MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 36,188: 2,656 1,970 5,582 21,653 23,105 29,891 30,657: 6,296 5,531
Old : 36,188: 2,656 1,970 5,582 21,653 23,105 29,891 30,657: 6,296 5,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,609: 23 117 581 319 1,144 923 1,842: 686 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 5.4 15.4 59.8 63.8 82.6 84.7: 17.4 15.3
Old : 100.0: 7.3 5.4 15.4 59.8 63.8 82.6 84.7: 17.4 15.3
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 : 71: 16 11 17 34 31 58 51:
Old : 71: 16 11 17 34 31 58 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 37.1 46.6 49.3 33.2 34.8 43.1 45.6
Old : 33.2 37.1 46.6 49.3 33.2 34.8 43.1 45.6
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, September 21, 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 : 271,166: 78,368 17,005 70,709 94,451 140,201 243,528 227,916: 27,638 43,250
Old : 47,169: 20,858 6,879 8,470 12,278 24,286 41,606 39,635: 5,564 7,534
Other: 223,997: 69,394 22,011 50,355 82,173 115,915 201,922 188,280: 22,074 35,716
: : :
: : Changes in Commitments from: September 14, 2010 :
: 15,643: 7,392 317 5,928 1,566 8,424 14,887 14,670: 755 973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 6.3 26.1 34.8 51.7 89.8 84.1: 10.2 15.9
Old : 100.0: 44.2 14.6 18.0 26.0 51.5 88.2 84.0: 11.8 16.0
Other: 100.0: 31.0 9.8 22.5 36.7 51.7 90.1 84.1: 9.9 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 115 59 103 53 73 231 188:
Old : 178: 74 34 40 34 46 121 107:
Other: 263: 104 70 90 52 69 216 177:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 24.3 26.8 32.3 17.0 22.7 26.1 29.7
Old : 21.8 35.3 35.3 46.1 21.8 34.5 34.1 44.8
Other: 19.9 22.7 31.4 31.8 19.9 22.3 30.8 30.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 445,946: 154,635 12,131 121,172 138,475 234,931 414,281 368,233: 31,664 77,712
Old : 445,946: 154,635 12,131 121,172 138,475 234,931 414,281 368,233: 31,664 77,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 5,066: -6,154 -4,458 7,354 3,027 3,209 4,227 6,105: 839 -1,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 2.7 27.2 31.1 52.7 92.9 82.6: 7.1 17.4
Old : 100.0: 34.7 2.7 27.2 31.1 52.7 92.9 82.6: 7.1 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 : 431: 187 34 106 102 189 319 309:
Old : 431: 187 34 106 102 189 319 309:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 18.5 24.0 27.1 14.0 17.1 21.8 22.2
Old : 14.9 18.5 24.0 27.1 14.0 17.1 21.8 22.2
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, September 21, 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 : 8,981: 3,881 3,503 741 2,361 3,025 6,982 7,268: 1,999 1,713
Old : 8,981: 3,881 3,503 741 2,361 3,025 6,982 7,268: 1,999 1,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 238: -89 -61 176 23 1 109 115: 129 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 39.0 8.2 26.3 33.7 77.7 80.9: 22.3 19.1
Old : 100.0: 43.2 39.0 8.2 26.3 33.7 77.7 80.9: 22.3 19.1
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 : 87: 29 26 13 15 25 54 54:
Old : 87: 29 26 13 15 25 54 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 24.7 52.2 38.4 37.3 24.5 51.7 37.3
Old : 37.3 24.7 52.2 38.4 37.3 24.5 51.7 37.3
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, September 21, 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 : 40,015: 12,388 5,860 9,895 12,211 6,979 34,495 22,735: 5,521 17,280
Old : 40,015: 12,388 5,860 9,895 12,211 6,979 34,495 22,735: 5,521 17,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 423: -1,370 -88 1,154 1,305 -650 1,089 416: -665 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 14.6 24.7 30.5 17.4 86.2 56.8: 13.8 43.2
Old : 100.0: 31.0 14.6 24.7 30.5 17.4 86.2 56.8: 13.8 43.2
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 : 140: 39 29 46 52 43 116 98:
Old : 140: 39 29 46 52 43 116 98:
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 : 18.5 12.6 30.8 20.7 18.5 9.7 27.8 14.5
Old : 18.5 12.6 30.8 20.7 18.5 9.7 27.8 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 36,170: 2,341 770 602 25,392 34,210 28,335 35,582: 7,835 588
Old : 36,170: 2,341 770 602 25,392 34,210 28,335 35,582: 7,835 588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -1,662: 332 750 0 2,883 -2,806 3,215 -2,056: -4,877 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 2.1 1.7 70.2 94.6 78.3 98.4: 21.7 1.6
Old : 100.0: 6.5 2.1 1.7 70.2 94.6 78.3 98.4: 21.7 1.6
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 : 20: 3 2 1 12 11 16 13:
Old : 20: 3 2 1 12 11 16 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 : 60.3 78.7 73.2 93.5 46.8 58.8 49.1 67.9
Old : 60.3 78.7 73.2 93.5 46.8 58.8 49.1 67.9
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, September 21, 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 : 115,701: 46,811 18,334 5,612 23,761 75,153 76,184 99,099: 39,517 16,602
Old : 115,701: 46,811 18,334 5,612 23,761 75,153 76,184 99,099: 39,517 16,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -9,372: 17,835 5,390 -1,851 -26,787 -9,779 -10,803 -6,240: 1,431 -3,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 15.8 4.9 20.5 65.0 65.8 85.7: 34.2 14.3
Old : 100.0: 40.5 15.8 4.9 20.5 65.0 65.8 85.7: 34.2 14.3
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 : 85: 30 19 18 22 29 63 55:
Old : 85: 30 19 18 22 29 63 55:
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 : 27.1 34.4 35.5 50.0 27.1 33.3 35.1 48.8
Old : 27.1 34.4 35.5 50.0 27.1 33.3 35.1 48.8
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, September 21, 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 : 53,186: 26,044 12,362 970 6,685 31,509 33,698 44,840: 19,487 8,345
Old : 53,186: 26,044 12,362 970 6,685 31,509 33,698 44,840: 19,487 8,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 117: -1,575 -1,725 -111 1,771 2,234 86 399: 31 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 23.2 1.8 12.6 59.2 63.4 84.3: 36.6 15.7
Old : 100.0: 49.0 23.2 1.8 12.6 59.2 63.4 84.3: 36.6 15.7
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 : 47: 18 12 6 9 15 31 29:
Old : 47: 18 12 6 9 15 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 44.9 43.5 61.4 31.9 42.7 43.3 59.1
Old : 32.0 44.9 43.5 61.4 31.9 42.7 43.3 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 78,416: 41,410 15,034 50 31,336 61,383 72,796 76,467: 5,620 1,949
Old : 78,416: 41,410 15,034 50 31,336 61,383 72,796 76,467: 5,620 1,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 2,522: 5,719 -5,700 32 -4,963 8,036 788 2,368: 1,734 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 19.2 0.1 40.0 78.3 92.8 97.5: 7.2 2.5
Old : 100.0: 52.8 19.2 0.1 40.0 78.3 92.8 97.5: 7.2 2.5
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 : 80: 30 18 1 15 20 46 38:
Old : 80: 30 18 1 15 20 46 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 58.1 72.0 73.9 52.4 58.1 71.8 73.9
Old : 52.4 58.1 72.0 73.9 52.4 58.1 71.8 73.9
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, September 21, 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 : 80,505: 18,224 26,940 4,501 33,474 27,060 56,199 58,501: 24,306 22,003
Old : 80,505: 18,224 26,940 4,501 33,474 27,060 56,199 58,501: 24,306 22,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -3,422: -3,435 -3,688 437 -748 912 -3,745 -2,339: 323 -1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 33.5 5.6 41.6 33.6 69.8 72.7: 30.2 27.3
Old : 100.0: 22.6 33.5 5.6 41.6 33.6 69.8 72.7: 30.2 27.3
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 : 79: 25 21 17 20 28 52 59:
Old : 79: 25 21 17 20 28 52 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 22.0 35.7 33.0 22.9 22.0 33.8 33.0
Old : 23.4 22.0 35.7 33.0 22.9 22.0 33.8 33.0
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, September 21, 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 : 127,808: 40,401 18,390 6,478 52,343 77,001 99,222 101,868: 28,586 25,939
Old : 127,808: 40,401 18,390 6,478 52,343 77,001 99,222 101,868: 28,586 25,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -19,483: -21,262 3,596 1,356 2,857 -19,649 -17,049 -14,697: -2,433 -4,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 14.4 5.1 41.0 60.2 77.6 79.7: 22.4 20.3
Old : 100.0: 31.6 14.4 5.1 41.0 60.2 77.6 79.7: 22.4 20.3
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 : 103: 33 30 22 29 27 73 68:
Old : 103: 33 30 22 29 27 73 68:
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 : 35.6 43.7 43.8 52.5 35.3 42.8 43.3 51.5
Old : 35.6 43.7 43.8 52.5 35.3 42.8 43.3 51.5
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, September 21, 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 : 222,412: 53,350 50,573 34,569 80,110 81,595 168,029 166,737: 54,382 55,675
Old : 222,412: 53,350 50,573 34,569 80,110 81,595 168,029 166,737: 54,382 55,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 7,262: -2,105 -14,934 7,137 -20 13,492 5,012 5,694: 2,250 1,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 22.7 15.5 36.0 36.7 75.5 75.0: 24.5 25.0
Old : 100.0: 24.0 22.7 15.5 36.0 36.7 75.5 75.0: 24.5 25.0
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 : 164: 48 60 51 35 43 114 123:
Old : 164: 48 60 51 35 43 114 123:
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 : 20.5 21.4 29.8 28.6 19.9 20.4 27.6 25.8
Old : 20.5 21.4 29.8 28.6 19.9 20.4 27.6 25.8
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, September 21, 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 : 26,820: 22,636 4,228 0 563 21,198 23,199 25,426: 3,621 1,394
Old : 26,820: 22,636 4,228 0 563 21,198 23,199 25,426: 3,621 1,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,065: 1,222 -347 0 -302 1,096 920 749: 145 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 15.8 0.0 2.1 79.0 86.5 94.8: 13.5 5.2
Old : 100.0: 84.4 15.8 0.0 2.1 79.0 86.5 94.8: 13.5 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 : 35: 13 6 0 2 15 15 21:
Old : 35: 13 6 0 2 15 15 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 : 71.6 56.1 82.1 80.2 71.6 56.1 82.1 80.2
Old : 71.6 56.1 82.1 80.2 71.6 56.1 82.1 80.2
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, September 21, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,079,916: 1,476,102 268,906 4,380,493 5,303,629 6,476,417 11,160,224 11,125,816: 919,692 954,099
Old :12,079,916: 1,476,102 268,906 4,380,493 5,303,629 6,476,417 11,160,224 11,125,816: 919,692 954,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 653,759: 184,053 33,928 431,480 37,469 198,605 653,002 664,012: 757 -10,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 2.2 36.3 43.9 53.6 92.4 92.1: 7.6 7.9
Old : 100.0: 12.2 2.2 36.3 43.9 53.6 92.4 92.1: 7.6 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 : 268: 66 54 101 129 134 249 242:
Old : 268: 66 54 101 129 134 249 242:
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 : 22.0 23.2 35.4 36.1 18.0 15.2 22.8 19.9
Old : 22.0 23.2 35.4 36.1 18.0 15.2 22.8 19.9
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, September 21, 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 : 887,945: 56,665 83,266 51,650 637,055 625,403 745,370 760,319: 142,574 127,626
Old : 887,945: 56,665 83,266 51,650 637,055 625,403 745,370 760,319: 142,574 127,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -349,276: -8,063 -28,567 -46,429 -249,252 -234,147 -303,743 -309,143: -45,533 -40,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 9.4 5.8 71.7 70.4 83.9 85.6: 16.1 14.4
Old : 100.0: 6.4 9.4 5.8 71.7 70.4 83.9 85.6: 16.1 14.4
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 : 543: 93 126 95 221 235 373 397:
Old : 543: 93 126 95 221 235 373 397:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 10.5 25.7 18.3 14.5 9.7 22.2 15.8
Old : 17.0 10.5 25.7 18.3 14.5 9.7 22.2 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 358,412: 30,018 23,355 25,063 224,103 237,080 279,184 285,497: 79,228 72,915
Old : 358,412: 30,018 23,355 25,063 224,103 237,080 279,184 285,497: 79,228 72,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -141,363: 9,527 -37,303 -9,937 -105,346 -83,659 -105,756 -130,899: -35,606 -10,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 6.5 7.0 62.5 66.1 77.9 79.7: 22.1 20.3
Old : 100.0: 8.4 6.5 7.0 62.5 66.1 77.9 79.7: 22.1 20.3
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 : 143: 23 25 33 71 74 114 112:
Old : 143: 23 25 33 71 74 114 112:
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 : 21.5 19.6 30.9 29.7 20.2 19.4 29.3 28.4
Old : 21.5 19.6 30.9 29.7 20.2 19.4 29.3 28.4
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, September 21, 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 : 2,647,662: 192,901 359,223 73,271 2,064,757 1,941,615 2,330,930 2,374,110: 316,732 273,552
Old : 2,647,662: 192,901 359,223 73,271 2,064,757 1,941,615 2,330,930 2,374,110: 316,732 273,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
:-1,039,570: -205,147 -73,517 -65,262 -719,526 -752,441 -989,935 -891,220: -49,635 -148,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 13.6 2.8 78.0 73.3 88.0 89.7: 12.0 10.3
Old : 100.0: 7.3 13.6 2.8 78.0 73.3 88.0 89.7: 12.0 10.3
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 : 482: 77 113 72 195 211 318 350:
Old : 482: 77 113 72 195 211 318 350:
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 : 20.3 11.9 31.9 19.7 18.6 8.7 28.2 15.5
Old : 20.3 11.9 31.9 19.7 18.6 8.7 28.2 15.5
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, September 21, 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 : 104,333: 13,321 8,045 477 81,341 91,783 95,139 100,305: 9,194 4,028
Old : 104,333: 13,321 8,045 477 81,341 91,783 95,139 100,305: 9,194 4,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -22,980: 766 -122 94 -21,750 -21,789 -20,890 -21,817: -2,089 -1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.7 0.5 78.0 88.0 91.2 96.1: 8.8 3.9
Old : 100.0: 12.8 7.7 0.5 78.0 88.0 91.2 96.1: 8.8 3.9
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 : 86: 13 3 2 49 34 63 38:
Old : 86: 13 3 2 49 34 63 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 48.0 55.6 67.7 30.4 45.6 44.5 61.7
Old : 40.4 48.0 55.6 67.7 30.4 45.6 44.5 61.7
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, September 21, 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 : 70,134: 16,840 13,585 1,101 45,749 52,161 63,690 66,847: 6,444 3,287
Old : 70,134: 16,840 13,585 1,101 45,749 52,161 63,690 66,847: 6,444 3,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -53,142: 2,759 -5,727 -2,948 -45,757 -37,274 -45,946 -45,949: -7,196 -7,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 19.4 1.6 65.2 74.4 90.8 95.3: 9.2 4.7
Old : 100.0: 24.0 19.4 1.6 65.2 74.4 90.8 95.3: 9.2 4.7
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 : 247: 63 49 18 80 75 153 132:
Old : 247: 63 49 18 80 75 153 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 26.7 40.6 39.7 27.8 26.7 39.2 39.6
Old : 28.5 26.7 40.6 39.7 27.8 26.7 39.2 39.6
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, September 21, 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 : 350,670: 84,200 67,925 5,506 228,743 260,804 318,449 334,235: 32,221 16,435
Old : 350,670: 84,200 67,925 5,506 228,743 260,804 318,449 334,235: 32,221 16,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -128,608: 13,797 -31,500 -1,848 -144,031 -72,215 -132,083 -105,564: 3,475 -23,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 19.4 1.6 65.2 74.4 90.8 95.3: 9.2 4.7
Old : 100.0: 24.0 19.4 1.6 65.2 74.4 90.8 95.3: 9.2 4.7
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 : 247: 63 49 18 80 75 153 132:
Old : 247: 63 49 18 80 75 153 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 26.7 40.6 39.7 27.8 26.7 39.2 39.6
Old : 28.5 26.7 40.6 39.7 27.8 26.7 39.2 39.6
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, September 21, 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 : 139,424: 77,615 13,338 4,697 25,356 105,344 107,668 123,379: 31,756 16,045
Old : 139,424: 77,615 13,338 4,697 25,356 105,344 107,668 123,379: 31,756 16,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 11,633: 3,637 -3,530 832 5,035 12,885 9,503 10,187: 2,130 1,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 9.6 3.4 18.2 75.6 77.2 88.5: 22.8 11.5
Old : 100.0: 55.7 9.6 3.4 18.2 75.6 77.2 88.5: 22.8 11.5
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 : 78: 31 16 12 19 24 58 44:
Old : 78: 31 16 12 19 24 58 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 : 33.4 46.7 46.4 66.3 33.4 45.7 46.4 64.7
Old : 33.4 46.7 46.4 66.3 33.4 45.7 46.4 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 30,668: 7,353 4,521 0 15,950 7,051 23,303 11,572: 7,365 19,096
Old : 30,668: 7,353 4,521 0 15,950 7,051 23,303 11,572: 7,365 19,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 2,506: 1,498 -113 0 1,546 410 3,044 297: -538 2,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 14.7 0.0 52.0 23.0 76.0 37.7: 24.0 62.3
Old : 100.0: 24.0 14.7 0.0 52.0 23.0 76.0 37.7: 24.0 62.3
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 : 46: 12 9 0 17 11 29 20:
Old : 46: 12 9 0 17 11 29 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 : 39.0 19.2 52.3 27.3 39.0 19.2 51.6 27.3
Old : 39.0 19.2 52.3 27.3 39.0 19.2 51.6 27.3
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, September 21, 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 : 32,751: 4,525 3,265 162 20,093 17,932 24,780 21,359: 7,971 11,392
Old : 32,751: 4,525 3,265 162 20,093 17,932 24,780 21,359: 7,971 11,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,719: 1,595 722 29 1,537 2,141 3,161 2,892: -1,442 -1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 10.0 0.5 61.4 54.8 75.7 65.2: 24.3 34.8
Old : 100.0: 13.8 10.0 0.5 61.4 54.8 75.7 65.2: 24.3 34.8
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 : 45: 9 6 1 17 17 27 23:
Old : 45: 9 6 1 17 17 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 31.4 52.7 44.6 37.7 31.4 50.6 44.6
Old : 39.8 31.4 52.7 44.6 37.7 31.4 50.6 44.6
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, September 21, 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 : 30,692: 4,437 786 300 22,596 27,789 27,333 28,875: 3,359 1,817
Old : 30,692: 4,437 786 300 22,596 27,789 27,333 28,875: 3,359 1,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -2,129: 239 -15 -735 -1,097 -717 -1,593 -1,467: -536 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 2.6 1.0 73.6 90.5 89.1 94.1: 10.9 5.9
Old : 100.0: 14.5 2.6 1.0 73.6 90.5 89.1 94.1: 10.9 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 : 43: 7 3 1 17 23 24 27:
Old : 43: 7 3 1 17 23 24 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 : 50.1 47.7 65.3 66.6 47.0 45.5 60.6 62.5
Old : 50.1 47.7 65.3 66.6 47.0 45.5 60.6 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 28,387: 7,112 0 0 15,894 26,734 23,006 26,734: 5,381 1,653
Old : 28,387: 7,112 0 0 15,894 26,734 23,006 26,734: 5,381 1,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -465: 231 -204 -4 -178 337 49 129: -514 -594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.0 0.0 56.0 94.2 81.0 94.2: 19.0 5.8
Old : 100.0: 25.1 0.0 0.0 56.0 94.2 81.0 94.2: 19.0 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 13 0 0 17 16 30 16:
Old : 41: 13 0 0 17 16 30 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 : 32.9 69.2 49.5 87.3 31.9 69.2 48.2 87.3
Old : 32.9 69.2 49.5 87.3 31.9 69.2 48.2 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 13,341: 2,768 5,743 0 9,321 6,796 12,089 12,539: 1,252 802
Old : 13,341: 2,768 5,743 0 9,321 6,796 12,089 12,539: 1,252 802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -2,490: -348 968 -1,036 -499 -1,796 -1,883 -1,864: -607 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 43.0 0.0 69.9 50.9 90.6 94.0: 9.4 6.0
Old : 100.0: 20.7 43.0 0.0 69.9 50.9 90.6 94.0: 9.4 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 5 0 5 3 13 8:
Old : 21: 8 5 0 5 3 13 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 87.5 83.2 94.0 71.1 87.5 83.2 94.0
Old : 71.1 87.5 83.2 94.0 71.1 87.5 83.2 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 24, 2010