MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 38,843: 4,869 2,045 6,114 21,564 23,959 32,546 32,118: 6,296 6,725
Old : 38,843: 4,869 2,045 6,114 21,564 23,959 32,546 32,118: 6,296 6,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,248: 135 4 -8 541 1,027 668 1,022: 580 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 5.3 15.7 55.5 61.7 83.8 82.7: 16.2 17.3
Old : 100.0: 12.5 5.3 15.7 55.5 61.7 83.8 82.7: 16.2 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 : 75: 23 6 21 37 35 66 57:
Old : 75: 23 6 21 37 35 66 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 : 29.1 33.9 41.2 46.9 28.9 31.3 40.0 43.2
Old : 29.1 33.9 41.2 46.9 28.9 31.3 40.0 43.2
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 26, 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 : 225,859: 52,450 20,064 64,246 90,021 105,236 206,717 189,546: 19,142 36,313
Old : 225,544: 52,460 20,089 64,163 90,011 105,136 206,634 189,388: 18,910 36,156
Other: 315: 65 50 8 10 100 83 158: 232 157
: : :
: : Changes in Commitments from: October 19, 2010 :
: -3,343: -7,596 -1,018 3,769 1,524 -4,495 -2,303 -1,744: -1,041 -1,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 8.9 28.4 39.9 46.6 91.5 83.9: 8.5 16.1
Old : 100.0: 23.3 8.9 28.4 39.9 46.6 91.6 84.0: 8.4 16.0
Other: 100.0: 20.6 15.9 2.5 3.2 31.7 26.3 50.2: 73.7 49.8
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 80 81 100 51 60 194 188:
Old : 244: 80 82 100 51 60 194 188:
Other: 13: 5 1 1 1 6 7 7:
:----------------------------------------------------------------------------------------------------
: 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 24.0 32.8 31.4 20.9 22.7 32.1 29.1
Old : 21.0 24.1 32.8 31.4 20.9 22.7 32.1 29.1
Other: 20.0 46.3 26.3 50.2 20.0 43.8 23.8 47.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 401,541: 143,105 14,431 103,573 127,872 214,578 374,549 332,581: 26,991 68,959
Old : 401,541: 143,105 14,431 103,573 127,872 214,578 374,549 332,581: 26,991 68,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 3,566: 973 3,079 2,036 677 -1,062 3,686 4,054: -121 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 3.6 25.8 31.8 53.4 93.3 82.8: 6.7 17.2
Old : 100.0: 35.6 3.6 25.8 31.8 53.4 93.3 82.8: 6.7 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 434: 163 54 116 103 191 312 321:
Old : 434: 163 54 116 103 191 312 321:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 19.2 26.1 27.4 15.8 18.0 24.9 23.4
Old : 15.9 19.2 26.1 27.4 15.8 18.0 24.9 23.4
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 26, 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 : 9,695: 4,000 2,411 1,067 2,646 4,733 7,713 8,210: 1,982 1,484
Old : 9,695: 4,000 2,411 1,067 2,646 4,733 7,713 8,210: 1,982 1,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -528: -77 -175 -71 -296 -97 -444 -343: -84 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 24.9 11.0 27.3 48.8 79.6 84.7: 20.4 15.3
Old : 100.0: 41.3 24.9 11.0 27.3 48.8 79.6 84.7: 20.4 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 30 26 13 21 30 62 59:
Old : 93: 30 26 13 21 30 62 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 25.2 47.3 40.0 35.0 25.0 47.0 38.2
Old : 35.0 25.2 47.3 40.0 35.0 25.0 47.0 38.2
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 26, 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 : 34,522: 8,673 7,324 8,285 12,166 5,502 29,124 21,111: 5,398 13,411
Old : 34,522: 8,673 7,324 8,285 12,166 5,502 29,124 21,111: 5,398 13,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -393: -440 -444 -8 146 228 -303 -224: -91 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 21.2 24.0 35.2 15.9 84.4 61.2: 15.6 38.8
Old : 100.0: 25.1 21.2 24.0 35.2 15.9 84.4 61.2: 15.6 38.8
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 : 133: 28 36 40 46 40 98 96:
Old : 133: 28 36 40 46 40 98 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 18.0 33.1 25.6 19.1 14.4 32.8 19.2
Old : 19.1 18.0 33.1 25.6 19.1 14.4 32.8 19.2
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 26, 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 : 39,577: 6,010 16 606 24,607 38,883 31,223 39,505: 8,354 72
Old : 39,577: 6,010 16 606 24,607 38,883 31,223 39,505: 8,354 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -1,605: -1,546 0 0 87 -1,610 -1,459 -1,610: -146 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 0.0 1.5 62.2 98.2 78.9 99.8: 21.1 0.2
Old : 100.0: 15.2 0.0 1.5 62.2 98.2 78.9 99.8: 21.1 0.2
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 : 22: 5 1 1 11 13 17 14:
Old : 22: 5 1 1 11 13 17 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 : 57.4 79.3 69.5 94.2 45.8 68.0 54.7 77.3
Old : 57.4 79.3 69.5 94.2 45.8 68.0 54.7 77.3
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 26, 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 : 115,937: 37,801 16,718 6,251 27,910 75,587 71,963 98,556: 43,975 17,381
Old : 115,937: 37,801 16,718 6,251 27,910 75,587 71,963 98,556: 43,975 17,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -10,692: -11,045 163 354 1,290 -10,681 -9,401 -10,164: -1,291 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 14.4 5.4 24.1 65.2 62.1 85.0: 37.9 15.0
Old : 100.0: 32.6 14.4 5.4 24.1 65.2 62.1 85.0: 37.9 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 36 11 18 25 28 68 50:
Old : 83: 36 11 18 25 28 68 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 36.6 28.7 54.0 18.1 36.2 27.0 52.4
Old : 18.6 36.6 28.7 54.0 18.1 36.2 27.0 52.4
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 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 53,735: 24,420 12,357 1,231 8,757 29,812 34,408 43,401: 19,327 10,335
Old : 53,735: 24,420 12,357 1,231 8,757 29,812 34,408 43,401: 19,327 10,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -4,153: -320 -1,643 -139 -2,709 -2,311 -3,168 -4,094: -985 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 23.0 2.3 16.3 55.5 64.0 80.8: 36.0 19.2
Old : 100.0: 45.4 23.0 2.3 16.3 55.5 64.0 80.8: 36.0 19.2
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 : 49: 15 11 5 13 19 31 32:
Old : 49: 15 11 5 13 19 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 39.1 38.2 54.8 27.3 39.1 37.9 54.0
Old : 27.3 39.1 38.2 54.8 27.3 39.1 37.9 54.0
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 26, 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 : 136,899: 103,670 23,527 1 25,370 111,551 129,041 135,079: 7,858 1,820
Old : 136,899: 103,670 23,527 1 25,370 111,551 129,041 135,079: 7,858 1,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -959: -887 1,095 -45 -1,314 -1,957 -2,246 -907: 1,287 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 17.2 0.0 18.5 81.5 94.3 98.7: 5.7 1.3
Old : 100.0: 75.7 17.2 0.0 18.5 81.5 94.3 98.7: 5.7 1.3
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 : 112: 58 17 1 20 21 78 39:
Old : 112: 58 17 1 20 21 78 39:
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 : 49.4 56.4 64.5 80.5 49.4 56.3 64.5 80.5
Old : 49.4 56.4 64.5 80.5 49.4 56.3 64.5 80.5
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, October 26, 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 : 96,053: 32,813 27,278 5,347 32,201 41,752 70,362 74,376: 25,691 21,676
Old : 96,053: 32,813 27,278 5,347 32,201 41,752 70,362 74,376: 25,691 21,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -3,480: -2,910 -1,662 1,241 -3,249 -3,338 -4,917 -3,759: 1,437 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 28.4 5.6 33.5 43.5 73.3 77.4: 26.7 22.6
Old : 100.0: 34.2 28.4 5.6 33.5 43.5 73.3 77.4: 26.7 22.6
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 : 85: 28 21 18 23 27 59 58:
Old : 85: 28 21 18 23 27 59 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 22.9 32.7 36.6 20.2 22.3 32.2 35.0
Old : 20.7 22.9 32.7 36.6 20.2 22.3 32.2 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 156,528: 61,016 19,538 8,151 55,854 95,541 125,021 123,230: 31,506 33,298
Old : 156,528: 61,016 19,538 8,151 55,854 95,541 125,021 123,230: 31,506 33,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,026: -1,076 1,171 1,062 699 -340 685 1,893: 341 -868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 12.5 5.2 35.7 61.0 79.9 78.7: 20.1 21.3
Old : 100.0: 39.0 12.5 5.2 35.7 61.0 79.9 78.7: 20.1 21.3
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 : 122: 40 39 22 27 32 80 80:
Old : 122: 40 39 22 27 32 80 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 44.0 37.7 50.4 28.0 41.9 37.4 48.3
Old : 28.0 44.0 37.7 50.4 28.0 41.9 37.4 48.3
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 26, 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 : 281,868: 65,807 27,440 52,741 100,033 146,863 218,581 227,044: 63,287 54,824
Old : 281,868: 65,807 27,440 52,741 100,033 146,863 218,581 227,044: 63,287 54,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -6,200: -6,142 534 4,745 839 -11,789 -558 -6,510: -5,642 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 9.7 18.7 35.5 52.1 77.5 80.5: 22.5 19.5
Old : 100.0: 23.3 9.7 18.7 35.5 52.1 77.5 80.5: 22.5 19.5
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 : 179: 59 55 62 41 46 132 131:
Old : 179: 59 55 62 41 46 132 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 32.8 27.4 41.4 16.2 30.7 23.7 34.8
Old : 17.2 32.8 27.4 41.4 16.2 30.7 23.7 34.8
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 26, 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 : 26,754: 21,577 5,706 0 1,573 19,978 23,150 25,684: 3,604 1,070
Old : 26,754: 21,577 5,706 0 1,573 19,978 23,150 25,684: 3,604 1,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -277: 100 -440 0 -283 223 -183 -217: -94 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 21.3 0.0 5.9 74.7 86.5 96.0: 13.5 4.0
Old : 100.0: 80.6 21.3 0.0 5.9 74.7 86.5 96.0: 13.5 4.0
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 : 37: 14 8 0 4 12 18 20:
Old : 37: 14 8 0 4 12 18 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 : 67.0 57.0 80.7 82.1 67.0 57.0 80.7 82.1
Old : 67.0 57.0 80.7 82.1 67.0 57.0 80.7 82.1
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 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :13,292,405: 1,437,060 387,794 4,719,822 6,108,085 7,173,868 12,264,967 12,281,484: 1,027,438 1,010,922
Old :13,292,405: 1,437,060 387,794 4,719,822 6,108,085 7,173,868 12,264,967 12,281,484: 1,027,438 1,010,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 212,580: -75,170 -5,198 37,440 210,424 163,159 172,694 195,401: 39,886 17,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 2.9 35.5 46.0 54.0 92.3 92.4: 7.7 7.6
Old : 100.0: 10.8 2.9 35.5 46.0 54.0 92.3 92.4: 7.7 7.6
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 : 278: 76 48 110 135 137 259 258:
Old : 278: 76 48 110 135 137 259 258:
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 22.1 33.9 35.4 17.1 14.9 21.0 21.0
Old : 21.6 22.1 33.9 35.4 17.1 14.9 21.0 21.0
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, October 26, 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 : 997,442: 78,959 76,717 87,057 694,585 719,620 860,601 883,394: 136,841 114,048
Old : 997,442: 78,959 76,717 87,057 694,585 719,620 860,601 883,394: 136,841 114,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 33,327: 6,248 -2,944 12,861 18,348 23,428 37,457 33,345: -4,130 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 7.7 8.7 69.6 72.1 86.3 88.6: 13.7 11.4
Old : 100.0: 7.9 7.7 8.7 69.6 72.1 86.3 88.6: 13.7 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 : 563: 110 122 88 232 233 386 399:
Old : 563: 110 122 88 232 233 386 399:
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 : 15.8 14.2 24.0 23.5 13.0 11.1 19.5 18.1
Old : 15.8 14.2 24.0 23.5 13.0 11.1 19.5 18.1
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, October 26, 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 : 419,701: 56,367 21,327 29,940 256,283 304,184 342,590 355,451: 77,112 64,251
Old : 419,701: 56,367 21,327 29,940 256,283 304,184 342,590 355,451: 77,112 64,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 25,715: 8,495 2,218 3,676 16,415 18,578 28,587 24,472: -2,872 1,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 5.1 7.1 61.1 72.5 81.6 84.7: 18.4 15.3
Old : 100.0: 13.4 5.1 7.1 61.1 72.5 81.6 84.7: 18.4 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 25 26 33 72 73 115 114:
Old : 149: 25 26 33 72 73 115 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 22.4 32.3 34.9 22.5 21.4 31.0 33.9
Old : 23.5 22.4 32.3 34.9 22.5 21.4 31.0 33.9
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 26, 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 : 2,888,704: 300,525 464,516 98,022 2,191,512 2,077,178 2,590,059 2,639,715: 298,645 248,988
Old : 2,888,704: 300,525 464,516 98,022 2,191,512 2,077,178 2,590,059 2,639,715: 298,645 248,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 38,060: 31,475 16,901 3,212 9,663 24,248 44,350 44,361: -6,290 -6,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 16.1 3.4 75.9 71.9 89.7 91.4: 10.3 8.6
Old : 100.0: 10.4 16.1 3.4 75.9 71.9 89.7 91.4: 10.3 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 503: 97 108 67 202 207 331 350:
Old : 503: 97 108 67 202 207 331 350:
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 : 18.8 16.4 28.5 25.1 16.4 14.4 24.2 22.0
Old : 18.8 16.4 28.5 25.1 16.4 14.4 24.2 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 108,718: 17,503 8,056 78 80,145 97,861 97,726 105,995: 10,991 2,722
Old : 108,718: 17,503 8,056 78 80,145 97,861 97,726 105,995: 10,991 2,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,070: 287 440 -512 679 1,735 454 1,663: 616 -593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 7.4 0.1 73.7 90.0 89.9 97.5: 10.1 2.5
Old : 100.0: 16.1 7.4 0.1 73.7 90.0 89.9 97.5: 10.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 13 5 1 48 34 61 40:
Old : 87: 13 5 1 48 34 61 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 : 39.7 45.0 53.8 68.2 29.8 43.1 43.4 62.7
Old : 39.7 45.0 53.8 68.2 29.8 43.1 43.4 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 117,138: 31,221 8,984 8,697 65,156 91,289 105,074 108,969: 12,065 8,169
Old : 117,138: 31,221 8,984 8,697 65,156 91,289 105,074 108,969: 12,065 8,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 6,773: 5,082 704 -345 1,939 5,563 6,677 5,923: 96 850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 7.7 7.4 55.6 77.9 89.7 93.0: 10.3 7.0
Old : 100.0: 26.7 7.7 7.4 55.6 77.9 89.7 93.0: 10.3 7.0
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 : 248: 79 37 20 83 79 169 129:
Old : 248: 79 37 20 83 79 169 129:
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 : 20.6 29.5 33.4 43.8 14.1 21.1 22.1 32.2
Old : 20.6 29.5 33.4 43.8 14.1 21.1 22.1 32.2
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 26, 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 : 24,849: 7,709 0 0 13,378 20,266 21,087 20,266: 3,762 4,583
Old : 24,849: 7,709 0 0 13,378 20,266 21,087 20,266: 3,762 4,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 2,069: 368 0 0 1,444 1,825 1,812 1,825: 257 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 0.0 0.0 53.8 81.6 84.9 81.6: 15.1 18.4
Old : 100.0: 31.0 0.0 0.0 53.8 81.6 84.9 81.6: 15.1 18.4
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 : 23: 3 0 0 7 14 10 14:
Old : 23: 3 0 0 7 14 10 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 : 66.7 47.7 82.7 71.0 66.7 47.7 82.7 71.0
Old : 66.7 47.7 82.7 71.0 66.7 47.7 82.7 71.0
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 26, 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 : 461,445: 156,095 83,456 4,948 258,890 355,113 419,933 443,517: 41,512 17,928
Old : 461,445: 156,095 83,456 4,948 258,890 355,113 419,933 443,517: 41,512 17,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 23,518: 25,403 5,353 -3,554 2,474 18,691 24,323 20,491: -805 3,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 18.1 1.1 56.1 77.0 91.0 96.1: 9.0 3.9
Old : 100.0: 33.8 18.1 1.1 56.1 77.0 91.0 96.1: 9.0 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 78 38 18 79 74 163 124:
Old : 245: 78 38 18 79 74 163 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 37.2 34.7 49.3 23.3 37.2 33.5 49.3
Old : 23.7 37.2 34.7 49.3 23.3 37.2 33.5 49.3
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 26, 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 : 140,051: 67,747 12,669 4,861 32,124 104,443 104,733 121,973: 35,319 18,079
Old : 140,051: 67,747 12,669 4,861 32,124 104,443 104,733 121,973: 35,319 18,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -4,748: -4,994 -560 118 1,633 -4,986 -3,242 -5,428: -1,506 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 9.0 3.5 22.9 74.6 74.8 87.1: 25.2 12.9
Old : 100.0: 48.4 9.0 3.5 22.9 74.6 74.8 87.1: 25.2 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 : 73: 32 13 11 17 21 55 39:
Old : 73: 32 13 11 17 21 55 39:
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 : 31.8 48.5 44.2 63.5 31.8 48.4 44.2 62.0
Old : 31.8 48.5 44.2 63.5 31.8 48.4 44.2 62.0
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 26, 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 : 34,411: 7,115 6,885 4 17,625 8,346 24,744 15,235: 9,667 19,176
Old : 34,411: 7,115 6,885 4 17,625 8,346 24,744 15,235: 9,667 19,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,500: 23 20 0 887 418 910 438: 590 1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 20.0 0.0 51.2 24.3 71.9 44.3: 28.1 55.7
Old : 100.0: 20.7 20.0 0.0 51.2 24.3 71.9 44.3: 28.1 55.7
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 : 49: 9 8 1 26 12 35 21:
Old : 49: 9 8 1 26 12 35 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 : 25.5 22.7 38.8 31.1 25.5 22.7 36.2 30.7
Old : 25.5 22.7 38.8 31.1 25.5 22.7 36.2 30.7
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 26, 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 : 43,971: 7,630 11,566 696 26,546 22,272 34,872 34,534: 9,099 9,437
Old : 43,971: 7,630 11,566 696 26,546 22,272 34,872 34,534: 9,099 9,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 4,873: 269 1,171 193 3,426 2,003 3,888 3,367: 985 1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 26.3 1.6 60.4 50.7 79.3 78.5: 20.7 21.5
Old : 100.0: 17.4 26.3 1.6 60.4 50.7 79.3 78.5: 20.7 21.5
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 : 54: 12 10 1 18 19 31 29:
Old : 54: 12 10 1 18 19 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 41.6 50.9 55.7 34.3 41.6 49.0 55.7
Old : 36.2 41.6 50.9 55.7 34.3 41.6 49.0 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 31,603: 4,863 1,556 300 23,035 27,624 28,198 29,480: 3,405 2,123
Old : 31,603: 4,863 1,556 300 23,035 27,624 28,198 29,480: 3,405 2,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 197: 162 177 0 378 -67 540 110: -343 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 4.9 0.9 72.9 87.4 89.2 93.3: 10.8 6.7
Old : 100.0: 15.4 4.9 0.9 72.9 87.4 89.2 93.3: 10.8 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 : 47: 7 4 1 18 25 25 30:
Old : 47: 7 4 1 18 25 25 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 : 49.3 41.2 65.8 65.2 42.7 41.2 56.3 60.4
Old : 49.3 41.2 65.8 65.2 42.7 41.2 56.3 60.4
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 26, 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 : 34,261: 6,502 1,281 0 20,237 30,797 26,739 32,078: 7,522 2,183
Old : 34,261: 6,502 1,281 0 20,237 30,797 26,739 32,078: 7,522 2,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 1,174: -635 0 0 1,141 198 506 198: 668 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 3.7 0.0 59.1 89.9 78.0 93.6: 22.0 6.4
Old : 100.0: 19.0 3.7 0.0 59.1 89.9 78.0 93.6: 22.0 6.4
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 : 43: 11 1 0 20 17 31 18:
Old : 43: 11 1 0 20 17 31 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 65.8 44.0 83.2 28.3 65.8 42.7 83.2
Old : 29.6 65.8 44.0 83.2 28.3 65.8 42.7 83.2
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 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,147: 4,451 4,978 0 9,418 9,437 13,869 14,415: 1,278 732
Old : 15,147: 4,451 4,978 0 9,418 9,437 13,869 14,415: 1,278 732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 273: 226 242 0 -12 127 214 369: 59 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 32.9 0.0 62.2 62.3 91.6 95.2: 8.4 4.8
Old : 100.0: 29.4 32.9 0.0 62.2 62.3 91.6 95.2: 8.4 4.8
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 : 24: 12 4 0 6 3 18 7:
Old : 24: 12 4 0 6 3 18 7:
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 : 65.7 92.1 77.9 95.2 65.7 92.1 77.9 95.1
Old : 65.7 92.1 77.9 95.2 65.7 92.1 77.9 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 29, 2010