BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 2,639: 0 148 2 2,051 1,720 2,053 1,870: 586 769
Old : 2,639: 0 148 2 2,051 1,720 2,053 1,870: 586 769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 144: 0 20 0 217 171 217 191: -73 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 0.1 77.7 65.2 77.8 70.9: 22.2 29.1
Old : 100.0: 0.0 5.6 0.1 77.7 65.2 77.8 70.9: 22.2 29.1
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: 0 1 1 13 12 14 13:
Old : 20: 0 1 1 13 12 14 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 : 43.2 47.2 67.7 62.4 43.1 40.2 63.2 54.3
Old : 43.2 47.2 67.7 62.4 43.1 40.2 63.2 54.3
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 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 48,892: 4,793 4,058 8,788 28,270 26,447 41,851 39,293: 7,041 9,599
Old : 48,892: 4,793 4,058 8,788 28,270 26,447 41,851 39,293: 7,041 9,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 3,175: 448 488 802 818 2,023 2,069 3,314: 1,106 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 8.3 18.0 57.8 54.1 85.6 80.4: 14.4 19.6
Old : 100.0: 9.8 8.3 18.0 57.8 54.1 85.6 80.4: 14.4 19.6
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 : 76: 22 8 19 38 37 65 59:
Old : 76: 22 8 19 38 37 65 59:
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 : 31.2 33.6 42.5 45.8 31.0 30.9 39.3 40.9
Old : 31.2 33.6 42.5 45.8 31.0 30.9 39.3 40.9
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 with Delta-adjusted Options and Futures Combined, January 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 243,356: 61,313 18,432 60,309 95,806 126,342 217,428 205,083: 25,928 38,274
Old : 236,100: 59,502 19,398 58,499 94,156 121,108 212,157 199,005: 23,942 37,095
Other: 7,257: 2,854 77 767 1,650 5,234 5,271 6,078: 1,986 1,179
: : :
: : Changes in Commitments from: January 11, 2011 :
: 9,061: 3,728 450 2,420 1,692 6,312 7,839 9,181: 1,222 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 7.6 24.8 39.4 51.9 89.3 84.3: 10.7 15.7
Old : 100.0: 25.2 8.2 24.8 39.9 51.3 89.9 84.3: 10.1 15.7
Other: 100.0: 39.3 1.1 10.6 22.7 72.1 72.6 83.8: 27.4 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 92 71 106 62 77 220 207:
Old : 269: 88 76 106 61 76 218 206:
Other: 72: 25 6 12 19 30 48 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 25.0 29.3 33.5 18.4 24.4 28.8 31.7
Old : 19.1 24.7 29.8 33.4 18.9 24.1 29.5 31.4
Other: 21.7 39.8 35.1 56.3 21.7 39.8 31.9 53.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 445,723: 137,638 33,831 130,593 144,420 198,784 412,651 363,208: 33,073 82,515
Old : 445,723: 137,638 33,831 130,593 144,420 198,784 412,651 363,208: 33,073 82,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 23,019: -81 6,492 16,290 7,193 -2,190 23,403 20,592: -384 2,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 7.6 29.3 32.4 44.6 92.6 81.5: 7.4 18.5
Old : 100.0: 30.9 7.6 29.3 32.4 44.6 92.6 81.5: 7.4 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 : 456: 168 74 135 97 191 337 341:
Old : 456: 168 74 135 97 191 337 341:
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 15.8 25.0 22.4 14.0 12.7 22.3 17.3
Old : 15.4 15.8 25.0 22.4 14.0 12.7 22.3 17.3
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 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 11,204: 5,195 1,264 1,704 2,464 6,869 9,363 9,837: 1,841 1,367
Old : 11,204: 5,195 1,264 1,704 2,464 6,869 9,363 9,837: 1,841 1,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -201: -167 -1 119 -171 -210 -219 -93: 18 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 11.3 15.2 22.0 61.3 83.6 87.8: 16.4 12.2
Old : 100.0: 46.4 11.3 15.2 22.0 61.3 83.6 87.8: 16.4 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 : 94: 39 10 8 21 38 64 53:
Old : 94: 39 10 8 21 38 64 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 : 30.4 28.0 48.3 44.3 28.8 25.9 44.0 39.3
Old : 30.4 28.0 48.3 44.3 28.8 25.9 44.0 39.3
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 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 59,839: 22,302 4,266 16,313 12,781 13,673 51,395 34,251: 8,444 25,588
Old : 59,839: 22,302 4,266 16,313 12,781 13,673 51,395 34,251: 8,444 25,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 3,459: 761 395 1,738 452 780 2,951 2,913: 508 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 7.1 27.3 21.4 22.8 85.9 57.2: 14.1 42.8
Old : 100.0: 37.3 7.1 27.3 21.4 22.8 85.9 57.2: 14.1 42.8
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 : 200: 61 35 55 57 77 155 142:
Old : 200: 61 35 55 57 77 155 142:
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 : 15.2 12.3 26.3 20.0 14.5 8.3 23.7 11.3
Old : 15.2 12.3 26.3 20.0 14.5 8.3 23.7 11.3
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 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 58,984: 10,083 0 2,580 45,459 55,601 58,122 58,181: 862 803
Old : 58,984: 10,083 0 2,580 45,459 55,601 58,122 58,181: 862 803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 20: -552 0 -68 278 -563 -342 -631: 362 651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 0.0 4.4 77.1 94.3 98.5 98.6: 1.5 1.4
Old : 100.0: 17.1 0.0 4.4 77.1 94.3 98.5 98.6: 1.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 0 1 12 13 18 14:
Old : 20: 6 0 1 12 13 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.0 62.3 91.2 86.3 66.2 57.5 72.7 71.2
Old : 78.0 62.3 91.2 86.3 66.2 57.5 72.7 71.2
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 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 136,203: 67,013 23,749 2,767 17,146 91,848 86,926 118,364: 49,277 17,839
Old : 136,203: 67,013 23,749 2,767 17,146 91,848 86,926 118,364: 49,277 17,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -178: -3,280 316 469 1,638 449 -1,172 1,234: 994 -1,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 17.4 2.0 12.6 67.4 63.8 86.9: 36.2 13.1
Old : 100.0: 49.2 17.4 2.0 12.6 67.4 63.8 86.9: 36.2 13.1
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 : 92: 47 12 9 18 29 70 45:
Old : 92: 47 12 9 18 29 70 45:
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 : 18.1 43.3 29.1 58.3 18.1 43.2 29.1 57.8
Old : 18.1 43.3 29.1 58.3 18.1 43.2 29.1 57.8
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 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 44,418: 19,910 12,497 614 2,947 21,311 23,471 34,422: 20,948 9,996
Old : 44,418: 19,910 12,497 614 2,947 21,311 23,471 34,422: 20,948 9,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -399: -749 3,060 42 50 -3,462 -657 -359: 259 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 28.1 1.4 6.6 48.0 52.8 77.5: 47.2 22.5
Old : 100.0: 44.8 28.1 1.4 6.6 48.0 52.8 77.5: 47.2 22.5
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 : 39: 12 7 2 8 18 21 26:
Old : 39: 12 7 2 8 18 21 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 43.6 41.9 55.6 29.3 43.6 41.7 55.3
Old : 29.3 43.6 41.9 55.6 29.3 43.6 41.7 55.3
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 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 135,242: 108,866 18,664 0 17,841 114,698 126,707 133,362: 8,535 1,880
Old : 135,242: 108,866 18,664 0 17,841 114,698 126,707 133,362: 8,535 1,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 7,325: 7,156 526 -89 46 6,366 7,113 6,803: 212 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 13.8 0.0 13.2 84.8 93.7 98.6: 6.3 1.4
Old : 100.0: 80.5 13.8 0.0 13.2 84.8 93.7 98.6: 6.3 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 69 11 0 13 22 82 33:
Old : 113: 69 11 0 13 22 82 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 61.1 61.0 79.8 45.3 61.1 61.0 79.7
Old : 45.3 61.1 61.0 79.8 45.3 61.1 61.0 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 102,190: 31,656 28,983 4,564 38,628 45,673 74,848 79,220: 27,342 22,970
Old : 102,190: 31,656 28,983 4,564 38,628 45,673 74,848 79,220: 27,342 22,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 8,052: 10,508 1,671 1,126 -10,875 8,887 759 11,684: 7,293 -3,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 28.4 4.5 37.8 44.7 73.2 77.5: 26.8 22.5
Old : 100.0: 31.0 28.4 4.5 37.8 44.7 73.2 77.5: 26.8 22.5
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 : 88: 22 26 17 25 33 57 66:
Old : 88: 22 26 17 25 33 57 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 : 21.2 22.9 36.8 36.3 20.9 20.4 35.5 32.6
Old : 21.2 22.9 36.8 36.3 20.9 20.4 35.5 32.6
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 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 121,254: 46,852 26,723 4,468 42,824 56,212 94,143 87,403: 27,110 33,851
Old : 121,254: 46,852 26,723 4,468 42,824 56,212 94,143 87,403: 27,110 33,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 3,694: 2,467 6,731 81 -861 -4,448 1,687 2,364: 2,007 1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 22.0 3.7 35.3 46.4 77.6 72.1: 22.4 27.9
Old : 100.0: 38.6 22.0 3.7 35.3 46.4 77.6 72.1: 22.4 27.9
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 : 106: 31 36 16 29 26 65 73:
Old : 106: 31 36 16 29 26 65 73:
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 : 28.9 31.8 41.0 39.9 28.9 30.8 40.7 38.8
Old : 28.9 31.8 41.0 39.9 28.9 30.8 40.7 38.8
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 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 234,097: 65,537 60,082 32,896 77,032 80,392 175,465 173,370: 58,632 60,728
Old : 234,097: 65,537 60,082 32,896 77,032 80,392 175,465 173,370: 58,632 60,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -11,809: 23,335 -24,943 458 -40,900 12,329 -17,107 -12,156: 5,299 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 25.7 14.1 32.9 34.3 75.0 74.1: 25.0 25.9
Old : 100.0: 28.0 25.7 14.1 32.9 34.3 75.0 74.1: 25.0 25.9
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 : 174: 47 61 57 42 50 119 138:
Old : 174: 47 61 57 42 50 119 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 15.7 28.3 23.8 16.6 15.6 26.7 22.0
Old : 17.7 15.7 28.3 23.8 16.6 15.6 26.7 22.0
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 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 27,636: 21,224 9,977 0 2,761 16,664 23,985 26,641: 3,651 995
Old : 27,636: 21,224 9,977 0 2,761 16,664 23,985 26,641: 3,651 995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 278: 281 -1,346 0 15 1,508 296 162: -18 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 36.1 0.0 10.0 60.3 86.8 96.4: 13.2 3.6
Old : 100.0: 76.8 36.1 0.0 10.0 60.3 86.8 96.4: 13.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 17 13 0 6 10 23 23:
Old : 45: 17 13 0 6 10 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 65.3 76.1 84.6 62.8 65.1 76.1 84.5
Old : 62.8 65.3 76.1 84.6 62.8 65.1 76.1 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,338,263: 779,637 261,793 4,224,103 6,517,759 6,928,421 11,521,499 11,414,316: 816,764 923,947
Old :12,338,263: 779,637 261,793 4,224,103 6,517,759 6,928,421 11,521,499 11,414,316: 816,764 923,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 65,198: 135,538 -30,003 -67,755 20,339 130,855 88,122 33,097: -22,924 32,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.1 34.2 52.8 56.2 93.4 92.5: 6.6 7.5
Old : 100.0: 6.3 2.1 34.2 52.8 56.2 93.4 92.5: 6.6 7.5
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 : 271: 79 42 105 128 137 252 249:
Old : 271: 79 42 105 128 137 252 249:
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 : 27.7 21.4 40.1 34.8 20.5 12.9 24.0 19.8
Old : 27.7 21.4 40.1 34.8 20.5 12.9 24.0 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 973,354: 78,858 87,188 70,932 688,258 711,665 838,049 869,785: 135,306 103,569
Old : 973,354: 78,858 87,188 70,932 688,258 711,665 838,049 869,785: 135,306 103,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 47,274: -4,614 9,258 8,680 37,966 17,383 42,032 35,321: 5,241 11,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 9.0 7.3 70.7 73.1 86.1 89.4: 13.9 10.6
Old : 100.0: 8.1 9.0 7.3 70.7 73.1 86.1 89.4: 13.9 10.6
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 : 566: 111 129 102 239 224 415 390:
Old : 566: 111 129 102 239 224 415 390:
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 : 15.6 17.1 22.5 25.8 13.3 14.6 18.8 21.6
Old : 15.6 17.1 22.5 25.8 13.3 14.6 18.8 21.6
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 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 398,857: 22,903 27,002 38,116 248,542 286,906 309,561 352,024: 89,296 46,832
Old : 398,857: 22,903 27,002 38,116 248,542 286,906 309,561 352,024: 89,296 46,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 28,003: 172 4,948 4,483 16,692 15,681 21,348 25,112: 6,655 2,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.8 9.6 62.3 71.9 77.6 88.3: 22.4 11.7
Old : 100.0: 5.7 6.8 9.6 62.3 71.9 77.6 88.3: 22.4 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 : 143: 20 30 31 70 64 110 105:
Old : 143: 20 30 31 70 64 110 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 21.0 26.5 33.1 16.8 20.3 25.1 32.0
Old : 18.0 21.0 26.5 33.1 16.8 20.3 25.1 32.0
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 with Delta-adjusted Options and Futures Combined, January 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,872,489: 311,856 333,011 132,002 2,198,583 2,123,794 2,642,441 2,588,806: 230,048 283,682
Old : 2,872,489: 311,856 333,011 132,002 2,198,583 2,123,794 2,642,441 2,588,806: 230,048 283,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 96,354: -21,306 24,175 18,360 106,369 8,507 103,423 51,043: -7,069 45,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 11.6 4.6 76.5 73.9 92.0 90.1: 8.0 9.9
Old : 100.0: 10.9 11.6 4.6 76.5 73.9 92.0 90.1: 8.0 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 : 512: 101 114 87 214 204 370 350:
Old : 512: 101 114 87 214 204 370 350:
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 18.2 27.4 25.7 16.6 14.9 24.1 21.8
Old : 18.0 18.2 27.4 25.7 16.6 14.9 24.1 21.8
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 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 95,849: 13,322 7,489 770 70,726 84,236 84,818 92,495: 11,031 3,354
Old : 95,849: 13,322 7,489 770 70,726 84,236 84,818 92,495: 11,031 3,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -1,700: -1,770 -279 48 -609 -2,206 -2,331 -2,437: 631 737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 7.8 0.8 73.8 87.9 88.5 96.5: 11.5 3.5
Old : 100.0: 13.9 7.8 0.8 73.8 87.9 88.5 96.5: 11.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 15 7 2 44 43 59 52:
Old : 94: 15 7 2 44 43 59 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 38.0 56.0 60.4 39.5 38.0 51.7 60.4
Old : 41.8 38.0 56.0 60.4 39.5 38.0 51.7 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 90,547: 26,562 8,370 4,848 49,376 71,392 80,786 84,610: 9,761 5,937
Old : 90,547: 26,562 8,370 4,848 49,376 71,392 80,786 84,610: 9,761 5,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 5,253: 2,454 650 745 1,282 2,780 4,480 4,175: 773 1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 9.2 5.4 54.5 78.8 89.2 93.4: 10.8 6.6
Old : 100.0: 29.3 9.2 5.4 54.5 78.8 89.2 93.4: 10.8 6.6
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 : 257: 78 38 17 89 83 173 132:
Old : 257: 78 38 17 89 83 173 132:
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 : 19.8 34.0 33.3 49.9 19.0 33.0 29.6 46.8
Old : 19.8 34.0 33.3 49.9 19.0 33.0 29.6 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 13,773: 4,286 0 0 6,063 11,822 10,349 11,822: 3,424 1,951
Old : 13,773: 4,286 0 0 6,063 11,822 10,349 11,822: 3,424 1,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 605: 735 0 0 13 28 748 28: -143 577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 0.0 0.0 44.0 85.8 75.1 85.8: 24.9 14.2
Old : 100.0: 31.1 0.0 0.0 44.0 85.8 75.1 85.8: 24.9 14.2
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 : 22: 3 0 0 10 10 13 10:
Old : 22: 3 0 0 10 10 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 66.7 66.7 84.0 57.5 66.7 66.6 84.0
Old : 57.5 66.7 66.7 84.0 57.5 66.7 66.6 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 383,871: 131,701 62,169 3,921 216,564 297,849 352,187 363,940: 31,684 19,931
Old : 383,871: 131,701 62,169 3,921 216,564 297,849 352,187 363,940: 31,684 19,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 23,242: 13,502 8,158 -1,182 6,343 13,759 18,662 20,734: 4,580 2,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 16.2 1.0 56.4 77.6 91.7 94.8: 8.3 5.2
Old : 100.0: 34.3 16.2 1.0 56.4 77.6 91.7 94.8: 8.3 5.2
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 : 255: 77 38 16 85 81 167 130:
Old : 255: 77 38 16 85 81 167 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 32.2 32.7 50.2 19.2 30.9 30.6 48.9
Old : 19.9 32.2 32.7 50.2 19.2 30.9 30.6 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 121,444: 63,656 11,142 2,676 20,880 92,919 87,212 106,737: 34,231 14,706
Old : 121,444: 63,656 11,142 2,676 20,880 92,919 87,212 106,737: 34,231 14,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 832: -1,005 -1,250 384 1,748 358 1,127 -509: -295 1,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 9.2 2.2 17.2 76.5 71.8 87.9: 28.2 12.1
Old : 100.0: 52.4 9.2 2.2 17.2 76.5 71.8 87.9: 28.2 12.1
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 : 69: 31 12 10 16 20 51 38:
Old : 69: 31 12 10 16 20 51 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 : 31.3 48.5 42.7 69.4 31.3 47.8 42.7 68.1
Old : 31.3 48.5 42.7 69.4 31.3 47.8 42.7 68.1
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 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 42,039: 8,535 14,568 12 21,079 7,975 29,626 22,555: 12,413 19,484
Old : 42,039: 8,535 14,568 12 21,079 7,975 29,626 22,555: 12,413 19,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 2,436: 89 1,572 12 696 -161 797 1,423: 1,639 1,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 34.7 0.0 50.1 19.0 70.5 53.7: 29.5 46.3
Old : 100.0: 20.3 34.7 0.0 50.1 19.0 70.5 53.7: 29.5 46.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 16 13 1 23 10 39 24:
Old : 59: 16 13 1 23 10 39 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 30.9 35.1 41.4 23.8 30.9 35.1 41.4
Old : 23.8 30.9 35.1 41.4 23.8 30.9 35.1 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 56,536: 14,993 7,626 291 25,153 23,161 40,437 31,078: 16,099 25,458
Old : 56,536: 14,993 7,626 291 25,153 23,161 40,437 31,078: 16,099 25,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 6,485: -3,045 451 50 6,064 -2,697 3,069 -2,196: 3,416 8,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 13.5 0.5 44.5 41.0 71.5 55.0: 28.5 45.0
Old : 100.0: 26.5 13.5 0.5 44.5 41.0 71.5 55.0: 28.5 45.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 15 8 3 20 18 36 28:
Old : 56: 15 8 3 20 18 36 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 32.3 43.1 43.0 29.2 32.3 41.0 42.2
Old : 31.1 32.3 43.1 43.0 29.2 32.3 41.0 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 27,397: 4,736 835 340 18,621 23,704 23,697 24,879: 3,700 2,518
Old : 27,397: 4,736 835 340 18,621 23,704 23,697 24,879: 3,700 2,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 266: 347 103 0 -93 -381 254 -278: 12 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 3.0 1.2 68.0 86.5 86.5 90.8: 13.5 9.2
Old : 100.0: 17.3 3.0 1.2 68.0 86.5 86.5 90.8: 13.5 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 3 1 18 24 24 28:
Old : 43: 6 3 1 18 24 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 45.0 60.3 64.9 36.2 42.9 51.5 57.7
Old : 42.5 45.0 60.3 64.9 36.2 42.9 51.5 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 38,087: 10,822 2,893 55 19,388 33,550 30,265 36,498: 7,822 1,589
Old : 38,087: 10,822 2,893 55 19,388 33,550 30,265 36,498: 7,822 1,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 108: 168 674 49 -409 -739 -192 -16: 300 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 7.6 0.1 50.9 88.1 79.5 95.8: 20.5 4.2
Old : 100.0: 28.4 7.6 0.1 50.9 88.1 79.5 95.8: 20.5 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 17 4 1 19 18 37 22:
Old : 51: 17 4 1 19 18 37 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 55.0 52.5 73.7 36.0 54.5 50.8 73.1
Old : 37.7 55.0 52.5 73.7 36.0 54.5 50.8 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 16,069: 3,841 3,458 165 9,180 11,709 13,186 15,332: 2,883 737
Old : 16,069: 3,841 3,458 165 9,180 11,709 13,186 15,332: 2,883 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 1,252: -308 -11 151 87 638 -70 778: 1,322 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 21.5 1.0 57.1 72.9 82.1 95.4: 17.9 4.6
Old : 100.0: 23.9 21.5 1.0 57.1 72.9 82.1 95.4: 17.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 10 3 2 7 5 19 8:
Old : 22: 10 3 2 7 5 19 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 92.4 69.6 95.4 57.8 90.9 69.6 93.5
Old : 57.8 92.4 69.6 95.4 57.8 90.9 69.6 93.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2011