BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 2,815: 220 373 8 1,877 1,607 2,105 1,988: 710 827
Old : 2,815: 220 373 8 1,877 1,607 2,105 1,988: 710 827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -381: 169 39 -14 -586 -422 -431 -397: 51 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 13.2 0.3 66.7 57.1 74.8 70.6: 25.2 29.4
Old : 100.0: 7.8 13.2 0.3 66.7 57.1 74.8 70.6: 25.2 29.4
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: 2 1 1 12 12 15 13:
Old : 20: 2 1 1 12 12 15 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 : 43.7 52.5 63.9 66.4 43.0 44.8 60.3 58.4
Old : 43.7 52.5 63.9 66.4 43.0 44.8 60.3 58.4
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, February 8, 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 : 56,930: 7,469 2,503 12,537 27,916 31,712 47,922 46,752: 9,008 10,178
Old : 56,930: 7,469 2,503 12,537 27,916 31,712 47,922 46,752: 9,008 10,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -4,073: 536 -299 -632 -3,743 -2,667 -3,838 -3,598: -235 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 4.4 22.0 49.0 55.7 84.2 82.1: 15.8 17.9
Old : 100.0: 13.1 4.4 22.0 49.0 55.7 84.2 82.1: 15.8 17.9
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 : 85: 26 8 20 41 42 75 63:
Old : 85: 26 8 20 41 42 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 : 23.4 34.4 35.2 46.0 23.0 31.3 30.1 40.5
Old : 23.4 34.4 35.2 46.0 23.0 31.3 30.1 40.5
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, February 8, 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 : 280,055: 72,276 19,022 75,643 101,531 145,229 249,450 239,895: 30,605 40,160
Old : 267,565: 70,078 22,344 70,033 99,650 136,908 239,762 229,285: 27,803 38,280
Other: 12,490: 5,681 162 2,127 1,880 8,321 9,688 10,609: 2,802 1,881
: : :
: : Changes in Commitments from: February 1, 2011 :
: 6,432: 3,266 943 1,259 1,646 5,876 6,171 8,077: 262 -1,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 6.8 27.0 36.3 51.9 89.1 85.7: 10.9 14.3
Old : 100.0: 26.2 8.4 26.2 37.2 51.2 89.6 85.7: 10.4 14.3
Other: 100.0: 45.5 1.3 17.0 15.1 66.6 77.6 84.9: 22.4 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 112 73 121 64 78 251 213:
Old : 291: 106 81 119 62 77 248 211:
Other: 89: 33 4 19 20 37 59 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 24.3 26.5 33.1 16.4 23.4 26.3 29.7
Old : 17.3 23.9 27.3 33.0 17.1 23.0 27.1 30.0
Other: 27.0 36.5 38.5 51.8 25.6 34.0 36.6 47.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 426,776: 124,811 28,926 113,426 156,413 206,017 394,650 348,369: 32,126 78,407
Old : 426,776: 124,811 28,926 113,426 156,413 206,017 394,650 348,369: 32,126 78,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -50,273: -10,085 -4,612 -35,210 -3,819 -8,191 -49,114 -48,013: -1,159 -2,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 6.8 26.6 36.6 48.3 92.5 81.6: 7.5 18.4
Old : 100.0: 29.2 6.8 26.6 36.6 48.3 92.5 81.6: 7.5 18.4
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 : 470: 164 72 132 118 210 347 361:
Old : 470: 164 72 132 118 210 347 361:
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 : 17.8 15.1 27.9 22.1 16.9 13.6 26.7 17.7
Old : 17.8 15.1 27.9 22.1 16.9 13.6 26.7 17.7
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, February 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,443: 5,122 1,357 785 2,564 6,845 8,472 8,988: 1,971 1,455
Old : 10,443: 5,122 1,357 785 2,564 6,845 8,472 8,988: 1,971 1,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -165: -168 22 -168 188 -111 -148 -257: -17 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 13.0 7.5 24.6 65.6 81.1 86.1: 18.9 13.9
Old : 100.0: 49.1 13.0 7.5 24.6 65.6 81.1 86.1: 18.9 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 41 11 16 17 33 65 56:
Old : 94: 41 11 16 17 33 65 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 29.0 47.9 43.8 32.2 28.9 47.9 43.5
Old : 32.2 29.0 47.9 43.8 32.2 28.9 47.9 43.5
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, February 8, 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 : 55,403: 19,864 3,250 12,521 15,021 14,961 47,407 30,732: 7,996 24,671
Old : 55,403: 19,864 3,250 12,521 15,021 14,961 47,407 30,732: 7,996 24,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -2,117: -1,194 -509 -1,685 1,624 -63 -1,255 -2,256: -862 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 5.9 22.6 27.1 27.0 85.6 55.5: 14.4 44.5
Old : 100.0: 35.9 5.9 22.6 27.1 27.0 85.6 55.5: 14.4 44.5
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 : 195: 58 29 44 59 87 143 142:
Old : 195: 58 29 44 59 87 143 142:
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 : 15.8 11.0 26.7 18.5 15.8 8.3 25.6 11.8
Old : 15.8 11.0 26.7 18.5 15.8 8.3 25.6 11.8
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, February 8, 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 : 62,644: 13,496 0 3,786 44,784 58,727 62,065 62,512: 579 132
Old : 62,644: 13,496 0 3,786 44,784 58,727 62,065 62,512: 579 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 3,549: 2,861 0 1,168 323 2,310 4,352 3,477: -803 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 0.0 6.0 71.5 93.7 99.1 99.8: 0.9 0.2
Old : 100.0: 21.5 0.0 6.0 71.5 93.7 99.1 99.8: 0.9 0.2
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 : 20: 7 0 2 11 12 18 14:
Old : 20: 7 0 2 11 12 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 : 76.2 65.4 90.6 90.4 61.0 58.2 71.5 71.8
Old : 76.2 65.4 90.6 90.4 61.0 58.2 71.5 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 148,716: 72,679 33,008 2,870 20,005 96,729 95,554 132,607: 53,162 16,110
Old : 148,716: 72,679 33,008 2,870 20,005 96,729 95,554 132,607: 53,162 16,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 19,874: 18,207 11,269 -627 -457 11,470 17,123 22,112: 2,751 -2,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 22.2 1.9 13.5 65.0 64.3 89.2: 35.7 10.8
Old : 100.0: 48.9 22.2 1.9 13.5 65.0 64.3 89.2: 35.7 10.8
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 : 85: 41 11 11 16 30 62 47:
Old : 85: 41 11 11 16 30 62 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 46.3 31.7 61.2 20.5 46.2 31.0 60.3
Old : 20.5 46.3 31.7 61.2 20.5 46.2 31.0 60.3
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, February 8, 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 : 50,004: 22,913 14,216 545 2,455 24,448 25,913 39,208: 24,091 10,795
Old : 50,004: 22,913 14,216 545 2,455 24,448 25,913 39,208: 24,091 10,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -662: 448 2,726 -962 -1,625 -955 -2,139 810: 1,477 -1,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 28.4 1.1 4.9 48.9 51.8 78.4: 48.2 21.6
Old : 100.0: 45.8 28.4 1.1 4.9 48.9 51.8 78.4: 48.2 21.6
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 : 41: 15 7 2 8 17 24 25:
Old : 41: 15 7 2 8 17 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 47.4 38.4 58.4 25.5 47.4 38.4 58.2
Old : 25.5 47.4 38.4 58.4 25.5 47.4 38.4 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 151,871: 122,615 18,803 251 20,967 131,282 143,833 150,336: 8,038 1,535
Old : 151,871: 122,615 18,803 251 20,967 131,282 143,833 150,336: 8,038 1,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 137: -928 -1,623 219 867 1,318 158 -86: -21 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 12.4 0.2 13.8 86.4 94.7 99.0: 5.3 1.0
Old : 100.0: 80.7 12.4 0.2 13.8 86.4 94.7 99.0: 5.3 1.0
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 : 119: 76 11 1 12 22 89 33:
Old : 119: 76 11 1 12 22 89 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 : 44.7 56.1 58.7 78.5 44.7 56.1 58.7 78.4
Old : 44.7 56.1 58.7 78.5 44.7 56.1 58.7 78.4
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, February 8, 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 : 120,545: 48,956 25,235 5,150 34,095 67,697 88,201 98,083: 32,344 22,462
Old : 120,545: 48,956 25,235 5,150 34,095 67,697 88,201 98,083: 32,344 22,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -3,869: 2,636 -2,390 -2,251 -3,344 3,253 -2,959 -1,388: -909 -2,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 20.9 4.3 28.3 56.2 73.2 81.4: 26.8 18.6
Old : 100.0: 40.6 20.9 4.3 28.3 56.2 73.2 81.4: 26.8 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 30 26 16 23 30 62 63:
Old : 93: 30 26 16 23 30 62 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 : 25.9 29.9 39.4 46.2 25.8 28.6 39.1 42.0
Old : 25.9 29.9 39.4 46.2 25.8 28.6 39.1 42.0
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, February 8, 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 : 127,241: 56,975 20,587 4,400 37,842 66,004 99,217 90,991: 28,024 36,251
Old : 127,241: 56,975 20,587 4,400 37,842 66,004 99,217 90,991: 28,024 36,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -1,644: 4,015 -1,273 -1,183 -3,335 950 -503 -1,506: -1,141 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 16.2 3.5 29.7 51.9 78.0 71.5: 22.0 28.5
Old : 100.0: 44.8 16.2 3.5 29.7 51.9 78.0 71.5: 22.0 28.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 36 35 17 32 31 77 74:
Old : 116: 36 35 17 32 31 77 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 32.5 34.6 43.0 22.0 31.5 34.6 42.1
Old : 22.0 32.5 34.6 43.0 22.0 31.5 34.6 42.1
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, February 8, 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 : 246,319: 72,653 33,662 33,757 75,396 124,105 181,806 191,524: 64,513 54,795
Old : 246,319: 72,653 33,662 33,757 75,396 124,105 181,806 191,524: 64,513 54,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -33,229: -7,992 -4,941 -10,594 -10,333 -2,537 -28,919 -18,072: -4,310 -15,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 13.7 13.7 30.6 50.4 73.8 77.8: 26.2 22.2
Old : 100.0: 29.5 13.7 13.7 30.6 50.4 73.8 77.8: 26.2 22.2
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 : 174: 55 51 52 41 52 126 125:
Old : 174: 55 51 52 41 52 126 125:
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 : 14.3 21.3 22.3 30.2 13.9 20.1 20.8 28.9
Old : 14.3 21.3 22.3 30.2 13.9 20.1 20.8 28.9
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, February 8, 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 : 27,897: 20,804 9,947 0 3,468 16,994 24,272 26,941: 3,625 956
Old : 27,897: 20,804 9,947 0 3,468 16,994 24,272 26,941: 3,625 956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 447: 763 176 0 -18 327 745 503: -298 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 35.7 0.0 12.4 60.9 87.0 96.6: 13.0 3.4
Old : 100.0: 74.6 35.7 0.0 12.4 60.9 87.0 96.6: 13.0 3.4
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 : 47: 23 9 0 6 10 29 19:
Old : 47: 23 9 0 6 10 29 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 : 55.4 67.3 69.5 84.7 55.4 67.3 69.5 84.6
Old : 55.4 67.3 69.5 84.7 55.4 67.3 69.5 84.6
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, February 8, 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 :14,277,387: 725,292 445,600 5,085,668 7,612,268 7,735,246 13,423,229 13,266,514: 854,157 1,010,872
Old :14,277,387: 725,292 445,600 5,085,668 7,612,268 7,735,246 13,423,229 13,266,514: 854,157 1,010,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 830,624: -126,360 89,901 412,105 595,486 264,045 881,230 766,050: -50,606 64,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 3.1 35.6 53.3 54.2 94.0 92.9: 6.0 7.1
Old : 100.0: 5.1 3.1 35.6 53.3 54.2 94.0 92.9: 6.0 7.1
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 : 299: 76 57 121 137 151 277 278:
Old : 299: 76 57 121 137 151 277 278:
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 : 28.7 20.2 38.7 32.7 20.7 11.2 24.0 16.8
Old : 28.7 20.2 38.7 32.7 20.7 11.2 24.0 16.8
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, February 8, 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 : 1,033,874: 74,250 100,848 96,260 732,181 732,234 902,691 929,341: 131,183 104,533
Old : 1,033,874: 74,250 100,848 96,260 732,181 732,234 902,691 929,341: 131,183 104,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 49,802: -6,935 13,362 17,404 45,962 12,509 56,431 43,275: -6,629 6,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 9.8 9.3 70.8 70.8 87.3 89.9: 12.7 10.1
Old : 100.0: 7.2 9.8 9.3 70.8 70.8 87.3 89.9: 12.7 10.1
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 : 589: 112 141 107 249 232 426 416:
Old : 589: 112 141 107 249 232 426 416:
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 16.7 23.3 24.8 12.8 12.6 18.0 18.7
Old : 16.5 16.7 23.3 24.8 12.8 12.6 18.0 18.7
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, February 8, 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 : 422,370: 21,869 40,778 45,607 269,710 288,581 337,187 374,967: 85,183 47,403
Old : 422,370: 21,869 40,778 45,607 269,710 288,581 337,187 374,967: 85,183 47,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 27,621: 2,624 8,380 8,624 16,568 8,094 27,815 25,098: -194 2,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 9.7 10.8 63.9 68.3 79.8 88.8: 20.2 11.2
Old : 100.0: 5.2 9.7 10.8 63.9 68.3 79.8 88.8: 20.2 11.2
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 : 155: 23 34 38 79 69 126 117:
Old : 155: 23 34 38 79 69 126 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 19.6 27.9 32.2 17.3 18.2 25.5 30.5
Old : 19.1 19.6 27.9 32.2 17.3 18.2 25.5 30.5
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, February 8, 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 : 3,057,522: 381,659 420,104 133,505 2,312,356 2,218,263 2,827,520 2,771,872: 230,001 285,650
Old : 3,057,522: 381,659 420,104 133,505 2,312,356 2,218,263 2,827,520 2,771,872: 230,001 285,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 110,902: 455 73,157 -4,347 146,971 22,078 143,078 90,887: -32,176 20,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 13.7 4.4 75.6 72.6 92.5 90.7: 7.5 9.3
Old : 100.0: 12.5 13.7 4.4 75.6 72.6 92.5 90.7: 7.5 9.3
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 : 532: 103 123 85 220 213 372 372:
Old : 532: 103 123 85 220 213 372 372:
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 18.1 26.8 25.5 15.5 13.8 23.2 20.8
Old : 18.0 18.1 26.8 25.5 15.5 13.8 23.2 20.8
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, February 8, 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 : 98,662: 14,447 7,320 37 73,739 88,264 88,223 95,621: 10,439 3,041
Old : 98,662: 14,447 7,320 37 73,739 88,264 88,223 95,621: 10,439 3,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -380: -1,457 -569 -317 1,558 8 -216 -878: -164 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 7.4 0.0 74.7 89.5 89.4 96.9: 10.6 3.1
Old : 100.0: 14.6 7.4 0.0 74.7 89.5 89.4 96.9: 10.6 3.1
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 : 89: 12 6 1 45 42 57 49:
Old : 89: 12 6 1 45 42 57 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 38.4 56.6 57.6 38.6 38.3 52.5 57.6
Old : 40.9 38.4 56.6 57.6 38.6 38.3 52.5 57.6
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, February 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 89,520: 21,352 8,909 5,075 52,234 68,549 78,661 82,532: 10,859 6,988
Old : 89,520: 21,352 8,909 5,075 52,234 68,549 78,661 82,532: 10,859 6,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -2,204: -6,552 1,066 88 4,122 -3,873 -2,342 -2,719: 138 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 10.0 5.7 58.3 76.6 87.9 92.2: 12.1 7.8
Old : 100.0: 23.9 10.0 5.7 58.3 76.6 87.9 92.2: 12.1 7.8
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 : 256: 82 39 19 88 79 178 129:
Old : 256: 82 39 19 88 79 178 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 32.3 32.7 48.2 18.7 29.9 27.5 42.6
Old : 20.9 32.3 32.7 48.2 18.7 29.9 27.5 42.6
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, February 8, 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 : 17,371: 3,943 1,064 261 9,575 12,955 13,779 14,281: 3,591 3,090
Old : 17,371: 3,943 1,064 261 9,575 12,955 13,779 14,281: 3,591 3,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 558: 71 245 5 766 431 843 682: -284 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 6.1 1.5 55.1 74.6 79.3 82.2: 20.7 17.8
Old : 100.0: 22.7 6.1 1.5 55.1 74.6 79.3 82.2: 20.7 17.8
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 : 25: 3 4 2 12 11 17 15:
Old : 25: 3 4 2 12 11 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 55.3 68.2 71.5 49.9 51.8 64.2 66.4
Old : 52.5 55.3 68.2 71.5 49.9 51.8 64.2 66.4
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, February 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 360,747: 104,912 57,088 6,200 213,294 277,969 324,406 341,258: 36,341 19,489
Old : 360,747: 104,912 57,088 6,200 213,294 277,969 324,406 341,258: 36,341 19,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -13,814: -33,669 3,550 965 16,781 -21,520 -15,924 -17,005: 2,110 3,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 15.8 1.7 59.1 77.1 89.9 94.6: 10.1 5.4
Old : 100.0: 29.1 15.8 1.7 59.1 77.1 89.9 94.6: 10.1 5.4
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 : 254: 81 39 16 86 76 174 124:
Old : 254: 81 39 16 86 76 174 124:
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 : 19.6 31.5 30.8 51.3 18.3 29.8 28.2 49.0
Old : 19.6 31.5 30.8 51.3 18.3 29.8 28.2 49.0
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, February 8, 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 : 141,929: 85,641 13,509 3,134 17,991 109,022 106,766 125,664: 35,163 16,265
Old : 141,929: 85,641 13,509 3,134 17,991 109,022 106,766 125,664: 35,163 16,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 12,602: 14,536 2,180 -416 -930 10,980 13,190 12,744: -588 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 9.5 2.2 12.7 76.8 75.2 88.5: 24.8 11.5
Old : 100.0: 60.3 9.5 2.2 12.7 76.8 75.2 88.5: 24.8 11.5
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 : 80: 37 15 10 16 23 57 44:
Old : 80: 37 15 10 16 23 57 44:
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 : 30.9 49.7 44.8 69.8 30.9 49.3 44.8 68.9
Old : 30.9 49.7 44.8 69.8 30.9 49.3 44.8 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 45,395: 8,348 12,650 12 25,623 9,918 33,983 22,580: 11,412 22,815
Old : 45,395: 8,348 12,650 12 25,623 9,918 33,983 22,580: 11,412 22,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 4,997: 146 1,318 0 4,389 -487 4,535 831: 462 4,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 27.9 0.0 56.4 21.8 74.9 49.7: 25.1 50.3
Old : 100.0: 18.4 27.9 0.0 56.4 21.8 74.9 49.7: 25.1 50.3
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 : 62: 15 13 1 23 12 38 26:
Old : 62: 15 13 1 23 12 38 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 : 31.3 24.9 44.0 35.8 31.3 24.9 44.0 35.8
Old : 31.3 24.9 44.0 35.8 31.3 24.9 44.0 35.8
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, February 8, 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 : 61,543: 13,534 7,960 1,449 34,085 25,337 49,068 34,746: 12,475 26,797
Old : 61,543: 13,534 7,960 1,449 34,085 25,337 49,068 34,746: 12,475 26,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -2,702: 429 297 -24 -286 1,549 119 1,822: -2,821 -4,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 12.9 2.4 55.4 41.2 79.7 56.5: 20.3 43.5
Old : 100.0: 22.0 12.9 2.4 55.4 41.2 79.7 56.5: 20.3 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 : 61: 17 8 4 21 20 41 30:
Old : 61: 17 8 4 21 20 41 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 31.3 49.2 42.6 31.7 31.3 47.3 40.8
Old : 33.6 31.3 49.2 42.6 31.7 31.3 47.3 40.8
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, February 8, 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 : 29,428: 4,259 1,798 310 21,112 24,795 25,681 26,903: 3,747 2,525
Old : 29,428: 4,259 1,798 310 21,112 24,795 25,681 26,903: 3,747 2,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 935: -135 1,058 -20 1,065 102 910 1,140: 25 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 6.1 1.1 71.7 84.3 87.3 91.4: 12.7 8.6
Old : 100.0: 14.5 6.1 1.1 71.7 84.3 87.3 91.4: 12.7 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 : 47: 6 4 1 21 24 27 29:
Old : 47: 6 4 1 21 24 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 41.9 59.3 65.0 35.5 41.0 51.8 58.7
Old : 41.4 41.9 59.3 65.0 35.5 41.0 51.8 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, February 8, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 34,593: 9,204 2,965 84 18,763 28,653 28,051 31,702: 6,542 2,891
Old : 34,593: 9,204 2,965 84 18,763 28,653 28,051 31,702: 6,542 2,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 443: 578 -920 0 604 416 1,182 -504: -739 947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 8.6 0.2 54.2 82.8 81.1 91.6: 18.9 8.4
Old : 100.0: 26.6 8.6 0.2 54.2 82.8 81.1 91.6: 18.9 8.4
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 : 50: 16 5 1 17 19 34 24:
Old : 50: 16 5 1 17 19 34 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 : 39.8 49.2 57.3 67.2 38.0 49.2 55.3 67.1
Old : 39.8 49.2 57.3 67.2 38.0 49.2 55.3 67.1
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, February 8, 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 : 15,177: 4,106 3,214 119 8,084 11,010 12,309 14,343: 2,868 834
Old : 15,177: 4,106 3,214 119 8,084 11,010 12,309 14,343: 2,868 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 350: -8 -100 114 -140 71 -34 85: 384 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 21.2 0.8 53.3 72.5 81.1 94.5: 18.9 5.5
Old : 100.0: 27.1 21.2 0.8 53.3 72.5 81.1 94.5: 18.9 5.5
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 : 23: 12 3 2 5 3 17 8:
Old : 23: 12 3 2 5 3 17 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 : 55.7 91.8 67.5 94.5 55.7 91.8 67.5 93.7
Old : 55.7 91.8 67.5 94.5 55.7 91.8 67.5 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 11, 2011