MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 18, 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 : 33,479: 4,036 6,449 574 24,107 21,586 28,717 28,609: 4,762 4,870
Old : 33,479: 4,036 6,449 574 24,107 21,586 28,717 28,609: 4,762 4,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 1,642: 181 350 125 498 1,540 804 2,015: 838 -373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.3 1.7 72.0 64.5 85.8 85.5: 14.2 14.5
Old : 100.0: 12.1 19.3 1.7 72.0 64.5 85.8 85.5: 14.2 14.5
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 : 73: 14 14 11 30 33 50 52:
Old : 73: 14 14 11 30 33 50 52:
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 : 41.9 40.2 54.3 54.6 41.9 36.5 52.9 50.8
Old : 41.9 40.2 54.3 54.6 41.9 36.5 52.9 50.8
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 18, 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 : 217,905: 60,453 29,902 39,079 93,654 114,576 193,186 183,557: 24,719 34,348
Old : 211,495: 58,641 30,724 37,749 92,343 109,800 188,733 178,273: 22,762 33,222
Other: 6,410: 2,826 192 316 1,311 4,776 4,453 5,284: 1,957 1,126
: : :
: : Changes in Commitments from: January 11, 2011 :
: 7,783: 3,998 1,376 950 1,681 5,718 6,629 8,044: 1,154 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 13.7 17.9 43.0 52.6 88.7 84.2: 11.3 15.8
Old : 100.0: 27.7 14.5 17.8 43.7 51.9 89.2 84.3: 10.8 15.7
Other: 100.0: 44.1 3.0 4.9 20.5 74.5 69.5 82.4: 30.5 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 87 73 92 57 76 203 202:
Old : 267: 83 78 91 56 75 200 201:
Other: 72: 22 9 4 18 29 41 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 25.7 32.6 34.3 20.4 25.2 32.1 32.5
Old : 21.4 25.5 33.3 34.2 21.1 25.0 32.9 32.1
Other: 24.6 45.0 38.5 59.5 24.6 45.0 36.1 56.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 18, 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 : 344,832: 130,909 61,225 49,562 133,333 164,620 313,804 275,407: 31,028 69,425
Old : 344,832: 130,909 61,225 49,562 133,333 164,620 313,804 275,407: 31,028 69,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 11,278: -1,407 6,498 6,990 5,904 -4,246 11,487 9,242: -209 2,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 17.8 14.4 38.7 47.7 91.0 79.9: 9.0 20.1
Old : 100.0: 38.0 17.8 14.4 38.7 47.7 91.0 79.9: 9.0 20.1
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 : 442: 153 76 115 78 184 300 323:
Old : 442: 153 76 115 78 184 300 323:
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 13.1 28.7 20.6 16.6 12.7 27.5 18.7
Old : 17.6 13.1 28.7 20.6 16.6 12.7 27.5 18.7
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 18, 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 : 11,000: 5,184 1,321 1,594 2,448 6,803 9,226 9,718: 1,774 1,282
Old : 11,000: 5,184 1,321 1,594 2,448 6,803 9,226 9,718: 1,774 1,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -242: -194 -36 129 -178 -212 -243 -119: 1 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 12.0 14.5 22.3 61.8 83.9 88.3: 16.1 11.7
Old : 100.0: 47.1 12.0 14.5 22.3 61.8 83.9 88.3: 16.1 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 39 10 7 19 38 61 53:
Old : 94: 39 10 7 19 38 61 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 : 31.0 28.4 48.9 44.9 29.3 26.3 44.8 40.0
Old : 31.0 28.4 48.9 44.9 29.3 26.3 44.8 40.0
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 18, 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 : 53,444: 22,434 7,224 10,460 12,517 12,482 45,411 30,166: 8,033 23,278
Old : 53,444: 22,434 7,224 10,460 12,517 12,482 45,411 30,166: 8,033 23,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 2,771: 823 632 955 436 757 2,214 2,344: 557 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 13.5 19.6 23.4 23.4 85.0 56.4: 15.0 43.6
Old : 100.0: 42.0 13.5 19.6 23.4 23.4 85.0 56.4: 15.0 43.6
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 : 193: 57 38 43 42 73 131 134:
Old : 193: 57 38 43 42 73 131 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 13.2 29.5 20.2 16.2 8.5 26.6 13.8
Old : 17.0 13.2 29.5 20.2 16.2 8.5 26.6 13.8
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 - Futures Only, January 18, 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 : 58,911: 10,010 0 2,580 45,459 55,601 58,049 58,181: 862 730
Old : 58,911: 10,010 0 2,580 45,459 55,601 58,049 58,181: 862 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 59: -581 0 0 278 -563 -303 -563: 362 622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 0.0 4.4 77.2 94.4 98.5 98.8: 1.5 1.2
Old : 100.0: 17.0 0.0 4.4 77.2 94.4 98.5 98.8: 1.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 0 1 12 13 18 14:
Old : 20: 6 0 1 12 13 18 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 : 77.9 62.4 91.1 86.4 66.2 57.6 72.7 71.3
Old : 77.9 62.4 91.1 86.4 66.2 57.6 72.7 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 18, 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 : 128,185: 67,614 23,559 48 13,829 89,185 81,491 112,792: 46,694 15,393
Old : 128,185: 67,614 23,559 48 13,829 89,185 81,491 112,792: 46,694 15,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -1,295: -3,258 444 45 1,259 -261 -1,954 228: 659 -1,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 18.4 0.0 10.8 69.6 63.6 88.0: 36.4 12.0
Old : 100.0: 52.7 18.4 0.0 10.8 69.6 63.6 88.0: 36.4 12.0
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 : 90: 48 9 2 14 27 62 38:
Old : 90: 48 9 2 14 27 62 38:
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 : 19.2 45.9 30.9 61.8 19.2 45.7 30.9 61.3
Old : 19.2 45.9 30.9 61.8 19.2 45.7 30.9 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 18, 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 : 41,839: 19,711 12,719 0 2,369 20,441 22,080 33,160: 19,759 8,679
Old : 41,839: 19,711 12,719 0 2,369 20,441 22,080 33,160: 19,759 8,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -1,000: -786 3,040 -23 -74 -3,514 -883 -497: -117 -503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 30.4 0.0 5.7 48.9 52.8 79.3: 47.2 20.7
Old : 100.0: 47.1 30.4 0.0 5.7 48.9 52.8 79.3: 47.2 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 11 8 0 6 17 17 25:
Old : 39: 11 8 0 6 17 17 25:
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 : 31.1 46.3 44.5 59.1 31.1 46.3 44.3 58.6
Old : 31.1 46.3 44.5 59.1 31.1 46.3 44.3 58.6
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 18, 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 : 135,242: 108,866 18,664 0 17,841 114,698 126,707 133,362: 8,535 1,880
Old : 135,242: 108,866 18,664 0 17,841 114,698 126,707 133,362: 8,535 1,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 7,325: 7,156 526 -89 46 6,366 7,113 6,803: 212 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 13.8 0.0 13.2 84.8 93.7 98.6: 6.3 1.4
Old : 100.0: 80.5 13.8 0.0 13.2 84.8 93.7 98.6: 6.3 1.4
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 : 113: 69 11 0 13 22 82 33:
Old : 113: 69 11 0 13 22 82 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 : 45.3 61.1 61.0 79.8 45.3 61.1 61.0 79.7
Old : 45.3 61.1 61.0 79.8 45.3 61.1 61.0 79.7
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 18, 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 : 90,630: 31,415 25,621 38 32,530 43,587 63,983 69,246: 26,647 21,384
Old : 90,630: 31,415 25,621 38 32,530 43,587 63,983 69,246: 26,647 21,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 4,295: 10,401 -483 38 -13,760 8,838 -3,321 8,393: 7,616 -4,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 28.3 0.0 35.9 48.1 70.6 76.4: 29.4 23.6
Old : 100.0: 34.7 28.3 0.0 35.9 48.1 70.6 76.4: 29.4 23.6
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 : 82: 22 20 2 20 29 43 50:
Old : 82: 22 20 2 20 29 43 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 : 23.7 25.1 41.2 40.2 23.3 24.6 39.9 39.2
Old : 23.7 25.1 41.2 40.2 23.3 24.6 39.9 39.2
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 - Futures Only, January 18, 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 : 110,405: 46,258 25,729 436 38,744 53,151 85,438 79,316: 24,967 31,089
Old : 110,405: 46,258 25,729 436 38,744 53,151 85,438 79,316: 24,967 31,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 3,273: 2,374 6,581 65 -1,082 -4,500 1,357 2,146: 1,916 1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 23.3 0.4 35.1 48.1 77.4 71.8: 22.6 28.2
Old : 100.0: 41.9 23.3 0.4 35.1 48.1 77.4 71.8: 22.6 28.2
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 : 97: 24 34 9 22 25 53 61:
Old : 97: 24 34 9 22 25 53 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 34.9 45.0 43.4 31.7 34.1 44.7 42.5
Old : 31.7 34.9 45.0 43.4 31.7 34.1 44.7 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, January 18, 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 : 188,933: 67,309 63,200 1,634 65,807 71,021 134,750 135,855: 54,183 53,078
Old : 188,933: 67,309 63,200 1,634 65,807 71,021 134,750 135,855: 54,183 53,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -13,071: 24,950 -24,341 317 -43,028 12,578 -17,761 -11,446: 4,690 -1,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 33.5 0.9 34.8 37.6 71.3 71.9: 28.7 28.1
Old : 100.0: 35.6 33.5 0.9 34.8 37.6 71.3 71.9: 28.7 28.1
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 : 159: 44 50 14 35 47 85 105:
Old : 159: 44 50 14 35 47 85 105:
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 : 21.7 19.3 34.9 27.9 20.8 19.3 33.3 27.9
Old : 21.7 19.3 34.9 27.9 20.8 19.3 33.3 27.9
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 18, 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 : 27,636: 21,224 9,977 0 2,761 16,664 23,985 26,641: 3,651 995
Old : 27,636: 21,224 9,977 0 2,761 16,664 23,985 26,641: 3,651 995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 278: 281 -1,346 0 15 1,508 296 162: -18 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 36.1 0.0 10.0 60.3 86.8 96.4: 13.2 3.6
Old : 100.0: 76.8 36.1 0.0 10.0 60.3 86.8 96.4: 13.2 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 : 45: 17 13 0 6 10 23 23:
Old : 45: 17 13 0 6 10 23 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 : 62.8 65.3 76.1 84.6 62.8 65.1 76.1 84.5
Old : 62.8 65.3 76.1 84.6 62.8 65.1 76.1 84.5
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 - Futures Only, January 18, 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 : 7,671,946: 853,133 504,173 929,963 5,127,355 5,370,864 6,910,451 6,805,000: 761,495 866,946
Old : 7,671,946: 853,133 504,173 929,963 5,127,355 5,370,864 6,910,451 6,805,000: 761,495 866,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 165,078: 156,878 -35,223 25,017 4,199 133,113 186,094 122,907: -21,016 42,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 6.6 12.1 66.8 70.0 90.1 88.7: 9.9 11.3
Old : 100.0: 11.1 6.6 12.1 66.8 70.0 90.1 88.7: 9.9 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 : 243: 54 48 80 112 123 214 215:
Old : 243: 54 48 80 112 123 214 215:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 26.1 45.0 40.5 33.2 20.8 39.4 31.9
Old : 35.4 26.1 45.0 40.5 33.2 20.8 39.4 31.9
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 18, 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 : 810,682: 75,954 82,285 13,265 597,424 626,466 686,643 722,016: 124,039 88,666
Old : 810,682: 75,954 82,285 13,265 597,424 626,466 686,643 722,016: 124,039 88,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 17,216: -6,299 5,561 1,283 19,245 2,005 14,228 8,849: 2,988 8,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 10.2 1.6 73.7 77.3 84.7 89.1: 15.3 10.9
Old : 100.0: 9.4 10.2 1.6 73.7 77.3 84.7 89.1: 15.3 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 : 532: 110 98 46 219 211 353 331:
Old : 532: 110 98 46 219 211 353 331:
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 : 18.7 20.4 26.9 28.9 16.0 17.5 22.7 25.7
Old : 18.7 20.4 26.9 28.9 16.0 17.5 22.7 25.7
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 18, 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 : 295,588: 16,259 23,797 1,069 196,669 232,790 213,997 257,656: 81,591 37,932
Old : 295,588: 16,259 23,797 1,069 196,669 232,790 213,997 257,656: 81,591 37,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 8,837: -3,138 2,797 219 6,804 5,032 3,885 8,048: 4,952 789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 8.1 0.4 66.5 78.8 72.4 87.2: 27.6 12.8
Old : 100.0: 5.5 8.1 0.4 66.5 78.8 72.4 87.2: 27.6 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 : 125: 12 21 6 57 56 72 80:
Old : 125: 12 21 6 57 56 72 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 28.3 35.5 44.0 22.9 27.5 34.1 43.2
Old : 24.2 28.3 35.5 44.0 22.9 27.5 34.1 43.2
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 18, 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 : 2,575,471: 328,029 321,994 31,427 2,003,775 1,968,378 2,363,231 2,321,799: 212,240 253,672
Old : 2,575,471: 328,029 321,994 31,427 2,003,775 1,968,378 2,363,231 2,321,799: 212,240 253,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 41,897: -17,093 12,535 6,606 62,204 -15,135 51,717 4,006: -9,820 37,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 12.5 1.2 77.8 76.4 91.8 90.2: 8.2 9.8
Old : 100.0: 12.7 12.5 1.2 77.8 76.4 91.8 90.2: 8.2 9.8
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 : 494: 104 94 37 190 192 315 302:
Old : 494: 104 94 37 190 192 315 302:
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 : 20.0 19.8 30.4 27.8 18.5 16.5 26.9 24.2
Old : 20.0 19.8 30.4 27.8 18.5 16.5 26.9 24.2
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 18, 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 : 95,847: 13,322 7,489 770 70,724 84,236 84,816 92,495: 11,031 3,352
Old : 95,847: 13,322 7,489 770 70,724 84,236 84,816 92,495: 11,031 3,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -1,701: -1,770 -279 48 -610 -2,206 -2,332 -2,437: 631 736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 7.8 0.8 73.8 87.9 88.5 96.5: 11.5 3.5
Old : 100.0: 13.9 7.8 0.8 73.8 87.9 88.5 96.5: 11.5 3.5
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 : 94: 15 7 2 43 43 58 52:
Old : 94: 15 7 2 43 43 58 52:
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 : 41.8 38.0 56.0 60.4 39.5 38.0 51.7 60.4
Old : 41.8 38.0 56.0 60.4 39.5 38.0 51.7 60.4
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 18, 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 : 88,962: 26,546 8,300 4,488 48,304 70,505 79,338 83,293: 9,624 5,669
Old : 88,962: 26,546 8,300 4,488 48,304 70,505 79,338 83,293: 9,624 5,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 4,917: 2,534 653 645 976 2,596 4,156 3,894: 761 1,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 9.3 5.0 54.3 79.3 89.2 93.6: 10.8 6.4
Old : 100.0: 29.8 9.3 5.0 54.3 79.3 89.2 93.6: 10.8 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 77 38 10 85 82 165 127:
Old : 255: 77 38 10 85 82 165 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 34.6 33.9 50.8 19.4 33.6 30.1 47.7
Old : 20.1 34.6 33.9 50.8 19.4 33.6 30.1 47.7
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 - Futures Only, January 18, 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 : 13,763: 4,286 0 0 6,063 11,822 10,349 11,822: 3,414 1,941
Old : 13,763: 4,286 0 0 6,063 11,822 10,349 11,822: 3,414 1,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 604: 735 0 0 13 28 748 28: -144 576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 0.0 0.0 44.1 85.9 75.2 85.9: 24.8 14.1
Old : 100.0: 31.1 0.0 0.0 44.1 85.9 75.2 85.9: 24.8 14.1
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 : 22: 3 0 0 10 10 13 10:
Old : 22: 3 0 0 10 10 13 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 : 57.5 66.7 66.7 84.1 57.5 66.7 66.7 84.1
Old : 57.5 66.7 66.7 84.1 57.5 66.7 66.7 84.1
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 18, 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 : 375,996: 131,621 61,822 2,120 211,205 293,415 344,946 357,357: 31,050 18,639
Old : 375,996: 131,621 61,822 2,120 211,205 293,415 344,946 357,357: 31,050 18,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 21,565: 13,951 8,221 -1,728 4,817 12,838 17,040 19,331: 4,525 2,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 16.4 0.6 56.2 78.0 91.7 95.0: 8.3 5.0
Old : 100.0: 35.0 16.4 0.6 56.2 78.0 91.7 95.0: 8.3 5.0
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 : 253: 76 38 8 79 80 156 125:
Old : 253: 76 38 8 79 80 156 125:
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 : 20.3 32.9 33.4 51.3 19.6 31.6 31.3 49.9
Old : 20.3 32.9 33.4 51.3 19.6 31.6 31.3 49.9
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 18, 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 : 114,314: 63,811 10,303 145 17,432 90,843 81,388 101,291: 32,926 13,023
Old : 114,314: 63,811 10,303 145 17,432 90,843 81,388 101,291: 32,926 13,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 394: -1,026 -1,037 28 1,412 269 414 -740: -20 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 9.0 0.1 15.2 79.5 71.2 88.6: 28.8 11.4
Old : 100.0: 55.8 9.0 0.1 15.2 79.5 71.2 88.6: 28.8 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 30 9 1 12 18 43 27:
Old : 65: 30 9 1 12 18 43 27:
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 : 33.2 51.4 45.3 73.7 33.2 50.8 45.3 72.8
Old : 33.2 51.4 45.3 73.7 33.2 50.8 45.3 72.8
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 18, 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 : 42,039: 8,535 14,568 12 21,079 7,975 29,626 22,555: 12,413 19,484
Old : 42,039: 8,535 14,568 12 21,079 7,975 29,626 22,555: 12,413 19,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 2,436: 89 1,572 12 696 -161 797 1,423: 1,639 1,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 34.7 0.0 50.1 19.0 70.5 53.7: 29.5 46.3
Old : 100.0: 20.3 34.7 0.0 50.1 19.0 70.5 53.7: 29.5 46.3
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 : 59: 16 13 1 23 10 39 24:
Old : 59: 16 13 1 23 10 39 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 : 23.8 30.9 35.1 41.4 23.8 30.9 35.1 41.4
Old : 23.8 30.9 35.1 41.4 23.8 30.9 35.1 41.4
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 18, 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 : 56,536: 14,993 7,626 291 25,153 23,161 40,437 31,078: 16,099 25,458
Old : 56,536: 14,993 7,626 291 25,153 23,161 40,437 31,078: 16,099 25,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 6,485: -3,045 451 50 6,064 -2,697 3,069 -2,196: 3,416 8,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 13.5 0.5 44.5 41.0 71.5 55.0: 28.5 45.0
Old : 100.0: 26.5 13.5 0.5 44.5 41.0 71.5 55.0: 28.5 45.0
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 : 56: 15 8 3 20 18 36 28:
Old : 56: 15 8 3 20 18 36 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 : 31.1 32.3 43.1 43.0 29.2 32.3 41.0 42.2
Old : 31.1 32.3 43.1 43.0 29.2 32.3 41.0 42.2
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 18, 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 : 27,397: 4,736 835 340 18,621 23,704 23,697 24,879: 3,700 2,518
Old : 27,397: 4,736 835 340 18,621 23,704 23,697 24,879: 3,700 2,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 266: 347 103 0 -93 -381 254 -278: 12 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 3.0 1.2 68.0 86.5 86.5 90.8: 13.5 9.2
Old : 100.0: 17.3 3.0 1.2 68.0 86.5 86.5 90.8: 13.5 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 : 43: 6 3 1 18 24 24 28:
Old : 43: 6 3 1 18 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 : 42.5 45.0 60.3 64.9 36.2 42.9 51.5 57.7
Old : 42.5 45.0 60.3 64.9 36.2 42.9 51.5 57.7
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 18, 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 : 38,087: 10,822 2,893 55 19,388 33,550 30,265 36,498: 7,822 1,589
Old : 38,087: 10,822 2,893 55 19,388 33,550 30,265 36,498: 7,822 1,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 108: 168 674 49 -409 -739 -192 -16: 300 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 7.6 0.1 50.9 88.1 79.5 95.8: 20.5 4.2
Old : 100.0: 28.4 7.6 0.1 50.9 88.1 79.5 95.8: 20.5 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 : 51: 17 4 1 19 18 37 22:
Old : 51: 17 4 1 19 18 37 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 55.0 52.5 73.7 36.0 54.5 50.8 73.1
Old : 37.7 55.0 52.5 73.7 36.0 54.5 50.8 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, January 18, 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 : 16,069: 3,841 3,458 165 9,180 11,709 13,186 15,332: 2,883 737
Old : 16,069: 3,841 3,458 165 9,180 11,709 13,186 15,332: 2,883 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 1,252: -308 -11 151 87 638 -70 778: 1,322 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 21.5 1.0 57.1 72.9 82.1 95.4: 17.9 4.6
Old : 100.0: 23.9 21.5 1.0 57.1 72.9 82.1 95.4: 17.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 10 3 2 7 5 19 8:
Old : 22: 10 3 2 7 5 19 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 92.4 69.6 95.4 57.8 90.9 69.6 93.5
Old : 57.8 92.4 69.6 95.4 57.8 90.9 69.6 93.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2011