MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 33,332: 1,344 2,572 5,154 21,670 18,872 28,169 26,598: 5,163 6,734
Old : 33,332: 1,344 2,572 5,154 21,670 18,872 28,169 26,598: 5,163 6,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -5,564: 50 -1,121 -1,731 -3,591 -1,681 -5,271 -4,533: -292 -1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 7.7 15.5 65.0 56.6 84.5 79.8: 15.5 20.2
Old : 100.0: 4.0 7.7 15.5 65.0 56.6 84.5 79.8: 15.5 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 : 66: 8 10 14 39 32 57 47:
Old : 66: 8 10 14 39 32 57 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 36.4 50.7 47.0 39.7 33.5 50.1 43.6
Old : 39.7 36.4 50.7 47.0 39.7 33.5 50.1 43.6
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, August 3, 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 : 252,236: 63,124 22,668 70,920 94,308 118,908 228,352 212,497: 23,884 39,739
Old : 131,335: 44,936 38,841 20,156 54,944 53,148 120,036 112,145: 11,299 19,190
Other: 120,900: 38,802 4,441 30,150 39,364 65,761 108,316 100,351: 12,585 20,549
: : :
: : Changes in Commitments from: July 27, 2010 :
: 23,346: 9,875 1,880 7,169 3,126 10,381 20,171 19,430: 3,176 3,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 9.0 28.1 37.4 47.1 90.5 84.2: 9.5 15.8
Old : 100.0: 34.2 29.6 15.3 41.8 40.5 91.4 85.4: 8.6 14.6
Other: 100.0: 32.1 3.7 24.9 32.6 54.4 89.6 83.0: 10.4 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 111 65 105 52 61 227 185:
Old : 247: 94 80 62 39 54 168 165:
Other: 198: 89 29 62 45 57 159 131:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 23.2 28.8 31.7 18.7 22.2 28.6 28.5
Old : 23.7 25.1 35.2 34.5 23.6 24.7 35.1 33.0
Other: 23.3 24.1 35.5 35.6 22.9 23.0 32.3 31.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 415,673: 133,668 30,526 109,307 143,600 207,587 386,576 347,420: 29,097 68,253
Old : 415,673: 133,668 30,526 109,307 143,600 207,587 386,576 347,420: 29,097 68,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 819: 1,651 -3,827 2,008 -90 4,945 3,570 3,126: -2,751 -2,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 7.3 26.3 34.5 49.9 93.0 83.6: 7.0 16.4
Old : 100.0: 32.2 7.3 26.3 34.5 49.9 93.0 83.6: 7.0 16.4
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 : 423: 148 71 112 94 177 312 305:
Old : 423: 148 71 112 94 177 312 305:
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 : 15.9 18.4 26.0 28.4 15.6 15.5 25.3 21.9
Old : 15.9 18.4 26.0 28.4 15.6 15.5 25.3 21.9
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, August 3, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,371: 3,732 3,967 1,659 2,847 2,962 8,238 8,588: 2,132 1,783
Old : 10,371: 3,732 3,967 1,659 2,847 2,962 8,238 8,588: 2,132 1,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 1,338: 240 357 683 168 271 1,092 1,311: 247 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 38.3 16.0 27.5 28.6 79.4 82.8: 20.6 17.2
Old : 100.0: 36.0 38.3 16.0 27.5 28.6 79.4 82.8: 20.6 17.2
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 : 85: 21 30 19 20 19 57 58:
Old : 85: 21 30 19 20 19 57 58:
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 : 32.6 22.8 47.3 37.4 32.6 22.8 45.6 34.6
Old : 32.6 22.8 47.3 37.4 32.6 22.8 45.6 34.6
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, August 3, 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 : 41,917: 14,692 4,868 6,965 12,214 9,156 33,871 20,990: 8,046 20,927
Old : 41,917: 14,692 4,868 6,965 12,214 9,156 33,871 20,990: 8,046 20,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 72: -1,037 148 321 586 -675 -130 -205: 202 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 11.6 16.6 29.1 21.8 80.8 50.1: 19.2 49.9
Old : 100.0: 35.1 11.6 16.6 29.1 21.8 80.8 50.1: 19.2 49.9
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 : 162: 49 22 42 50 59 121 111:
Old : 162: 49 22 42 50 59 121 111:
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 : 15.4 12.7 25.1 19.3 15.4 11.5 25.0 16.6
Old : 15.4 12.7 25.1 19.3 15.4 11.5 25.0 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 33,266: 8,292 120 602 19,069 32,456 27,963 33,178: 5,303 88
Old : 33,266: 8,292 120 602 19,069 32,456 27,963 33,178: 5,303 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 1,156: 786 0 0 342 1,167 1,128 1,167: 28 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 0.4 1.8 57.3 97.6 84.1 99.7: 15.9 0.3
Old : 100.0: 24.9 0.4 1.8 57.3 97.6 84.1 99.7: 15.9 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 : 22: 5 2 1 11 11 17 13:
Old : 22: 5 2 1 11 11 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 78.0 76.2 94.6 40.4 61.5 47.2 65.4
Old : 56.6 78.0 76.2 94.6 40.4 61.5 47.2 65.4
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, August 3, 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 : 115,256: 38,939 5,568 8,266 24,854 82,875 72,059 96,709: 43,197 18,546
Old : 115,256: 38,939 5,568 8,266 24,854 82,875 72,059 96,709: 43,197 18,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 15,939: 12,295 3,461 1,008 -811 11,459 12,492 15,928: 3,447 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 4.8 7.2 21.6 71.9 62.5 83.9: 37.5 16.1
Old : 100.0: 33.8 4.8 7.2 21.6 71.9 62.5 83.9: 37.5 16.1
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 : 75: 26 16 15 23 24 60 44:
Old : 75: 26 16 15 23 24 60 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 : 18.2 44.0 27.9 59.5 18.2 42.3 27.0 57.8
Old : 18.2 44.0 27.9 59.5 18.2 42.3 27.0 57.8
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, August 3, 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 : 62,153: 19,810 4,687 1,602 24,452 46,539 45,864 52,828: 16,290 9,325
Old : 62,153: 19,810 4,687 1,602 24,452 46,539 45,864 52,828: 16,290 9,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 2,900: 4,969 -4,799 253 -1,910 7,603 3,312 3,057: -412 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 7.5 2.6 39.3 74.9 73.8 85.0: 26.2 15.0
Old : 100.0: 31.9 7.5 2.6 39.3 74.9 73.8 85.0: 26.2 15.0
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 : 42: 14 8 6 13 14 31 24:
Old : 42: 14 8 6 13 14 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 64.0 45.1 73.1 31.3 62.0 44.6 70.2
Old : 31.3 64.0 45.1 73.1 31.3 62.0 44.6 70.2
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, August 3, 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 : 92,249: 62,503 7,362 128 23,853 83,655 86,484 91,145: 5,765 1,104
Old : 92,249: 62,503 7,362 128 23,853 83,655 86,484 91,145: 5,765 1,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 12,040: 10,719 896 128 1,398 11,688 12,245 12,712: -205 -672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 8.0 0.1 25.9 90.7 93.8 98.8: 6.2 1.2
Old : 100.0: 67.8 8.0 0.1 25.9 90.7 93.8 98.8: 6.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 43 21 1 17 21 61 43:
Old : 99: 43 21 1 17 21 61 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 : 50.2 65.0 68.6 80.3 50.2 65.0 68.6 79.9
Old : 50.2 65.0 68.6 80.3 50.2 65.0 68.6 79.9
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, August 3, 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 : 167,114: 23,263 31,740 21,101 100,453 84,892 144,818 137,732: 22,296 29,381
Old : 167,114: 23,263 31,740 21,101 100,453 84,892 144,818 137,732: 22,296 29,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 23,764: 7,878 -5,251 9,134 1,877 19,991 18,888 23,875: 4,875 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 19.0 12.6 60.1 50.8 86.7 82.4: 13.3 17.6
Old : 100.0: 13.9 19.0 12.6 60.1 50.8 86.7 82.4: 13.3 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 23 31 22 21 29 56 70:
Old : 91: 23 31 22 21 29 56 70:
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 : 37.2 36.5 51.1 45.9 35.6 35.1 47.7 43.8
Old : 37.2 36.5 51.1 45.9 35.6 35.1 47.7 43.8
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, August 3, 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 : 152,508: 61,046 12,912 11,006 48,944 96,580 120,997 120,498: 31,511 32,010
Old : 152,508: 61,046 12,912 11,006 48,944 96,580 120,997 120,498: 31,511 32,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 12,378: 11,750 -5,351 2,584 -3,910 13,354 10,424 10,588: 1,953 1,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 8.5 7.2 32.1 63.3 79.3 79.0: 20.7 21.0
Old : 100.0: 40.0 8.5 7.2 32.1 63.3 79.3 79.0: 20.7 21.0
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 : 111: 40 26 19 28 30 73 70:
Old : 111: 40 26 19 28 30 73 70:
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 : 27.5 42.0 37.3 52.4 27.5 40.4 36.8 50.1
Old : 27.5 42.0 37.3 52.4 27.5 40.4 36.8 50.1
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, August 3, 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 : 318,552: 50,976 64,580 59,623 154,284 131,191 264,883 255,394: 53,670 63,159
Old : 318,552: 50,976 64,580 59,623 154,284 131,191 264,883 255,394: 53,670 63,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 19,551: 1,139 -10,602 10,958 3,332 16,972 15,429 17,327: 4,122 2,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 20.3 18.7 48.4 41.2 83.2 80.2: 16.8 19.8
Old : 100.0: 16.0 20.3 18.7 48.4 41.2 83.2 80.2: 16.8 19.8
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 : 176: 40 71 61 42 49 123 141:
Old : 176: 40 71 61 42 49 123 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 29.9 38.0 37.7 27.2 29.1 33.7 33.9
Old : 28.4 29.9 38.0 37.7 27.2 29.1 33.7 33.9
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, August 3, 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 : 24,399: 20,353 5,294 0 816 17,742 21,169 23,036: 3,230 1,363
Old : 24,399: 20,353 5,294 0 816 17,742 21,169 23,036: 3,230 1,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 1,480: 1,955 570 0 -591 705 1,364 1,275: 116 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 21.7 0.0 3.3 72.7 86.8 94.4: 13.2 5.6
Old : 100.0: 83.4 21.7 0.0 3.3 72.7 86.8 94.4: 13.2 5.6
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 : 39: 13 10 0 4 14 17 24:
Old : 39: 13 10 0 4 14 17 24:
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 : 66.3 55.3 81.2 77.6 66.3 55.3 81.2 77.6
Old : 66.3 55.3 81.2 77.6 66.3 55.3 81.2 77.6
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, August 3, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :13,815,517: 1,283,513 363,934 5,212,352 6,277,521 7,144,817 12,773,387 12,721,103: 1,042,130 1,094,414
Old :13,815,517: 1,283,513 363,934 5,212,352 6,277,521 7,144,817 12,773,387 12,721,103: 1,042,130 1,094,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 759,807: -17,551 -30,162 568,937 129,129 154,149 680,516 692,924: 79,291 66,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 2.6 37.7 45.4 51.7 92.5 92.1: 7.5 7.9
Old : 100.0: 9.3 2.6 37.7 45.4 51.7 92.5 92.1: 7.5 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 : 296: 61 74 118 141 148 274 273:
Old : 296: 61 74 118 141 148 274 273:
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 : 21.7 23.9 33.5 35.3 16.0 13.5 22.0 17.4
Old : 21.7 23.9 33.5 35.3 16.0 13.5 22.0 17.4
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, August 3, 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 : 980,361: 64,071 90,045 57,940 703,422 700,264 825,433 848,250: 154,928 132,111
Old : 980,361: 64,071 90,045 57,940 703,422 700,264 825,433 848,250: 154,928 132,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -1,861: -1,031 -3,350 -4,229 -1,876 9,802 -7,136 2,222: 5,274 -4,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 9.2 5.9 71.8 71.4 84.2 86.5: 15.8 13.5
Old : 100.0: 6.5 9.2 5.9 71.8 71.4 84.2 86.5: 15.8 13.5
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 : 538: 89 118 94 225 234 378 382:
Old : 538: 89 118 94 225 234 378 382:
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 12.1 24.9 20.1 13.4 9.9 20.8 16.2
Old : 16.2 12.1 24.9 20.1 13.4 9.9 20.8 16.2
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, August 3, 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 : 394,064: 21,980 37,271 27,577 262,384 249,781 311,941 314,628: 82,123 79,436
Old : 394,064: 21,980 37,271 27,577 262,384 249,781 311,941 314,628: 82,123 79,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 3,529: 1,050 -5,074 1,052 -1,330 9,607 772 5,585: 2,756 -2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 9.5 7.0 66.6 63.4 79.2 79.8: 20.8 20.2
Old : 100.0: 5.6 9.5 7.0 66.6 63.4 79.2 79.8: 20.8 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 : 149: 20 29 35 79 69 122 110:
Old : 149: 20 29 35 79 69 122 110:
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 : 19.1 19.2 27.3 30.6 17.8 18.4 26.0 27.6
Old : 19.1 19.2 27.3 30.6 17.8 18.4 26.0 27.6
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, August 3, 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 : 2,931,484: 277,003 330,424 85,270 2,205,189 2,252,416 2,567,462 2,668,110: 364,022 263,374
Old : 2,931,484: 277,003 330,424 85,270 2,205,189 2,252,416 2,567,462 2,668,110: 364,022 263,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -26,950: -22,321 -3,300 -14,489 -2,730 975 -39,540 -16,814: 12,590 -10,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 11.3 2.9 75.2 76.8 87.6 91.0: 12.4 9.0
Old : 100.0: 9.4 11.3 2.9 75.2 76.8 87.6 91.0: 12.4 9.0
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 : 481: 81 99 74 198 212 325 339:
Old : 481: 81 99 74 198 212 325 339:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 11.6 31.0 20.4 16.5 9.6 25.6 17.0
Old : 20.0 11.6 31.0 20.4 16.5 9.6 25.6 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 87,234: 11,132 7,072 0 65,690 75,607 76,822 82,679: 10,412 4,555
Old : 87,234: 11,132 7,072 0 65,690 75,607 76,822 82,679: 10,412 4,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -1,601: -342 -1,061 -163 -1,697 -747 -2,202 -1,971: 601 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 8.1 0.0 75.3 86.7 88.1 94.8: 11.9 5.2
Old : 100.0: 12.8 8.1 0.0 75.3 86.7 88.1 94.8: 11.9 5.2
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 : 84: 10 2 0 49 35 59 37:
Old : 84: 10 2 0 49 35 59 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 47.1 49.2 64.5 33.1 46.3 44.9 61.9
Old : 33.6 47.1 49.2 64.5 33.1 46.3 44.9 61.9
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, August 3, 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 : 84,661: 18,267 13,632 1,520 54,304 63,922 74,091 79,074: 10,570 5,587
Old : 84,661: 18,267 13,632 1,520 54,304 63,922 74,091 79,074: 10,570 5,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 5,361: 5,275 -1,219 304 -973 7,138 4,605 6,223: 756 -861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 16.1 1.8 64.1 75.5 87.5 93.4: 12.5 6.6
Old : 100.0: 21.6 16.1 1.8 64.1 75.5 87.5 93.4: 12.5 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 66 32 17 69 82 144 122:
Old : 217: 66 32 17 69 82 144 122:
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 : 28.2 26.9 41.8 42.3 24.9 25.8 37.6 38.6
Old : 28.2 26.9 41.8 42.3 24.9 25.8 37.6 38.6
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, August 3, 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 : 13,963: 985 2,497 0 7,307 10,257 8,292 12,754: 5,671 1,209
Old : 13,963: 985 2,497 0 7,307 10,257 8,292 12,754: 5,671 1,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 531: 738 0 0 -294 550 444 550: 87 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 17.9 0.0 52.3 73.5 59.4 91.3: 40.6 8.7
Old : 100.0: 7.1 17.9 0.0 52.3 73.5 59.4 91.3: 40.6 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 : 23: 1 1 0 10 12 11 13:
Old : 23: 1 1 0 10 12 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 68.7 53.9 82.9 41.2 68.7 52.3 81.1
Old : 41.2 68.7 53.9 82.9 41.2 68.7 52.3 81.1
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, August 3, 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 : 353,491: 91,334 60,600 2,674 234,987 268,324 328,995 331,598: 24,497 21,894
Old : 353,491: 91,334 60,600 2,674 234,987 268,324 328,995 331,598: 24,497 21,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 24,151: 26,375 -2,403 -2,172 -3,397 32,938 20,806 28,364: 3,345 -4,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 17.1 0.8 66.5 75.9 93.1 93.8: 6.9 6.2
Old : 100.0: 25.8 17.1 0.8 66.5 75.9 93.1 93.8: 6.9 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 66 32 16 63 77 137 117:
Old : 213: 66 32 16 63 77 137 117:
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 : 33.1 28.5 49.4 42.5 32.5 28.5 48.5 42.1
Old : 33.1 28.5 49.4 42.5 32.5 28.5 48.5 42.1
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, August 3, 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 : 108,584: 62,401 13,270 4,157 15,926 74,998 82,484 92,425: 26,099 16,159
Old : 108,584: 62,401 13,270 4,157 15,926 74,998 82,484 92,425: 26,099 16,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 11,012: 10,962 2,646 408 348 9,286 11,718 12,340: -706 -1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 12.2 3.8 14.7 69.1 76.0 85.1: 24.0 14.9
Old : 100.0: 57.5 12.2 3.8 14.7 69.1 76.0 85.1: 24.0 14.9
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 : 76: 31 16 12 17 24 54 46:
Old : 76: 31 16 12 17 24 54 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 : 26.4 41.2 38.3 58.3 26.4 39.6 37.9 55.3
Old : 26.4 41.2 38.3 58.3 26.4 39.6 37.9 55.3
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, August 3, 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 : 31,951: 7,343 4,271 8 14,694 11,405 22,045 15,684: 9,906 16,267
Old : 31,951: 7,343 4,271 8 14,694 11,405 22,045 15,684: 9,906 16,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 1,350: -877 -58 0 199 403 -678 345: 2,028 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.4 0.0 46.0 35.7 69.0 49.1: 31.0 50.9
Old : 100.0: 23.0 13.4 0.0 46.0 35.7 69.0 49.1: 31.0 50.9
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 : 49: 12 8 1 18 14 30 23:
Old : 49: 12 8 1 18 14 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 : 27.3 25.3 39.8 33.6 27.3 25.3 39.8 33.6
Old : 27.3 25.3 39.8 33.6 27.3 25.3 39.8 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 50,048: 3,615 5,248 557 38,347 22,862 42,519 28,667: 7,529 21,381
Old : 50,048: 3,615 5,248 557 38,347 22,862 42,519 28,667: 7,529 21,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 2,045: -14 -710 -421 2,241 1,051 1,806 -80: 239 2,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 10.5 1.1 76.6 45.7 85.0 57.3: 15.0 42.7
Old : 100.0: 7.2 10.5 1.1 76.6 45.7 85.0 57.3: 15.0 42.7
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 : 55: 7 11 1 21 20 29 31:
Old : 55: 7 11 1 21 20 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 22.6 64.7 32.7 47.7 22.6 61.4 32.7
Old : 50.2 22.6 64.7 32.7 47.7 22.6 61.4 32.7
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, August 3, 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 : 31,315: 5,684 0 300 21,766 28,736 27,750 29,036: 3,565 2,279
Old : 31,315: 5,684 0 300 21,766 28,736 27,750 29,036: 3,565 2,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -2,213: 945 -265 0 -3,661 -1,520 -2,716 -1,785: 503 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 0.0 1.0 69.5 91.8 88.6 92.7: 11.4 7.3
Old : 100.0: 18.2 0.0 1.0 69.5 91.8 88.6 92.7: 11.4 7.3
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 : 39: 7 0 1 18 21 25 22:
Old : 39: 7 0 1 18 21 25 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 : 52.8 59.8 66.5 75.6 50.0 57.0 60.2 71.0
Old : 52.8 59.8 66.5 75.6 50.0 57.0 60.2 71.0
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, August 3, 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 : 27,104: 6,790 204 0 14,555 25,149 21,345 25,353: 5,759 1,751
Old : 27,104: 6,790 204 0 14,555 25,149 21,345 25,353: 5,759 1,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -123: -15 -207 0 -861 109 -876 -98: 753 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.8 0.0 53.7 92.8 78.8 93.5: 21.2 6.5
Old : 100.0: 25.1 0.8 0.0 53.7 92.8 78.8 93.5: 21.2 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 12 1 0 17 16 29 17:
Old : 41: 12 1 0 17 16 29 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 : 35.8 68.5 48.4 85.0 34.8 68.5 47.4 85.0
Old : 35.8 68.5 48.4 85.0 34.8 68.5 47.4 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,996: 4,217 3,716 3 10,566 11,331 14,786 15,050: 1,210 946
Old : 15,996: 4,217 3,716 3 10,566 11,331 14,786 15,050: 1,210 946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: -5: 64 -390 3 -182 342 -115 -45: 110 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 23.2 0.0 66.1 70.8 92.4 94.1: 7.6 5.9
Old : 100.0: 26.4 23.2 0.0 66.1 70.8 92.4 94.1: 7.6 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 5 2 7 2 18 9:
Old : 24: 11 5 2 7 2 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 : 63.1 92.5 75.4 94.1 63.1 92.5 75.3 93.9
Old : 63.1 92.5 75.4 94.1 63.1 92.5 75.3 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 6, 2010