BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 2,968: 0 202 7 2,394 2,110 2,401 2,319: 567 650
Old : 2,968: 0 202 7 2,394 2,110 2,401 2,319: 567 650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 330: 0 54 5 344 389 349 448: -19 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.8 0.2 80.7 71.1 80.9 78.1: 19.1 21.9
Old : 100.0: 0.0 6.8 0.2 80.7 71.1 80.9 78.1: 19.1 21.9
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 : 23: 0 1 1 14 14 15 15:
Old : 23: 0 1 1 14 14 15 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 : 44.0 46.7 66.7 63.5 43.5 39.5 62.9 55.6
Old : 44.0 46.7 66.7 63.5 43.5 39.5 62.9 55.6
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 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 55,195: 5,711 3,310 11,775 30,137 30,714 47,623 45,798: 7,572 9,397
Old : 55,195: 5,711 3,310 11,775 30,137 30,714 47,623 45,798: 7,572 9,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 6,304: 918 -748 2,986 1,868 4,267 5,772 6,506: 532 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 6.0 21.3 54.6 55.6 86.3 83.0: 13.7 17.0
Old : 100.0: 10.3 6.0 21.3 54.6 55.6 86.3 83.0: 13.7 17.0
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 : 82: 24 8 22 43 40 75 63:
Old : 82: 24 8 22 43 40 75 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 32.4 40.3 44.3 28.5 29.3 36.1 38.7
Old : 28.9 32.4 40.3 44.3 28.5 29.3 36.1 38.7
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 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 255,722: 60,509 17,177 69,261 97,772 128,929 227,542 215,368: 28,181 40,355
Old : 246,407: 58,370 18,943 65,996 96,115 122,561 220,480 207,499: 25,926 38,908
Other: 9,316: 3,993 89 1,411 1,657 6,369 7,061 7,869: 2,255 1,447
: : :
: : Changes in Commitments from: January 18, 2011 :
: 12,366: -804 -1,255 8,952 1,966 2,588 10,113 10,285: 2,253 2,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 6.7 27.1 38.2 50.4 89.0 84.2: 11.0 15.8
Old : 100.0: 23.7 7.7 26.8 39.0 49.7 89.5 84.2: 10.5 15.8
Other: 100.0: 42.9 1.0 15.1 17.8 68.4 75.8 84.5: 24.2 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 91 74 114 65 82 230 217:
Old : 277: 87 79 113 64 81 227 216:
Other: 77: 25 6 14 21 34 51 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 23.8 27.8 32.2 17.4 23.2 27.4 29.4
Old : 18.2 23.5 28.4 32.2 18.0 22.9 28.1 29.2
Other: 24.0 35.3 38.2 50.7 24.0 33.6 35.8 48.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 456,147: 131,336 31,429 142,266 148,496 203,181 422,099 376,877: 34,048 79,270
Old : 456,147: 131,336 31,429 142,266 148,496 203,181 422,099 376,877: 34,048 79,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 10,424: -6,302 -2,402 11,674 4,076 4,397 9,448 13,668: 976 -3,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 6.9 31.2 32.6 44.5 92.5 82.6: 7.5 17.4
Old : 100.0: 28.8 6.9 31.2 32.6 44.5 92.5 82.6: 7.5 17.4
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 : 476: 167 79 145 108 201 355 364:
Old : 476: 167 79 145 108 201 355 364:
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 : 14.8 15.6 24.7 22.4 13.6 12.7 22.4 16.7
Old : 14.8 15.6 24.7 22.4 13.6 12.7 22.4 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 11,288: 5,058 1,321 1,680 2,525 6,894 9,263 9,895: 2,025 1,393
Old : 11,288: 5,058 1,321 1,680 2,525 6,894 9,263 9,895: 2,025 1,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 85: -137 57 -24 61 25 -100 58: 185 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 11.7 14.9 22.4 61.1 82.1 87.7: 17.9 12.3
Old : 100.0: 44.8 11.7 14.9 22.4 61.1 82.1 87.7: 17.9 12.3
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 : 93: 37 12 10 20 36 63 54:
Old : 93: 37 12 10 20 36 63 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 25.0 47.7 42.4 28.9 25.0 43.3 39.0
Old : 29.6 25.0 47.7 42.4 28.9 25.0 43.3 39.0
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 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 60,203: 22,423 3,827 16,199 12,700 14,837 51,322 34,863: 8,881 25,340
Old : 60,203: 22,423 3,827 16,199 12,700 14,837 51,322 34,863: 8,881 25,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 364: 121 -438 -114 -81 1,164 -73 612: 437 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 6.4 26.9 21.1 24.6 85.2 57.9: 14.8 42.1
Old : 100.0: 37.2 6.4 26.9 21.1 24.6 85.2 57.9: 14.8 42.1
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 : 208: 68 34 51 56 82 156 145:
Old : 208: 68 34 51 56 82 156 145:
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 : 14.7 12.2 25.8 19.8 14.0 8.3 23.2 11.4
Old : 14.7 12.2 25.8 19.8 14.0 8.3 23.2 11.4
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 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 126,125: 53,958 22,423 3,003 19,787 84,588 76,748 110,014: 49,377 16,111
Old : 126,125: 53,958 22,423 3,003 19,787 84,588 76,748 110,014: 49,377 16,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -10,078: -13,055 -1,326 235 2,642 -7,260 -10,178 -8,351: 100 -1,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 17.8 2.4 15.7 67.1 60.9 87.2: 39.1 12.8
Old : 100.0: 42.8 17.8 2.4 15.7 67.1 60.9 87.2: 39.1 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 43 9 11 18 29 65 45:
Old : 86: 43 9 11 18 29 65 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 44.6 27.0 58.4 18.1 44.4 26.9 58.0
Old : 18.1 44.6 27.0 58.4 18.1 44.4 26.9 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 43,978: 17,970 10,823 1,411 4,166 19,866 23,546 32,100: 20,432 11,878
Old : 43,978: 17,970 10,823 1,411 4,166 19,866 23,546 32,100: 20,432 11,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -440: -1,941 -1,674 797 1,219 -1,445 76 -2,321: -516 1,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 24.6 3.2 9.5 45.2 53.5 73.0: 46.5 27.0
Old : 100.0: 40.9 24.6 3.2 9.5 45.2 53.5 73.0: 46.5 27.0
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 : 39: 13 8 6 9 16 25 27:
Old : 39: 13 8 6 9 16 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 : 26.5 42.4 37.6 53.4 26.5 42.4 37.4 53.1
Old : 26.5 42.4 37.6 53.4 26.5 42.4 37.4 53.1
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 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 142,786: 114,979 19,734 62 19,509 121,408 134,550 141,204: 8,236 1,582
Old : 142,786: 114,979 19,734 62 19,509 121,408 134,550 141,204: 8,236 1,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 7,544: 6,113 1,070 62 1,668 6,710 7,843 7,842: -299 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 13.8 0.0 13.7 85.0 94.2 98.9: 5.8 1.1
Old : 100.0: 80.5 13.8 0.0 13.7 85.0 94.2 98.9: 5.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 75 9 2 15 22 91 32:
Old : 119: 75 9 2 15 22 91 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 59.4 59.5 80.4 44.3 59.4 59.5 80.3
Old : 44.3 59.4 59.5 80.4 44.3 59.4 59.5 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 108,759: 36,386 29,656 5,710 36,276 50,119 78,373 85,485: 30,385 23,273
Old : 108,759: 36,386 29,656 5,710 36,276 50,119 78,373 85,485: 30,385 23,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 6,569: 4,731 673 1,146 -2,352 4,446 3,525 6,265: 3,044 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 27.3 5.3 33.4 46.1 72.1 78.6: 27.9 21.4
Old : 100.0: 33.5 27.3 5.3 33.4 46.1 72.1 78.6: 27.9 21.4
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 : 87: 25 25 20 24 31 59 66:
Old : 87: 25 25 20 24 31 59 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 : 24.5 23.9 40.2 37.0 24.5 21.8 39.5 32.9
Old : 24.5 23.9 40.2 37.0 24.5 21.8 39.5 32.9
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 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 127,559: 55,015 23,057 5,033 40,396 66,904 100,443 94,993: 27,116 32,566
Old : 127,559: 55,015 23,057 5,033 40,396 66,904 100,443 94,993: 27,116 32,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 6,305: 8,163 -3,666 565 -2,428 10,692 6,300 7,590: 6 -1,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 18.1 3.9 31.7 52.4 78.7 74.5: 21.3 25.5
Old : 100.0: 43.1 18.1 3.9 31.7 52.4 78.7 74.5: 21.3 25.5
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 : 117: 33 42 21 28 30 74 80:
Old : 117: 33 42 21 28 30 74 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 33.3 40.4 41.7 26.8 32.1 40.4 40.5
Old : 26.8 33.3 40.4 41.7 26.8 32.1 40.4 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 254,117: 73,132 48,282 36,193 78,625 102,392 187,950 186,867: 66,167 67,250
Old : 254,117: 73,132 48,282 36,193 78,625 102,392 187,950 186,867: 66,167 67,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 20,020: 7,595 -11,800 3,297 1,593 22,000 12,485 13,497: 7,535 6,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 19.0 14.2 30.9 40.3 74.0 73.5: 26.0 26.5
Old : 100.0: 28.8 19.0 14.2 30.9 40.3 74.0 73.5: 26.0 26.5
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 : 177: 46 63 57 42 51 122 137:
Old : 177: 46 63 57 42 51 122 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 15.8 27.5 24.8 18.6 15.7 25.9 23.3
Old : 18.9 15.8 27.5 24.8 18.6 15.7 25.9 23.3
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 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 26,199: 18,507 9,880 0 3,744 15,179 22,251 25,059: 3,948 1,140
Old : 26,199: 18,507 9,880 0 3,744 15,179 22,251 25,059: 3,948 1,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -1,437: -2,717 -97 0 983 -1,485 -1,734 -1,582: 297 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 37.7 0.0 14.3 57.9 84.9 95.6: 15.1 4.4
Old : 100.0: 70.6 37.7 0.0 14.3 57.9 84.9 95.6: 15.1 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 11 0 8 8 26 19:
Old : 44: 18 11 0 8 8 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 69.6 70.9 85.8 58.0 69.4 70.9 85.6
Old : 58.0 69.6 70.9 85.8 58.0 69.4 70.9 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,818,121: 825,351 283,945 4,369,412 6,748,499 7,212,474 11,943,263 11,865,831: 874,858 952,290
Old :12,818,121: 825,351 283,945 4,369,412 6,748,499 7,212,474 11,943,263 11,865,831: 874,858 952,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 479,858: 45,715 22,152 145,310 230,740 284,053 421,764 451,515: 58,094 28,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 2.2 34.1 52.6 56.3 93.2 92.6: 6.8 7.4
Old : 100.0: 6.4 2.2 34.1 52.6 56.3 93.2 92.6: 6.8 7.4
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 : 282: 81 52 111 130 139 263 257:
Old : 282: 81 52 111 130 139 263 257:
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 : 28.1 21.4 39.8 34.8 20.3 12.6 23.9 19.7
Old : 28.1 21.4 39.8 34.8 20.3 12.6 23.9 19.7
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 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 941,013: 81,831 85,361 55,444 666,084 699,483 803,359 840,287: 137,654 100,725
Old : 941,013: 81,831 85,361 55,444 666,084 699,483 803,359 840,287: 137,654 100,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -32,342: 2,973 -1,827 -15,488 -22,174 -12,182 -34,690 -29,498: 2,349 -2,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 9.1 5.9 70.8 74.3 85.4 89.3: 14.6 10.7
Old : 100.0: 8.7 9.1 5.9 70.8 74.3 85.4 89.3: 14.6 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 554: 111 123 87 230 233 394 390:
Old : 554: 111 123 87 230 233 394 390:
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 : 16.5 18.0 23.8 26.4 13.9 15.0 19.9 22.3
Old : 16.5 18.0 23.8 26.4 13.9 15.0 19.9 22.3
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 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 373,431: 20,628 25,141 28,180 232,677 274,592 281,485 327,913: 91,945 45,518
Old : 373,431: 20,628 25,141 28,180 232,677 274,592 281,485 327,913: 91,945 45,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -25,426: -2,275 -1,861 -9,936 -15,865 -12,314 -28,075 -24,111: 2,649 -1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 6.7 7.5 62.3 73.5 75.4 87.8: 24.6 12.2
Old : 100.0: 5.5 6.7 7.5 62.3 73.5 75.4 87.8: 24.6 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 : 139: 21 26 28 68 64 105 102:
Old : 139: 21 26 28 68 64 105 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 23.5 28.0 36.4 17.9 22.6 26.8 35.2
Old : 19.0 23.5 28.0 36.4 17.9 22.6 26.8 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,837,909: 352,597 347,684 89,733 2,167,035 2,124,454 2,609,365 2,561,871: 228,544 276,038
Old : 2,837,909: 352,597 347,684 89,733 2,167,035 2,124,454 2,609,365 2,561,871: 228,544 276,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -34,579: 40,741 14,673 -42,268 -31,549 660 -33,076 -26,935: -1,504 -7,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 12.3 3.2 76.4 74.9 91.9 90.3: 8.1 9.7
Old : 100.0: 12.4 12.3 3.2 76.4 74.9 91.9 90.3: 8.1 9.7
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 : 505: 103 108 72 206 215 351 353:
Old : 505: 103 108 72 206 215 351 353:
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 : 18.6 18.7 28.5 26.6 16.9 15.1 24.8 22.5
Old : 18.6 18.7 28.5 26.6 16.9 15.1 24.8 22.5
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 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 97,526: 14,571 6,702 822 71,673 86,744 87,066 94,268: 10,461 3,259
Old : 97,526: 14,571 6,702 822 71,673 86,744 87,066 94,268: 10,461 3,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 1,678: 1,249 -787 52 947 2,507 2,248 1,772: -571 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 6.9 0.8 73.5 88.9 89.3 96.7: 10.7 3.3
Old : 100.0: 14.9 6.9 0.8 73.5 88.9 89.3 96.7: 10.7 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 14 5 1 43 44 57 50:
Old : 91: 14 5 1 43 44 57 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 36.8 57.2 58.4 39.2 36.8 52.9 58.4
Old : 41.5 36.8 57.2 58.4 39.2 36.8 52.9 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 95,119: 29,070 7,882 6,138 49,697 75,468 84,906 89,488: 10,213 5,631
Old : 95,119: 29,070 7,882 6,138 49,697 75,468 84,906 89,488: 10,213 5,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 4,571: 2,508 -488 1,290 321 4,076 4,119 4,878: 452 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 8.3 6.5 52.2 79.3 89.3 94.1: 10.7 5.9
Old : 100.0: 30.6 8.3 6.5 52.2 79.3 89.3 94.1: 10.7 5.9
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 : 258: 83 37 13 85 81 174 125:
Old : 258: 83 37 13 85 81 174 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 33.4 34.8 50.6 20.5 32.9 30.0 45.5
Old : 22.3 33.4 34.8 50.6 20.5 32.9 30.0 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 17,198: 5,662 383 256 7,613 14,075 13,531 14,714: 3,667 2,484
Old : 17,198: 5,662 383 256 7,613 14,075 13,531 14,714: 3,667 2,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 3,425: 1,376 383 256 1,550 2,253 3,182 2,892: 243 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 2.2 1.5 44.3 81.8 78.7 85.6: 21.3 14.4
Old : 100.0: 32.9 2.2 1.5 44.3 81.8 78.7 85.6: 21.3 14.4
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 : 21: 3 1 1 11 9 15 10:
Old : 21: 3 1 1 11 9 15 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 : 57.4 67.9 68.1 83.1 56.3 64.4 66.6 78.2
Old : 57.4 67.9 68.1 83.1 56.3 64.4 66.6 78.2
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 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 389,604: 142,502 62,953 3,950 210,421 306,966 356,873 373,870: 32,731 15,734
Old : 389,604: 142,502 62,953 3,950 210,421 306,966 356,873 373,870: 32,731 15,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 5,733: 10,800 784 29 -6,143 9,117 4,687 9,930: 1,046 -4,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 16.2 1.0 54.0 78.8 91.6 96.0: 8.4 4.0
Old : 100.0: 36.6 16.2 1.0 54.0 78.8 91.6 96.0: 8.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 82 37 12 81 79 168 123:
Old : 255: 82 37 12 81 79 168 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 31.3 33.8 51.5 21.2 31.0 32.1 49.8
Old : 22.1 31.3 33.8 51.5 21.2 31.0 32.1 49.8
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 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 120,801: 59,191 14,669 2,598 27,099 87,829 88,887 105,096: 31,914 15,706
Old : 120,801: 59,191 14,669 2,598 27,099 87,829 88,887 105,096: 31,914 15,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -643: -4,465 3,527 -79 6,218 -5,090 1,675 -1,642: -2,317 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 12.1 2.2 22.4 72.7 73.6 87.0: 26.4 13.0
Old : 100.0: 49.0 12.1 2.2 22.4 72.7 73.6 87.0: 26.4 13.0
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 : 75: 28 16 10 21 20 53 42:
Old : 75: 28 16 10 21 20 53 42:
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 : 29.7 47.5 41.0 66.4 29.7 46.8 41.0 65.2
Old : 29.7 47.5 41.0 66.4 29.7 46.8 41.0 65.2
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 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 40,787: 8,397 10,761 12 19,430 9,071 27,839 19,844: 12,948 20,943
Old : 40,787: 8,397 10,761 12 19,430 9,071 27,839 19,844: 12,948 20,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -1,252: -138 -3,807 0 -1,649 1,096 -1,787 -2,711: 535 1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 26.4 0.0 47.6 22.2 68.3 48.7: 31.7 51.3
Old : 100.0: 20.6 26.4 0.0 47.6 22.2 68.3 48.7: 31.7 51.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 18 10 1 22 10 40 21:
Old : 58: 18 10 1 22 10 40 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 25.1 33.4 36.8 23.2 25.1 33.4 36.8
Old : 23.2 25.1 33.4 36.8 23.2 25.1 33.4 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 57,713: 12,981 7,512 537 29,781 24,537 43,299 32,586: 14,414 25,127
Old : 57,713: 12,981 7,512 537 29,781 24,537 43,299 32,586: 14,414 25,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 1,177: -2,012 -114 246 4,628 1,376 2,862 1,508: -1,685 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 13.0 0.9 51.6 42.5 75.0 56.5: 25.0 43.5
Old : 100.0: 22.5 13.0 0.9 51.6 42.5 75.0 56.5: 25.0 43.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 18 8 2 19 18 38 27:
Old : 58: 18 8 2 19 18 38 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 32.0 44.6 43.0 28.3 32.0 42.4 42.6
Old : 30.5 32.0 44.6 43.0 28.3 32.0 42.4 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 28,139: 4,796 531 330 19,230 24,846 24,356 25,707: 3,783 2,432
Old : 28,139: 4,796 531 330 19,230 24,846 24,356 25,707: 3,783 2,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 742: 60 -304 -10 609 1,142 659 828: 83 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 1.9 1.2 68.3 88.3 86.6 91.4: 13.4 8.6
Old : 100.0: 17.0 1.9 1.2 68.3 88.3 86.6 91.4: 13.4 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 2 1 18 24 24 27:
Old : 42: 6 2 1 18 24 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 43.8 60.5 65.3 37.0 41.7 52.7 58.7
Old : 42.9 43.8 60.5 65.3 37.0 41.7 52.7 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 38,225: 10,304 3,756 84 19,831 32,801 30,219 36,641: 8,006 1,584
Old : 38,225: 10,304 3,756 84 19,831 32,801 30,219 36,641: 8,006 1,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 138: -518 863 29 443 -749 -46 143: 184 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 9.8 0.2 51.9 85.8 79.1 95.9: 20.9 4.1
Old : 100.0: 27.0 9.8 0.2 51.9 85.8 79.1 95.9: 20.9 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 18 5 1 18 19 37 24:
Old : 53: 18 5 1 18 19 37 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 50.7 53.6 70.2 38.4 50.7 52.0 69.6
Old : 40.0 50.7 53.6 70.2 38.4 50.7 52.0 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,593: 3,787 2,976 64 8,248 10,975 12,099 14,015: 2,494 578
Old : 14,593: 3,787 2,976 64 8,248 10,975 12,099 14,015: 2,494 578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -1,476: -54 -482 -101 -932 -734 -1,087 -1,317: -389 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 20.4 0.4 56.5 75.2 82.9 96.0: 17.1 4.0
Old : 100.0: 26.0 20.4 0.4 56.5 75.2 82.9 96.0: 17.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 11 2 2 6 4 18 7:
Old : 21: 11 2 2 6 4 18 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 94.8 71.0 96.0 58.3 94.6 71.0 95.4
Old : 58.3 94.8 71.0 96.0 58.3 94.6 71.0 95.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 28, 2011