 12 23 22 48 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 46.2 33.7 61.6 25.1 45.5 33.4 60.4
Old : 25.1 46.2 33.7 61.6 25.1 45.5 33.4 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 56,338: 17,811 4,085 1,212 22,447 40,806 41,470 46,104: 14,868 10,234
Old : 56,338: 17,811 4,085 1,212 22,447 40,806 41,470 46,104: 14,868 10,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 6,017: 10,954 -10,410 -2,705 -1,935 21,703 6,314 8,588: -297 -2,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 7.3 2.2 39.8 72.4 73.6 81.8: 26.4 18.2
Old : 100.0: 31.6 7.3 2.2 39.8 72.4 73.6 81.8: 26.4 18.2
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 : 42: 16 6 4 12 15 30 23:
Old : 42: 16 6 4 12 15 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 : 36.4 57.5 46.7 69.8 36.3 55.8 46.1 68.1
Old : 36.4 57.5 46.7 69.8 36.3 55.8 46.1 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 64,215: 36,830 8,695 1 22,864 53,839 59,695 62,535: 4,520 1,680
Old : 64,215: 36,830 8,695 1 22,864 53,839 59,695 62,535: 4,520 1,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 2,875: 5,972 562 -1 -2,599 2,475 3,372 3,036: -497 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 13.5 0.0 35.6 83.8 93.0 97.4: 7.0 2.6
Old : 100.0: 57.4 13.5 0.0 35.6 83.8 93.0 97.4: 7.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 27 18 1 17 20 44 39:
Old : 78: 27 18 1 17 20 44 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 60.9 74.1 75.9 58.0 60.5 74.1 75.5
Old : 58.0 60.9 74.1 75.9 58.0 60.5 74.1 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 145,470: 14,782 50,132 8,294 104,103 56,207 127,179 114,634: 18,291 30,837
Old : 145,470: 14,782 50,132 8,294 104,103 56,207 127,179 114,634: 18,291 30,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -1,516: -3,841 -7,546 -6,677 7,335 11,950 -3,184 -2,273: 1,668 757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 34.5 5.7 71.6 38.6 87.4 78.8: 12.6 21.2
Old : 100.0: 10.2 34.5 5.7 71.6 38.6 87.4 78.8: 12.6 21.2
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 : 92: 15 37 20 20 33 48 77:
Old : 92: 15 37 20 20 33 48 77:
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 : 51.4 27.6 64.9 37.8 50.6 27.4 62.7 37.6
Old : 51.4 27.6 64.9 37.8 50.6 27.4 62.7 37.6
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 13, 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 : 145,021: 63,739 15,916 5,813 46,048 98,226 115,601 119,956: 29,420 25,065
Old : 145,021: 63,739 15,916 5,813 46,048 98,226 115,601 119,956: 29,420 25,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -12,957: 4,254 -3,120 -14,821 -1,311 7,691 -11,878 -10,250: -1,079 -2,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 11.0 4.0 31.8 67.7 79.7 82.7: 20.3 17.3
Old : 100.0: 44.0 11.0 4.0 31.8 67.7 79.7 82.7: 20.3 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 38 27 13 24 31 67 66:
Old : 107: 38 27 13 24 31 67 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 43.7 41.5 56.7 30.8 43.1 40.9 54.8
Old : 30.8 43.7 41.5 56.7 30.8 43.1 40.9 54.8
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 13, 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 : 277,596: 52,945 80,952 36,520 137,970 100,009 227,435 217,482: 50,161 60,114
Old : 277,596: 52,945 80,952 36,520 137,970 100,009 227,435 217,482: 50,161 60,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -30,984: 2,364 -8,079 -24,990 -4,470 3,555 -27,096 -29,515: -3,888 -1,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 29.2 13.2 49.7 36.0 81.9 78.3: 18.1 21.7
Old : 100.0: 19.1 29.2 13.2 49.7 36.0 81.9 78.3: 18.1 21.7
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 : 179: 53 68 54 37 45 120 137:
Old : 179: 53 68 54 37 45 120 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 30.5 37.8 36.9 29.7 30.4 35.7 34.9
Old : 30.5 30.5 37.8 36.9 29.7 30.4 35.7 34.9
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 13, 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 : 16,798: 12,683 7,231 0 1,740 8,103 14,423 15,334: 2,375 1,464
Old : 16,798: 12,683 7,231 0 1,740 8,103 14,423 15,334: 2,375 1,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 3,839: 4,590 1,715 0 -1,011 1,962 3,579 3,677: 260 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 43.0 0.0 10.4 48.2 85.9 91.3: 14.1 8.7
Old : 100.0: 75.5 43.0 0.0 10.4 48.2 85.9 91.3: 14.1 8.7
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 : 38: 13 11 0 5 10 18 21:
Old : 38: 13 11 0 5 10 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 58.7 71.7 75.7 54.1 58.7 71.7 75.7
Old : 54.1 58.7 71.7 75.7 54.1 58.7 71.7 75.7
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 13, 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 :12,692,308: 1,265,957 331,703 4,436,151 6,087,681 6,969,920 11,789,789 11,737,774: 902,519 954,534
Old :12,692,308: 1,265,957 331,703 4,436,151 6,087,681 6,969,920 11,789,789 11,737,774: 902,519 954,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 385,220: 203,812 22,845 231,528 -29,130 122,478 406,211 376,852: -20,991 8,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 2.6 35.0 48.0 54.9 92.9 92.5: 7.1 7.5
Old : 100.0: 10.0 2.6 35.0 48.0 54.9 92.9 92.5: 7.1 7.5
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 : 298: 71 66 121 142 146 282 270:
Old : 298: 71 66 121 142 146 282 270:
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 : 21.2 23.7 33.4 35.3 17.3 15.3 24.1 19.4
Old : 21.2 23.7 33.4 35.3 17.3 15.3 24.1 19.4
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 13, 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 : 1,014,184: 62,584 101,044 74,728 719,310 684,630 856,622 860,402: 157,562 153,782
Old : 1,014,184: 62,584 101,044 74,728 719,310 684,630 856,622 860,402: 157,562 153,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -19,779: -721 11,625 -8,008 -765 -31,648 -9,494 -28,032: -10,285 8,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 10.0 7.4 70.9 67.5 84.5 84.8: 15.5 15.2
Old : 100.0: 6.2 10.0 7.4 70.9 67.5 84.5 84.8: 15.5 15.2
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 : 550: 82 139 97 223 228 375 394:
Old : 550: 82 139 97 223 228 375 394:
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 : 16.3 9.4 25.1 16.5 13.4 8.4 20.8 14.1
Old : 16.3 9.4 25.1 16.5 13.4 8.4 20.8 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 406,613: 24,684 45,979 32,542 271,981 235,200 329,207 313,721: 77,406 92,892
Old : 406,613: 24,684 45,979 32,542 271,981 235,200 329,207 313,721: 77,406 92,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -7,297: 2,744 -7,711 -2,748 -6,165 -4,365 -6,169 -14,825: -1,128 7,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 11.3 8.0 66.9 57.8 81.0 77.2: 19.0 22.8
Old : 100.0: 6.1 11.3 8.0 66.9 57.8 81.0 77.2: 19.0 22.8
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 : 150: 20 30 35 76 69 119 111:
Old : 150: 20 30 35 76 69 119 111:
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 : 18.7 17.8 27.1 27.7 17.5 17.8 25.5 26.1
Old : 18.7 17.8 27.1 27.7 17.5 17.8 25.5 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 3,037,858: 297,816 383,647 102,614 2,236,648 2,247,146 2,637,078 2,733,407: 400,780 304,451
Old : 3,037,858: 297,816 383,647 102,614 2,236,648 2,247,146 2,637,078 2,733,407: 400,780 304,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -62,411: -42,610 71,392 -1,012 26,999 -136,415 -16,623 -66,035: -45,788 3,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 12.6 3.4 73.6 74.0 86.8 90.0: 13.2 10.0
Old : 100.0: 9.8 12.6 3.4 73.6 74.0 86.8 90.0: 13.2 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 : 492: 73 121 79 195 206 323 351:
Old : 492: 73 121 79 195 206 323 351:
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 : 19.6 10.9 30.5 18.8 16.8 8.6 26.4 15.4
Old : 19.6 10.9 30.5 18.8 16.8 8.6 26.4 15.4
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 13, 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 : 83,165: 7,116 7,593 726 64,841 71,549 72,683 79,868: 10,482 3,298
Old : 83,165: 7,116 7,593 726 64,841 71,549 72,683 79,868: 10,482 3,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -5,519: -151 -268 -117 -6,319 -5,143 -6,587 -5,528: 1,068 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 9.1 0.9 78.0 86.0 87.4 96.0: 12.6 4.0
Old : 100.0: 8.6 9.1 0.9 78.0 86.0 87.4 96.0: 12.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 8 2 2 44 36 52 40:
Old : 79: 8 2 2 44 36 52 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 : 37.4 50.9 53.4 67.6 34.7 50.9 48.7 65.8
Old : 37.4 50.9 53.4 67.6 34.7 50.9 48.7 65.8
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 13, 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 : 77,559: 11,688 19,297 1,435 53,459 49,180 66,582 69,913: 10,977 7,646
Old : 77,559: 11,688 19,297 1,435 53,459 49,180 66,582 69,913: 10,977 7,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 3,875: 1,673 3,253 150 3 -1,860 1,826 1,543: 2,049 2,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 24.9 1.9 68.9 63.4 85.8 90.1: 14.2 9.9
Old : 100.0: 15.1 24.9 1.9 68.9 63.4 85.8 90.1: 14.2 9.9
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 : 210: 46 45 18 68 79 126 130:
Old : 210: 46 45 18 68 79 126 130:
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 21.7 42.1 34.3 28.3 19.6 41.4 31.1
Old : 28.8 21.7 42.1 34.3 28.3 19.6 41.4 31.1
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 13, 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 : 13,109: 0 1,758 0 6,539 10,246 6,539 12,004: 6,570 1,105
Old : 13,109: 0 1,758 0 6,539 10,246 6,539 12,004: 6,570 1,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 2,016: -547 983 -3 624 1,219 74 2,199: 1,942 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.4 0.0 49.9 78.2 49.9 91.6: 50.1 8.4
Old : 100.0: 0.0 13.4 0.0 49.9 78.2 49.9 91.6: 50.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 10 9 10 11:
Old : 20: 0 2 0 10 9 10 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 70.9 46.1 88.2 33.6 70.9 46.1 88.2
Old : 33.6 70.9 46.1 88.2 33.6 70.9 46.1 88.2
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 13, 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 : 322,249: 61,755 91,011 3,860 234,598 194,672 300,213 289,544: 22,036 32,705
Old : 322,249: 61,755 91,011 3,860 234,598 194,672 300,213 289,544: 22,036 32,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 9,295: 12,386 12,634 -521 -3,106 -15,396 8,759 -3,283: 536 12,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 28.2 1.2 72.8 60.4 93.2 89.9: 6.8 10.1
Old : 100.0: 19.2 28.2 1.2 72.8 60.4 93.2 89.9: 6.8 10.1
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 : 208: 47 44 17 65 74 123 124:
Old : 208: 47 44 17 65 74 123 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 21.9 48.6 33.4 32.6 21.7 47.1 32.9
Old : 33.2 21.9 48.6 33.4 32.6 21.7 47.1 32.9
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 13, 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 : 75,305: 35,261 11,852 2,906 13,847 42,329 52,013 57,086: 23,292 18,219
Old : 75,305: 35,261 11,852 2,906 13,847 42,329 52,013 57,086: 23,292 18,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 685: 8,863 -6,830 -3,925 -4,284 12,350 653 1,595: 32 -910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 15.7 3.9 18.4 56.2 69.1 75.8: 30.9 24.2
Old : 100.0: 46.8 15.7 3.9 18.4 56.2 69.1 75.8: 30.9 24.2
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 : 58: 19 16 9 15 20 41 38:
Old : 58: 19 16 9 15 20 41 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 : 19.7 32.3 33.6 47.5 19.4 31.8 32.9 44.7
Old : 19.7 32.3 33.6 47.5 19.4 31.8 32.9 44.7
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 13, 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 : 32,747: 11,709 4,458 8 13,419 11,783 25,136 16,249: 7,611 16,498
Old : 32,747: 11,709 4,458 8 13,419 11,783 25,136 16,249: 7,611 16,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 332: -967 -133 0 1,856 1,055 889 922: -557 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 13.6 0.0 41.0 36.0 76.8 49.6: 23.2 50.4
Old : 100.0: 35.8 13.6 0.0 41.0 36.0 76.8 49.6: 23.2 50.4
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 : 50: 16 8 1 16 13 32 22:
Old : 50: 16 8 1 16 13 32 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 : 36.1 27.3 48.1 35.1 36.1 27.3 47.8 35.1
Old : 36.1 27.3 48.1 35.1 36.1 27.3 47.8 35.1
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 13, 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 : 45,855: 4,448 10,977 1,316 32,663 19,175 38,427 31,468: 7,428 14,387
Old : 45,855: 4,448 10,977 1,316 32,663 19,175 38,427 31,468: 7,428 14,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 2,557: -1,050 1,974 1,044 4,532 -5,361 4,526 -2,343: -1,969 4,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 23.9 2.9 71.2 41.8 83.8 68.6: 16.2 31.4
Old : 100.0: 9.7 23.9 2.9 71.2 41.8 83.8 68.6: 16.2 31.4
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 : 58: 7 15 2 21 20 30 35:
Old : 58: 7 15 2 21 20 30 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 27.9 58.7 39.6 42.0 27.8 55.0 38.3
Old : 45.1 27.9 58.7 39.6 42.0 27.8 55.0 38.3
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 13, 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 : 34,261: 5,141 0 301 25,789 31,483 31,231 31,784: 3,030 2,477
Old : 34,261: 5,141 0 301 25,789 31,483 31,231 31,784: 3,030 2,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -5,881: -2,862 -253 1 -2,563 -5,734 -5,424 -5,986: -457 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 0.0 0.9 75.3 91.9 91.2 92.8: 8.8 7.2
Old : 100.0: 15.0 0.0 0.9 75.3 91.9 91.2 92.8: 8.8 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 : 40: 6 0 2 18 23 24 25:
Old : 40: 6 0 2 18 23 24 25:
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 : 59.4 59.1 71.5 74.3 57.9 57.6 69.2 72.9
Old : 59.4 59.1 71.5 74.3 57.9 57.6 69.2 72.9
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 13, 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 : 26,361: 5,706 235 0 15,377 24,348 21,083 24,583: 5,278 1,778
Old : 26,361: 5,706 235 0 15,377 24,348 21,083 24,583: 5,278 1,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 667: -93 -583 0 1,083 971 990 388: -323 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 0.9 0.0 58.3 92.4 80.0 93.3: 20.0 6.7
Old : 100.0: 21.6 0.9 0.0 58.3 92.4 80.0 93.3: 20.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 10 1 0 18 16 28 17:
Old : 40: 10 1 0 18 16 28 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 : 40.4 67.3 54.7 84.4 39.3 67.3 53.6 84.4
Old : 40.4 67.3 54.7 84.4 39.3 67.3 53.6 84.4
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 13, 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 : 17,123: 2,848 5,219 0 9,907 10,334 12,755 15,553: 4,368 1,570
Old : 17,123: 2,848 5,219 0 9,907 10,334 12,755 15,553: 4,368 1,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,156: 335 81 0 -42 -15 293 66: 863 1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 30.5 0.0 57.9 60.4 74.5 90.8: 25.5 9.2
Old : 100.0: 16.6 30.5 0.0 57.9 60.4 74.5 90.8: 25.5 9.2
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 : 25: 9 7 0 9 3 18 10:
Old : 25: 9 7 0 9 3 18 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 86.6 65.5 90.2 56.1 86.6 65.5 90.2
Old : 56.1 86.6 65.5 90.2 56.1 86.6 65.5 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 16, 2010