MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 37,393: 3,015 1,952 5,805 22,134 23,791 30,954 31,549: 6,439 5,845
Old : 37,393: 3,015 1,952 5,805 22,134 23,791 30,954 31,549: 6,439 5,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 1,205: 359 -18 224 480 686 1,063 892: 142 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 5.2 15.5 59.2 63.6 82.8 84.4: 17.2 15.6
Old : 100.0: 8.1 5.2 15.5 59.2 63.6 82.8 84.4: 17.2 15.6
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 : 75: 24 7 19 33 32 61 54:
Old : 75: 24 7 19 33 32 61 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 : 33.5 36.5 46.7 48.8 33.5 34.4 43.9 45.1
Old : 33.5 36.5 46.7 48.8 33.5 34.4 43.9 45.1
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 28, 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 : 273,625: 80,802 17,013 70,594 94,522 141,665 245,917 229,271: 27,708 44,354
Old : 35,913: 14,267 4,360 7,807 9,839 18,008 31,913 30,175: 4,000 5,738
Other: 237,713: 75,114 21,233 54,207 84,683 123,657 214,004 199,097: 23,708 38,616
: : :
: : Changes in Commitments from: September 21, 2010 :
: 2,460: 2,435 8 -116 71 1,464 2,390 1,356: 70 1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 6.2 25.8 34.5 51.8 89.9 83.8: 10.1 16.2
Old : 100.0: 39.7 12.1 21.7 27.4 50.1 88.9 84.0: 11.1 16.0
Other: 100.0: 31.6 8.9 22.8 35.6 52.0 90.0 83.8: 10.0 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 115 62 106 51 68 231 186:
Old : 159: 60 35 42 31 44 107 105:
Other: 266: 109 70 93 51 65 220 176:
:----------------------------------------------------------------------------------------------------
: 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 24.4 26.9 32.9 17.0 23.8 26.3 30.3
Old : 28.3 35.6 40.6 43.4 28.3 34.1 38.5 41.0
Other: 19.5 23.1 30.7 32.3 19.5 22.7 30.1 31.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 435,341: 152,086 12,289 113,554 140,354 235,199 405,994 361,042: 29,346 74,298
Old : 435,341: 152,086 12,289 113,554 140,354 235,199 405,994 361,042: 29,346 74,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -10,605: -2,549 158 -7,617 1,879 268 -8,287 -7,191: -2,318 -3,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 2.8 26.1 32.2 54.0 93.3 82.9: 6.7 17.1
Old : 100.0: 34.9 2.8 26.1 32.2 54.0 93.3 82.9: 6.7 17.1
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 : 428: 167 45 111 108 195 316 319:
Old : 428: 167 45 111 108 195 316 319:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 19.6 24.8 28.1 14.3 18.1 22.2 22.8
Old : 15.3 19.6 24.8 28.1 14.3 18.1 22.2 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 9,637: 4,003 2,910 1,098 2,456 3,841 7,557 7,849: 2,080 1,788
Old : 9,637: 4,003 2,910 1,098 2,456 3,841 7,557 7,849: 2,080 1,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 656: 122 -593 358 95 816 575 581: 81 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 30.2 11.4 25.5 39.9 78.4 81.4: 21.6 18.6
Old : 100.0: 41.5 30.2 11.4 25.5 39.9 78.4 81.4: 21.6 18.6
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 : 92: 30 28 14 15 26 58 57:
Old : 92: 30 28 14 15 26 58 57:
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 : 35.4 20.4 49.4 34.5 35.4 20.2 48.9 34.3
Old : 35.4 20.4 49.4 34.5 35.4 20.2 48.9 34.3
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 28, 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 : 36,725: 10,390 5,418 8,833 11,657 5,991 30,880 20,243: 5,844 16,482
Old : 36,725: 10,390 5,418 8,833 11,657 5,991 30,880 20,243: 5,844 16,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -3,291: -1,998 -442 -1,062 -554 -988 -3,614 -2,492: 324 -799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 14.8 24.1 31.7 16.3 84.1 55.1: 15.9 44.9
Old : 100.0: 28.3 14.8 24.1 31.7 16.3 84.1 55.1: 15.9 44.9
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 : 128: 33 30 35 47 41 96 92:
Old : 128: 33 30 35 47 41 96 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 11.8 32.2 21.3 19.6 9.2 29.9 13.6
Old : 19.6 11.8 32.2 21.3 19.6 9.2 29.9 13.6
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 28, 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 : 115,236: 42,704 15,766 5,917 23,795 78,200 72,416 99,883: 42,820 15,353
Old : 115,236: 42,704 15,766 5,917 23,795 78,200 72,416 99,883: 42,820 15,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -465: -4,107 -2,568 305 34 3,047 -3,767 784: 3,303 -1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 13.7 5.1 20.6 67.9 62.8 86.7: 37.2 13.3
Old : 100.0: 37.1 13.7 5.1 20.6 67.9 62.8 86.7: 37.2 13.3
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 : 84: 32 17 22 25 27 69 54:
Old : 84: 32 17 22 25 27 69 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 : 26.4 38.5 33.0 58.2 26.3 37.6 32.1 57.2
Old : 26.4 38.5 33.0 58.2 26.3 37.6 32.1 57.2
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 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 58,697: 26,933 8,486 1,857 9,189 37,620 37,979 47,963: 20,718 10,734
Old : 58,697: 26,933 8,486 1,857 9,189 37,620 37,979 47,963: 20,718 10,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 5,512: 889 -3,877 887 2,504 6,112 4,280 3,123: 1,231 2,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 14.5 3.2 15.7 64.1 64.7 81.7: 35.3 18.3
Old : 100.0: 45.9 14.5 3.2 15.7 64.1 64.7 81.7: 35.3 18.3
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 : 50: 18 12 6 11 16 34 29:
Old : 50: 18 12 6 11 16 34 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 : 29.0 42.1 40.7 57.2 29.0 38.7 39.3 53.3
Old : 29.0 42.1 40.7 57.2 29.0 38.7 39.3 53.3
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 28, 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 : 123,581: 89,312 22,721 2 27,535 99,040 116,849 121,763: 6,732 1,818
Old : 123,581: 89,312 22,721 2 27,535 99,040 116,849 121,763: 6,732 1,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 45,165: 47,902 7,687 -48 -3,801 37,657 44,053 45,296: 1,112 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 18.4 0.0 22.3 80.1 94.6 98.5: 5.4 1.5
Old : 100.0: 72.3 18.4 0.0 22.3 80.1 94.6 98.5: 5.4 1.5
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 : 103: 50 18 1 13 25 64 43:
Old : 103: 50 18 1 13 25 64 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 50.1 65.3 70.5 48.2 50.1 65.3 70.5
Old : 48.2 50.1 65.3 70.5 48.2 50.1 65.3 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 88,532: 26,810 28,791 5,053 29,992 31,913 61,854 65,757: 26,678 22,775
Old : 88,532: 26,810 28,791 5,053 29,992 31,913 61,854 65,757: 26,678 22,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 8,027: 8,586 1,851 551 -3,482 4,853 5,655 7,256: 2,372 771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 32.5 5.7 33.9 36.0 69.9 74.3: 30.1 25.7
Old : 100.0: 30.3 32.5 5.7 33.9 36.0 69.9 74.3: 30.1 25.7
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 : 83: 23 24 16 22 29 53 61:
Old : 83: 23 24 16 22 29 53 61:
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 20.5 34.3 32.2 21.2 20.5 33.8 32.2
Old : 21.6 20.5 34.3 32.2 21.2 20.5 33.8 32.2
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 28, 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 : 133,588: 45,263 18,331 6,619 52,174 80,979 104,056 105,929: 29,531 27,659
Old : 133,588: 45,263 18,331 6,619 52,174 80,979 104,056 105,929: 29,531 27,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 5,780: 4,862 -59 141 -169 3,978 4,835 4,060: 946 1,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 13.7 5.0 39.1 60.6 77.9 79.3: 22.1 20.7
Old : 100.0: 33.9 13.7 5.0 39.1 60.6 77.9 79.3: 22.1 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 35 35 24 29 31 76 78:
Old : 113: 35 35 24 29 31 76 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 43.9 43.5 51.4 33.7 42.7 43.2 50.1
Old : 33.9 43.9 43.5 51.4 33.7 42.7 43.2 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 268,832: 67,111 39,660 49,947 90,577 121,279 207,635 210,885: 61,197 57,947
Old : 268,832: 67,111 39,660 49,947 90,577 121,279 207,635 210,885: 61,197 57,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 46,421: 13,761 -10,913 15,378 10,467 39,684 39,605 44,148: 6,815 2,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 14.8 18.6 33.7 45.1 77.2 78.4: 22.8 21.6
Old : 100.0: 25.0 14.8 18.6 33.7 45.1 77.2 78.4: 22.8 21.6
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 : 179: 61 56 56 35 48 122 134:
Old : 179: 61 56 56 35 48 122 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 24.3 24.9 32.7 15.0 23.5 22.2 28.3
Old : 15.6 24.3 24.9 32.7 15.0 23.5 22.2 28.3
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, September 28, 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 : 25,965: 21,604 4,334 0 641 20,115 22,245 24,449: 3,720 1,516
Old : 25,965: 21,604 4,334 0 641 20,115 22,245 24,449: 3,720 1,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -855: -1,032 106 0 78 -1,083 -954 -977: 99 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 16.7 0.0 2.5 77.5 85.7 94.2: 14.3 5.8
Old : 100.0: 83.2 16.7 0.0 2.5 77.5 85.7 94.2: 14.3 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 : 36: 14 6 0 3 14 17 20:
Old : 36: 14 6 0 3 14 17 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 : 69.2 57.2 80.1 78.4 69.2 57.2 80.1 78.4
Old : 69.2 57.2 80.1 78.4 69.2 57.2 80.1 78.4
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 28, 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 :12,608,661: 1,569,097 238,652 4,631,711 5,467,652 6,771,023 11,668,460 11,641,386: 940,201 967,275
Old :12,608,661: 1,569,097 238,652 4,631,711 5,467,652 6,771,023 11,668,460 11,641,386: 940,201 967,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 528,745: 92,995 -30,254 251,218 164,023 294,606 508,236 515,570: 20,509 13,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.9 36.7 43.4 53.7 92.5 92.3: 7.5 7.7
Old : 100.0: 12.4 1.9 36.7 43.4 53.7 92.5 92.3: 7.5 7.7
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 : 274: 73 53 105 129 135 254 248:
Old : 274: 73 53 105 129 135 254 248:
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 : 21.9 23.1 35.4 35.8 17.4 15.2 22.2 20.0
Old : 21.9 23.1 35.4 35.8 17.4 15.2 22.2 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 931,013: 62,549 76,771 69,780 658,833 664,454 791,162 811,005: 139,850 120,007
Old : 931,013: 62,549 76,771 69,780 658,833 664,454 791,162 811,005: 139,850 120,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 43,068: 5,883 -6,495 18,130 21,779 39,051 45,792 50,686: -2,724 -7,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 8.2 7.5 70.8 71.4 85.0 87.1: 15.0 12.9
Old : 100.0: 6.7 8.2 7.5 70.8 71.4 85.0 87.1: 15.0 12.9
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 : 560: 100 126 97 234 235 389 405:
Old : 560: 100 126 97 234 235 389 405:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 11.2 24.5 19.6 13.8 9.7 21.0 16.1
Old : 16.2 11.2 24.5 19.6 13.8 9.7 21.0 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 378,725: 38,685 21,432 29,390 234,023 257,912 302,097 308,733: 76,628 69,993
Old : 378,725: 38,685 21,432 29,390 234,023 257,912 302,097 308,733: 76,628 69,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 20,313: 8,666 -1,923 4,327 9,920 20,832 22,913 23,236: -2,600 -2,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 5.7 7.8 61.8 68.1 79.8 81.5: 20.2 18.5
Old : 100.0: 10.2 5.7 7.8 61.8 68.1 79.8 81.5: 20.2 18.5
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 : 149: 25 26 37 73 76 119 118:
Old : 149: 25 26 37 73 76 119 118:
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 : 22.6 19.2 31.5 30.3 21.3 18.7 30.0 28.8
Old : 22.6 19.2 31.5 30.3 21.3 18.7 30.0 28.8
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 28, 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 : 2,761,436: 229,446 386,824 91,826 2,124,053 2,032,712 2,445,325 2,511,362: 316,111 250,074
Old : 2,761,436: 229,446 386,824 91,826 2,124,053 2,032,712 2,445,325 2,511,362: 316,111 250,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 113,773: 36,545 27,600 18,555 59,295 91,097 114,394 137,252: -621 -23,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 14.0 3.3 76.9 73.6 88.6 90.9: 11.4 9.1
Old : 100.0: 8.3 14.0 3.3 76.9 73.6 88.6 90.9: 11.4 9.1
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 : 495: 88 108 75 206 205 333 351:
Old : 495: 88 108 75 206 205 333 351:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 13.0 30.5 21.5 17.8 11.1 26.8 17.9
Old : 19.3 13.0 30.5 21.5 17.8 11.1 26.8 17.9
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 28, 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 : 108,814: 16,956 8,460 515 81,469 96,457 98,940 105,432: 9,874 3,383
Old : 108,814: 16,956 8,460 515 81,469 96,457 98,940 105,432: 9,874 3,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 4,481: 3,635 415 38 128 4,674 3,801 5,127: 680 -645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 7.8 0.5 74.9 88.6 90.9 96.9: 9.1 3.1
Old : 100.0: 15.6 7.8 0.5 74.9 88.6 90.9 96.9: 9.1 3.1
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 : 86: 12 5 2 47 35 60 41:
Old : 86: 12 5 2 47 35 60 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 : 38.4 47.4 53.3 67.8 28.5 44.6 42.7 61.5
Old : 38.4 47.4 53.3 67.8 28.5 44.6 42.7 61.5
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 28, 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 : 83,826: 30,614 15,413 1,851 44,167 63,711 76,631 80,975: 7,195 2,851
Old : 83,826: 30,614 15,413 1,851 44,167 63,711 76,631 80,975: 7,195 2,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 13,692: 13,773 1,828 750 -1,582 11,550 12,941 14,128: 751 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 18.4 2.2 52.7 76.0 91.4 96.6: 8.6 3.4
Old : 100.0: 36.5 18.4 2.2 52.7 76.0 91.4 96.6: 8.6 3.4
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 : 254: 78 45 20 70 82 159 136:
Old : 254: 78 45 20 70 82 159 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 31.1 36.8 44.7 24.9 31.1 36.1 44.5
Old : 25.4 31.1 36.8 44.7 24.9 31.1 36.1 44.5
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 28, 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 : 419,132: 153,068 77,066 9,254 220,834 318,555 383,155 404,875: 35,977 14,257
Old : 419,132: 153,068 77,066 9,254 220,834 318,555 383,155 404,875: 35,977 14,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 68,462: 68,867 9,141 3,748 -7,910 57,751 64,705 70,640: 3,756 -2,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 18.4 2.2 52.7 76.0 91.4 96.6: 8.6 3.4
Old : 100.0: 36.5 18.4 2.2 52.7 76.0 91.4 96.6: 8.6 3.4
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 : 254: 78 45 20 70 82 159 136:
Old : 254: 78 45 20 70 82 159 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 31.1 36.8 44.7 24.9 31.1 36.1 44.5
Old : 25.4 31.1 36.8 44.7 24.9 31.1 36.1 44.5
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 28, 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 : 151,085: 80,525 11,629 6,457 31,305 115,373 118,287 133,459: 32,798 17,626
Old : 151,085: 80,525 11,629 6,457 31,305 115,373 118,287 133,459: 32,798 17,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 11,661: 2,910 -1,710 1,760 5,949 10,030 10,619 10,080: 1,042 1,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 7.7 4.3 20.7 76.4 78.3 88.3: 21.7 11.7
Old : 100.0: 53.3 7.7 4.3 20.7 76.4 78.3 88.3: 21.7 11.7
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 : 83: 32 19 15 19 25 61 49:
Old : 83: 32 19 15 19 25 61 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 : 31.7 44.0 44.0 62.8 31.7 43.6 44.0 60.7
Old : 31.7 44.0 44.0 62.8 31.7 43.6 44.0 60.7
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 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 31,418: 7,251 4,531 0 15,522 7,794 22,773 12,325: 8,645 19,093
Old : 31,418: 7,251 4,531 0 15,522 7,794 22,773 12,325: 8,645 19,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 750: -102 10 0 -428 743 -530 753: 1,280 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 14.4 0.0 49.4 24.8 72.5 39.2: 27.5 60.8
Old : 100.0: 23.1 14.4 0.0 49.4 24.8 72.5 39.2: 27.5 60.8
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 : 49: 13 9 0 17 13 30 22:
Old : 49: 13 9 0 17 13 30 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 18.9 48.1 26.0 35.6 18.9 47.3 26.0
Old : 36.2 18.9 48.1 26.0 35.6 18.9 47.3 26.0
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 28, 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 : 35,531: 3,664 3,581 484 21,052 17,931 25,200 21,996: 10,331 13,535
Old : 35,531: 3,664 3,581 484 21,052 17,931 25,200 21,996: 10,331 13,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 2,780: -861 316 322 959 -1 420 637: 2,360 2,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 10.1 1.4 59.2 50.5 70.9 61.9: 29.1 38.1
Old : 100.0: 10.3 10.1 1.4 59.2 50.5 70.9 61.9: 29.1 38.1
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 : 44: 8 7 1 19 14 28 21:
Old : 44: 8 7 1 19 14 28 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 : 36.7 32.7 48.5 48.8 35.1 32.7 47.0 48.8
Old : 36.7 32.7 48.5 48.8 35.1 32.7 47.0 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 32,699: 4,558 1,304 300 24,872 28,546 29,730 30,150: 2,969 2,549
Old : 32,699: 4,558 1,304 300 24,872 28,546 29,730 30,150: 2,969 2,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 2,007: 121 518 0 2,276 757 2,397 1,275: -390 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 4.0 0.9 76.1 87.3 90.9 92.2: 9.1 7.8
Old : 100.0: 13.9 4.0 0.9 76.1 87.3 90.9 92.2: 9.1 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 : 46: 6 5 1 18 24 24 30:
Old : 46: 6 5 1 18 24 24 30:
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 : 50.8 44.9 66.7 65.1 45.2 43.7 58.6 60.7
Old : 50.8 44.9 66.7 65.1 45.2 43.7 58.6 60.7
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 28, 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 : 29,281: 7,374 1,534 129 15,318 25,585 22,821 27,248: 6,460 2,033
Old : 29,281: 7,374 1,534 129 15,318 25,585 22,821 27,248: 6,460 2,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 894: 262 1,534 129 -576 -1,149 -185 514: 1,079 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 5.2 0.4 52.3 87.4 77.9 93.1: 22.1 6.9
Old : 100.0: 25.2 5.2 0.4 52.3 87.4 77.9 93.1: 22.1 6.9
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: 13 2 1 17 14 30 17:
Old : 43: 13 2 1 17 14 30 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 65.4 44.3 83.5 28.8 65.4 43.0 83.5
Old : 29.8 65.4 44.3 83.5 28.8 65.4 43.0 83.5
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 28, 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 : 13,290: 2,672 5,747 0 9,356 6,814 12,028 12,561: 1,262 729
Old : 13,290: 2,672 5,747 0 9,356 6,814 12,028 12,561: 1,262 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: -51: -96 4 0 35 18 -61 22: 10 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 43.2 0.0 70.4 51.3 90.5 94.5: 9.5 5.5
Old : 100.0: 20.1 43.2 0.0 70.4 51.3 90.5 94.5: 9.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 5 0 5 3 12 8:
Old : 20: 7 5 0 5 3 12 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 : 71.5 87.6 83.8 94.5 71.5 87.6 83.8 94.5
Old : 71.5 87.6 83.8 94.5 71.5 87.6 83.8 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 1, 2010