BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 2,613: 201 70 0 1,845 1,786 2,046 1,856: 567 757
Old : 2,613: 201 70 0 1,845 1,786 2,046 1,856: 567 757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 2.7 0.0 70.6 68.4 78.3 71.0: 21.7 29.0
Old : 100.0: 7.7 2.7 0.0 70.6 68.4 78.3 71.0: 21.7 29.0
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 : 20: 2 1 0 12 11 14 12:
Old : 20: 2 1 0 12 11 14 12:
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 : 41.3 53.6 64.7 66.1 40.9 50.8 60.9 62.0
Old : 41.3 53.6 64.7 66.1 40.9 50.8 60.9 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 48,669: 4,707 3,188 9,506 28,843 26,597 43,056 39,291: 5,613 9,378
Old : 48,669: 4,707 3,188 9,506 28,843 26,597 43,056 39,291: 5,613 9,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 1,098: -138 -55 372 1,404 411 1,638 727: -540 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 6.6 19.5 59.3 54.6 88.5 80.7: 11.5 19.3
Old : 100.0: 9.7 6.6 19.5 59.3 54.6 88.5 80.7: 11.5 19.3
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 : 86: 21 15 22 40 37 69 67:
Old : 86: 21 15 22 40 37 69 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 : 32.1 29.0 43.7 41.7 31.8 25.9 39.7 36.1
Old : 32.1 29.0 43.7 41.7 31.8 25.9 39.7 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 226,294: 53,158 19,822 56,409 93,724 111,094 203,291 187,326: 23,003 38,968
Old : 222,092: 52,218 20,026 55,750 93,012 108,573 200,981 184,349: 21,112 37,744
Other: 4,201: 1,241 98 358 712 2,521 2,310 2,977: 1,891 1,225
: : :
: : Changes in Commitments from: December 21, 2010 :
: 12,039: 5,048 -4,883 6,353 -1,498 8,943 9,902 10,413: 2,136 1,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 8.8 24.9 41.4 49.1 89.8 82.8: 10.2 17.2
Old : 100.0: 23.5 9.0 25.1 41.9 48.9 90.5 83.0: 9.5 17.0
Other: 100.0: 29.5 2.3 8.5 16.9 60.0 55.0 70.9: 45.0 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 76 73 100 59 70 204 188:
Old : 244: 75 76 100 58 69 203 187:
Other: 60: 16 7 11 14 26 34 41:
:----------------------------------------------------------------------------------------------------
: 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 22.4 30.9 32.1 18.8 22.2 30.3 29.7
Old : 19.4 22.5 31.3 32.2 19.2 22.3 30.7 29.8
Other: 25.4 32.7 37.2 45.5 25.2 32.7 32.9 43.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 404,928: 129,603 19,631 112,833 133,473 196,335 375,909 328,799: 29,019 76,129
Old : 404,928: 129,603 19,631 112,833 133,473 196,335 375,909 328,799: 29,019 76,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 6,915: 2,160 3,509 3,655 -729 -2,131 5,087 5,033: 1,829 1,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 4.8 27.9 33.0 48.5 92.8 81.2: 7.2 18.8
Old : 100.0: 32.0 4.8 27.9 33.0 48.5 92.8 81.2: 7.2 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 161 53 117 92 189 307 317:
Old : 429: 161 53 117 92 189 307 317:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 16.4 27.0 23.3 15.7 13.6 24.7 18.4
Old : 17.0 16.4 27.0 23.3 15.7 13.6 24.7 18.4
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 11,307: 5,119 1,943 1,423 2,743 6,574 9,285 9,940: 2,022 1,368
Old : 11,307: 5,119 1,943 1,423 2,743 6,574 9,285 9,940: 2,022 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 929: 719 399 75 130 652 924 1,126: 5 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 17.2 12.6 24.3 58.1 82.1 87.9: 17.9 12.1
Old : 100.0: 45.3 17.2 12.6 24.3 58.1 82.1 87.9: 17.9 12.1
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 : 97: 40 14 13 20 35 69 55:
Old : 97: 40 14 13 20 35 69 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 27.1 43.8 44.7 29.6 26.8 42.6 40.8
Old : 29.6 27.1 43.8 44.7 29.6 26.8 42.6 40.8
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 52,323: 19,499 4,552 12,777 12,286 10,648 44,562 27,977: 7,761 24,346
Old : 52,323: 19,499 4,552 12,777 12,286 10,648 44,562 27,977: 7,761 24,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 3,527: 659 -256 1,695 1,154 972 3,508 2,411: 19 1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 8.7 24.4 23.5 20.4 85.2 53.5: 14.8 46.5
Old : 100.0: 37.3 8.7 24.4 23.5 20.4 85.2 53.5: 14.8 46.5
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 : 176: 62 26 45 51 64 137 118:
Old : 176: 62 26 45 51 64 137 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 14.2 28.6 21.9 16.2 9.4 26.5 12.8
Old : 16.4 14.2 28.6 21.9 16.2 9.4 26.5 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 58,730: 10,072 0 2,645 45,335 55,725 58,053 58,371: 677 359
Old : 58,730: 10,072 0 2,645 45,335 55,725 58,053 58,371: 677 359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 1,844: 1,523 0 2,565 8,011 -318 12,100 2,247: -10,256 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 0.0 4.5 77.2 94.9 98.8 99.4: 1.2 0.6
Old : 100.0: 17.2 0.0 4.5 77.2 94.9 98.8 99.4: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 0 2 11 13 17 15:
Old : 20: 6 0 2 11 13 17 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 : 78.4 63.0 91.7 87.1 66.4 58.1 73.1 72.1
Old : 78.4 63.0 91.7 87.1 66.4 58.1 73.1 72.1
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 120,992: 58,212 23,734 2,631 16,497 77,836 77,340 104,201: 43,652 16,791
Old : 120,992: 58,212 23,734 2,631 16,497 77,836 77,340 104,201: 43,652 16,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 22,305: 18,004 8,788 679 1,045 10,553 19,729 20,020: 2,576 2,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 19.6 2.2 13.6 64.3 63.9 86.1: 36.1 13.9
Old : 100.0: 48.1 19.6 2.2 13.6 64.3 63.9 86.1: 36.1 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 42 11 10 19 27 66 43:
Old : 86: 42 11 10 19 27 66 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 41.2 30.3 58.4 22.1 41.1 30.3 57.9
Old : 22.1 41.2 30.3 58.4 22.1 41.1 30.3 57.9
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 49,371: 24,422 9,954 1,406 3,400 28,700 29,228 40,060: 20,143 9,311
Old : 49,371: 24,422 9,954 1,406 3,400 28,700 29,228 40,060: 20,143 9,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 1,868: -1,166 -2,511 352 -22 5,053 -835 2,895: 2,703 -1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 20.2 2.8 6.9 58.1 59.2 81.1: 40.8 18.9
Old : 100.0: 49.5 20.2 2.8 6.9 58.1 59.2 81.1: 40.8 18.9
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 : 48: 19 8 4 8 19 28 30:
Old : 48: 19 8 4 8 19 28 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 : 24.5 37.3 37.0 52.7 24.5 36.7 37.0 52.0
Old : 24.5 37.3 37.0 52.7 24.5 36.7 37.0 52.0
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 125,232: 96,664 14,418 0 21,519 109,615 118,183 124,033: 7,049 1,199
Old : 125,232: 96,664 14,418 0 21,519 109,615 118,183 124,033: 7,049 1,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 8,900: 7,598 3,354 0 657 5,685 8,255 9,039: 645 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 11.5 0.0 17.2 87.5 94.4 99.0: 5.6 1.0
Old : 100.0: 77.2 11.5 0.0 17.2 87.5 94.4 99.0: 5.6 1.0
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 : 99: 55 12 0 15 21 70 33:
Old : 99: 55 12 0 15 21 70 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 : 54.5 68.0 68.9 86.4 54.5 68.0 68.9 86.2
Old : 54.5 68.0 68.9 86.4 54.5 68.0 68.9 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 93,334: 19,811 30,370 5,605 49,341 31,913 74,756 67,888: 18,578 25,446
Old : 93,334: 19,811 30,370 5,605 49,341 31,913 74,756 67,888: 18,578 25,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 14,234: 3,500 8,639 1,204 9,963 1,380 14,667 11,223: -433 3,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 32.5 6.0 52.9 34.2 80.1 72.7: 19.9 27.3
Old : 100.0: 21.2 32.5 6.0 52.9 34.2 80.1 72.7: 19.9 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 16 29 15 28 28 53 63:
Old : 84: 16 29 15 28 28 53 63:
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 : 33.3 19.0 51.2 31.0 33.1 18.3 49.8 30.2
Old : 33.3 19.0 51.2 31.0 33.1 18.3 49.8 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 122,708: 50,182 20,685 6,691 39,223 62,156 96,096 89,532: 26,612 33,176
Old : 122,708: 50,182 20,685 6,691 39,223 62,156 96,096 89,532: 26,612 33,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 19,696: 15,322 -1,394 116 -1,533 19,229 13,905 17,951: 5,792 1,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 16.9 5.5 32.0 50.7 78.3 73.0: 21.7 27.0
Old : 100.0: 40.9 16.9 5.5 32.0 50.7 78.3 73.0: 21.7 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 : 104: 30 40 20 25 25 68 72:
Old : 104: 30 40 20 25 25 68 72:
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 : 27.4 29.9 41.8 40.2 27.4 29.2 41.5 38.7
Old : 27.4 29.9 41.8 40.2 27.4 29.2 41.5 38.7
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 215,097: 33,478 57,818 37,721 90,813 65,020 162,012 160,559: 53,085 54,539
Old : 215,097: 33,478 57,818 37,721 90,813 65,020 162,012 160,559: 53,085 54,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 5,506: -5,180 7,297 434 10,751 -3,131 6,005 4,600: -499 906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 26.9 17.5 42.2 30.2 75.3 74.6: 24.7 25.4
Old : 100.0: 15.6 26.9 17.5 42.2 30.2 75.3 74.6: 24.7 25.4
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 : 174: 53 60 56 42 46 121 136:
Old : 174: 53 60 56 42 46 121 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 13.5 29.1 21.7 19.3 13.5 27.5 20.3
Old : 19.8 13.5 29.1 21.7 19.3 13.5 27.5 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 25,090: 18,570 10,455 0 3,991 13,434 22,561 23,889: 2,529 1,201
Old : 25,090: 18,570 10,455 0 3,991 13,434 22,561 23,889: 2,529 1,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 9: 790 41 0 -1,159 108 -369 149: 378 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 41.7 0.0 15.9 53.5 89.9 95.2: 10.1 4.8
Old : 100.0: 74.0 41.7 0.0 15.9 53.5 89.9 95.2: 10.1 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 : 43: 15 12 0 11 8 26 20:
Old : 43: 15 12 0 11 8 26 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 : 57.2 69.1 74.4 87.5 57.2 69.1 74.4 87.5
Old : 57.2 69.1 74.4 87.5 57.2 69.1 74.4 87.5
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,400,478: 585,247 191,721 3,846,665 6,170,946 6,456,219 10,602,858 10,494,606: 797,620 905,872
Old :11,400,478: 585,247 191,721 3,846,665 6,170,946 6,456,219 10,602,858 10,494,606: 797,620 905,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -7,169: 22,521 24,032 -7,416 -18,368 -1,386 -3,263 15,230: -3,906 -22,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 1.7 33.7 54.1 56.6 93.0 92.1: 7.0 7.9
Old : 100.0: 5.1 1.7 33.7 54.1 56.6 93.0 92.1: 7.0 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 72 36 94 124 132 232 233:
Old : 252: 72 36 94 124 132 232 233:
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 : 28.1 22.5 41.3 35.6 21.6 15.0 25.9 22.6
Old : 28.1 22.5 41.3 35.6 21.6 15.0 25.9 22.6
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 870,595: 70,391 75,044 50,382 622,371 647,309 743,143 772,735: 127,451 97,860
Old : 870,595: 70,391 75,044 50,382 622,371 647,309 743,143 772,735: 127,451 97,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 12,606: -3,035 3,580 1,790 14,795 4,090 13,549 9,459: -943 3,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 8.6 5.8 71.5 74.4 85.4 88.8: 14.6 11.2
Old : 100.0: 8.1 8.6 5.8 71.5 74.4 85.4 88.8: 14.6 11.2
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 : 527: 100 118 81 223 208 375 355:
Old : 527: 100 118 81 223 208 375 355:
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 : 17.6 17.7 25.2 26.0 15.4 16.1 22.2 24.4
Old : 17.6 17.7 25.2 26.0 15.4 16.1 22.2 24.4
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 339,856: 23,607 19,244 26,309 207,202 250,193 257,118 295,746: 82,738 44,110
Old : 339,856: 23,607 19,244 26,309 207,202 250,193 257,118 295,746: 82,738 44,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 1,708: 119 1,271 -1,094 2,678 1,421 1,702 1,598: 6 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 5.7 7.7 61.0 73.6 75.7 87.0: 24.3 13.0
Old : 100.0: 6.9 5.7 7.7 61.0 73.6 75.7 87.0: 24.3 13.0
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 : 133: 17 27 27 67 63 104 97:
Old : 133: 17 27 27 67 63 104 97:
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 22.1 28.9 35.7 19.3 21.7 27.6 35.3
Old : 20.6 22.1 28.9 35.7 19.3 21.7 27.6 35.3
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,653,693: 263,535 308,615 90,747 2,075,845 1,985,580 2,430,127 2,384,942: 223,566 268,751
Old : 2,653,693: 263,535 308,615 90,747 2,075,845 1,985,580 2,430,127 2,384,942: 223,566 268,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 54,489: -11,492 15,824 10,140 60,587 13,344 59,235 39,308: -4,746 15,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 11.6 3.4 78.2 74.8 91.6 89.9: 8.4 10.1
Old : 100.0: 9.9 11.6 3.4 78.2 74.8 91.6 89.9: 8.4 10.1
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 : 473: 91 103 70 197 188 330 319:
Old : 473: 91 103 70 197 188 330 319:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 19.1 30.6 27.3 19.2 16.8 27.8 24.6
Old : 20.5 19.1 30.6 27.3 19.2 16.8 27.8 24.6
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 98,769: 13,686 6,566 192 73,843 88,860 87,721 95,618: 11,048 3,151
Old : 98,769: 13,686 6,566 192 73,843 88,860 87,721 95,618: 11,048 3,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 258: 13 -365 -35 240 546 218 146: 40 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 6.6 0.2 74.8 90.0 88.8 96.8: 11.2 3.2
Old : 100.0: 13.9 6.6 0.2 74.8 90.0 88.8 96.8: 11.2 3.2
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 : 88: 14 6 1 42 39 56 46:
Old : 88: 14 6 1 42 39 56 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 40.9 55.5 64.2 38.8 40.9 52.9 64.2
Old : 40.7 40.9 55.5 64.2 38.8 40.9 52.9 64.2
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 75,065: 23,216 6,887 1,635 41,820 63,254 66,671 71,776: 8,394 3,289
Old : 75,065: 23,216 6,887 1,635 41,820 63,254 66,671 71,776: 8,394 3,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 7,403: -1,825 -625 1,120 4,960 6,684 4,255 7,180: 3,148 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 9.2 2.2 55.7 84.3 88.8 95.6: 11.2 4.4
Old : 100.0: 30.9 9.2 2.2 55.7 84.3 88.8 95.6: 11.2 4.4
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 : 224: 73 27 14 72 74 151 109:
Old : 224: 73 27 14 72 74 151 109:
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 34.9 32.0 51.8 19.4 34.9 30.0 49.7
Old : 20.9 34.9 32.0 51.8 19.4 34.9 30.0 49.7
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 9,418: 1,972 471 0 4,214 8,001 6,186 8,472: 3,232 946
Old : 9,418: 1,972 471 0 4,214 8,001 6,186 8,472: 3,232 946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -20,947: -7,581 -1,049 -10 -10,250 -19,206 -17,841 -20,265: -3,106 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 5.0 0.0 44.7 85.0 65.7 90.0: 34.3 10.0
Old : 100.0: 20.9 5.0 0.0 44.7 85.0 65.7 90.0: 34.3 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 2 0 5 11 9 13:
Old : 22: 4 2 0 5 11 9 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 55.0 63.3 77.2 50.4 55.0 63.3 77.2
Old : 50.4 55.0 63.3 77.2 50.4 55.0 63.3 77.2
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 328,233: 111,618 37,479 2,775 188,030 276,266 302,423 316,520: 25,810 11,713
Old : 328,233: 111,618 37,479 2,775 188,030 276,266 302,423 316,520: 25,810 11,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -10,078: -13,584 -78 200 3,729 -6,583 -9,656 -6,461: -422 -3,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 11.4 0.8 57.3 84.2 92.1 96.4: 7.9 3.6
Old : 100.0: 34.0 11.4 0.8 57.3 84.2 92.1 96.4: 7.9 3.6
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 : 219: 69 27 13 71 72 146 106:
Old : 219: 69 27 13 71 72 146 106:
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 : 19.5 33.8 31.6 52.4 18.0 33.5 29.3 50.0
Old : 19.5 33.8 31.6 52.4 18.0 33.5 29.3 50.0
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 131,725: 75,626 11,094 4,616 16,432 101,169 96,674 116,880: 35,050 14,845
Old : 131,725: 75,626 11,094 4,616 16,432 101,169 96,674 116,880: 35,050 14,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 9,924: 5,994 2,381 1,165 -409 5,034 6,750 8,580: 3,174 1,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 8.4 3.5 12.5 76.8 73.4 88.7: 26.6 11.3
Old : 100.0: 57.4 8.4 3.5 12.5 76.8 73.4 88.7: 26.6 11.3
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: 40 10 13 13 22 56 42:
Old : 75: 40 10 13 13 22 56 42:
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 46.3 44.4 68.5 31.8 46.3 44.4 68.1
Old : 31.8 46.3 44.4 68.5 31.8 46.3 44.4 68.1
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 38,595: 9,409 12,342 2 19,129 7,007 28,540 19,351: 10,055 19,244
Old : 38,595: 9,409 12,342 2 19,129 7,007 28,540 19,351: 10,055 19,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -704: -162 -456 0 216 851 54 395: -758 -1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 32.0 0.0 49.6 18.2 73.9 50.1: 26.1 49.9
Old : 100.0: 24.4 32.0 0.0 49.6 18.2 73.9 50.1: 26.1 49.9
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 : 53: 14 12 1 20 9 35 21:
Old : 53: 14 12 1 20 9 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 : 30.0 28.5 44.4 37.8 30.0 28.5 44.4 37.8
Old : 30.0 28.5 44.4 37.8 30.0 28.5 44.4 37.8
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 43,934: 11,855 6,230 249 21,937 21,087 34,041 27,566: 9,893 16,368
Old : 43,934: 11,855 6,230 249 21,937 21,087 34,041 27,566: 9,893 16,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -2,519: -1,950 -335 -84 -415 425 -2,449 6: -70 -2,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 14.2 0.6 49.9 48.0 77.5 62.7: 22.5 37.3
Old : 100.0: 27.0 14.2 0.6 49.9 48.0 77.5 62.7: 22.5 37.3
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 : 47: 13 5 2 18 17 32 23:
Old : 47: 13 5 2 18 17 32 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 41.0 47.8 52.4 32.9 41.0 44.5 50.6
Old : 36.1 41.0 47.8 52.4 32.9 41.0 44.5 50.6
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, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 27,669: 4,662 937 365 19,105 24,496 24,132 25,798: 3,537 1,871
Old : 27,669: 4,662 937 365 19,105 24,496 24,132 25,798: 3,537 1,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -26: -186 200 0 404 -290 218 -90: -244 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 3.4 1.3 69.0 88.5 87.2 93.2: 12.8 6.8
Old : 100.0: 16.8 3.4 1.3 69.0 88.5 87.2 93.2: 12.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 4 1 20 24 26 29:
Old : 46: 6 4 1 20 24 26 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 : 41.7 44.5 59.3 66.0 36.0 42.9 50.9 59.5
Old : 41.7 44.5 59.3 66.0 36.0 42.9 50.9 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 37,890: 13,989 1,920 6 16,937 34,568 30,932 36,494: 6,958 1,396
Old : 37,890: 13,989 1,920 6 16,937 34,568 30,932 36,494: 6,958 1,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -428: 214 0 0 -442 22 -228 22: -200 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 5.1 0.0 44.7 91.2 81.6 96.3: 18.4 3.7
Old : 100.0: 36.9 5.1 0.0 44.7 91.2 81.6 96.3: 18.4 3.7
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 : 51: 14 3 1 22 18 37 21:
Old : 51: 14 3 1 22 18 37 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 : 32.8 58.4 48.9 76.4 31.7 58.4 47.8 75.9
Old : 32.8 58.4 48.9 76.4 31.7 58.4 47.8 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 3, 2011