BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 3,806: 96 0 22 2,779 3,386 2,897 3,408: 909 398
Old : 3,806: 96 0 22 2,779 3,386 2,897 3,408: 909 398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 17: 0 0 0 19 -9 19 -9: -2 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.6 73.0 89.0 76.1 89.5: 23.9 10.5
Old : 100.0: 2.5 0.0 0.6 73.0 89.0 76.1 89.5: 23.9 10.5
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 : 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 : 50.9 84.3 64.2 89.5 50.9 83.4 62.8 86.8
Old : 50.9 84.3 64.2 89.5 50.9 83.4 62.8 86.8
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 20, 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 : 37,802: 990 3,521 6,805 24,921 19,829 32,716 30,155: 5,085 7,646
Old : 37,802: 990 3,521 6,805 24,921 19,829 32,716 30,155: 5,085 7,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,324: 225 269 155 850 1,374 1,229 1,798: 95 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 9.3 18.0 65.9 52.5 86.5 79.8: 13.5 20.2
Old : 100.0: 2.6 9.3 18.0 65.9 52.5 86.5 79.8: 13.5 20.2
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 : 71: 12 10 17 41 31 62 50:
Old : 71: 12 10 17 41 31 62 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 34.3 51.0 46.9 40.1 32.9 50.2 43.7
Old : 40.1 34.3 51.0 46.9 40.1 32.9 50.2 43.7
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 20, 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 : 224,749: 51,581 18,232 64,374 89,181 108,071 205,137 190,677: 19,612 34,072
Old : 125,342: 43,641 27,887 21,803 48,479 57,317 113,923 107,007: 11,419 18,335
Other: 99,407: 26,587 8,991 23,925 40,702 50,754 91,213 83,670: 8,194 15,737
: : :
: : Changes in Commitments from: July 13, 2010 :
: 7,480: 5,216 -2,100 4,949 -943 5,603 9,221 8,452: -1,741 -972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 8.1 28.6 39.7 48.1 91.3 84.8: 8.7 15.2
Old : 100.0: 34.8 22.2 17.4 38.7 45.7 90.9 85.4: 9.1 14.6
Other: 100.0: 26.7 9.0 24.1 40.9 51.1 91.8 84.2: 8.2 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 101 54 96 52 66 198 188:
Old : 234: 91 68 67 41 62 172 160:
Other: 168: 60 39 52 44 51 127 121:
:----------------------------------------------------------------------------------------------------
: 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 23.4 31.5 32.9 19.3 22.5 30.9 29.7
Old : 24.6 26.0 34.9 35.5 24.4 24.9 34.6 33.0
Other: 29.4 22.8 44.0 36.9 28.7 21.4 39.9 29.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 408,187: 127,083 34,672 103,303 145,581 200,665 375,967 338,640: 32,221 69,547
Old : 408,187: 127,083 34,672 103,303 145,581 200,665 375,967 338,640: 32,221 69,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 19,660: 9,591 -2,473 9,533 760 12,665 19,884 19,725: -224 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 8.5 25.3 35.7 49.2 92.1 83.0: 7.9 17.0
Old : 100.0: 31.1 8.5 25.3 35.7 49.2 92.1 83.0: 7.9 17.0
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 : 408: 141 62 119 96 175 297 315:
Old : 408: 141 62 119 96 175 297 315:
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 : 16.2 17.8 26.5 27.7 15.5 15.1 25.1 21.8
Old : 16.2 17.8 26.5 27.7 15.5 15.1 25.1 21.8
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 20, 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 : 8,635: 3,537 3,460 839 2,610 2,551 6,987 6,851: 1,648 1,784
Old : 8,635: 3,537 3,460 839 2,610 2,551 6,987 6,851: 1,648 1,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -199: -138 -117 77 -57 -237 -117 -277: -81 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 40.1 9.7 30.2 29.5 80.9 79.3: 19.1 20.7
Old : 100.0: 41.0 40.1 9.7 30.2 29.5 80.9 79.3: 19.1 20.7
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 : 71: 20 26 10 14 16 42 46:
Old : 71: 20 26 10 14 16 42 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 : 42.2 26.1 57.2 41.4 42.2 26.1 56.7 39.9
Old : 42.2 26.1 57.2 41.4 42.2 26.1 56.7 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 41,632: 16,050 4,779 6,572 11,523 10,849 34,145 22,199: 7,487 19,433
Old : 41,632: 16,050 4,779 6,572 11,523 10,849 34,145 22,199: 7,487 19,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -1,378: -61 -243 153 -1,331 -372 -1,239 -462: -138 -916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 11.5 15.8 27.7 26.1 82.0 53.3: 18.0 46.7
Old : 100.0: 38.6 11.5 15.8 27.7 26.1 82.0 53.3: 18.0 46.7
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 : 162: 46 26 34 50 61 114 108:
Old : 162: 46 26 34 50 61 114 108:
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 13.7 26.5 21.0 16.7 12.7 26.3 18.5
Old : 16.7 13.7 26.5 21.0 16.7 12.7 26.3 18.5
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 20, 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 : 30,541: 6,210 120 602 18,490 29,726 25,302 30,448: 5,239 93
Old : 30,541: 6,210 120 602 18,490 29,726 25,302 30,448: 5,239 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,016: 1,423 -842 0 -374 1,991 1,049 1,149: -33 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 0.4 2.0 60.5 97.3 82.8 99.7: 17.2 0.3
Old : 100.0: 20.3 0.4 2.0 60.5 97.3 82.8 99.7: 17.2 0.3
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 : 21: 5 2 1 11 10 17 12:
Old : 21: 5 2 1 11 10 17 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 : 56.5 80.0 73.1 96.2 35.4 62.2 44.4 64.7
Old : 56.5 80.0 73.1 96.2 35.4 62.2 44.4 64.7
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 20, 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 : 97,378: 24,268 6,079 6,096 25,645 67,444 56,009 79,619: 41,369 17,759
Old : 97,378: 24,268 6,079 6,096 25,645 67,444 56,009 79,619: 41,369 17,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -1,684: -3,644 1,160 840 -1,602 -3,581 -4,406 -1,580: 2,722 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 6.2 6.3 26.3 69.3 57.5 81.8: 42.5 18.2
Old : 100.0: 24.9 6.2 6.3 26.3 69.3 57.5 81.8: 42.5 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 : 67: 22 11 14 25 24 53 43:
Old : 67: 22 11 14 25 24 53 43:
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 : 17.7 41.4 27.0 58.9 17.7 40.5 26.4 56.8
Old : 17.7 41.4 27.0 58.9 17.7 40.5 26.4 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 58,642: 19,576 5,412 1,354 22,102 42,134 43,032 48,900: 15,609 9,742
Old : 58,642: 19,576 5,412 1,354 22,102 42,134 43,032 48,900: 15,609 9,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 2,304: 1,766 1,327 141 -345 1,328 1,562 2,796: 742 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 9.2 2.3 37.7 71.9 73.4 83.4: 26.6 16.6
Old : 100.0: 33.4 9.2 2.3 37.7 71.9 73.4 83.4: 26.6 16.6
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 : 41: 16 7 6 11 13 30 23:
Old : 41: 16 7 6 11 13 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 : 34.5 61.3 47.5 72.5 34.5 59.5 47.1 70.7
Old : 34.5 61.3 47.5 72.5 34.5 59.5 47.1 70.7
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 20, 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 : 72,072: 43,551 7,665 0 23,813 62,872 67,364 70,537: 4,708 1,535
Old : 72,072: 43,551 7,665 0 23,813 62,872 67,364 70,537: 4,708 1,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 7,857: 6,721 -1,030 -1 949 9,033 7,669 8,002: 188 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 10.6 0.0 33.0 87.2 93.5 97.9: 6.5 2.1
Old : 100.0: 60.4 10.6 0.0 33.0 87.2 93.5 97.9: 6.5 2.1
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 : 76: 29 15 0 18 19 47 34:
Old : 76: 29 15 0 18 19 47 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 63.3 71.8 82.4 55.3 62.9 71.8 82.0
Old : 55.3 63.3 71.8 82.4 55.3 62.9 71.8 82.0
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 20, 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 : 141,996: 15,265 43,281 10,658 99,212 63,502 125,136 117,442: 16,861 24,555
Old : 141,996: 15,265 43,281 10,658 99,212 63,502 125,136 117,442: 16,861 24,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -3,474: 483 -6,851 2,364 -4,891 7,295 -2,044 2,808: -1,430 -6,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 30.5 7.5 69.9 44.7 88.1 82.7: 11.9 17.3
Old : 100.0: 10.8 30.5 7.5 69.9 44.7 88.1 82.7: 11.9 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 : 94: 16 38 23 20 32 51 78:
Old : 94: 16 38 23 20 32 51 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 31.1 62.1 41.9 47.6 30.9 60.0 41.7
Old : 48.5 31.1 62.1 41.9 47.6 30.9 60.0 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 142,627: 55,209 14,243 7,811 48,372 94,712 111,392 116,766: 31,236 25,862
Old : 142,627: 55,209 14,243 7,811 48,372 94,712 111,392 116,766: 31,236 25,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -2,394: -8,530 -1,674 1,997 2,324 -3,514 -4,209 -3,191: 1,815 797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 10.0 5.5 33.9 66.4 78.1 81.9: 21.9 18.1
Old : 100.0: 38.7 10.0 5.5 33.9 66.4 78.1 81.9: 21.9 18.1
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 : 111: 39 27 16 25 33 68 72:
Old : 111: 39 27 16 25 33 68 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 42.7 39.7 54.2 29.6 41.2 39.3 50.7
Old : 29.6 42.7 39.7 54.2 29.6 41.2 39.3 50.7
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 20, 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 : 291,987: 50,065 76,225 44,823 148,427 110,717 243,315 231,765: 48,671 60,222
Old : 291,987: 50,065 76,225 44,823 148,427 110,717 243,315 231,765: 48,671 60,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 14,391: -2,880 -4,728 8,303 10,458 10,708 15,881 14,283: -1,490 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 26.1 15.4 50.8 37.9 83.3 79.4: 16.7 20.6
Old : 100.0: 17.1 26.1 15.4 50.8 37.9 83.3 79.4: 16.7 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 : 174: 47 65 56 40 48 117 139:
Old : 174: 47 65 56 40 48 117 139:
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 : 32.0 28.3 40.4 35.7 31.3 28.1 37.9 33.7
Old : 32.0 28.3 40.4 35.7 31.3 28.1 37.9 33.7
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 20, 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 : 18,631: 14,523 5,550 0 1,511 11,887 16,034 17,437: 2,597 1,194
Old : 18,631: 14,523 5,550 0 1,511 11,887 16,034 17,437: 2,597 1,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,833: 1,840 -1,681 0 -229 3,784 1,611 2,103: 222 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 29.8 0.0 8.1 63.8 86.1 93.6: 13.9 6.4
Old : 100.0: 78.0 29.8 0.0 8.1 63.8 86.1 93.6: 13.9 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 : 38: 13 10 0 4 12 17 22:
Old : 38: 13 10 0 4 12 17 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 : 59.0 58.1 76.1 79.0 59.0 58.1 76.1 78.6
Old : 59.0 58.1 76.1 79.0 59.0 58.1 76.1 78.6
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 20, 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 :12,971,617: 1,221,622 411,876 4,549,494 6,316,542 7,046,439 12,087,658 12,007,809: 883,959 963,808
Old :12,971,617: 1,221,622 411,876 4,549,494 6,316,542 7,046,439 12,087,658 12,007,809: 883,959 963,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 279,309: -44,335 80,173 113,344 228,861 76,519 297,869 270,035: -18,560 9,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 3.2 35.1 48.7 54.3 93.2 92.6: 6.8 7.4
Old : 100.0: 9.4 3.2 35.1 48.7 54.3 93.2 92.6: 6.8 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 66 68 114 148 151 283 270:
Old : 301: 66 68 114 148 151 283 270:
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 : 21.6 25.1 34.4 36.1 18.0 15.2 24.3 19.0
Old : 21.6 25.1 34.4 36.1 18.0 15.2 24.3 19.0
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 20, 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 : 976,665: 65,409 97,239 66,305 695,231 675,287 826,944 838,831: 149,720 137,834
Old : 976,665: 65,409 97,239 66,305 695,231 675,287 826,944 838,831: 149,720 137,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -37,519: 2,825 -3,805 -8,423 -24,080 -9,343 -29,678 -21,571: -7,841 -15,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 10.0 6.8 71.2 69.1 84.7 85.9: 15.3 14.1
Old : 100.0: 6.7 10.0 6.8 71.2 69.1 84.7 85.9: 15.3 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 : 536: 84 117 91 218 235 364 381:
Old : 536: 84 117 91 218 235 364 381:
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 : 16.5 9.9 25.8 17.9 13.7 8.8 21.6 14.8
Old : 16.5 9.9 25.8 17.9 13.7 8.8 21.6 14.8
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 20, 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 : 381,974: 18,523 51,015 26,358 257,486 225,148 302,367 302,521: 79,607 79,453
Old : 381,974: 18,523 51,015 26,358 257,486 225,148 302,367 302,521: 79,607 79,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -24,639: -6,161 5,036 -6,184 -14,495 -10,053 -26,839 -11,200: 2,201 -13,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 13.4 6.9 67.4 58.9 79.2 79.2: 20.8 20.8
Old : 100.0: 4.8 13.4 6.9 67.4 58.9 79.2 79.2: 20.8 20.8
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 : 141: 18 26 29 74 66 110 103:
Old : 141: 18 26 29 74 66 110 103:
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 : 19.9 19.7 28.5 30.2 18.6 19.7 26.9 28.9
Old : 19.9 19.7 28.5 30.2 18.6 19.7 26.9 28.9
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 20, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,973,455: 350,141 346,833 84,022 2,188,722 2,250,695 2,622,886 2,681,551: 350,570 291,904
Old : 2,973,455: 350,141 346,833 84,022 2,188,722 2,250,695 2,622,886 2,681,551: 350,570 291,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -64,403: 52,325 -36,813 -18,592 -47,925 3,549 -14,192 -51,856: -50,210 -12,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.7 2.8 73.6 75.7 88.2 90.2: 11.8 9.8
Old : 100.0: 11.8 11.7 2.8 73.6 75.7 88.2 90.2: 11.8 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 : 483: 76 102 76 191 215 318 342:
Old : 483: 76 102 76 191 215 318 342:
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 11.4 31.2 19.6 17.3 9.0 27.2 15.7
Old : 19.7 11.4 31.2 19.6 17.3 9.0 27.2 15.7
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 20, 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 : 84,447: 8,228 7,854 569 65,416 71,816 74,213 80,239: 10,234 4,209
Old : 84,447: 8,228 7,854 569 65,416 71,816 74,213 80,239: 10,234 4,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,282: 1,112 261 -157 575 267 1,530 371: -248 911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 9.3 0.7 77.5 85.0 87.9 95.0: 12.1 5.0
Old : 100.0: 9.7 9.3 0.7 77.5 85.0 87.9 95.0: 12.1 5.0
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 : 81: 9 3 2 45 35 54 40:
Old : 81: 9 3 2 45 35 54 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 : 35.9 51.0 51.8 67.5 33.7 51.0 46.9 65.8
Old : 35.9 51.0 51.8 67.5 33.7 51.0 46.9 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 20, 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 : 77,678: 12,261 13,673 1,741 53,539 54,342 67,541 69,756: 10,137 7,921
Old : 77,678: 12,261 13,673 1,741 53,539 54,342 67,541 69,756: 10,137 7,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 119: 574 -5,624 306 80 5,162 959 -156: -841 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 17.6 2.2 68.9 70.0 87.0 89.8: 13.0 10.2
Old : 100.0: 15.8 17.6 2.2 68.9 70.0 87.0 89.8: 13.0 10.2
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 : 216: 54 39 18 64 83 125 134:
Old : 216: 54 39 18 64 83 125 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 24.6 42.7 38.0 28.5 23.1 41.7 35.8
Old : 29.0 24.6 42.7 38.0 28.5 23.1 41.7 35.8
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 20, 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 : 13,819: 0 3,444 0 7,741 8,991 7,741 12,435: 6,078 1,384
Old : 13,819: 0 3,444 0 7,741 8,991 7,741 12,435: 6,078 1,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 710: 0 1,686 0 1,202 -1,255 1,202 431: -492 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.9 0.0 56.0 65.1 56.0 90.0: 44.0 10.0
Old : 100.0: 0.0 24.9 0.0 56.0 65.1 56.0 90.0: 44.0 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 : 22: 0 3 0 11 9 11 12:
Old : 22: 0 3 0 11 9 11 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 : 39.8 69.1 50.8 85.2 39.8 69.1 50.8 85.2
Old : 39.8 69.1 50.8 85.2 39.8 69.1 50.8 85.2
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 20, 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 : 319,293: 65,127 54,966 4,885 228,988 226,755 299,000 286,607: 20,293 32,686
Old : 319,293: 65,127 54,966 4,885 228,988 226,755 299,000 286,607: 20,293 32,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -2,956: 3,372 -36,045 1,025 -5,610 32,083 -1,213 -2,937: -1,743 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 17.2 1.5 71.7 71.0 93.6 89.8: 6.4 10.2
Old : 100.0: 20.4 17.2 1.5 71.7 71.0 93.6 89.8: 6.4 10.2
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 : 214: 56 38 16 60 80 121 129:
Old : 214: 56 38 16 60 80 121 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 23.0 50.9 35.6 33.6 22.7 49.3 35.2
Old : 34.2 23.0 50.9 35.6 33.6 22.7 49.3 35.2
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 20, 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 : 87,503: 45,271 12,380 3,064 14,180 53,375 62,515 68,819: 24,988 18,684
Old : 87,503: 45,271 12,380 3,064 14,180 53,375 62,515 68,819: 24,988 18,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 12,198: 10,010 528 159 333 11,046 10,501 11,733: 1,697 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 14.1 3.5 16.2 61.0 71.4 78.6: 28.6 21.4
Old : 100.0: 51.7 14.1 3.5 16.2 61.0 71.4 78.6: 28.6 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 22 14 10 14 22 42 40:
Old : 61: 22 14 10 14 22 42 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 : 23.6 34.6 37.0 51.0 23.6 34.1 36.6 47.7
Old : 23.6 34.6 37.0 51.0 23.6 34.1 36.6 47.7
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 20, 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 : 29,645: 9,279 4,862 8 12,743 10,221 22,030 15,091: 7,615 14,554
Old : 29,645: 9,279 4,862 8 12,743 10,221 22,030 15,091: 7,615 14,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -3,101: -2,430 404 0 -675 -1,562 -3,105 -1,158: 4 -1,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 16.4 0.0 43.0 34.5 74.3 50.9: 25.7 49.1
Old : 100.0: 31.3 16.4 0.0 43.0 34.5 74.3 50.9: 25.7 49.1
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 : 46: 12 10 1 15 12 27 23:
Old : 46: 12 10 1 15 12 27 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 : 34.0 25.9 47.1 34.5 34.0 25.9 47.0 34.4
Old : 34.0 25.9 47.1 34.5 34.0 25.9 47.0 34.4
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 20, 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 : 45,526: 4,051 8,115 873 34,026 21,986 38,950 30,974: 6,576 14,552
Old : 45,526: 4,051 8,115 873 34,026 21,986 38,950 30,974: 6,576 14,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -329: -397 -2,862 -443 1,363 2,811 523 -494: -852 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 17.8 1.9 74.7 48.3 85.6 68.0: 14.4 32.0
Old : 100.0: 8.9 17.8 1.9 74.7 48.3 85.6 68.0: 14.4 32.0
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 : 57: 6 14 2 18 24 26 38:
Old : 57: 6 14 2 18 24 26 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 : 51.7 26.9 64.7 37.8 49.0 25.9 61.5 35.8
Old : 51.7 26.9 64.7 37.8 49.0 25.9 61.5 35.8
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 20, 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 : 35,944: 6,017 0 300 26,175 33,682 32,492 33,982: 3,452 1,962
Old : 35,944: 6,017 0 300 26,175 33,682 32,492 33,982: 3,452 1,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 1,683: 876 0 -1 386 2,199 1,261 2,198: 422 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 0.0 0.8 72.8 93.7 90.4 94.5: 9.6 5.5
Old : 100.0: 16.7 0.0 0.8 72.8 93.7 90.4 94.5: 9.6 5.5
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 : 43: 7 0 1 20 24 27 25:
Old : 43: 7 0 1 20 24 27 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 : 56.4 61.4 68.0 76.1 54.4 58.9 64.4 72.4
Old : 56.4 61.4 68.0 76.1 54.4 58.9 64.4 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 26,710: 5,830 643 0 15,491 23,947 21,321 24,590: 5,389 2,120
Old : 26,710: 5,830 643 0 15,491 23,947 21,321 24,590: 5,389 2,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 349: 124 408 0 114 -401 238 7: 111 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 2.4 0.0 58.0 89.7 79.8 92.1: 20.2 7.9
Old : 100.0: 21.8 2.4 0.0 58.0 89.7 79.8 92.1: 20.2 7.9
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 : 39: 10 2 0 16 16 26 18:
Old : 39: 10 2 0 16 16 26 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 : 40.6 64.0 54.9 80.9 39.6 64.0 53.9 80.7
Old : 40.6 64.0 54.9 80.9 39.6 64.0 53.9 80.7
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 20, 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 : 16,223: 4,145 4,242 0 11,052 10,989 15,197 15,231: 1,026 992
Old : 16,223: 4,145 4,242 0 11,052 10,989 15,197 15,231: 1,026 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -900: 1,297 -977 0 1,145 655 2,442 -322: -3,342 -578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 26.1 0.0 68.1 67.7 93.7 93.9: 6.3 6.1
Old : 100.0: 25.6 26.1 0.0 68.1 67.7 93.7 93.9: 6.3 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 8 0 9 1 18 9:
Old : 26: 9 8 0 9 1 18 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 : 62.5 89.9 75.7 93.3 62.5 89.9 75.7 93.2
Old : 62.5 89.9 75.7 93.3 62.5 89.9 75.7 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 23, 2010