MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 32,238: 2,220 1,167 5,270 19,064 20,408 26,554 26,844: 5,685 5,394
Old : 32,238: 2,220 1,167 5,270 19,064 20,408 26,554 26,844: 5,685 5,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -5,155: -795 -786 -536 -3,070 -3,383 -4,401 -4,704: -754 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 3.6 16.3 59.1 63.3 82.4 83.3: 17.6 16.7
Old : 100.0: 6.9 3.6 16.3 59.1 63.3 82.4 83.3: 17.6 16.7
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 : 72: 25 5 20 31 29 62 49:
Old : 72: 25 5 20 31 29 62 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 : 32.3 36.0 44.1 49.2 32.1 34.9 41.8 46.3
Old : 32.3 36.0 44.1 49.2 32.1 34.9 41.8 46.3
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, October 5, 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 : 253,035: 69,260 18,542 65,874 93,135 127,705 228,270 212,122: 24,765 40,913
Old : 252,902: 69,310 18,542 65,810 93,124 127,674 228,245 212,027: 24,657 40,875
Other: 133: 14 64 0 11 31 25 95: 108 38
: : :
: : Changes in Commitments from: September 28, 2010 :
: -20,590: -11,542 1,530 -4,719 -1,387 -13,960 -17,648 -17,149: -2,943 -3,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 7.3 26.0 36.8 50.5 90.2 83.8: 9.8 16.2
Old : 100.0: 27.4 7.3 26.0 36.8 50.5 90.3 83.8: 9.7 16.2
Other: 100.0: 10.5 48.1 0.0 8.3 23.3 18.8 71.4: 81.2 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 95 74 112 51 65 220 193:
Old : 262: 95 74 112 51 65 220 193:
Other: 7: 1 1 0 1 4 2 5:
:----------------------------------------------------------------------------------------------------
: 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 23.2 28.8 32.3 18.4 22.4 28.5 29.4
Old : 18.5 23.2 28.8 32.3 18.5 22.4 28.6 29.4
Other: 18.8 70.7 18.8 71.4 18.8 70.7 18.8 71.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 392,882: 143,203 10,592 89,464 133,179 220,758 365,847 320,815: 27,035 72,067
Old : 392,882: 143,203 10,592 89,464 133,179 220,758 365,847 320,815: 27,035 72,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -42,459: -8,883 -1,697 -24,090 -7,174 -14,441 -40,147 -40,228: -2,311 -2,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 2.7 22.8 33.9 56.2 93.1 81.7: 6.9 18.3
Old : 100.0: 36.4 2.7 22.8 33.9 56.2 93.1 81.7: 6.9 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 : 422: 168 37 110 109 188 315 310:
Old : 422: 168 37 110 109 188 315 310:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 20.5 26.5 28.6 16.4 19.1 25.3 24.4
Old : 16.7 20.5 26.5 28.6 16.4 19.1 25.3 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 9,716: 3,791 2,904 1,205 2,725 3,862 7,722 7,971: 1,994 1,745
Old : 9,716: 3,791 2,904 1,205 2,725 3,862 7,722 7,971: 1,994 1,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 78: -212 -7 107 269 21 165 122: -87 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 29.9 12.4 28.0 39.7 79.5 82.0: 20.5 18.0
Old : 100.0: 39.0 29.9 12.4 28.0 39.7 79.5 82.0: 20.5 18.0
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 : 97: 30 25 17 24 31 66 67:
Old : 97: 30 25 17 24 31 66 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 19.6 48.8 32.7 33.3 19.6 46.2 32.6
Old : 35.9 19.6 48.8 32.7 33.3 19.6 46.2 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 34,650: 11,083 5,446 7,070 10,631 6,071 28,784 18,586: 5,866 16,063
Old : 34,650: 11,083 5,446 7,070 10,631 6,071 28,784 18,586: 5,866 16,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -2,075: 693 27 -1,763 -1,026 79 -2,096 -1,657: 21 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 15.7 20.4 30.7 17.5 83.1 53.6: 16.9 46.4
Old : 100.0: 32.0 15.7 20.4 30.7 17.5 83.1 53.6: 16.9 46.4
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 : 128: 32 35 37 39 39 91 94:
Old : 128: 32 35 37 39 39 91 94:
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 : 20.1 11.8 33.6 19.5 19.8 9.5 33.1 14.4
Old : 20.1 11.8 33.6 19.5 19.8 9.5 33.1 14.4
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, October 5, 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 : 37,528: 4,974 20 602 24,167 36,762 29,743 37,384: 7,785 144
Old : 37,528: 4,974 20 602 24,167 36,762 29,743 37,384: 7,785 144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 1,358: 2,633 -750 0 -1,225 2,552 1,408 1,802: -50 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.1 1.6 64.4 98.0 79.3 99.6: 20.7 0.4
Old : 100.0: 13.3 0.1 1.6 64.4 98.0 79.3 99.6: 20.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 1 1 11 13 16 14:
Old : 21: 4 1 1 11 13 16 14:
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 : 58.1 79.8 71.8 93.9 49.7 65.4 55.0 73.6
Old : 58.1 79.8 71.8 93.9 49.7 65.4 55.0 73.6
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, October 5, 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 : 138,175: 61,991 22,524 7,199 26,201 91,209 95,391 120,933: 42,784 17,242
Old : 138,175: 61,991 22,524 7,199 26,201 91,209 95,391 120,933: 42,784 17,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 22,939: 19,287 6,759 1,282 2,405 13,008 22,975 21,050: -36 1,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 16.3 5.2 19.0 66.0 69.0 87.5: 31.0 12.5
Old : 100.0: 44.9 16.3 5.2 19.0 66.0 69.0 87.5: 31.0 12.5
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 : 99: 43 19 23 23 32 80 60:
Old : 99: 43 19 23 23 32 80 60:
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 : 24.6 34.4 33.8 54.6 24.6 33.3 33.2 53.3
Old : 24.6 34.4 33.8 54.6 24.6 33.3 33.2 53.3
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, October 5, 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 : 63,657: 30,929 10,039 2,514 9,539 40,469 42,982 53,022: 20,675 10,634
Old : 63,657: 30,929 10,039 2,514 9,539 40,469 42,982 53,022: 20,675 10,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 4,960: 3,996 1,554 657 350 2,849 5,003 5,059: -43 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 15.8 3.9 15.0 63.6 67.5 83.3: 32.5 16.7
Old : 100.0: 48.6 15.8 3.9 15.0 63.6 67.5 83.3: 32.5 16.7
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 : 54: 24 9 7 12 19 38 33:
Old : 54: 24 9 7 12 19 38 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 38.6 41.2 54.6 29.5 34.1 39.0 50.1
Old : 30.5 38.6 41.2 54.6 29.5 34.1 39.0 50.1
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, October 5, 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 : 139,575: 106,169 20,405 0 26,893 117,470 133,062 137,875: 6,513 1,700
Old : 139,575: 106,169 20,405 0 26,893 117,470 133,062 137,875: 6,513 1,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 15,994: 16,857 -2,316 -2 -642 18,430 16,213 16,112: -219 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 14.6 0.0 19.3 84.2 95.3 98.8: 4.7 1.2
Old : 100.0: 76.1 14.6 0.0 19.3 84.2 95.3 98.8: 4.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 52 16 0 15 25 67 41:
Old : 105: 52 16 0 15 25 67 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 : 51.2 53.6 65.9 80.0 51.2 53.6 65.9 80.0
Old : 51.2 53.6 65.9 80.0 51.2 53.6 65.9 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 98,680: 37,051 28,151 5,541 29,356 44,344 71,948 78,036: 26,731 20,644
Old : 98,680: 37,051 28,151 5,541 29,356 44,344 71,948 78,036: 26,731 20,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 10,148: 10,242 -640 488 -636 12,430 10,094 12,278: 54 -2,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 28.5 5.6 29.7 44.9 72.9 79.1: 27.1 20.9
Old : 100.0: 37.5 28.5 5.6 29.7 44.9 72.9 79.1: 27.1 20.9
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 : 91: 28 27 18 21 30 59 65:
Old : 91: 28 27 18 21 30 59 65:
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 : 22.1 23.6 34.9 36.3 21.6 23.2 34.4 35.5
Old : 22.1 23.6 34.9 36.3 21.6 23.2 34.4 35.5
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, October 5, 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 : 160,538: 66,848 20,048 7,998 53,107 100,389 127,953 128,435: 32,585 32,103
Old : 160,538: 66,848 20,048 7,998 53,107 100,389 127,953 128,435: 32,585 32,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 26,950: 21,585 1,717 1,379 933 19,410 23,897 22,506: 3,053 4,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 12.5 5.0 33.1 62.5 79.7 80.0: 20.3 20.0
Old : 100.0: 41.6 12.5 5.0 33.1 62.5 79.7 80.0: 20.3 20.0
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 : 119: 41 36 26 27 32 81 81:
Old : 119: 41 36 26 27 32 81 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 43.9 44.0 52.2 34.2 42.6 43.8 49.5
Old : 34.2 43.9 44.0 52.2 34.2 42.6 43.8 49.5
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, October 5, 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 : 295,326: 65,271 27,830 64,398 101,722 140,680 231,391 232,908: 63,935 62,418
Old : 295,326: 65,271 27,830 64,398 101,722 140,680 231,391 232,908: 63,935 62,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 26,494: -1,840 -11,830 14,451 11,145 19,401 23,756 22,023: 2,737 4,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 9.4 21.8 34.4 47.6 78.4 78.9: 21.6 21.1
Old : 100.0: 22.1 9.4 21.8 34.4 47.6 78.4 78.9: 21.6 21.1
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 : 183: 56 64 62 37 47 128 138:
Old : 183: 56 64 62 37 47 128 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 27.4 26.4 36.0 14.8 24.5 21.8 28.8
Old : 16.5 27.4 26.4 36.0 14.8 24.5 21.8 28.8
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, October 5, 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 : 26,042: 21,339 5,005 0 881 19,451 22,220 24,456: 3,822 1,586
Old : 26,042: 21,339 5,005 0 881 19,451 22,220 24,456: 3,822 1,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 77: -265 671 0 240 -664 -25 7: 102 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 19.2 0.0 3.4 74.7 85.3 93.9: 14.7 6.1
Old : 100.0: 81.9 19.2 0.0 3.4 74.7 85.3 93.9: 14.7 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 6 0 6 13 19 19:
Old : 37: 13 6 0 6 13 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 58.3 78.2 79.6 68.0 58.3 78.2 79.6
Old : 68.0 58.3 78.2 79.6 68.0 58.3 78.2 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 :12,812,918: 1,594,661 226,205 4,698,382 5,526,529 6,891,305 11,819,571 11,815,891: 993,347 997,026
Old :12,812,918: 1,594,661 226,205 4,698,382 5,526,529 6,891,305 11,819,571 11,815,891: 993,347 997,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 204,257: 25,564 -12,448 66,671 58,876 120,282 151,111 174,505: 53,146 29,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.8 36.7 43.1 53.8 92.2 92.2: 7.8 7.8
Old : 100.0: 12.4 1.8 36.7 43.1 53.8 92.2 92.2: 7.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 79 50 107 132 138 257 252:
Old : 276: 79 50 107 132 138 257 252:
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 : 20.9 22.3 34.6 35.2 17.6 15.0 21.9 20.1
Old : 20.9 22.3 34.6 35.2 17.6 15.0 21.9 20.1
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, October 5, 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 : 962,285: 74,827 77,896 81,074 659,503 685,311 815,403 844,280: 146,882 118,005
Old : 962,285: 74,827 77,896 81,074 659,503 685,311 815,403 844,280: 146,882 118,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 31,272: 12,278 1,125 11,293 669 20,857 24,241 33,275: 7,032 -2,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 8.1 8.4 68.5 71.2 84.7 87.7: 15.3 12.3
Old : 100.0: 7.8 8.1 8.4 68.5 71.2 84.7 87.7: 15.3 12.3
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 : 568: 106 135 99 232 232 399 405:
Old : 568: 106 135 99 232 232 399 405:
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 : 15.5 11.6 24.0 20.0 13.3 9.5 20.0 15.9
Old : 15.5 11.6 24.0 20.0 13.3 9.5 20.0 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 391,839: 45,769 22,022 32,809 235,571 269,119 314,149 323,950: 77,689 67,888
Old : 391,839: 45,769 22,022 32,809 235,571 269,119 314,149 323,950: 77,689 67,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 13,113: 7,084 591 3,420 1,549 11,207 12,052 15,218: 1,061 -2,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 5.6 8.4 60.1 68.7 80.2 82.7: 19.8 17.3
Old : 100.0: 11.7 5.6 8.4 60.1 68.7 80.2 82.7: 19.8 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 25 30 38 73 76 122 120:
Old : 154: 25 30 38 73 76 122 120:
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 : 22.5 18.8 30.7 30.3 21.3 18.2 29.3 28.9
Old : 22.5 18.8 30.7 30.3 21.3 18.2 29.3 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 2,852,231: 286,220 420,299 100,390 2,119,657 2,080,960 2,506,267 2,601,649: 345,964 250,582
Old : 2,852,231: 286,220 420,299 100,390 2,119,657 2,080,960 2,506,267 2,601,649: 345,964 250,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 90,795: 56,774 33,475 8,564 -4,395 48,248 60,943 90,287: 29,853 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 14.7 3.5 74.3 73.0 87.9 91.2: 12.1 8.8
Old : 100.0: 10.0 14.7 3.5 74.3 73.0 87.9 91.2: 12.1 8.8
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 : 499: 93 115 76 202 202 338 350:
Old : 499: 93 115 76 202 202 338 350:
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 : 19.0 13.5 29.2 21.7 16.7 11.6 24.9 18.4
Old : 19.0 13.5 29.2 21.7 16.7 11.6 24.9 18.4
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, October 5, 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 : 108,925: 19,957 6,925 109 78,097 98,135 98,163 105,169: 10,762 3,756
Old : 108,925: 19,957 6,925 109 78,097 98,135 98,163 105,169: 10,762 3,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 111: 3,001 -1,535 -406 -3,372 1,678 -777 -263: 887 373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 6.4 0.1 71.7 90.1 90.1 96.6: 9.9 3.4
Old : 100.0: 18.3 6.4 0.1 71.7 90.1 90.1 96.6: 9.9 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 : 86: 15 3 2 46 36 62 40:
Old : 86: 15 3 2 46 36 62 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 46.7 53.1 67.3 28.2 43.2 41.6 60.9
Old : 38.6 46.7 53.1 67.3 28.2 43.2 41.6 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 112,819: 36,106 10,477 8,580 56,533 87,307 101,219 106,364: 11,600 6,454
Old : 112,819: 36,106 10,477 8,580 56,533 87,307 101,219 106,364: 11,600 6,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 28,992: 5,493 -4,936 6,729 12,366 23,596 24,588 25,389: 4,405 3,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 9.3 7.6 50.1 77.4 89.7 94.3: 10.3 5.7
Old : 100.0: 32.0 9.3 7.6 50.1 77.4 89.7 94.3: 10.3 5.7
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 : 248: 75 39 17 75 87 160 133:
Old : 248: 75 39 17 75 87 160 133:
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 : 22.8 29.8 35.4 44.0 17.9 22.4 26.9 34.4
Old : 22.8 29.8 35.4 44.0 17.9 22.4 26.9 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 19,481: 7,246 0 0 9,060 15,846 16,306 15,846: 3,175 3,635
Old : 19,481: 7,246 0 0 9,060 15,846 16,306 15,846: 3,175 3,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 0.0 0.0 46.5 81.3 83.7 81.3: 16.3 18.7
Old : 100.0: 37.2 0.0 0.0 46.5 81.3 83.7 81.3: 16.3 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 6 15 8 15:
Old : 22: 2 0 0 6 15 8 15:
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 : 75.0 50.7 83.7 72.9 75.0 50.7 83.7 72.9
Old : 75.0 50.7 83.7 72.9 75.0 50.7 83.7 72.9
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, October 5, 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 : 466,689: 180,223 88,310 6,975 237,364 357,306 424,563 452,591: 42,126 14,097
Old : 466,689: 180,223 88,310 6,975 237,364 357,306 424,563 452,591: 42,126 14,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 47,557: 27,156 11,244 -2,278 16,531 38,751 41,408 47,716: 6,149 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 18.9 1.5 50.9 76.6 91.0 97.0: 9.0 3.0
Old : 100.0: 38.6 18.9 1.5 50.9 76.6 91.0 97.0: 9.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 74 40 15 71 81 154 127:
Old : 246: 74 40 15 71 81 154 127:
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 : 25.8 36.0 36.8 48.8 25.4 36.0 36.4 48.6
Old : 25.8 36.0 36.8 48.8 25.4 36.0 36.4 48.6
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, October 5, 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 : 155,176: 80,914 12,178 7,145 31,990 118,201 120,049 137,524: 35,127 17,651
Old : 155,176: 80,914 12,178 7,145 31,990 118,201 120,049 137,524: 35,127 17,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 4,091: 388 550 688 685 2,828 1,761 4,066: 2,329 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 7.8 4.6 20.6 76.2 77.4 88.6: 22.6 11.4
Old : 100.0: 52.1 7.8 4.6 20.6 76.2 77.4 88.6: 22.6 11.4
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 : 83: 33 19 15 19 24 61 49:
Old : 83: 33 19 15 19 24 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 45.6 44.1 63.6 31.6 45.2 44.0 61.3
Old : 31.7 45.6 44.1 63.6 31.6 45.2 44.0 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 32,389: 6,188 4,089 4 16,524 6,653 22,716 10,746: 9,673 21,643
Old : 32,389: 6,188 4,089 4 16,524 6,653 22,716 10,746: 9,673 21,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 971: -1,063 -442 4 1,002 -1,141 -57 -1,579: 1,028 2,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 12.6 0.0 51.0 20.5 70.1 33.2: 29.9 66.8
Old : 100.0: 19.1 12.6 0.0 51.0 20.5 70.1 33.2: 29.9 66.8
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: 10 8 1 20 11 30 20:
Old : 45: 10 8 1 20 11 30 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 : 33.7 15.5 45.2 23.0 33.3 15.4 43.5 22.1
Old : 33.7 15.5 45.2 23.0 33.3 15.4 43.5 22.1
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, October 5, 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 : 40,795: 5,746 8,731 368 24,239 20,697 30,353 29,796: 10,442 10,999
Old : 40,795: 5,746 8,731 368 24,239 20,697 30,353 29,796: 10,442 10,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 5,264: 2,082 5,150 -116 3,187 2,766 5,153 7,800: 111 -2,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 21.4 0.9 59.4 50.7 74.4 73.0: 25.6 27.0
Old : 100.0: 14.1 21.4 0.9 59.4 50.7 74.4 73.0: 25.6 27.0
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 : 50: 11 7 1 19 18 30 26:
Old : 50: 11 7 1 19 18 30 26:
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 : 38.7 40.7 50.9 56.6 37.0 40.7 49.2 56.6
Old : 38.7 40.7 50.9 56.6 37.0 40.7 49.2 56.6
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, October 5, 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 : 30,517: 3,915 1,562 300 22,898 26,291 27,113 28,153: 3,404 2,364
Old : 30,517: 3,915 1,562 300 22,898 26,291 27,113 28,153: 3,404 2,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -2,182: -643 258 0 -1,974 -2,255 -2,617 -1,997: 435 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 5.1 1.0 75.0 86.2 88.8 92.3: 11.2 7.7
Old : 100.0: 12.8 5.1 1.0 75.0 86.2 88.8 92.3: 11.2 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 : 43: 6 4 1 16 24 22 29:
Old : 43: 6 4 1 16 24 22 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 : 54.0 43.3 70.3 61.9 47.8 41.0 61.8 57.2
Old : 54.0 43.3 70.3 61.9 47.8 41.0 61.8 57.2
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, October 5, 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 : 30,527: 7,853 1,281 0 16,182 27,191 24,035 28,472: 6,492 2,055
Old : 30,527: 7,853 1,281 0 16,182 27,191 24,035 28,472: 6,492 2,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 1,246: 479 -253 -129 864 1,606 1,214 1,224: 32 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 4.2 0.0 53.0 89.1 78.7 93.3: 21.3 6.7
Old : 100.0: 25.7 4.2 0.0 53.0 89.1 78.7 93.3: 21.3 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 12 1 0 17 14 29 15:
Old : 40: 12 1 0 17 14 29 15:
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 : 31.4 67.7 45.3 85.1 29.9 67.7 43.8 85.1
Old : 31.4 67.7 45.3 85.1 29.9 67.7 43.8 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 13,999: 3,445 6,008 71 9,473 7,281 12,989 13,360: 1,010 639
Old : 13,999: 3,445 6,008 71 9,473 7,281 12,989 13,360: 1,010 639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 709: 773 261 71 117 467 961 799: -252 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 42.9 0.5 67.7 52.0 92.8 95.4: 7.2 4.6
Old : 100.0: 24.6 42.9 0.5 67.7 52.0 92.8 95.4: 7.2 4.6
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 : 24: 11 5 1 5 3 17 8:
Old : 24: 11 5 1 5 3 17 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 : 68.6 87.5 80.5 95.4 68.6 87.5 80.5 94.9
Old : 68.6 87.5 80.5 95.4 68.6 87.5 80.5 94.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 8, 2010