MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 37,590: 1,160 1,765 6,066 24,360 22,319 31,586 30,150: 6,004 7,440
Old : 37,590: 1,160 1,765 6,066 24,360 22,319 31,586 30,150: 6,004 7,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 2,062: 5 -376 777 967 1,342 1,749 1,744: 313 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.7 16.1 64.8 59.4 84.0 80.2: 16.0 19.8
Old : 100.0: 3.1 4.7 16.1 64.8 59.4 84.0 80.2: 16.0 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 : 69: 11 11 15 39 31 61 46:
Old : 69: 11 11 15 39 31 61 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 : 37.1 35.5 49.3 47.7 37.1 32.7 47.4 42.4
Old : 37.1 35.5 49.3 47.7 37.1 32.7 47.4 42.4
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 31, 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 : 248,105: 64,928 14,849 68,089 90,782 126,009 223,799 208,947: 24,307 39,158
Old : 97,630: 37,130 35,018 10,280 43,336 39,134 90,746 84,432: 6,884 13,198
Other: 150,475: 51,212 3,245 34,395 47,446 86,875 133,053 124,515: 17,422 25,960
: : :
: : Changes in Commitments from: August 24, 2010 :
: 931: 206 -1,643 305 -995 3,165 -484 1,826: 1,415 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 6.0 27.4 36.6 50.8 90.2 84.2: 9.8 15.8
Old : 100.0: 38.0 35.9 10.5 44.4 40.1 92.9 86.5: 7.1 13.5
Other: 100.0: 34.0 2.2 22.9 31.5 57.7 88.4 82.7: 11.6 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 107 57 107 47 63 216 184:
Old : 227: 74 84 40 28 50 125 151:
Other: 215: 103 29 74 44 60 178 140:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 24.7 29.4 33.4 19.0 23.7 28.8 30.5
Old : 25.0 27.3 39.3 38.3 25.0 27.1 39.3 37.9
Other: 20.8 24.4 31.8 36.1 20.7 23.2 30.6 34.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 439,303: 157,855 15,144 117,877 135,308 231,566 411,040 364,587: 28,263 74,716
Old : 439,303: 157,855 15,144 117,877 135,308 231,566 411,040 364,587: 28,263 74,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 6,372: 7,356 -589 -272 -1,748 6,442 5,336 5,581: 1,036 791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 3.4 26.8 30.8 52.7 93.6 83.0: 6.4 17.0
Old : 100.0: 35.9 3.4 26.8 30.8 52.7 93.6 83.0: 6.4 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 : 448: 178 57 112 90 191 316 322:
Old : 448: 178 57 112 90 191 316 322:
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 : 14.8 18.1 23.8 25.9 14.5 16.5 22.9 22.4
Old : 14.8 18.1 23.8 25.9 14.5 16.5 22.9 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 8,757: 3,534 3,841 753 2,757 2,516 7,044 7,109: 1,713 1,647
Old : 8,757: 3,534 3,841 753 2,757 2,516 7,044 7,109: 1,713 1,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -476: 6 -109 -259 -123 -113 -376 -480: -100 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 43.9 8.6 31.5 28.7 80.4 81.2: 19.6 18.8
Old : 100.0: 40.4 43.9 8.6 31.5 28.7 80.4 81.2: 19.6 18.8
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 : 75: 21 22 12 20 19 50 49:
Old : 75: 21 22 12 20 19 50 49:
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 : 37.7 28.8 52.9 43.2 37.7 28.8 52.5 41.4
Old : 37.7 28.8 52.9 43.2 37.7 28.8 52.5 41.4
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 31, 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 : 41,818: 16,123 5,609 8,199 10,808 8,990 35,131 22,798: 6,687 19,020
Old : 41,818: 16,123 5,609 8,199 10,808 8,990 35,131 22,798: 6,687 19,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -702: 756 603 -1,021 -165 321 -430 -98: -272 -604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 13.4 19.6 25.8 21.5 84.0 54.5: 16.0 45.5
Old : 100.0: 38.6 13.4 19.6 25.8 21.5 84.0 54.5: 16.0 45.5
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 : 140: 48 23 38 39 44 109 88:
Old : 140: 48 23 38 39 44 109 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 16.1 29.4 23.9 15.6 12.7 26.0 18.8
Old : 18.0 16.1 29.4 23.9 15.6 12.7 26.0 18.8
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 31, 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 : 36,954: 2,009 177 605 21,925 36,030 24,539 36,812: 12,415 142
Old : 36,954: 2,009 177 605 21,925 36,030 24,539 36,812: 12,415 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 769: -660 157 3 1,375 922 718 1,082: 51 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.5 1.6 59.3 97.5 66.4 99.6: 33.6 0.4
Old : 100.0: 5.4 0.5 1.6 59.3 97.5 66.4 99.6: 33.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 2 12 11 17 13:
Old : 20: 3 2 2 12 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 : 47.9 79.6 60.1 95.8 30.2 62.6 34.0 67.5
Old : 47.9 79.6 60.1 95.8 30.2 62.6 34.0 67.5
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 31, 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 : 127,104: 30,067 30,853 6,806 47,963 67,281 84,836 104,941: 42,268 22,164
Old : 127,104: 30,067 30,853 6,806 47,963 67,281 84,836 104,941: 42,268 22,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 16,135: 2,813 22,665 406 10,122 -8,644 13,341 14,427: 2,795 1,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 24.3 5.4 37.7 52.9 66.7 82.6: 33.3 17.4
Old : 100.0: 23.7 24.3 5.4 37.7 52.9 66.7 82.6: 33.3 17.4
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 : 78: 28 17 16 28 22 63 48:
Old : 78: 28 17 16 28 22 63 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 40.8 32.8 55.4 22.2 40.6 32.0 53.6
Old : 22.2 40.8 32.8 55.4 22.2 40.6 32.0 53.6
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 31, 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 : 66,906: 20,737 8,148 2,460 24,160 45,292 47,357 55,900: 19,548 11,005
Old : 66,906: 20,737 8,148 2,460 24,160 45,292 47,357 55,900: 19,548 11,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 4,825: 492 454 462 1,325 3,510 2,279 4,426: 2,547 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 12.2 3.7 36.1 67.7 70.8 83.6: 29.2 16.4
Old : 100.0: 31.0 12.2 3.7 36.1 67.7 70.8 83.6: 29.2 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 : 46: 16 10 8 13 15 35 27:
Old : 46: 16 10 8 13 15 35 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 54.7 45.2 65.8 30.2 51.3 43.4 61.4
Old : 30.6 54.7 45.2 65.8 30.2 51.3 43.4 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 91,104: 38,731 17,727 259 48,027 70,366 87,017 88,352: 4,087 2,752
Old : 91,104: 38,731 17,727 259 48,027 70,366 87,017 88,352: 4,087 2,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -10,664: -29,640 8,726 134 19,544 -20,163 -9,962 -11,303: -702 639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 19.5 0.3 52.7 77.2 95.5 97.0: 4.5 3.0
Old : 100.0: 42.5 19.5 0.3 52.7 77.2 95.5 97.0: 4.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 35 22 3 22 16 58 40:
Old : 90: 35 22 3 22 16 58 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 : 46.2 59.3 68.7 78.3 46.2 59.3 68.4 76.2
Old : 46.2 59.3 68.7 78.3 46.2 59.3 68.4 76.2
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 31, 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 : 163,428: 24,108 36,751 10,340 102,484 85,348 136,932 132,439: 26,497 30,989
Old : 163,428: 24,108 36,751 10,340 102,484 85,348 136,932 132,439: 26,497 30,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 5,739: -5,204 4,810 384 10,118 -4,740 5,299 453: 440 5,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 22.5 6.3 62.7 52.2 83.8 81.0: 16.2 19.0
Old : 100.0: 14.8 22.5 6.3 62.7 52.2 83.8 81.0: 16.2 19.0
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 : 90: 18 32 18 26 28 56 66:
Old : 90: 18 32 18 26 28 56 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 37.9 49.3 47.7 37.0 37.9 47.1 47.4
Old : 37.6 37.9 49.3 47.7 37.0 37.9 47.1 47.4
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 31, 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 : 159,341: 61,182 11,696 10,506 56,923 100,491 128,610 122,693: 30,731 36,648
Old : 159,341: 61,182 11,696 10,506 56,923 100,491 128,610 122,693: 30,731 36,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 33: -1,421 -178 488 4,399 394 3,466 704: -3,433 -671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 7.3 6.6 35.7 63.1 80.7 77.0: 19.3 23.0
Old : 100.0: 38.4 7.3 6.6 35.7 63.1 80.7 77.0: 19.3 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 39 27 21 28 31 73 73:
Old : 109: 39 27 21 28 31 73 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 41.4 40.5 51.4 27.9 38.9 39.6 47.9
Old : 28.5 41.4 40.5 51.4 27.9 38.9 39.6 47.9
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 31, 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 : 306,496: 50,242 71,835 44,062 159,750 133,395 254,054 249,291: 52,442 57,204
Old : 306,496: 50,242 71,835 44,062 159,750 133,395 254,054 249,291: 52,442 57,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -4,341: -3,044 955 1,568 607 -5,702 -869 -3,179: -3,473 -1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 23.4 14.4 52.1 43.5 82.9 81.3: 17.1 18.7
Old : 100.0: 16.4 23.4 14.4 52.1 43.5 82.9 81.3: 17.1 18.7
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 : 184: 51 67 62 42 51 128 145:
Old : 184: 51 67 62 42 51 128 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 29.1 37.8 36.9 27.1 28.5 33.7 34.3
Old : 28.6 29.1 37.8 36.9 27.1 28.5 33.7 34.3
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 31, 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 : 20,099: 12,193 5,236 0 4,956 12,678 17,149 17,914: 2,950 2,185
Old : 20,099: 12,193 5,236 0 4,956 12,678 17,149 17,914: 2,950 2,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -172: -2,738 988 0 2,959 -1,120 221 -132: -393 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 26.1 0.0 24.7 63.1 85.3 89.1: 14.7 10.9
Old : 100.0: 60.7 26.1 0.0 24.7 63.1 85.3 89.1: 14.7 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 11 0 11 9 22 20:
Old : 41: 11 11 0 11 9 22 20:
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 : 51.9 66.0 64.9 78.3 51.9 66.0 64.9 77.7
Old : 51.9 66.0 64.9 78.3 51.9 66.0 64.9 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 :14,244,248: 1,346,647 385,855 5,511,721 6,439,837 7,394,040 13,298,205 13,291,616: 946,043 952,633
Old :14,244,248: 1,346,647 385,855 5,511,721 6,439,837 7,394,040 13,298,205 13,291,616: 946,043 952,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 272,507: -42,392 36,091 188,401 139,741 92,359 285,751 316,851: -13,244 -44,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 2.7 38.7 45.2 51.9 93.4 93.3: 6.6 6.7
Old : 100.0: 9.5 2.7 38.7 45.2 51.9 93.4 93.3: 6.6 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 71 63 117 145 153 277 278:
Old : 297: 71 63 117 145 153 277 278:
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 : 21.5 24.4 33.0 36.9 14.4 14.3 20.6 18.4
Old : 21.5 24.4 33.0 36.9 14.4 14.3 20.6 18.4
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 31, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,060,112: 67,493 106,110 94,664 776,709 753,594 938,866 954,368: 121,246 105,744
Old : 1,060,112: 67,493 106,110 94,664 776,709 753,594 938,866 954,368: 121,246 105,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 27,746: 950 8,435 6,728 29,009 19,454 36,687 34,617: -8,941 -6,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 10.0 8.9 73.3 71.1 88.6 90.0: 11.4 10.0
Old : 100.0: 6.4 10.0 8.9 73.3 71.1 88.6 90.0: 11.4 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 : 563: 100 121 91 239 242 387 406:
Old : 563: 100 121 91 239 242 387 406:
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 : 16.6 11.3 26.1 19.6 12.7 7.9 20.2 13.9
Old : 16.6 11.3 26.1 19.6 12.7 7.9 20.2 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 414,732: 18,572 75,268 29,607 280,498 256,879 328,677 361,754: 86,055 52,978
Old : 414,732: 18,572 75,268 29,607 280,498 256,879 328,677 361,754: 86,055 52,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 4,933: -251 8,737 -370 4,179 4,935 3,558 13,302: 1,375 -8,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 18.1 7.1 67.6 61.9 79.3 87.2: 20.7 12.8
Old : 100.0: 4.5 18.1 7.1 67.6 61.9 79.3 87.2: 20.7 12.8
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 : 146: 20 26 30 79 74 117 112:
Old : 146: 20 26 30 79 74 117 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 22.8 27.8 35.1 17.8 22.3 25.9 33.1
Old : 18.9 22.8 27.8 35.1 17.8 22.3 25.9 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,226,898: 480,428 390,033 89,459 2,481,058 2,483,579 3,050,945 2,963,071: 175,953 263,827
Old : 3,226,898: 480,428 390,033 89,459 2,481,058 2,483,579 3,050,945 2,963,071: 175,953 263,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 114,065: 39,763 32,249 1,729 124,153 72,596 165,644 106,574: -51,580 7,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 12.1 2.8 76.9 77.0 94.5 91.8: 5.5 8.2
Old : 100.0: 14.9 12.1 2.8 76.9 77.0 94.5 91.8: 5.5 8.2
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 : 502: 84 107 69 209 219 332 356:
Old : 502: 84 107 69 209 219 332 356:
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 11.2 33.2 19.5 18.8 8.7 28.8 15.8
Old : 21.6 11.2 33.2 19.5 18.8 8.7 28.8 15.8
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 31, 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 : 87,343: 9,542 8,023 107 66,899 74,787 76,548 82,917: 10,795 4,426
Old : 87,343: 9,542 8,023 107 66,899 74,787 76,548 82,917: 10,795 4,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -1,335: 201 -324 -343 -1,516 -358 -1,658 -1,025: 323 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 9.2 0.1 76.6 85.6 87.6 94.9: 12.4 5.1
Old : 100.0: 10.9 9.2 0.1 76.6 85.6 87.6 94.9: 12.4 5.1
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 : 78: 8 3 2 47 32 56 36:
Old : 78: 8 3 2 47 32 56 36:
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 : 32.9 52.7 48.5 70.5 32.6 52.7 45.2 68.3
Old : 32.9 52.7 48.5 70.5 32.6 52.7 45.2 68.3
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 31, 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 : 97,820: 6,871 22,035 2,685 78,723 65,483 88,279 90,204: 9,541 7,617
Old : 97,820: 6,871 22,035 2,685 78,723 65,483 88,279 90,204: 9,541 7,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 3,462: -3,693 3,212 255 6,630 -537 3,192 2,930: 271 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 22.5 2.7 80.5 66.9 90.2 92.2: 9.8 7.8
Old : 100.0: 7.0 22.5 2.7 80.5 66.9 90.2 92.2: 9.8 7.8
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 : 225: 45 55 18 75 83 130 146:
Old : 225: 45 55 18 75 83 130 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 24.3 50.6 36.9 27.1 19.4 41.0 28.8
Old : 30.6 24.3 50.6 36.9 27.1 19.4 41.0 28.8
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, August 31, 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 : 25,289: 0 3,973 0 18,981 19,966 18,981 23,939: 6,308 1,350
Old : 25,289: 0 3,973 0 18,981 19,966 18,981 23,939: 6,308 1,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 2,425: 0 246 0 1,615 1,672 1,615 1,918: 810 507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.7 0.0 75.1 79.0 75.1 94.7: 24.9 5.3
Old : 100.0: 0.0 15.7 0.0 75.1 79.0 75.1 94.7: 24.9 5.3
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 : 23: 0 2 0 9 14 9 16:
Old : 23: 0 2 0 9 14 9 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 63.0 74.2 85.4 65.6 63.0 71.3 84.4
Old : 68.5 63.0 74.2 85.4 65.6 63.0 71.3 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 362,659: 44,193 100,152 3,587 298,711 227,585 346,491 331,324: 16,168 31,335
Old : 362,659: 44,193 100,152 3,587 298,711 227,585 346,491 331,324: 16,168 31,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 5,189: -16,005 17,288 -1,184 25,073 -11,045 7,884 5,059: -2,695 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 27.6 1.0 82.4 62.8 95.5 91.4: 4.5 8.6
Old : 100.0: 12.2 27.6 1.0 82.4 62.8 95.5 91.4: 4.5 8.6
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 : 222: 45 55 17 71 75 126 137:
Old : 222: 45 55 17 71 75 126 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 24.3 54.3 36.7 35.4 24.3 53.5 36.4
Old : 36.0 24.3 54.3 36.7 35.4 24.3 53.5 36.4
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 31, 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 : 110,297: 54,491 10,346 5,152 24,944 77,385 84,587 92,883: 25,709 17,414
Old : 110,297: 54,491 10,346 5,152 24,944 77,385 84,587 92,883: 25,709 17,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -5,101: -4,297 -1,465 576 -2,404 -4,499 -6,125 -5,388: 1,023 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 9.4 4.7 22.6 70.2 76.7 84.2: 23.3 15.8
Old : 100.0: 49.4 9.4 4.7 22.6 70.2 76.7 84.2: 23.3 15.8
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 : 70: 28 14 12 19 21 53 41:
Old : 70: 28 14 12 19 21 53 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 44.0 40.7 60.5 28.6 43.2 40.5 57.6
Old : 28.6 44.0 40.7 60.5 28.6 43.2 40.5 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 32,031: 5,699 5,764 0 18,124 10,382 23,823 16,146: 8,208 15,885
Old : 32,031: 5,699 5,764 0 18,124 10,382 23,823 16,146: 8,208 15,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -841: -729 354 -206 660 -569 -275 -421: -566 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 18.0 0.0 56.6 32.4 74.4 50.4: 25.6 49.6
Old : 100.0: 17.8 18.0 0.0 56.6 32.4 74.4 50.4: 25.6 49.6
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 : 57: 13 10 0 23 14 36 24:
Old : 57: 13 10 0 23 14 36 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 : 28.6 24.5 41.3 33.1 26.0 24.5 38.7 32.4
Old : 28.6 24.5 41.3 33.1 26.0 24.5 38.7 32.4
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, August 31, 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 : 54,513: 5,887 4,511 619 38,657 33,043 45,163 38,173: 9,350 16,340
Old : 54,513: 5,887 4,511 619 38,657 33,043 45,163 38,173: 9,350 16,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -435: 357 783 -753 1,855 1,901 1,459 1,931: -1,894 -2,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.3 1.1 70.9 60.6 82.8 70.0: 17.2 30.0
Old : 100.0: 10.8 8.3 1.1 70.9 60.6 82.8 70.0: 17.2 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 9 9 1 20 27 30 36:
Old : 61: 9 9 1 20 27 30 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 29.3 62.5 41.5 44.6 29.0 58.0 38.9
Old : 48.3 29.3 62.5 41.5 44.6 29.0 58.0 38.9
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 31, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 34,750: 6,444 580 300 24,734 32,061 31,478 32,941: 3,272 1,809
Old : 34,750: 6,444 580 300 24,734 32,061 31,478 32,941: 3,272 1,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -68: 817 202 0 -564 -322 253 -120: -321 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 1.7 0.9 71.2 92.3 90.6 94.8: 9.4 5.2
Old : 100.0: 18.5 1.7 0.9 71.2 92.3 90.6 94.8: 9.4 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 : 41: 8 2 1 19 18 27 21:
Old : 41: 8 2 1 19 18 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 66.0 63.2 80.2 44.8 63.3 59.5 75.9
Old : 47.0 66.0 63.2 80.2 44.8 63.3 59.5 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 26,930: 5,974 481 0 15,523 24,298 21,497 24,779: 5,433 2,151
Old : 26,930: 5,974 481 0 15,523 24,298 21,497 24,779: 5,433 2,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -599: 176 39 0 -637 -608 -461 -569: -138 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 1.8 0.0 57.6 90.2 79.8 92.0: 20.2 8.0
Old : 100.0: 22.2 1.8 0.0 57.6 90.2 79.8 92.0: 20.2 8.0
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: 11 2 0 18 16 29 18:
Old : 42: 11 2 0 18 16 29 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 : 35.5 69.3 50.6 83.5 34.2 69.3 49.4 83.1
Old : 35.5 69.3 50.6 83.5 34.2 69.3 49.4 83.1
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 31, 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 : 13,933: 3,231 4,828 0 9,914 8,324 13,145 13,152: 788 781
Old : 13,933: 3,231 4,828 0 9,914 8,324 13,145 13,152: 788 781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -16: -135 74 0 172 -140 37 -66: -53 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 34.7 0.0 71.2 59.7 94.3 94.4: 5.7 5.6
Old : 100.0: 23.2 34.7 0.0 71.2 59.7 94.3 94.4: 5.7 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 : 21: 8 5 0 8 1 16 6:
Old : 21: 8 5 0 8 1 16 6:
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 : 69.0 92.5 82.8 94.4 69.0 92.5 82.8 94.4
Old : 69.0 92.5 82.8 94.4 69.0 92.5 82.8 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 3, 2010