BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 2,495: 0 128 2 1,834 1,550 1,836 1,680: 659 815
Old : 2,495: 0 128 2 1,834 1,550 1,836 1,680: 659 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 0.1 73.5 62.1 73.6 67.3: 26.4 32.7
Old : 100.0: 0.0 5.1 0.1 73.5 62.1 73.6 67.3: 26.4 32.7
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 : 20: 0 1 1 12 11 13 12:
Old : 20: 0 1 1 12 11 13 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 : 43.2 44.9 65.4 60.1 43.2 42.2 64.0 56.8
Old : 43.2 44.9 65.4 60.1 43.2 42.2 64.0 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 45,717: 4,345 3,569 7,986 27,451 24,423 39,782 35,979: 5,935 9,739
Old : 45,717: 4,345 3,569 7,986 27,451 24,423 39,782 35,979: 5,935 9,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 3,462: 630 298 578 1,953 2,178 3,161 3,054: 301 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 7.8 17.5 60.0 53.4 87.0 78.7: 13.0 21.3
Old : 100.0: 9.5 7.8 17.5 60.0 53.4 87.0 78.7: 13.0 21.3
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 : 74: 20 8 17 38 36 63 56:
Old : 74: 20 8 17 38 36 63 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 : 32.3 31.8 43.8 45.0 32.1 29.2 40.8 40.2
Old : 32.3 31.8 43.8 45.0 32.1 29.2 40.8 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 234,296: 57,586 17,983 57,889 94,114 120,030 209,589 195,901: 24,707 38,394
Old : 228,531: 55,883 18,236 56,746 92,783 116,157 205,413 191,139: 23,118 37,391
Other: 5,765: 2,162 206 683 1,331 3,873 4,176 4,762: 1,589 1,003
: : :
: : Changes in Commitments from: January 4, 2011 :
: 6,969: 5,577 -216 -1,344 850 7,132 5,083 5,572: 1,886 1,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.7 24.7 40.2 51.2 89.5 83.6: 10.5 16.4
Old : 100.0: 24.5 8.0 24.8 40.6 50.8 89.9 83.6: 10.1 16.4
Other: 100.0: 37.5 3.6 11.9 23.1 67.2 72.4 82.6: 27.6 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 81 72 104 60 72 210 196:
Old : 251: 79 74 104 59 71 208 195:
Other: 69: 21 9 14 17 28 44 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 : 19.1 24.1 30.0 33.0 18.8 23.7 29.6 30.4
Old : 19.5 24.1 30.5 33.2 19.3 23.6 30.1 30.4
Other: 23.6 32.1 36.6 49.9 21.2 31.9 31.9 46.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 422,705: 137,719 27,339 114,302 137,226 200,975 389,248 342,616: 33,457 80,088
Old : 422,705: 137,719 27,339 114,302 137,226 200,975 389,248 342,616: 33,457 80,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 14,378: 5,706 1,637 213 3,668 7,299 9,588 9,149: 4,790 5,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 6.5 27.0 32.5 47.5 92.1 81.1: 7.9 18.9
Old : 100.0: 32.6 6.5 27.0 32.5 47.5 92.1 81.1: 7.9 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 445: 166 68 127 98 190 330 330:
Old : 445: 166 68 127 98 190 330 330:
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 : 16.1 15.9 25.9 22.5 14.9 13.2 23.7 18.0
Old : 16.1 15.9 25.9 22.5 14.9 13.2 23.7 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 with Delta-adjusted Options and Futures Combined, January 11, 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 : 11,405: 5,361 1,265 1,585 2,635 7,079 9,582 9,929: 1,823 1,475
Old : 11,405: 5,361 1,265 1,585 2,635 7,079 9,582 9,929: 1,823 1,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -523: -217 -625 57 -93 23 -253 -544: -270 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 11.1 13.9 23.1 62.1 84.0 87.1: 16.0 12.9
Old : 100.0: 47.0 11.1 13.9 23.1 62.1 84.0 87.1: 16.0 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 : 94: 40 10 10 27 36 72 53:
Old : 94: 40 10 10 27 36 72 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 : 29.6 28.1 46.7 45.2 28.1 27.9 43.1 41.0
Old : 29.6 28.1 46.7 45.2 28.1 27.9 43.1 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 56,380: 21,541 3,870 14,575 12,329 12,893 48,445 31,338: 7,936 25,042
Old : 56,380: 21,541 3,870 14,575 12,329 12,893 48,445 31,338: 7,936 25,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 1,964: 1,063 -243 778 60 1,113 1,901 1,647: 63 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 6.9 25.9 21.9 22.9 85.9 55.6: 14.1 44.4
Old : 100.0: 38.2 6.9 25.9 21.9 22.9 85.9 55.6: 14.1 44.4
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 : 191: 66 31 47 55 74 149 131:
Old : 191: 66 31 47 55 74 149 131:
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 : 15.4 12.9 27.0 20.5 14.9 8.5 24.2 11.7
Old : 15.4 12.9 27.0 20.5 14.9 8.5 24.2 11.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 58,964: 10,635 0 2,648 45,181 56,164 58,464 58,812: 500 152
Old : 58,964: 10,635 0 2,648 45,181 56,164 58,464 58,812: 500 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 128: 248 0 2 0 176 249 177: -121 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.0 4.5 76.6 95.3 99.2 99.7: 0.8 0.3
Old : 100.0: 18.0 0.0 4.5 76.6 95.3 99.2 99.7: 0.8 0.3
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 : 20: 6 0 2 11 13 17 15:
Old : 20: 6 0 2 11 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 62.9 92.2 86.9 67.2 58.1 73.8 72.8
Old : 78.1 62.9 92.2 86.9 67.2 58.1 73.8 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 136,381: 70,292 23,433 2,298 15,508 91,399 88,098 117,130: 48,283 19,251
Old : 136,381: 70,292 23,433 2,298 15,508 91,399 88,098 117,130: 48,283 19,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 7,202: 5,051 -3,790 -864 -441 10,167 3,747 5,513: 3,456 1,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 17.2 1.7 11.4 67.0 64.6 85.9: 35.4 14.1
Old : 100.0: 51.5 17.2 1.7 11.4 67.0 64.6 85.9: 35.4 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 44 9 8 16 29 65 41:
Old : 85: 44 9 8 16 29 65 41:
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 : 18.8 43.0 30.8 57.6 18.8 43.0 30.8 57.5
Old : 18.8 43.0 30.8 57.6 18.8 43.0 30.8 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 44,817: 20,659 9,437 571 2,897 24,773 24,128 34,781: 20,689 10,036
Old : 44,817: 20,659 9,437 571 2,897 24,773 24,128 34,781: 20,689 10,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -5,917: -3,909 -1,469 -836 -457 -4,629 -5,202 -6,933: -715 1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 21.1 1.3 6.5 55.3 53.8 77.6: 46.2 22.4
Old : 100.0: 46.1 21.1 1.3 6.5 55.3 53.8 77.6: 46.2 22.4
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 : 42: 15 6 3 9 19 25 27:
Old : 42: 15 6 3 9 19 25 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 42.3 39.6 54.7 27.5 42.1 39.3 54.2
Old : 27.5 42.3 39.6 54.7 27.5 42.1 39.3 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 127,917: 101,710 18,138 89 17,795 108,332 119,594 126,559: 8,323 1,358
Old : 127,917: 101,710 18,138 89 17,795 108,332 119,594 126,559: 8,323 1,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 9,131: 10,338 1,076 89 -1,786 8,142 8,641 9,307: 490 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 14.2 0.1 13.9 84.7 93.5 98.9: 6.5 1.1
Old : 100.0: 79.5 14.2 0.1 13.9 84.7 93.5 98.9: 6.5 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 : 123: 77 11 1 13 27 90 39:
Old : 123: 77 11 1 13 27 90 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 : 41.4 63.8 57.8 83.4 41.4 63.8 57.8 83.3
Old : 41.4 63.8 57.8 83.4 41.4 63.8 57.8 83.3
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 with Delta-adjusted Options and Futures Combined, January 11, 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 : 94,138: 21,147 27,312 3,438 49,504 36,786 74,089 67,536: 20,049 26,602
Old : 94,138: 21,147 27,312 3,438 49,504 36,786 74,089 67,536: 20,049 26,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 699: 3,495 -2,987 -1,872 -2,666 4,972 -1,043 113: 1,743 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 29.0 3.7 52.6 39.1 78.7 71.7: 21.3 28.3
Old : 100.0: 22.5 29.0 3.7 52.6 39.1 78.7 71.7: 21.3 28.3
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 : 78: 13 28 13 26 30 48 62:
Old : 78: 13 28 13 26 30 48 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 17.4 54.6 29.0 35.0 16.7 52.7 27.2
Old : 35.0 17.4 54.6 29.0 35.0 16.7 52.7 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 117,560: 44,384 19,992 4,387 43,685 60,659 92,457 85,039: 25,104 32,521
Old : 117,560: 44,384 19,992 4,387 43,685 60,659 92,457 85,039: 25,104 32,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -23,925: -21,673 -7,253 -1,956 3,018 -17,585 -20,612 -26,794: -3,314 2,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 17.0 3.7 37.2 51.6 78.6 72.3: 21.4 27.7
Old : 100.0: 37.8 17.0 3.7 37.2 51.6 78.6 72.3: 21.4 27.7
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 : 100: 25 36 16 30 25 66 66:
Old : 100: 25 36 16 30 25 66 66:
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 : 28.4 35.2 41.8 42.9 28.4 34.3 41.5 42.0
Old : 28.4 35.2 41.8 42.9 28.4 34.3 41.5 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 245,906: 42,202 85,024 32,439 117,932 68,062 192,573 185,525: 53,333 60,381
Old : 245,906: 42,202 85,024 32,439 117,932 68,062 192,573 185,525: 53,333 60,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 32,488: 7,343 27,095 -5,738 28,696 4,501 30,301 25,858: 2,188 6,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 34.6 13.2 48.0 27.7 78.3 75.4: 21.7 24.6
Old : 100.0: 17.2 34.6 13.2 48.0 27.7 78.3 75.4: 21.7 24.6
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 : 187: 45 75 58 44 48 124 146:
Old : 187: 45 75 58 44 48 124 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 13.4 35.5 20.4 27.0 13.4 34.8 20.2
Old : 27.4 13.4 35.5 20.4 27.0 13.4 34.8 20.2
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 with Delta-adjusted Options and Futures Combined, January 11, 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 : 27,358: 20,943 11,323 0 2,746 15,156 23,689 26,479: 3,669 879
Old : 27,358: 20,943 11,323 0 2,746 15,156 23,689 26,479: 3,669 879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 915: -219 892 0 536 154 317 1,046: 598 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 41.4 0.0 10.0 55.4 86.6 96.8: 13.4 3.2
Old : 100.0: 76.6 41.4 0.0 10.0 55.4 86.6 96.8: 13.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 14 0 5 8 21 22:
Old : 43: 16 14 0 5 8 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 67.3 75.6 85.1 62.9 67.3 75.6 85.1
Old : 62.9 67.3 75.6 85.1 62.9 67.3 75.6 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 :12,273,065: 644,098 291,796 4,291,858 6,497,420 6,797,565 11,433,377 11,381,219: 839,688 891,846
Old :12,273,065: 644,098 291,796 4,291,858 6,497,420 6,797,565 11,433,377 11,381,219: 839,688 891,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 440,435: -11,035 85,527 201,949 257,177 153,044 448,092 440,520: -7,656 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.4 35.0 52.9 55.4 93.2 92.7: 6.8 7.3
Old : 100.0: 5.2 2.4 35.0 52.9 55.4 93.2 92.7: 6.8 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 75 45 105 131 140 252 253:
Old : 273: 75 45 105 131 140 252 253:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 21.9 40.5 34.9 20.2 13.1 23.9 20.0
Old : 27.6 21.9 40.5 34.9 20.2 13.1 23.9 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 926,081: 83,473 77,930 62,252 650,292 694,283 796,016 834,465: 130,064 91,616
Old : 926,081: 83,473 77,930 62,252 650,292 694,283 796,016 834,465: 130,064 91,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 32,386: 9,273 -230 7,042 16,438 29,720 32,753 36,532: -366 -4,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 8.4 6.7 70.2 75.0 86.0 90.1: 14.0 9.9
Old : 100.0: 9.0 8.4 6.7 70.2 75.0 86.0 90.1: 14.0 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 : 562: 117 122 102 236 225 414 388:
Old : 562: 117 122 102 236 225 414 388:
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 : 15.8 17.8 22.9 26.1 14.0 15.8 19.8 23.4
Old : 15.8 17.8 22.9 26.1 14.0 15.8 19.8 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 370,854: 22,731 22,054 33,633 231,849 271,225 288,213 326,912: 82,641 43,942
Old : 370,854: 22,731 22,054 33,633 231,849 271,225 288,213 326,912: 82,641 43,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 18,904: 142 1,807 3,307 17,873 15,296 21,322 20,410: -2,418 -1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 5.9 9.1 62.5 73.1 77.7 88.2: 22.3 11.8
Old : 100.0: 6.1 5.9 9.1 62.5 73.1 77.7 88.2: 22.3 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 : 139: 20 28 29 68 66 108 103:
Old : 139: 20 28 29 68 66 108 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 21.6 28.1 34.2 18.0 21.0 26.8 33.6
Old : 19.2 21.6 28.1 34.2 18.0 21.0 26.8 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 2,776,134: 333,162 308,835 113,642 2,092,214 2,115,286 2,539,018 2,537,764: 237,116 238,371
Old : 2,776,134: 333,162 308,835 113,642 2,092,214 2,115,286 2,539,018 2,537,764: 237,116 238,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 67,411: 51,329 -4,511 13,002 -7,178 72,119 57,152 80,609: 10,259 -13,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 11.1 4.1 75.4 76.2 91.5 91.4: 8.5 8.6
Old : 100.0: 12.0 11.1 4.1 75.4 76.2 91.5 91.4: 8.5 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 : 508: 107 106 87 212 204 368 348:
Old : 508: 107 106 87 212 204 368 348:
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 : 18.3 18.9 27.5 26.8 17.1 16.2 24.4 23.2
Old : 18.3 18.9 27.5 26.8 17.1 16.2 24.4 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 97,549: 15,092 7,768 722 71,335 86,442 87,149 94,932: 10,400 2,617
Old : 97,549: 15,092 7,768 722 71,335 86,442 87,149 94,932: 10,400 2,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -353: 1,182 822 212 -1,052 -1,316 342 -282: -695 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 8.0 0.7 73.1 88.6 89.3 97.3: 10.7 2.7
Old : 100.0: 15.5 8.0 0.7 73.1 88.6 89.3 97.3: 10.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 14 6 1 46 42 60 49:
Old : 93: 14 6 1 46 42 60 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 38.4 56.7 62.0 39.0 38.4 52.6 62.0
Old : 41.2 38.4 56.7 62.0 39.0 38.4 52.6 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 85,294: 24,109 7,720 4,103 48,094 68,612 76,306 80,435: 8,988 4,859
Old : 85,294: 24,109 7,720 4,103 48,094 68,612 76,306 80,435: 8,988 4,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -851: -1,863 1,564 294 1,640 -3,871 71 -2,013: -923 1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 9.1 4.8 56.4 80.4 89.5 94.3: 10.5 5.7
Old : 100.0: 28.3 9.1 4.8 56.4 80.4 89.5 94.3: 10.5 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 : 249: 79 33 14 88 80 173 121:
Old : 249: 79 33 14 88 80 173 121:
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 : 19.5 35.0 31.3 50.8 18.2 33.8 28.2 48.7
Old : 19.5 35.0 31.3 50.8 18.2 33.8 28.2 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 13,168: 3,551 0 0 6,050 11,794 9,601 11,794: 3,567 1,374
Old : 13,168: 3,551 0 0 6,050 11,794 9,601 11,794: 3,567 1,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -43: -774 0 0 514 -226 -260 -226: 217 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 0.0 0.0 45.9 89.6 72.9 89.6: 27.1 10.4
Old : 100.0: 27.0 0.0 0.0 45.9 89.6 72.9 89.6: 27.1 10.4
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 : 20: 3 0 0 8 9 11 9:
Old : 20: 3 0 0 8 9 11 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 66.0 67.7 87.7 54.5 66.0 67.7 87.7
Old : 54.5 66.0 67.7 87.7 54.5 66.0 67.7 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 360,629: 118,199 54,012 5,103 210,222 284,091 333,524 343,205: 27,105 17,424
Old : 360,629: 118,199 54,012 5,103 210,222 284,091 333,524 343,205: 27,105 17,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -4,043: -6,305 6,957 2,331 5,631 -18,224 1,657 -8,936: -5,700 4,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 15.0 1.4 58.3 78.8 92.5 95.2: 7.5 4.8
Old : 100.0: 32.8 15.0 1.4 58.3 78.8 92.5 95.2: 7.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 76 35 13 85 78 168 119:
Old : 247: 76 35 13 85 78 168 119:
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 : 19.1 33.1 31.0 51.0 17.8 31.8 29.2 49.5
Old : 19.1 33.1 31.0 51.0 17.8 31.8 29.2 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 120,611: 64,660 12,393 2,293 19,132 92,561 86,085 107,247: 34,526 13,365
Old : 120,611: 64,660 12,393 2,293 19,132 92,561 86,085 107,247: 34,526 13,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -8,626: -8,867 1,231 -2,633 2,529 -7,026 -8,972 -8,428: 345 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 10.3 1.9 15.9 76.7 71.4 88.9: 28.6 11.1
Old : 100.0: 53.6 10.3 1.9 15.9 76.7 71.4 88.9: 28.6 11.1
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 : 76: 36 14 8 15 19 54 38:
Old : 76: 36 14 8 15 19 54 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 : 32.0 48.9 41.9 69.9 32.0 48.4 41.9 68.9
Old : 32.0 48.9 41.9 69.9 32.0 48.4 41.9 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 39,603: 8,446 12,996 0 20,383 8,136 28,829 21,132: 10,774 18,471
Old : 39,603: 8,446 12,996 0 20,383 8,136 28,829 21,132: 10,774 18,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -92: -1,542 -51 -2 908 772 -636 719: 544 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 32.8 0.0 51.5 20.5 72.8 53.4: 27.2 46.6
Old : 100.0: 21.3 32.8 0.0 51.5 20.5 72.8 53.4: 27.2 46.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 15 13 0 21 12 36 25:
Old : 57: 15 13 0 21 12 36 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 : 25.1 28.4 38.9 37.8 25.1 28.4 38.9 37.8
Old : 25.1 28.4 38.9 37.8 25.1 28.4 38.9 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 50,051: 18,038 7,175 241 19,089 25,858 37,368 33,274: 12,683 16,777
Old : 50,051: 18,038 7,175 241 19,089 25,858 37,368 33,274: 12,683 16,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 1,879: 3,098 277 -179 -2,535 2,234 384 2,332: 1,495 -453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 14.3 0.5 38.1 51.7 74.7 66.5: 25.3 33.5
Old : 100.0: 36.0 14.3 0.5 38.1 51.7 74.7 66.5: 25.3 33.5
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 : 57: 20 6 2 16 20 37 27:
Old : 57: 20 6 2 16 20 37 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 : 31.8 36.2 44.4 48.9 29.0 36.2 41.6 47.4
Old : 31.8 36.2 44.4 48.9 29.0 36.2 41.6 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 27,131: 4,389 732 340 18,714 24,085 23,443 25,157: 3,688 1,974
Old : 27,131: 4,389 732 340 18,714 24,085 23,443 25,157: 3,688 1,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -232: -445 -5 0 286 -214 -159 -219: -73 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.7 1.3 69.0 88.8 86.4 92.7: 13.6 7.3
Old : 100.0: 16.2 2.7 1.3 69.0 88.8 86.4 92.7: 13.6 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 3 1 18 23 23 27:
Old : 41: 5 3 1 18 23 23 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 : 42.6 45.5 60.8 66.3 34.6 43.7 51.1 59.5
Old : 42.6 45.5 60.8 66.3 34.6 43.7 51.1 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 37,979: 10,654 2,219 6 19,797 34,289 30,457 36,514: 7,522 1,465
Old : 37,979: 10,654 2,219 6 19,797 34,289 30,457 36,514: 7,522 1,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -85: -2,603 24 0 2,475 -193 -128 -169: 43 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 5.8 0.0 52.1 90.3 80.2 96.1: 19.8 3.9
Old : 100.0: 28.1 5.8 0.0 52.1 90.3 80.2 96.1: 19.8 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 : 50: 16 3 1 20 18 37 21:
Old : 50: 16 3 1 20 18 37 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 55.5 52.8 73.9 35.2 55.0 51.0 73.4
Old : 37.0 55.5 52.8 73.9 35.2 55.0 51.0 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 14, 2011