BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 2,265: 0 202 7 1,772 1,501 1,779 1,710: 486 555
Old : 2,265: 0 202 7 1,772 1,501 1,779 1,710: 486 555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 183: 0 54 5 197 266 202 325: -19 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.9 0.3 78.2 66.3 78.5 75.5: 21.5 24.5
Old : 100.0: 0.0 8.9 0.3 78.2 66.3 78.5 75.5: 21.5 24.5
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 : 22: 0 1 1 13 14 14 15:
Old : 22: 0 1 1 13 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 35.0 66.7 56.3 38.1 33.9 58.5 51.7
Old : 40.4 35.0 66.7 56.3 38.1 33.9 58.5 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 25, 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 : 36,448: 4,738 6,576 1,650 25,150 23,762 31,538 31,988: 4,910 4,460
Old : 36,448: 4,738 6,576 1,650 25,150 23,762 31,538 31,988: 4,910 4,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 2,969: 702 127 1,076 1,043 2,176 2,821 3,379: 148 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 18.0 4.5 69.0 65.2 86.5 87.8: 13.5 12.2
Old : 100.0: 13.0 18.0 4.5 69.0 65.2 86.5 87.8: 13.5 12.2
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 : 78: 17 13 17 34 35 61 56:
Old : 78: 17 13 17 34 35 61 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 39.6 51.8 52.8 39.8 35.8 49.9 48.1
Old : 39.8 39.6 51.8 52.8 39.8 35.8 49.9 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, January 25, 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 : 228,835: 59,955 29,518 46,437 95,305 116,537 201,697 192,492: 27,138 36,343
Old : 221,052: 57,935 30,887 44,104 94,059 111,072 196,098 186,063: 24,954 34,989
Other: 7,783: 3,766 377 587 1,246 5,465 5,599 6,429: 2,184 1,354
: : :
: : Changes in Commitments from: January 18, 2011 :
: 10,930: -498 -384 7,358 1,651 1,961 8,511 8,935: 2,419 1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 12.9 20.3 41.6 50.9 88.1 84.1: 11.9 15.9
Old : 100.0: 26.2 14.0 20.0 42.6 50.2 88.7 84.2: 11.3 15.8
Other: 100.0: 48.4 4.8 7.5 16.0 70.2 71.9 82.6: 28.1 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 83 78 99 59 79 213 209:
Old : 276: 82 81 96 58 78 208 208:
Other: 75: 24 7 6 19 31 44 44:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 24.3 30.9 32.8 19.3 23.7 30.5 29.8
Old : 20.3 24.2 31.6 32.8 20.1 23.6 31.4 29.6
Other: 28.8 38.9 44.1 54.7 28.8 38.9 41.5 53.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 25, 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 : 358,433: 129,099 62,192 60,203 137,248 168,576 326,550 290,971: 31,883 67,462
Old : 358,433: 129,099 62,192 60,203 137,248 168,576 326,550 290,971: 31,883 67,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 13,601: -1,810 967 10,641 3,915 3,956 12,746 15,564: 855 -1,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 17.4 16.8 38.3 47.0 91.1 81.2: 8.9 18.8
Old : 100.0: 36.0 17.4 16.8 38.3 47.0 91.1 81.2: 8.9 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 462: 146 88 127 88 192 316 348:
Old : 462: 146 88 127 88 192 316 348:
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 13.0 28.4 20.7 16.0 12.5 27.4 18.4
Old : 17.0 13.0 28.4 20.7 16.0 12.5 27.4 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 25, 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 : 11,046: 5,025 1,375 1,541 2,504 6,808 9,070 9,724: 1,976 1,322
Old : 11,046: 5,025 1,375 1,541 2,504 6,808 9,070 9,724: 1,976 1,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 46: -159 54 -53 56 5 -156 6: 202 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 12.4 14.0 22.7 61.6 82.1 88.0: 17.9 12.0
Old : 100.0: 45.5 12.4 14.0 22.7 61.6 82.1 88.0: 17.9 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 : 93: 37 12 10 19 36 62 54:
Old : 93: 37 12 10 19 36 62 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 25.5 48.3 43.2 29.5 25.5 44.3 39.8
Old : 30.1 25.5 48.3 43.2 29.5 25.5 44.3 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 25, 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 : 53,897: 22,715 6,936 10,365 12,393 13,683 45,473 30,984: 8,424 22,913
Old : 53,897: 22,715 6,936 10,365 12,393 13,683 45,473 30,984: 8,424 22,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 453: 281 -288 -95 -124 1,201 62 818: 391 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 12.9 19.2 23.0 25.4 84.4 57.5: 15.6 42.5
Old : 100.0: 42.1 12.9 19.2 23.0 25.4 84.4 57.5: 15.6 42.5
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 : 203: 66 35 43 41 79 135 139:
Old : 203: 66 35 43 41 79 135 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 12.8 28.9 20.0 15.7 8.5 25.9 13.7
Old : 16.5 12.8 28.9 20.0 15.7 8.5 25.9 13.7
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 25, 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 : 117,899: 54,075 22,356 408 16,727 81,426 71,210 104,190: 46,689 13,709
Old : 117,899: 54,075 22,356 408 16,727 81,426 71,210 104,190: 46,689 13,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -10,286: -13,539 -1,203 360 2,898 -7,759 -10,281 -8,602: -5 -1,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 19.0 0.3 14.2 69.1 60.4 88.4: 39.6 11.6
Old : 100.0: 45.9 19.0 0.3 14.2 69.1 60.4 88.4: 39.6 11.6
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 : 84: 42 8 4 15 27 58 38:
Old : 84: 42 8 4 15 27 58 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 : 19.3 47.5 28.8 62.4 19.3 47.4 28.8 61.9
Old : 19.3 47.5 28.8 62.4 19.3 47.4 28.8 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 25, 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 : 40,470: 17,675 11,081 18 2,981 18,863 20,674 29,962: 19,796 10,508
Old : 40,470: 17,675 11,081 18 2,981 18,863 20,674 29,962: 19,796 10,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -1,369: -2,036 -1,638 18 612 -1,578 -1,406 -3,198: 37 1,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 27.4 0.0 7.4 46.6 51.1 74.0: 48.9 26.0
Old : 100.0: 43.7 27.4 0.0 7.4 46.6 51.1 74.0: 48.9 26.0
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 : 38: 11 9 1 7 14 18 24:
Old : 38: 11 9 1 7 14 18 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 : 28.8 46.0 40.9 58.1 28.8 46.0 40.6 57.7
Old : 28.8 46.0 40.9 58.1 28.8 46.0 40.6 57.7
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 25, 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 : 142,786: 114,979 19,734 62 19,509 121,408 134,550 141,204: 8,236 1,582
Old : 142,786: 114,979 19,734 62 19,509 121,408 134,550 141,204: 8,236 1,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 7,544: 6,113 1,070 62 1,668 6,710 7,843 7,842: -299 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 13.8 0.0 13.7 85.0 94.2 98.9: 5.8 1.1
Old : 100.0: 80.5 13.8 0.0 13.7 85.0 94.2 98.9: 5.8 1.1
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 : 119: 75 9 2 15 22 91 32:
Old : 119: 75 9 2 15 22 91 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 59.4 59.5 80.4 44.3 59.4 59.5 80.3
Old : 44.3 59.4 59.5 80.4 44.3 59.4 59.5 80.3
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 25, 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 : 96,648: 36,028 28,140 124 31,035 46,435 67,187 74,699: 29,461 21,949
Old : 96,648: 36,028 28,140 124 31,035 46,435 67,187 74,699: 29,461 21,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 6,018: 4,613 2,519 86 -1,495 2,848 3,204 5,453: 2,814 565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 29.1 0.1 32.1 48.0 69.5 77.3: 30.5 22.7
Old : 100.0: 37.3 29.1 0.1 32.1 48.0 69.5 77.3: 30.5 22.7
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 : 81: 23 21 7 21 27 46 53:
Old : 81: 23 21 7 21 27 46 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 25.9 44.9 40.7 27.3 25.9 44.2 38.5
Old : 27.3 25.9 44.9 40.7 27.3 25.9 44.2 38.5
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 25, 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 : 116,661: 54,495 22,277 480 36,405 63,818 91,380 86,575: 25,281 30,086
Old : 116,661: 54,495 22,277 480 36,405 63,818 91,380 86,575: 25,281 30,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 6,256: 8,237 -3,452 44 -2,339 10,667 5,942 7,259: 314 -1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 19.1 0.4 31.2 54.7 78.3 74.2: 21.7 25.8
Old : 100.0: 46.7 19.1 0.4 31.2 54.7 78.3 74.2: 21.7 25.8
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 : 105: 28 34 11 21 29 59 65:
Old : 105: 28 34 11 21 29 59 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 36.4 44.2 45.3 29.3 35.4 44.2 44.3
Old : 29.3 36.4 44.2 45.3 29.3 35.4 44.2 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, January 25, 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 : 199,706: 73,488 50,587 1,097 62,983 91,071 137,568 142,755: 62,138 56,951
Old : 199,706: 73,488 50,587 1,097 62,983 91,071 137,568 142,755: 62,138 56,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 10,773: 6,179 -12,613 -537 -2,824 20,050 2,818 6,900: 7,955 3,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 25.3 0.5 31.5 45.6 68.9 71.5: 31.1 28.5
Old : 100.0: 36.8 25.3 0.5 31.5 45.6 68.9 71.5: 31.1 28.5
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 : 158: 48 43 15 38 48 90 102:
Old : 158: 48 43 15 38 48 90 102:
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 19.9 34.5 30.2 23.6 19.9 32.9 30.2
Old : 23.7 19.9 34.5 30.2 23.6 19.9 32.9 30.2
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 25, 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 : 26,199: 18,507 9,880 0 3,744 15,179 22,251 25,059: 3,948 1,140
Old : 26,199: 18,507 9,880 0 3,744 15,179 22,251 25,059: 3,948 1,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -1,437: -2,717 -97 0 983 -1,485 -1,734 -1,582: 297 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 37.7 0.0 14.3 57.9 84.9 95.6: 15.1 4.4
Old : 100.0: 70.6 37.7 0.0 14.3 57.9 84.9 95.6: 15.1 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 11 0 8 8 26 19:
Old : 44: 18 11 0 8 8 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 69.6 70.9 85.8 58.0 69.4 70.9 85.6
Old : 58.0 69.6 70.9 85.8 58.0 69.4 70.9 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 25, 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 : 7,933,028: 857,934 529,355 963,535 5,286,524 5,546,984 7,107,993 7,039,874: 825,035 893,154
Old : 7,933,028: 857,934 529,355 963,535 5,286,524 5,546,984 7,107,993 7,039,874: 825,035 893,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 261,082: 4,801 25,182 33,572 159,169 176,120 197,542 234,874: 63,540 26,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 6.7 12.1 66.6 69.9 89.6 88.7: 10.4 11.3
Old : 100.0: 10.8 6.7 12.1 66.6 69.9 89.6 88.7: 10.4 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 : 254: 56 57 83 116 125 224 222:
Old : 254: 56 57 83 116 125 224 222:
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 : 35.6 26.0 45.3 40.4 33.2 20.3 39.7 31.8
Old : 35.6 26.0 45.3 40.4 33.2 20.3 39.7 31.8
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 25, 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 : 837,948: 82,941 82,989 16,004 609,810 649,014 708,755 748,007: 129,194 89,942
Old : 837,948: 82,941 82,989 16,004 609,810 649,014 708,755 748,007: 129,194 89,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 27,266: 6,987 704 2,739 12,386 22,548 22,112 25,991: 5,155 1,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 9.9 1.9 72.8 77.5 84.6 89.3: 15.4 10.7
Old : 100.0: 9.9 9.9 1.9 72.8 77.5 84.6 89.3: 15.4 10.7
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 : 526: 105 103 51 211 216 342 344:
Old : 526: 105 103 51 211 216 342 344:
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 : 18.5 20.2 26.6 28.6 15.6 16.9 22.3 25.2
Old : 18.5 20.2 26.6 28.6 15.6 16.9 22.3 25.2
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 25, 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 : 308,010: 19,988 24,018 1,365 200,006 243,672 221,359 269,055: 86,651 38,955
Old : 308,010: 19,988 24,018 1,365 200,006 243,672 221,359 269,055: 86,651 38,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 12,422: 3,729 221 296 3,337 10,882 7,362 11,399: 5,060 1,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 7.8 0.4 64.9 79.1 71.9 87.4: 28.1 12.6
Old : 100.0: 6.5 7.8 0.4 64.9 79.1 71.9 87.4: 28.1 12.6
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 : 123: 17 15 7 56 53 74 74:
Old : 123: 17 15 7 56 53 74 74:
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 : 23.0 28.5 33.9 43.7 21.7 27.5 32.6 42.7
Old : 23.0 28.5 33.9 43.7 21.7 27.5 32.6 42.7
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 25, 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 : 2,649,692: 366,784 346,876 21,174 2,049,021 2,026,709 2,436,979 2,394,759: 212,713 254,933
Old : 2,649,692: 366,784 346,876 21,174 2,049,021 2,026,709 2,436,979 2,394,759: 212,713 254,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 74,221: 38,755 24,882 -10,253 45,246 58,331 73,748 72,960: 473 1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 13.1 0.8 77.3 76.5 92.0 90.4: 8.0 9.6
Old : 100.0: 13.8 13.1 0.8 77.3 76.5 92.0 90.4: 8.0 9.6
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 : 492: 100 99 38 185 196 304 314:
Old : 492: 100 99 38 185 196 304 314:
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 : 19.9 19.6 30.4 27.8 18.1 16.1 26.5 24.1
Old : 19.9 19.6 30.4 27.8 18.1 16.1 26.5 24.1
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 25, 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 : 97,525: 14,571 6,702 822 71,672 86,743 87,065 94,267: 10,460 3,258
Old : 97,525: 14,571 6,702 822 71,672 86,743 87,065 94,267: 10,460 3,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 1,678: 1,249 -787 52 948 2,507 2,249 1,772: -571 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 6.9 0.8 73.5 88.9 89.3 96.7: 10.7 3.3
Old : 100.0: 14.9 6.9 0.8 73.5 88.9 89.3 96.7: 10.7 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 : 91: 14 5 1 42 44 56 50:
Old : 91: 14 5 1 42 44 56 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 : 41.5 36.8 57.2 58.4 39.2 36.8 52.9 58.4
Old : 41.5 36.8 57.2 58.4 39.2 36.8 52.9 58.4
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 25, 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 : 93,513: 28,500 7,731 5,836 49,101 74,660 83,437 88,226: 10,076 5,287
Old : 93,513: 28,500 7,731 5,836 49,101 74,660 83,437 88,226: 10,076 5,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 4,551: 1,954 -569 1,348 797 4,155 4,099 4,933: 452 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 8.3 6.2 52.5 79.8 89.2 94.3: 10.8 5.7
Old : 100.0: 30.5 8.3 6.2 52.5 79.8 89.2 94.3: 10.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 80 38 8 83 79 167 121:
Old : 255: 80 38 8 83 79 167 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 34.0 35.4 51.4 20.9 33.4 30.6 46.3
Old : 22.7 34.0 35.4 51.4 20.9 33.4 30.6 46.3
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 25, 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 : 16,843: 5,314 244 256 7,613 14,075 13,183 14,575: 3,660 2,268
Old : 16,843: 5,314 244 256 7,613 14,075 13,183 14,575: 3,660 2,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 3,080: 1,028 244 256 1,550 2,253 2,834 2,753: 246 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 1.4 1.5 45.2 83.6 78.3 86.5: 21.7 13.5
Old : 100.0: 31.6 1.4 1.5 45.2 83.6 78.3 86.5: 21.7 13.5
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 : 20: 2 1 1 11 9 14 10:
Old : 20: 2 1 1 11 9 14 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 : 58.6 69.3 69.5 84.1 57.5 65.7 67.9 79.0
Old : 58.6 69.3 69.5 84.1 57.5 65.7 67.9 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, January 25, 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 : 383,350: 141,392 62,895 2,438 207,439 302,923 351,269 368,256: 32,081 15,094
Old : 383,350: 141,392 62,895 2,438 207,439 302,923 351,269 368,256: 32,081 15,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 7,354: 9,771 1,073 318 -3,766 9,508 6,323 10,899: 1,031 -3,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 16.4 0.6 54.1 79.0 91.6 96.1: 8.4 3.9
Old : 100.0: 36.9 16.4 0.6 54.1 79.0 91.6 96.1: 8.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 79 38 6 77 77 158 119:
Old : 252: 79 38 6 77 77 158 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 31.8 34.4 52.3 21.5 31.5 32.6 50.6
Old : 22.5 31.8 34.4 52.3 21.5 31.5 32.6 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, January 25, 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 : 113,570: 59,185 13,727 165 23,722 85,857 83,072 99,749: 30,498 13,821
Old : 113,570: 59,185 13,727 165 23,722 85,857 83,072 99,749: 30,498 13,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -744: -4,626 3,424 20 6,290 -4,986 1,684 -1,542: -2,428 798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 12.1 0.1 20.9 75.6 73.1 87.8: 26.9 12.2
Old : 100.0: 52.1 12.1 0.1 20.9 75.6 73.1 87.8: 26.9 12.2
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 : 71: 26 14 2 17 18 45 32:
Old : 71: 26 14 2 17 18 45 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 50.4 43.6 70.5 31.6 49.8 43.6 69.6
Old : 31.6 50.4 43.6 70.5 31.6 49.8 43.6 69.6
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 25, 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 : 40,787: 8,397 10,761 12 19,430 9,071 27,839 19,844: 12,948 20,943
Old : 40,787: 8,397 10,761 12 19,430 9,071 27,839 19,844: 12,948 20,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -1,252: -138 -3,807 0 -1,649 1,096 -1,787 -2,711: 535 1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 26.4 0.0 47.6 22.2 68.3 48.7: 31.7 51.3
Old : 100.0: 20.6 26.4 0.0 47.6 22.2 68.3 48.7: 31.7 51.3
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 : 58: 18 10 1 22 10 40 21:
Old : 58: 18 10 1 22 10 40 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 25.1 33.4 36.8 23.2 25.1 33.4 36.8
Old : 23.2 25.1 33.4 36.8 23.2 25.1 33.4 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 25, 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 : 57,713: 12,981 7,512 537 29,781 24,537 43,299 32,586: 14,414 25,127
Old : 57,713: 12,981 7,512 537 29,781 24,537 43,299 32,586: 14,414 25,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 1,177: -2,012 -114 246 4,628 1,376 2,862 1,508: -1,685 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 13.0 0.9 51.6 42.5 75.0 56.5: 25.0 43.5
Old : 100.0: 22.5 13.0 0.9 51.6 42.5 75.0 56.5: 25.0 43.5
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 : 58: 18 8 2 19 18 38 27:
Old : 58: 18 8 2 19 18 38 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 : 30.5 32.0 44.6 43.0 28.3 32.0 42.4 42.6
Old : 30.5 32.0 44.6 43.0 28.3 32.0 42.4 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, January 25, 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 : 28,139: 4,796 531 330 19,230 24,846 24,356 25,707: 3,783 2,432
Old : 28,139: 4,796 531 330 19,230 24,846 24,356 25,707: 3,783 2,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 742: 60 -304 -10 609 1,142 659 828: 83 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 1.9 1.2 68.3 88.3 86.6 91.4: 13.4 8.6
Old : 100.0: 17.0 1.9 1.2 68.3 88.3 86.6 91.4: 13.4 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 2 1 18 24 24 27:
Old : 42: 6 2 1 18 24 24 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 : 42.9 43.8 60.5 65.3 37.0 41.7 52.7 58.7
Old : 42.9 43.8 60.5 65.3 37.0 41.7 52.7 58.7
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 25, 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 : 38,225: 10,304 3,756 84 19,831 32,801 30,219 36,641: 8,006 1,584
Old : 38,225: 10,304 3,756 84 19,831 32,801 30,219 36,641: 8,006 1,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 138: -518 863 29 443 -749 -46 143: 184 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 9.8 0.2 51.9 85.8 79.1 95.9: 20.9 4.1
Old : 100.0: 27.0 9.8 0.2 51.9 85.8 79.1 95.9: 20.9 4.1
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 : 53: 18 5 1 18 19 37 24:
Old : 53: 18 5 1 18 19 37 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 : 40.0 50.7 53.6 70.2 38.4 50.7 52.0 69.6
Old : 40.0 50.7 53.6 70.2 38.4 50.7 52.0 69.6
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 25, 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 : 14,593: 3,787 2,976 64 8,248 10,975 12,099 14,015: 2,494 578
Old : 14,593: 3,787 2,976 64 8,248 10,975 12,099 14,015: 2,494 578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -1,476: -54 -482 -101 -932 -734 -1,087 -1,317: -389 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 20.4 0.4 56.5 75.2 82.9 96.0: 17.1 4.0
Old : 100.0: 26.0 20.4 0.4 56.5 75.2 82.9 96.0: 17.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 11 2 2 6 4 18 7:
Old : 21: 11 2 2 6 4 18 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 94.8 71.0 96.0 58.3 94.6 71.0 95.4
Old : 58.3 94.8 71.0 96.0 58.3 94.6 71.0 95.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 28, 2011