MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,741: 3,177 6,027 677 22,072 18,320 25,926 25,024: 3,815 4,717
Old : 29,741: 3,177 6,027 677 22,072 18,320 25,926 25,024: 3,815 4,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -3,656: -1,088 -842 -148 -2,349 -3,124 -3,585 -4,114: -71 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 20.3 2.3 74.2 61.6 87.2 84.1: 12.8 15.9
Old : 100.0: 10.7 20.3 2.3 74.2 61.6 87.2 84.1: 12.8 15.9
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 : 72: 11 18 11 31 28 50 50:
Old : 72: 11 18 11 31 28 50 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 : 43.7 35.6 57.1 48.8 43.7 31.3 55.8 44.5
Old : 43.7 35.6 57.1 48.8 43.7 31.3 55.8 44.5
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 205,296: 51,072 27,930 41,529 91,099 102,270 183,700 171,729: 21,596 33,567
Old : 201,064: 49,877 28,058 40,975 90,316 99,516 181,168 168,549: 19,896 32,515
Other: 4,232: 1,485 162 264 783 2,754 2,532 3,180: 1,700 1,052
: : :
: : Changes in Commitments from: December 28, 2010 :
: 225: -1,156 -1,407 2,265 -691 1,279 418 2,137: -193 -1,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 13.6 20.2 44.4 49.8 89.5 83.6: 10.5 16.4
Old : 100.0: 24.8 14.0 20.4 44.9 49.5 90.1 83.8: 9.9 16.2
Other: 100.0: 35.1 3.8 6.2 18.5 65.1 59.8 75.1: 40.2 24.9
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 67 78 91 56 69 189 191:
Old : 248: 65 82 89 55 68 186 190:
Other: 63: 17 9 5 15 27 33 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 23.3 34.2 32.6 21.2 23.1 33.4 30.2
Old : 22.0 23.4 34.8 32.8 21.7 23.3 34.0 30.2
Other: 27.4 34.5 40.2 50.6 24.8 34.4 34.2 47.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 330,306: 131,392 54,412 47,452 125,242 165,229 304,086 267,093: 26,220 63,213
Old : 330,306: 131,392 54,412 47,452 125,242 165,229 304,086 267,093: 26,220 63,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 5,058: 4,575 7,517 649 221 -2,051 5,445 6,115: -387 -1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 16.5 14.4 37.9 50.0 92.1 80.9: 7.9 19.1
Old : 100.0: 39.8 16.5 14.4 37.9 50.0 92.1 80.9: 7.9 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 142 76 99 68 183 275 303:
Old : 425: 142 76 99 68 183 275 303:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 13.8 30.6 21.3 18.2 12.8 29.9 19.1
Old : 19.0 13.8 30.6 21.3 18.2 12.8 29.9 19.1
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,783: 5,581 1,965 1,426 2,724 6,991 9,731 10,382: 2,052 1,401
Old : 11,783: 5,581 1,965 1,426 2,724 6,991 9,731 10,382: 2,052 1,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 666: 477 -22 131 -8 480 600 589: 66 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 16.7 12.1 23.1 59.3 82.6 88.1: 17.4 11.9
Old : 100.0: 47.4 16.7 12.1 23.1 59.3 82.6 88.1: 17.4 11.9
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 : 100: 41 16 8 24 35 73 53:
Old : 100: 41 16 8 24 35 73 53:
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 28.8 43.1 45.4 27.3 26.6 41.4 39.8
Old : 27.3 28.8 43.1 45.4 27.3 26.6 41.4 39.8
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,136: 20,460 6,550 9,421 12,068 10,746 41,949 26,717: 7,187 22,419
Old : 49,136: 20,460 6,550 9,421 12,068 10,746 41,949 26,717: 7,187 22,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 1,951: 1,020 -428 905 -33 1,179 1,892 1,656: 59 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 13.3 19.2 24.6 21.9 85.4 54.4: 14.6 45.6
Old : 100.0: 41.6 13.3 19.2 24.6 21.9 85.4 54.4: 14.6 45.6
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 : 178: 55 35 38 38 67 117 123:
Old : 178: 55 35 38 38 67 117 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 14.8 31.7 21.6 17.4 8.8 28.4 13.6
Old : 17.8 14.8 31.7 21.6 17.4 8.8 28.4 13.6
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,622: 10,347 0 2,580 45,181 55,948 58,108 58,528: 514 94
Old : 58,622: 10,347 0 2,580 45,181 55,948 58,108 58,528: 514 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 0: 317 0 0 -154 265 163 265: -163 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 0.0 4.4 77.1 95.4 99.1 99.8: 0.9 0.2
Old : 100.0: 17.7 0.0 4.4 77.1 95.4 99.1 99.8: 0.9 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 : 20: 6 0 1 11 13 17 14:
Old : 20: 6 0 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 : 78.3 63.1 92.2 87.2 67.1 58.2 73.6 72.8
Old : 78.3 63.1 92.2 87.2 67.1 58.2 73.6 72.8
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 120,758: 65,421 27,073 55 12,903 78,154 78,379 105,282: 42,379 15,476
Old : 120,758: 65,421 27,073 55 12,903 78,154 78,379 105,282: 42,379 15,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 7,535: 7,279 3,718 35 -567 3,085 6,747 6,838: 788 697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 22.4 0.0 10.7 64.7 64.9 87.2: 35.1 12.8
Old : 100.0: 54.2 22.4 0.0 10.7 64.7 64.9 87.2: 35.1 12.8
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 : 87: 47 7 1 14 27 61 35:
Old : 87: 47 7 1 14 27 61 35:
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 : 21.3 47.2 33.1 62.2 21.3 47.2 33.1 62.2
Old : 21.3 47.2 33.1 62.2 21.3 47.2 33.1 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,484: 24,487 11,455 9 2,309 28,081 26,805 39,545: 20,679 7,939
Old : 47,484: 24,487 11,455 9 2,309 28,081 26,805 39,545: 20,679 7,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 1,128: 138 1,108 -81 -137 614 -80 1,641: 1,208 -513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 24.1 0.0 4.9 59.1 56.5 83.3: 43.5 16.7
Old : 100.0: 51.6 24.1 0.0 4.9 59.1 56.5 83.3: 43.5 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 17 10 1 5 18 22 29:
Old : 47: 17 10 1 5 18 22 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 43.4 39.1 57.5 26.8 43.4 39.1 57.5
Old : 26.8 43.4 39.1 57.5 26.8 43.4 39.1 57.5
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 118,786: 91,372 17,062 0 19,581 100,190 110,953 117,252: 7,833 1,534
Old : 118,786: 91,372 17,062 0 19,581 100,190 110,953 117,252: 7,833 1,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -6,446: -5,292 2,644 0 -1,938 -9,425 -7,230 -6,781: 784 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 14.4 0.0 16.5 84.3 93.4 98.7: 6.6 1.3
Old : 100.0: 76.9 14.4 0.0 16.5 84.3 93.4 98.7: 6.6 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 : 108: 65 12 0 14 22 79 34:
Old : 108: 65 12 0 14 22 79 34:
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 : 45.4 65.1 61.4 85.2 45.4 65.1 61.4 85.1
Old : 45.4 65.1 61.4 85.2 45.4 65.1 61.4 85.1
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 84,270: 17,494 31,627 15 49,436 27,719 66,945 59,361: 17,325 24,909
Old : 84,270: 17,494 31,627 15 49,436 27,719 66,945 59,361: 17,325 24,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 2,129: -800 212 0 2,903 1,606 2,103 1,818: 26 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 37.5 0.0 58.7 32.9 79.4 70.4: 20.6 29.6
Old : 100.0: 20.8 37.5 0.0 58.7 32.9 79.4 70.4: 20.6 29.6
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 : 71: 11 24 1 24 23 36 47:
Old : 71: 11 24 1 24 23 36 47:
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 : 40.2 20.7 60.0 35.3 40.2 19.8 58.4 34.5
Old : 40.2 20.7 60.0 35.3 40.2 19.8 58.4 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 128,483: 65,924 26,859 302 35,714 74,487 101,940 101,648: 26,543 26,835
Old : 128,483: 65,924 26,859 302 35,714 74,487 101,940 101,648: 26,543 26,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 19,140: 15,983 6,559 83 510 15,434 16,576 22,076: 2,564 -2,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 20.9 0.2 27.8 58.0 79.3 79.1: 20.7 20.9
Old : 100.0: 51.3 20.9 0.2 27.8 58.0 79.3 79.1: 20.7 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 33 34 7 19 26 57 62:
Old : 105: 33 34 7 19 26 57 62:
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 : 27.6 38.4 44.2 53.6 27.6 38.0 44.0 53.2
Old : 27.6 38.4 44.2 53.6 27.6 38.0 44.0 53.2
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 163,239: 37,102 61,303 1,185 77,703 52,848 115,990 115,336: 47,249 47,903
Old : 163,239: 37,102 61,303 1,185 77,703 52,848 115,990 115,336: 47,249 47,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 927: 3,269 991 333 -2,322 350 1,280 1,674: -353 -747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 37.6 0.7 47.6 32.4 71.1 70.7: 28.9 29.3
Old : 100.0: 22.7 37.6 0.7 47.6 32.4 71.1 70.7: 28.9 29.3
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 : 155: 41 53 12 36 40 84 98:
Old : 155: 41 53 12 36 40 84 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 18.6 35.5 27.2 23.7 18.6 34.7 27.2
Old : 24.2 18.6 35.5 27.2 23.7 18.6 34.7 27.2
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,443: 21,162 10,431 0 2,210 15,002 23,372 25,433: 3,071 1,010
Old : 26,443: 21,162 10,431 0 2,210 15,002 23,372 25,433: 3,071 1,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 1,353: 2,592 -24 0 -1,781 1,568 811 1,544: 542 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 39.4 0.0 8.4 56.7 88.4 96.2: 11.6 3.8
Old : 100.0: 80.0 39.4 0.0 8.4 56.7 88.4 96.2: 11.6 3.8
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 : 42: 17 10 0 7 10 24 20:
Old : 42: 17 10 0 7 10 24 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 : 66.3 68.7 77.9 87.3 66.3 68.6 77.9 87.2
Old : 66.3 68.7 77.9 87.3 66.3 68.6 77.9 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,257,558: 731,853 450,777 804,296 4,923,980 5,169,965 6,460,129 6,425,038: 797,429 832,520
Old : 7,257,558: 731,853 450,777 804,296 4,923,980 5,169,965 6,460,129 6,425,038: 797,429 832,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 206,554: 57,040 63,807 45,812 50,412 111,782 153,264 221,401: 53,290 -14,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 6.2 11.1 67.8 71.2 89.0 88.5: 11.0 11.5
Old : 100.0: 10.1 6.2 11.1 67.8 71.2 89.0 88.5: 11.0 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 57 39 71 110 122 208 202:
Old : 235: 57 39 71 110 122 208 202:
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 : 36.0 28.2 46.2 43.1 34.7 23.4 41.7 36.7
Old : 36.0 28.2 46.2 43.1 34.7 23.4 41.7 36.7
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 776,403: 72,171 76,924 11,836 570,959 603,295 654,966 692,055: 121,437 84,348
Old : 776,403: 72,171 76,924 11,836 570,959 603,295 654,966 692,055: 121,437 84,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 6,649: 3,422 2,762 -1,252 2,905 8,934 5,075 10,444: 1,574 -3,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 9.9 1.5 73.5 77.7 84.4 89.1: 15.6 10.9
Old : 100.0: 9.3 9.9 1.5 73.5 77.7 84.4 89.1: 15.6 10.9
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 : 512: 100 96 42 205 211 326 328:
Old : 512: 100 96 42 205 211 326 328:
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 : 19.7 19.8 28.0 28.8 17.3 17.8 24.8 26.8
Old : 19.7 19.8 28.0 28.8 17.3 17.8 24.8 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 276,458: 19,183 19,793 1,149 177,076 217,311 197,408 238,253: 79,050 38,205
Old : 276,458: 19,183 19,793 1,149 177,076 217,311 197,408 238,253: 79,050 38,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 2,646: -1,007 1,515 -550 2,778 1,476 1,221 2,441: 1,425 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 7.2 0.4 64.1 78.6 71.4 86.2: 28.6 13.8
Old : 100.0: 6.9 7.2 0.4 64.1 78.6 71.4 86.2: 28.6 13.8
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 : 120: 14 17 7 50 57 67 78:
Old : 120: 14 17 7 50 57 67 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 27.1 36.2 43.7 24.0 26.5 34.7 43.1
Old : 25.4 27.1 36.2 43.7 24.0 26.5 34.7 43.1
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,499,724: 290,361 311,076 28,014 1,969,414 1,929,918 2,287,789 2,269,008: 211,935 230,716
Old : 2,499,724: 290,361 311,076 28,014 1,969,414 1,929,918 2,287,789 2,269,008: 211,935 230,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 20,016: 18,111 2,204 522 637 37,290 19,270 40,016: 746 -20,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 12.4 1.1 78.8 77.2 91.5 90.8: 8.5 9.2
Old : 100.0: 11.6 12.4 1.1 78.8 77.2 91.5 90.8: 8.5 9.2
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 : 471: 94 90 33 178 190 288 297:
Old : 471: 94 90 33 178 190 288 297:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 20.3 32.5 28.7 20.2 17.4 28.8 25.3
Old : 21.5 20.3 32.5 28.7 20.2 17.4 28.8 25.3
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 97,900: 13,910 6,946 510 72,385 87,758 86,805 95,214: 11,095 2,686
Old : 97,900: 13,910 6,946 510 72,385 87,758 86,805 95,214: 11,095 2,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -867: 224 380 318 -1,456 -1,102 -914 -404: 47 -463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 7.1 0.5 73.9 89.6 88.7 97.3: 11.3 2.7
Old : 100.0: 14.2 7.1 0.5 73.9 89.6 88.7 97.3: 11.3 2.7
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 : 89: 14 6 2 41 41 56 48:
Old : 89: 14 6 2 41 41 56 48:
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 : 41.2 40.3 55.7 63.2 38.9 40.3 51.8 63.2
Old : 41.2 40.3 55.7 63.2 38.9 40.3 51.8 63.2
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 84,953: 25,846 6,071 3,551 45,776 71,796 75,174 81,419: 9,779 3,535
Old : 84,953: 25,846 6,071 3,551 45,776 71,796 75,174 81,419: 9,779 3,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 10,890: 2,794 -739 2,198 4,411 9,037 9,402 10,496: 1,488 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 7.1 4.2 53.9 84.5 88.5 95.8: 11.5 4.2
Old : 100.0: 30.4 7.1 4.2 53.9 84.5 88.5 95.8: 11.5 4.2
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 : 238: 84 24 6 74 76 160 104:
Old : 238: 84 24 6 74 76 160 104:
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 35.5 30.2 53.2 16.7 34.3 26.5 49.8
Old : 18.6 35.5 30.2 53.2 16.7 34.3 26.5 49.8
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,202: 4,325 0 0 5,536 12,020 9,861 12,020: 3,341 1,182
Old : 13,202: 4,325 0 0 5,536 12,020 9,861 12,020: 3,341 1,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 3,791: 2,353 -471 0 1,322 4,019 3,675 3,548: 116 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 0.0 0.0 41.9 91.0 74.7 91.0: 25.3 9.0
Old : 100.0: 32.8 0.0 0.0 41.9 91.0 74.7 91.0: 25.3 9.0
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: 4 0 0 6 10 10 10:
Old : 20: 4 0 0 6 10 10 10:
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 : 59.1 59.8 71.1 86.4 59.1 59.8 71.1 86.4
Old : 59.1 59.8 71.1 86.4 59.1 59.8 71.1 86.4
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 358,757: 123,879 46,629 1,484 201,202 298,881 326,565 346,994: 32,192 11,763
Old : 358,757: 123,879 46,629 1,484 201,202 298,881 326,565 346,994: 32,192 11,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 35,496: 13,076 9,534 116 15,444 25,088 28,636 34,738: 6,860 758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 13.0 0.4 56.1 83.3 91.0 96.7: 9.0 3.3
Old : 100.0: 34.5 13.0 0.4 56.1 83.3 91.0 96.7: 9.0 3.3
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 : 236: 81 25 5 71 75 154 103:
Old : 236: 81 25 5 71 75 154 103:
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 : 17.7 33.5 29.3 53.1 16.3 33.3 27.2 50.5
Old : 17.7 33.5 29.3 53.1 16.3 33.3 27.2 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 121,562: 75,056 12,543 118 13,543 96,872 88,717 109,533: 32,845 12,029
Old : 121,562: 75,056 12,543 118 13,543 96,872 88,717 109,533: 32,845 12,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -2,443: -1,801 2 0 299 -1,341 -1,502 -1,339: -941 -1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 10.3 0.1 11.1 79.7 73.0 90.1: 27.0 9.9
Old : 100.0: 61.7 10.3 0.1 11.1 79.7 73.0 90.1: 27.0 9.9
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 : 72: 32 12 2 11 20 44 33:
Old : 72: 32 12 2 11 20 44 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 : 33.6 49.3 47.1 74.0 33.6 49.2 47.1 73.7
Old : 33.6 49.3 47.1 74.0 33.6 49.2 47.1 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,695: 9,988 13,047 2 19,475 7,364 29,465 20,413: 10,230 19,282
Old : 39,695: 9,988 13,047 2 19,475 7,364 29,465 20,413: 10,230 19,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 1,100: 579 705 0 346 357 925 1,062: 175 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 32.9 0.0 49.1 18.6 74.2 51.4: 25.8 48.6
Old : 100.0: 25.2 32.9 0.0 49.1 18.6 74.2 51.4: 25.8 48.6
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 : 57: 15 14 1 20 10 36 24:
Old : 57: 15 14 1 20 10 36 24:
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 : 29.2 28.4 43.9 38.1 29.2 28.4 43.9 38.1
Old : 29.2 28.4 43.9 38.1 29.2 28.4 43.9 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,172: 14,940 6,898 420 21,624 23,624 36,984 30,942: 11,188 17,230
Old : 48,172: 14,940 6,898 420 21,624 23,624 36,984 30,942: 11,188 17,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 4,238: 3,085 668 171 -313 2,537 2,943 3,376: 1,295 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 14.3 0.9 44.9 49.0 76.8 64.2: 23.2 35.8
Old : 100.0: 31.0 14.3 0.9 44.9 49.0 76.8 64.2: 23.2 35.8
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 : 52: 16 7 2 16 20 33 28:
Old : 52: 16 7 2 16 20 33 28:
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 : 33.0 39.1 45.6 49.4 30.5 39.1 42.9 48.8
Old : 33.0 39.1 45.6 49.4 30.5 39.1 42.9 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,363: 4,834 737 340 18,428 24,299 23,602 25,376: 3,761 1,987
Old : 27,363: 4,834 737 340 18,428 24,299 23,602 25,376: 3,761 1,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -306: 172 -200 -25 -677 -197 -530 -422: 224 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 2.7 1.2 67.3 88.8 86.3 92.7: 13.7 7.3
Old : 100.0: 17.7 2.7 1.2 67.3 88.8 86.3 92.7: 13.7 7.3
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 : 43: 5 3 1 19 24 24 28:
Old : 43: 5 3 1 19 24 24 28:
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 : 42.3 45.1 60.1 66.3 36.4 43.4 51.9 59.7
Old : 42.3 45.1 60.1 66.3 36.4 43.4 51.9 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,064: 13,257 2,195 6 17,322 34,482 30,585 36,683: 7,479 1,381
Old : 38,064: 13,257 2,195 6 17,322 34,482 30,585 36,683: 7,479 1,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 174: -732 275 0 385 -86 -347 189: 521 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 5.8 0.0 45.5 90.6 80.4 96.4: 19.6 3.6
Old : 100.0: 34.8 5.8 0.0 45.5 90.6 80.4 96.4: 19.6 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 : 51: 15 4 1 19 19 35 23:
Old : 51: 15 4 1 19 19 35 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 : 36.4 55.9 52.8 73.8 35.2 55.9 51.5 73.3
Old : 36.4 55.9 52.8 73.8 35.2 55.9 51.5 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,817: 4,149 3,469 14 9,093 11,071 13,256 14,554: 1,561 263
Old : 14,817: 4,149 3,469 14 9,093 11,071 13,256 14,554: 1,561 263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 23.4 0.1 61.4 74.7 89.5 98.2: 10.5 1.8
Old : 100.0: 28.0 23.4 0.1 61.4 74.7 89.5 98.2: 10.5 1.8
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 : 21: 12 3 1 5 2 18 5:
Old : 21: 12 3 1 5 2 18 5:
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 : 63.5 98.2 76.0 98.2 63.5 98.1 76.0 98.1
Old : 63.5 98.2 76.0 98.2 63.5 98.1 76.0 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2011