BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, February 1, 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 : 2,487: 51 334 22 1,836 1,416 1,909 1,772: 578 715
Old : 2,487: 51 334 22 1,836 1,416 1,909 1,772: 578 715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 222: 51 132 15 64 -85 130 62: 92 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 13.4 0.9 73.8 56.9 76.8 71.3: 23.2 28.7
Old : 100.0: 2.1 13.4 0.9 73.8 56.9 76.8 71.3: 23.2 28.7
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 : 22: 1 1 2 13 14 15 16:
Old : 22: 1 1 2 13 14 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 37.7 59.8 56.2 35.8 34.5 53.3 46.7
Old : 36.5 37.7 59.8 56.2 35.8 34.5 53.3 46.7
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, February 1, 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 : 40,243: 5,682 6,422 2,167 26,186 26,761 34,035 35,350: 6,208 4,893
Old : 40,243: 5,682 6,422 2,167 26,186 26,761 34,035 35,350: 6,208 4,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 3,795: 944 -154 517 1,036 2,999 2,497 3,362: 1,298 433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 16.0 5.4 65.1 66.5 84.6 87.8: 15.4 12.2
Old : 100.0: 14.1 16.0 5.4 65.1 66.5 84.6 87.8: 15.4 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 : 80: 19 12 15 35 35 62 55:
Old : 80: 19 12 15 35 35 62 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 41.1 48.9 53.5 36.8 36.8 46.1 48.9
Old : 36.8 41.1 48.9 53.5 36.8 36.8 46.1 48.9
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, February 1, 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 : 242,344: 68,703 32,256 47,026 97,561 125,980 213,290 205,262: 29,054 37,082
Old : 233,620: 66,476 34,049 43,946 96,460 120,057 206,882 198,052: 26,738 35,568
Other: 8,724: 4,590 570 717 1,101 5,923 6,408 7,210: 2,316 1,514
: : :
: : Changes in Commitments from: January 25, 2011 :
: 13,509: 8,748 2,738 589 2,256 9,443 11,593 12,770: 1,916 739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 13.3 19.4 40.3 52.0 88.0 84.7: 12.0 15.3
Old : 100.0: 28.5 14.6 18.8 41.3 51.4 88.6 84.8: 11.4 15.2
Other: 100.0: 52.6 6.5 8.2 12.6 67.9 73.5 82.6: 26.5 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 100 65 104 58 77 228 203:
Old : 281: 98 67 103 57 76 226 202:
Other: 77: 22 7 10 16 32 45 47:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 23.8 30.1 32.8 18.6 23.3 29.7 29.8
Old : 19.6 23.8 30.8 33.0 19.4 23.1 30.5 30.0
Other: 34.9 36.4 48.7 51.9 34.9 36.4 46.6 50.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 1, 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 : 368,348: 130,564 64,954 57,893 148,655 177,494 337,112 300,341: 31,236 68,007
Old : 368,348: 130,564 64,954 57,893 148,655 177,494 337,112 300,341: 31,236 68,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 9,915: 1,465 2,762 -2,310 11,407 8,918 10,562 9,370: -647 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 17.6 15.7 40.4 48.2 91.5 81.5: 8.5 18.5
Old : 100.0: 35.4 17.6 15.7 40.4 48.2 91.5 81.5: 8.5 18.5
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 : 462: 151 86 126 90 195 317 348:
Old : 462: 151 86 126 90 195 317 348:
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 : 18.9 12.9 30.1 20.3 17.7 12.3 28.9 18.0
Old : 18.9 12.9 30.1 20.3 17.7 12.3 28.9 18.0
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, February 1, 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 : 10,363: 5,251 1,392 815 2,358 6,866 8,424 9,073: 1,939 1,290
Old : 10,363: 5,251 1,392 815 2,358 6,866 8,424 9,073: 1,939 1,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -683: 226 17 -726 -146 58 -646 -651: -37 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 13.4 7.9 22.8 66.3 81.3 87.6: 18.7 12.4
Old : 100.0: 50.7 13.4 7.9 22.8 66.3 81.3 87.6: 18.7 12.4
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 : 96: 40 12 15 17 34 67 56:
Old : 96: 40 12 15 17 34 67 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 : 31.9 27.6 48.3 43.2 31.9 27.6 48.1 42.6
Old : 31.9 27.6 48.3 43.2 31.9 27.6 48.1 42.6
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, February 1, 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 : 52,705: 21,043 6,288 10,060 13,118 13,949 44,221 30,297: 8,484 22,408
Old : 52,705: 21,043 6,288 10,060 13,118 13,949 44,221 30,297: 8,484 22,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -1,192: -1,672 -648 -305 725 266 -1,252 -687: 60 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 11.9 19.1 24.9 26.5 83.9 57.5: 16.1 42.5
Old : 100.0: 39.9 11.9 19.1 24.9 26.5 83.9 57.5: 16.1 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 : 196: 57 37 41 42 81 127 141:
Old : 196: 57 37 41 42 81 127 141:
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 : 16.6 12.4 28.7 19.8 16.6 8.9 26.9 13.4
Old : 16.6 12.4 28.7 19.8 16.6 8.9 26.9 13.4
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, February 1, 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 : 59,042: 10,619 0 2,580 44,461 56,417 57,660 58,997: 1,382 45
Old : 59,042: 10,619 0 2,580 44,461 56,417 57,660 58,997: 1,382 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 131: 609 0 0 -998 816 -389 816: 520 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.0 4.4 75.3 95.6 97.7 99.9: 2.3 0.1
Old : 100.0: 18.0 0.0 4.4 75.3 95.6 97.7 99.9: 2.3 0.1
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 : 20: 7 0 1 10 12 17 13:
Old : 20: 7 0 1 10 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 65.5 87.4 88.1 61.9 58.9 70.1 70.9
Old : 74.7 65.5 87.4 88.1 61.9 58.9 70.1 70.9
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, February 1, 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 : 119,488: 55,186 21,372 557 15,872 82,109 71,615 104,038: 47,873 15,450
Old : 119,488: 55,186 21,372 557 15,872 82,109 71,615 104,038: 47,873 15,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 1,589: 1,111 -984 149 -855 683 405 -152: 1,184 1,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 17.9 0.5 13.3 68.7 59.9 87.1: 40.1 12.9
Old : 100.0: 46.2 17.9 0.5 13.3 68.7 59.9 87.1: 40.1 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 40 8 4 14 29 56 39:
Old : 82: 40 8 4 14 29 56 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 46.3 27.5 61.4 18.0 46.2 27.5 61.0
Old : 18.0 46.3 27.5 61.4 18.0 46.2 27.5 61.0
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, February 1, 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 : 46,750: 22,079 11,638 66 2,659 24,378 24,804 36,082: 21,946 10,668
Old : 46,750: 22,079 11,638 66 2,659 24,378 24,804 36,082: 21,946 10,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 6,280: 4,404 557 48 -322 5,515 4,130 6,120: 2,150 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 24.9 0.1 5.7 52.1 53.1 77.2: 46.9 22.8
Old : 100.0: 47.2 24.9 0.1 5.7 52.1 53.1 77.2: 46.9 22.8
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 : 45: 16 8 2 8 17 24 27:
Old : 45: 16 8 2 8 17 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 : 27.5 43.0 38.6 57.9 27.5 43.0 38.4 57.5
Old : 27.5 43.0 38.6 57.9 27.5 43.0 38.4 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, February 1, 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 : 151,734: 123,543 20,426 32 20,100 129,964 143,675 150,422: 8,059 1,312
Old : 151,734: 123,543 20,426 32 20,100 129,964 143,675 150,422: 8,059 1,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 8,948: 8,564 692 -30 591 8,556 9,125 9,218: -177 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 13.5 0.0 13.2 85.7 94.7 99.1: 5.3 0.9
Old : 100.0: 81.4 13.5 0.0 13.2 85.7 94.7 99.1: 5.3 0.9
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 : 118: 74 10 1 13 23 88 33:
Old : 118: 74 10 1 13 23 88 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 : 42.6 55.5 56.7 77.3 42.6 55.5 56.7 77.2
Old : 42.6 55.5 56.7 77.3 42.6 55.5 56.7 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, February 1, 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 : 108,587: 46,923 24,264 83 29,231 61,587 76,237 85,934: 32,350 22,653
Old : 108,587: 46,923 24,264 83 29,231 61,587 76,237 85,934: 32,350 22,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 11,939: 10,895 -3,876 -41 -1,804 15,152 9,050 11,235: 2,889 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 22.3 0.1 26.9 56.7 70.2 79.1: 29.8 20.9
Old : 100.0: 43.2 22.3 0.1 26.9 56.7 70.2 79.1: 29.8 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 29 22 7 19 28 51 54:
Old : 88: 29 22 7 19 28 51 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 : 25.9 27.5 39.7 42.6 25.8 25.8 38.8 39.5
Old : 25.9 27.5 39.7 42.6 25.8 25.8 38.8 39.5
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, February 1, 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 : 116,384: 52,648 21,167 514 36,222 61,666 89,384 83,347: 27,000 33,037
Old : 116,384: 52,648 21,167 514 36,222 61,666 89,384 83,347: 27,000 33,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -277: -1,847 -1,110 34 -183 -2,152 -1,996 -3,228: 1,719 2,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 18.2 0.4 31.1 53.0 76.8 71.6: 23.2 28.4
Old : 100.0: 45.2 18.2 0.4 31.1 53.0 76.8 71.6: 23.2 28.4
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 : 106: 29 33 8 25 28 60 63:
Old : 106: 29 33 8 25 28 60 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 34.4 40.0 44.5 26.3 33.5 40.0 43.5
Old : 26.3 34.4 40.0 44.5 26.3 33.5 40.0 43.5
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, February 1, 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 : 211,730: 80,381 40,447 2,464 65,404 111,805 148,249 154,716: 63,481 57,014
Old : 211,730: 80,381 40,447 2,464 65,404 111,805 148,249 154,716: 63,481 57,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 12,024: 6,893 -10,140 1,367 2,421 20,734 10,681 11,961: 1,343 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 19.1 1.2 30.9 52.8 70.0 73.1: 30.0 26.9
Old : 100.0: 38.0 19.1 1.2 30.9 52.8 70.0 73.1: 30.0 26.9
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 : 158: 53 41 16 36 48 96 98:
Old : 158: 53 41 16 36 48 96 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 24.3 31.2 34.2 22.0 24.2 30.3 34.1
Old : 22.1 24.3 31.2 34.2 22.0 24.2 30.3 34.1
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, February 1, 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 : 27,450: 20,041 9,771 0 3,486 16,667 23,527 26,438: 3,923 1,012
Old : 27,450: 20,041 9,771 0 3,486 16,667 23,527 26,438: 3,923 1,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 1,251: 1,534 -109 0 -258 1,488 1,276 1,379: -25 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 35.6 0.0 12.7 60.7 85.7 96.3: 14.3 3.7
Old : 100.0: 73.0 35.6 0.0 12.7 60.7 85.7 96.3: 14.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 22 10 0 5 10 27 20:
Old : 46: 22 10 0 5 10 27 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 68.5 72.3 86.3 56.3 68.4 72.3 86.2
Old : 56.3 68.5 72.3 86.3 56.3 68.4 72.3 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, February 1, 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 : 8,341,997: 878,803 620,488 1,143,260 5,467,239 5,698,580 7,489,302 7,462,328: 852,695 879,669
Old : 8,341,997: 878,803 620,488 1,143,260 5,467,239 5,698,580 7,489,302 7,462,328: 852,695 879,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 408,969: 20,869 91,133 179,725 180,715 151,596 381,309 422,454: 27,660 -13,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.4 13.7 65.5 68.3 89.8 89.5: 10.2 10.5
Old : 100.0: 10.5 7.4 13.7 65.5 68.3 89.8 89.5: 10.2 10.5
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 : 262: 50 58 87 117 134 227 234:
Old : 262: 50 58 87 117 134 227 234:
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 : 35.1 25.0 45.2 39.0 32.4 19.3 39.1 30.1
Old : 35.1 25.0 45.2 39.0 32.4 19.3 39.1 30.1
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, February 1, 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 : 855,085: 83,521 84,313 26,232 616,916 660,000 726,669 770,545: 128,416 84,540
Old : 855,085: 83,521 84,313 26,232 616,916 660,000 726,669 770,545: 128,416 84,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 17,136: 580 1,324 10,228 7,105 10,986 17,914 22,538: -777 -5,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 9.9 3.1 72.1 77.2 85.0 90.1: 15.0 9.9
Old : 100.0: 9.8 9.9 3.1 72.1 77.2 85.0 90.1: 15.0 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 534: 112 100 58 215 217 354 349:
Old : 534: 112 100 58 215 217 354 349:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 19.4 27.0 28.0 15.3 15.6 21.6 23.1
Old : 19.1 19.4 27.0 28.0 15.3 15.6 21.6 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, February 1, 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 : 313,529: 17,325 30,006 3,524 213,403 242,995 234,252 276,525: 79,277 37,004
Old : 313,529: 17,325 30,006 3,524 213,403 242,995 234,252 276,525: 79,277 37,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 5,519: -2,663 5,988 2,159 13,397 -677 12,893 7,470: -7,374 -1,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 9.6 1.1 68.1 77.5 74.7 88.2: 25.3 11.8
Old : 100.0: 5.5 9.6 1.1 68.1 77.5 74.7 88.2: 25.3 11.8
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 : 134: 16 23 9 60 54 80 82:
Old : 134: 16 23 9 60 54 80 82:
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 : 24.1 26.9 35.5 42.6 21.8 25.3 33.3 41.0
Old : 24.1 26.9 35.5 42.6 21.8 25.3 33.3 41.0
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, February 1, 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 : 2,707,779: 401,779 342,334 42,741 2,017,563 2,085,026 2,462,083 2,470,101: 245,696 237,678
Old : 2,707,779: 401,779 342,334 42,741 2,017,563 2,085,026 2,462,083 2,470,101: 245,696 237,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 58,087: 34,995 -4,542 21,567 -31,458 58,317 25,104 75,342: 32,983 -17,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 12.6 1.6 74.5 77.0 90.9 91.2: 9.1 8.8
Old : 100.0: 14.8 12.6 1.6 74.5 77.0 90.9 91.2: 9.1 8.8
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 : 496: 106 95 44 187 198 314 316:
Old : 496: 106 95 44 187 198 314 316:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 19.1 29.7 26.9 17.4 15.3 25.8 22.9
Old : 19.7 19.1 29.7 26.9 17.4 15.3 25.8 22.9
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, February 1, 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 : 99,040: 15,904 7,889 354 72,180 88,255 88,438 96,498: 10,602 2,542
Old : 99,040: 15,904 7,889 354 72,180 88,255 88,438 96,498: 10,602 2,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 1,515: 1,333 1,187 -468 508 1,512 1,373 2,231: 142 -716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 8.0 0.4 72.9 89.1 89.3 97.4: 10.7 2.6
Old : 100.0: 16.1 8.0 0.4 72.9 89.1 89.3 97.4: 10.7 2.6
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 : 93: 14 6 1 43 44 57 51:
Old : 93: 14 6 1 43 44 57 51:
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 : 40.1 37.0 55.9 57.5 37.7 37.0 52.0 57.5
Old : 40.1 37.0 55.9 57.5 37.7 37.0 52.0 57.5
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, February 1, 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 : 89,303: 27,429 7,759 4,413 47,246 71,304 79,088 83,475: 10,215 5,828
Old : 89,303: 27,429 7,759 4,413 47,246 71,304 79,088 83,475: 10,215 5,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -4,210: -1,071 28 -1,423 -1,855 -3,356 -4,349 -4,751: 139 541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 8.7 4.9 52.9 79.8 88.6 93.5: 11.4 6.5
Old : 100.0: 30.7 8.7 4.9 52.9 79.8 88.6 93.5: 11.4 6.5
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 : 247: 76 36 9 80 82 160 123:
Old : 247: 76 36 9 80 82 160 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 33.3 33.9 48.6 19.0 30.9 29.5 42.5
Old : 20.7 33.3 33.9 48.6 19.0 30.9 29.5 42.5
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, February 1, 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 : 16,043: 3,479 490 256 8,809 12,524 12,544 13,270: 3,499 2,773
Old : 16,043: 3,479 490 256 8,809 12,524 12,544 13,270: 3,499 2,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -800: -1,835 246 0 1,196 -1,551 -639 -1,305: -161 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 3.1 1.6 54.9 78.1 78.2 82.7: 21.8 17.3
Old : 100.0: 21.7 3.1 1.6 54.9 78.1 78.2 82.7: 21.8 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 1 12 10 15 12:
Old : 21: 2 2 1 12 10 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 59.8 68.4 76.0 52.5 56.1 63.8 69.6
Old : 55.3 59.8 68.4 76.0 52.5 56.1 63.8 69.6
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, February 1, 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 : 366,300: 137,221 53,814 3,312 192,186 293,900 332,719 351,026: 33,581 15,274
Old : 366,300: 137,221 53,814 3,312 192,186 293,900 332,719 351,026: 33,581 15,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -17,050: -4,171 -9,081 874 -15,253 -9,023 -18,550 -17,230: 1,500 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 14.7 0.9 52.5 80.2 90.8 95.8: 9.2 4.2
Old : 100.0: 37.5 14.7 0.9 52.5 80.2 90.8 95.8: 9.2 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 : 245: 76 35 7 76 79 154 119:
Old : 245: 76 35 7 76 79 154 119:
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 : 20.0 32.2 33.0 50.8 19.0 30.8 30.9 48.3
Old : 20.0 32.2 33.0 50.8 19.0 30.8 30.9 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, February 1, 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 : 120,991: 71,144 11,067 167 15,318 95,573 86,629 106,807: 34,362 14,184
Old : 120,991: 71,144 11,067 167 15,318 95,573 86,629 106,807: 34,362 14,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 7,421: 11,959 -2,660 2 -8,404 9,716 3,557 7,058: 3,864 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 9.1 0.1 12.7 79.0 71.6 88.3: 28.4 11.7
Old : 100.0: 58.8 9.1 0.1 12.7 79.0 71.6 88.3: 28.4 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 : 69: 30 12 4 15 18 47 32:
Old : 69: 30 12 4 15 18 47 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 : 33.7 53.1 47.0 74.2 33.7 52.6 47.0 73.5
Old : 33.7 53.1 47.0 74.2 33.7 52.6 47.0 73.5
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, February 1, 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 : 40,398: 8,202 11,332 12 21,234 10,405 29,448 21,749: 10,950 18,649
Old : 40,398: 8,202 11,332 12 21,234 10,405 29,448 21,749: 10,950 18,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -389: -195 571 0 1,804 1,334 1,609 1,905: -1,998 -2,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 28.1 0.0 52.6 25.8 72.9 53.8: 27.1 46.2
Old : 100.0: 20.3 28.1 0.0 52.6 25.8 72.9 53.8: 27.1 46.2
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 : 61: 17 10 1 23 14 40 25:
Old : 61: 17 10 1 23 14 40 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 : 25.7 26.6 36.6 39.0 25.7 26.6 36.5 39.0
Old : 25.7 26.6 36.6 39.0 25.7 26.6 36.5 39.0
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, February 1, 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 : 64,245: 13,105 7,663 1,473 34,371 23,788 48,949 32,924: 15,296 31,321
Old : 64,245: 13,105 7,663 1,473 34,371 23,788 48,949 32,924: 15,296 31,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 6,532: 124 151 936 4,590 -749 5,650 338: 882 6,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 11.9 2.3 53.5 37.0 76.2 51.2: 23.8 48.8
Old : 100.0: 20.4 11.9 2.3 53.5 37.0 76.2 51.2: 23.8 48.8
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 : 60: 19 7 3 20 18 41 27:
Old : 60: 19 7 3 20 18 41 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 : 31.9 29.3 45.6 39.1 30.1 28.6 43.7 37.6
Old : 31.9 29.3 45.6 39.1 30.1 28.6 43.7 37.6
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, February 1, 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 : 28,493: 4,394 740 330 20,047 24,693 24,771 25,763: 3,722 2,730
Old : 28,493: 4,394 740 330 20,047 24,693 24,771 25,763: 3,722 2,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 354: -402 209 0 817 -153 415 56: -61 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 2.6 1.2 70.4 86.7 86.9 90.4: 13.1 9.6
Old : 100.0: 15.4 2.6 1.2 70.4 86.7 86.9 90.4: 13.1 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 : 45: 7 3 1 19 25 26 29:
Old : 45: 7 3 1 19 25 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 43.2 59.2 62.8 34.0 41.2 51.1 56.0
Old : 40.7 43.2 59.2 62.8 34.0 41.2 51.1 56.0
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, February 1, 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 : 34,150: 8,626 3,885 84 18,159 28,237 26,869 32,206: 7,281 1,944
Old : 34,150: 8,626 3,885 84 18,159 28,237 26,869 32,206: 7,281 1,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -4,075: -1,678 129 0 -1,672 -4,564 -3,350 -4,435: -725 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 11.4 0.2 53.2 82.7 78.7 94.3: 21.3 5.7
Old : 100.0: 25.3 11.4 0.2 53.2 82.7 78.7 94.3: 21.3 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 : 52: 16 5 1 18 20 35 25:
Old : 52: 16 5 1 18 20 35 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 : 40.0 49.4 54.6 68.2 38.1 49.4 52.6 68.2
Old : 40.0 49.4 54.6 68.2 38.1 49.4 52.6 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, February 1, 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 : 14,827: 4,114 3,314 5 8,224 10,939 12,343 14,258: 2,484 569
Old : 14,827: 4,114 3,314 5 8,224 10,939 12,343 14,258: 2,484 569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 234: 327 338 -59 -24 -36 244 243: -10 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 22.4 0.0 55.5 73.8 83.2 96.2: 16.8 3.8
Old : 100.0: 27.7 22.4 0.0 55.5 73.8 83.2 96.2: 16.8 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 12 3 1 6 4 18 8:
Old : 23: 12 3 1 6 4 18 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 : 57.1 94.5 69.7 96.2 57.1 94.4 69.6 96.0
Old : 57.1 94.5 69.7 96.2 57.1 94.4 69.6 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2011