BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 2,991: 228 476 3 1,940 1,682 2,171 2,161: 820 830
Old : 2,991: 228 476 3 1,940 1,682 2,171 2,161: 820 830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 176: 8 103 -5 63 75 66 173: 110 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 15.9 0.1 64.9 56.2 72.6 72.3: 27.4 27.7
Old : 100.0: 7.6 15.9 0.1 64.9 56.2 72.6 72.3: 27.4 27.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 40.8 53.7 60.1 68.2 40.0 46.5 57.0 60.8
Old : 40.8 53.7 60.1 68.2 40.0 46.5 57.0 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 60,235: 8,092 2,481 13,712 29,619 34,048 51,423 50,240: 8,813 9,995
Old : 60,235: 8,092 2,481 13,712 29,619 34,048 51,423 50,240: 8,813 9,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 3,305: 623 -22 1,175 1,703 2,335 3,500 3,488: -195 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 4.1 22.8 49.2 56.5 85.4 83.4: 14.6 16.6
Old : 100.0: 13.4 4.1 22.8 49.2 56.5 85.4 83.4: 14.6 16.6
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 : 95: 32 10 26 41 44 82 72:
Old : 95: 32 10 26 41 44 82 72:
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 : 23.7 34.9 35.1 46.6 23.3 32.1 30.8 41.0
Old : 23.7 34.9 35.1 46.6 23.3 32.1 30.8 41.0
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 15, 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 : 277,210: 79,450 20,024 69,737 98,071 144,974 247,258 234,736: 29,952 42,474
Old : 262,252: 75,807 23,260 63,569 96,029 135,496 235,404 222,324: 26,847 39,928
Other: 14,958: 6,964 86 2,847 2,042 9,479 11,854 12,412: 3,104 2,546
: : :
: : Changes in Commitments from: February 8, 2011 :
: -2,845: 7,174 1,002 -5,906 -3,460 -255 -2,192 -5,159: -654 2,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 7.2 25.2 35.4 52.3 89.2 84.7: 10.8 15.3
Old : 100.0: 28.9 8.9 24.2 36.6 51.7 89.8 84.8: 10.2 15.2
Other: 100.0: 46.6 0.6 19.0 13.7 63.4 79.2 83.0: 20.8 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 115 60 120 64 75 251 206:
Old : 287: 109 67 118 61 74 247 204:
Other: 89: 31 4 20 22 38 60 59:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 24.2 27.2 32.7 16.7 23.5 27.0 30.7
Old : 17.7 23.9 28.2 32.8 17.6 23.2 28.1 31.0
Other: 28.0 35.7 39.7 49.8 27.0 33.6 37.3 45.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 432,827: 129,039 29,311 116,582 156,494 207,832 402,115 353,725: 30,712 79,102
Old : 432,827: 129,039 29,311 116,582 156,494 207,832 402,115 353,725: 30,712 79,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 6,051: 4,228 386 3,156 81 1,815 7,465 5,356: -1,414 694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 6.8 26.9 36.2 48.0 92.9 81.7: 7.1 18.3
Old : 100.0: 29.8 6.8 26.9 36.2 48.0 92.9 81.7: 7.1 18.3
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 : 463: 150 85 129 116 207 337 359:
Old : 463: 150 85 129 116 207 337 359:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 15.0 27.7 21.9 16.9 13.5 26.7 17.7
Old : 17.7 15.0 27.7 21.9 16.9 13.5 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 15, 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 : 10,858: 5,195 1,299 1,081 2,639 7,110 8,916 9,490: 1,943 1,368
Old : 10,858: 5,195 1,299 1,081 2,639 7,110 8,916 9,490: 1,943 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 416: 72 -59 296 75 265 444 503: -28 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 12.0 10.0 24.3 65.5 82.1 87.4: 17.9 12.6
Old : 100.0: 47.8 12.0 10.0 24.3 65.5 82.1 87.4: 17.9 12.6
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 : 99: 42 11 16 19 35 70 57:
Old : 99: 42 11 16 19 35 70 57:
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 : 31.4 29.5 46.3 44.0 31.4 29.5 46.2 42.6
Old : 31.4 29.5 46.3 44.0 31.4 29.5 46.2 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 55,083: 20,084 2,641 12,219 14,905 14,848 47,208 29,708: 7,875 25,375
Old : 55,083: 20,084 2,641 12,219 14,905 14,848 47,208 29,708: 7,875 25,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -320: 220 -609 -302 -116 -113 -199 -1,024: -121 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 4.8 22.2 27.1 27.0 85.7 53.9: 14.3 46.1
Old : 100.0: 36.5 4.8 22.2 27.1 27.0 85.7 53.9: 14.3 46.1
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 : 197: 53 34 50 56 84 143 144:
Old : 197: 53 34 50 56 84 143 144:
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 : 15.7 10.2 26.8 16.5 15.7 7.5 25.7 10.6
Old : 15.7 10.2 26.8 16.5 15.7 7.5 25.7 10.6
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 15, 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 : 64,726: 14,495 0 3,785 45,164 60,879 63,443 64,663: 1,283 63
Old : 64,726: 14,495 0 3,785 45,164 60,879 63,443 64,663: 1,283 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 2,082: 999 0 -1 380 2,152 1,378 2,151: 704 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 0.0 5.8 69.8 94.1 98.0 99.9: 2.0 0.1
Old : 100.0: 22.4 0.0 5.8 69.8 94.1 98.0 99.9: 2.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 0 2 11 12 19 14:
Old : 21: 8 0 2 11 12 19 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 : 74.2 62.3 89.0 86.7 58.1 54.4 70.3 70.9
Old : 74.2 62.3 89.0 86.7 58.1 54.4 70.3 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 148,020: 76,560 4,840 2,507 20,167 121,901 99,234 129,248: 48,786 18,772
Old : 148,020: 76,560 4,840 2,507 20,167 121,901 99,234 129,248: 48,786 18,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -696: 3,881 -28,168 -363 162 25,172 3,680 -3,359: -4,376 2,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 3.3 1.7 13.6 82.4 67.0 87.3: 33.0 12.7
Old : 100.0: 51.7 3.3 1.7 13.6 82.4 67.0 87.3: 33.0 12.7
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 : 89: 44 11 10 17 30 66 46:
Old : 89: 44 11 10 17 30 66 46:
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 : 18.2 46.2 30.0 60.8 18.2 45.9 30.0 59.6
Old : 18.2 46.2 30.0 60.8 18.2 45.9 30.0 59.6
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 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 44,500: 17,731 6,702 591 7,664 25,305 25,986 32,599: 18,514 11,902
Old : 44,500: 17,731 6,702 591 7,664 25,305 25,986 32,599: 18,514 11,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -5,503: -5,182 -7,514 47 5,209 857 73 -6,610: -5,577 1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 15.1 1.3 17.2 56.9 58.4 73.3: 41.6 26.7
Old : 100.0: 39.8 15.1 1.3 17.2 56.9 58.4 73.3: 41.6 26.7
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 : 37: 10 6 2 10 19 21 26:
Old : 37: 10 6 2 10 19 21 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 42.3 42.6 53.2 28.4 42.3 41.6 52.3
Old : 28.4 42.3 42.6 53.2 28.4 42.3 41.6 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 149,874: 116,892 7,796 693 24,857 139,470 142,442 147,959: 7,432 1,915
Old : 149,874: 116,892 7,796 693 24,857 139,470 142,442 147,959: 7,432 1,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -1,997: -5,723 -11,007 442 3,890 8,188 -1,391 -2,377: -606 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 5.2 0.5 16.6 93.1 95.0 98.7: 5.0 1.3
Old : 100.0: 78.0 5.2 0.5 16.6 93.1 95.0 98.7: 5.0 1.3
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 : 121: 74 14 2 14 21 90 35:
Old : 121: 74 14 2 14 21 90 35:
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 : 47.7 59.3 60.1 79.2 47.7 59.3 60.1 78.8
Old : 47.7 59.3 60.1 79.2 47.7 59.3 60.1 78.8
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 15, 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 : 142,990: 68,595 17,403 5,306 33,116 97,690 107,017 120,399: 35,973 22,591
Old : 142,990: 68,595 17,403 5,306 33,116 97,690 107,017 120,399: 35,973 22,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 22,445: 19,640 -7,833 155 -978 29,993 18,817 22,316: 3,629 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 12.2 3.7 23.2 68.3 74.8 84.2: 25.2 15.8
Old : 100.0: 48.0 12.2 3.7 23.2 68.3 74.8 84.2: 25.2 15.8
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 : 95: 31 25 17 21 34 63 65:
Old : 95: 31 25 17 21 34 63 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 35.2 40.3 50.5 27.9 34.1 40.2 46.5
Old : 27.9 35.2 40.3 50.5 27.9 34.1 40.2 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 130,097: 25,003 43,925 6,801 74,880 40,939 106,684 91,665: 23,413 38,432
Old : 130,097: 25,003 43,925 6,801 74,880 40,939 106,684 91,665: 23,413 38,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 2,856: -31,972 23,338 2,401 37,038 -25,065 7,467 674: -4,611 2,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 33.8 5.2 57.6 31.5 82.0 70.5: 18.0 29.5
Old : 100.0: 19.2 33.8 5.2 57.6 31.5 82.0 70.5: 18.0 29.5
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 : 121: 25 49 20 36 28 75 83:
Old : 121: 25 49 20 36 28 75 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 19.3 39.4 31.2 29.2 17.2 38.8 29.1
Old : 29.3 19.3 39.4 31.2 29.2 17.2 38.8 29.1
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 15, 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 : 240,633: 62,036 24,639 37,401 78,825 124,096 178,262 186,135: 62,371 54,497
Old : 240,633: 62,036 24,639 37,401 78,825 124,096 178,262 186,135: 62,371 54,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -5,687: -10,617 -9,023 3,643 3,429 -9 -3,544 -5,389: -2,142 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 10.2 15.5 32.8 51.6 74.1 77.4: 25.9 22.6
Old : 100.0: 25.8 10.2 15.5 32.8 51.6 74.1 77.4: 25.9 22.6
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 : 180: 53 51 58 48 54 133 131:
Old : 180: 53 51 58 48 54 133 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 17.8 22.1 27.7 13.8 16.7 21.1 26.4
Old : 14.3 17.8 22.1 27.7 13.8 16.7 21.1 26.4
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 15, 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 : 27,735: 18,018 8,208 0 6,570 18,389 24,588 26,597: 3,147 1,138
Old : 27,735: 18,018 8,208 0 6,570 18,389 24,588 26,597: 3,147 1,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -162: -2,786 -1,739 0 3,102 1,395 316 -344: -478 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 29.6 0.0 23.7 66.3 88.7 95.9: 11.3 4.1
Old : 100.0: 65.0 29.6 0.0 23.7 66.3 88.7 95.9: 11.3 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 : 50: 22 11 0 8 10 30 21:
Old : 50: 22 11 0 8 10 30 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 : 52.3 67.1 69.6 83.4 52.3 66.3 69.6 82.6
Old : 52.3 67.1 69.6 83.4 52.3 66.3 69.6 82.6
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 15, 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 :14,209,348: 730,842 441,715 4,861,292 7,713,089 7,810,575 13,305,223 13,113,582: 904,125 1,095,766
Old :14,209,348: 730,842 441,715 4,861,292 7,713,089 7,810,575 13,305,223 13,113,582: 904,125 1,095,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -68,039: 5,550 -3,885 -224,376 100,820 75,329 -118,006 -152,932: 49,968 84,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 3.1 34.2 54.3 55.0 93.6 92.3: 6.4 7.7
Old : 100.0: 5.1 3.1 34.2 54.3 55.0 93.6 92.3: 6.4 7.7
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 : 294: 80 51 113 139 153 273 271:
Old : 294: 80 51 113 139 153 273 271:
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 : 29.5 20.8 39.1 33.4 22.0 12.6 25.2 18.1
Old : 29.5 20.8 39.1 33.4 22.0 12.6 25.2 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 1,060,538: 73,824 100,718 103,735 750,638 749,811 928,196 954,264: 132,342 106,274
Old : 1,060,538: 73,824 100,718 103,735 750,638 749,811 928,196 954,264: 132,342 106,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 26,664: -426 -129 7,475 18,456 17,577 25,505 24,922: 1,158 1,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 9.5 9.8 70.8 70.7 87.5 90.0: 12.5 10.0
Old : 100.0: 7.0 9.5 9.8 70.8 70.7 87.5 90.0: 12.5 10.0
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 : 593: 120 137 114 248 234 438 416:
Old : 593: 120 137 114 248 234 438 416:
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 : 16.3 16.0 22.8 23.8 12.7 11.7 17.7 17.8
Old : 16.3 16.0 22.8 23.8 12.7 11.7 17.7 17.8
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 15, 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 : 431,914: 17,531 43,067 48,763 278,424 293,473 344,718 385,303: 87,196 46,611
Old : 431,914: 17,531 43,067 48,763 278,424 293,473 344,718 385,303: 87,196 46,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 9,544: -4,338 2,288 3,156 8,714 4,892 7,531 10,336: 2,013 -792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 10.0 11.3 64.5 67.9 79.8 89.2: 20.2 10.8
Old : 100.0: 4.1 10.0 11.3 64.5 67.9 79.8 89.2: 20.2 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 : 156: 23 34 39 80 69 127 118:
Old : 156: 23 34 39 80 69 127 118:
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 18.4 27.8 31.6 17.3 17.1 25.2 29.8
Old : 19.1 18.4 27.8 31.6 17.3 17.1 25.2 29.8
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 15, 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 : 3,143,119: 418,104 424,897 138,217 2,361,070 2,281,689 2,917,391 2,844,803: 225,728 298,315
Old : 3,143,119: 418,104 424,897 138,217 2,361,070 2,281,689 2,917,391 2,844,803: 225,728 298,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 85,597: 36,445 4,794 4,712 48,714 63,426 89,871 72,931: -4,274 12,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 13.5 4.4 75.1 72.6 92.8 90.5: 7.2 9.5
Old : 100.0: 13.3 13.5 4.4 75.1 72.6 92.8 90.5: 7.2 9.5
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 : 535: 112 118 91 218 214 383 370:
Old : 535: 112 118 91 218 214 383 370:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 18.1 26.4 25.0 15.4 13.5 23.2 19.9
Old : 17.7 18.1 26.4 25.0 15.4 13.5 23.2 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 100,591: 15,103 6,845 0 76,040 90,633 91,143 97,478: 9,448 3,113
Old : 100,591: 15,103 6,845 0 76,040 90,633 91,143 97,478: 9,448 3,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 1,929: 656 -475 -37 2,301 2,369 2,920 1,857: -991 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 6.8 0.0 75.6 90.1 90.6 96.9: 9.4 3.1
Old : 100.0: 15.0 6.8 0.0 75.6 90.1 90.6 96.9: 9.4 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 : 95: 13 6 0 47 44 60 50:
Old : 95: 13 6 0 47 44 60 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 : 40.6 37.6 56.9 56.5 38.2 37.6 52.9 56.5
Old : 40.6 37.6 56.9 56.5 38.2 37.6 52.9 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 92,592: 21,735 7,322 4,870 55,497 73,660 82,101 85,852: 10,491 6,741
Old : 92,592: 21,735 7,322 4,870 55,497 73,660 82,101 85,852: 10,491 6,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 3,072: 383 -1,586 -205 3,263 5,111 3,441 3,319: -368 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 7.9 5.3 59.9 79.6 88.7 92.7: 11.3 7.3
Old : 100.0: 23.5 7.9 5.3 59.9 79.6 88.7 92.7: 11.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 76 34 18 86 81 166 129:
Old : 244: 76 34 18 86 81 166 129:
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 : 21.9 32.4 33.1 48.1 17.7 28.2 26.8 40.1
Old : 21.9 32.4 33.1 48.1 17.7 28.2 26.8 40.1
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 15, 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 : 19,314: 3,254 1,227 562 11,860 14,487 15,676 16,276: 3,638 3,038
Old : 19,314: 3,254 1,227 562 11,860 14,487 15,676 16,276: 3,638 3,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 1,944: -689 163 301 2,285 1,532 1,897 1,995: 47 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 6.4 2.9 61.4 75.0 81.2 84.3: 18.8 15.7
Old : 100.0: 16.8 6.4 2.9 61.4 75.0 81.2 84.3: 18.8 15.7
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 : 25: 3 4 2 12 12 17 16:
Old : 25: 3 4 2 12 12 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 51.2 67.9 71.1 46.7 46.6 64.5 63.9
Old : 49.1 51.2 67.9 71.1 46.7 46.6 64.5 63.9
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 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 366,390: 107,460 45,534 6,481 218,184 295,863 332,124 347,877: 34,265 18,512
Old : 366,390: 107,460 45,534 6,481 218,184 295,863 332,124 347,877: 34,265 18,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 5,643: 2,548 -11,554 280 4,890 17,894 7,718 6,620: -2,075 -977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 12.4 1.8 59.5 80.8 90.6 94.9: 9.4 5.1
Old : 100.0: 29.3 12.4 1.8 59.5 80.8 90.6 94.9: 9.4 5.1
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 : 242: 75 34 15 83 78 161 124:
Old : 242: 75 34 15 83 78 161 124:
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 : 20.1 32.2 31.8 52.0 18.8 30.2 29.3 49.5
Old : 20.1 32.2 31.8 52.0 18.8 30.2 29.3 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 129,308: 70,746 5,859 3,270 19,876 104,376 93,892 113,505: 35,415 15,802
Old : 129,308: 70,746 5,859 3,270 19,876 104,376 93,892 113,505: 35,415 15,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -12,621: -14,895 -7,650 136 1,885 -4,645 -12,874 -12,159: 252 -462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 4.5 2.5 15.4 80.7 72.6 87.8: 27.4 12.2
Old : 100.0: 54.7 4.5 2.5 15.4 80.7 72.6 87.8: 27.4 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 33 12 12 20 24 57 44:
Old : 77: 33 12 12 20 24 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 : 30.5 51.8 42.3 71.1 30.5 51.2 42.3 70.2
Old : 30.5 51.8 42.3 71.1 30.5 51.2 42.3 70.2
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, February 15, 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 : 48,292: 8,917 15,311 12 27,163 9,315 36,092 24,638: 12,200 23,654
Old : 48,292: 8,917 15,311 12 27,163 9,315 36,092 24,638: 12,200 23,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 2,897: 569 2,661 0 1,540 -603 2,109 2,058: 788 839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 31.7 0.0 56.2 19.3 74.7 51.0: 25.3 49.0
Old : 100.0: 18.5 31.7 0.0 56.2 19.3 74.7 51.0: 25.3 49.0
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 : 61: 15 13 1 23 12 38 26:
Old : 61: 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 : 33.1 28.2 45.2 38.7 33.1 28.2 45.2 38.7
Old : 33.1 28.2 45.2 38.7 33.1 28.2 45.2 38.7
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 15, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 64,421: 15,755 4,773 1,335 35,178 31,926 52,268 38,034: 12,153 26,387
Old : 64,421: 15,755 4,773 1,335 35,178 31,926 52,268 38,034: 12,153 26,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 2,878: 2,221 -3,187 -114 1,093 6,589 3,200 3,288: -322 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 7.4 2.1 54.6 49.6 81.1 59.0: 18.9 41.0
Old : 100.0: 24.5 7.4 2.1 54.6 49.6 81.1 59.0: 18.9 41.0
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 : 60: 17 7 3 21 21 41 29:
Old : 60: 17 7 3 21 21 41 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 : 33.2 30.3 50.6 43.6 31.4 30.3 48.7 42.1
Old : 33.2 30.3 50.6 43.6 31.4 30.3 48.7 42.1
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 15, 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 : 30,302: 4,622 1,908 310 21,785 25,766 26,717 27,984: 3,585 2,318
Old : 30,302: 4,622 1,908 310 21,785 25,766 26,717 27,984: 3,585 2,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 874: 363 110 0 673 971 1,036 1,081: -162 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 6.3 1.0 71.9 85.0 88.2 92.4: 11.8 7.6
Old : 100.0: 15.3 6.3 1.0 71.9 85.0 88.2 92.4: 11.8 7.6
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 : 48: 7 5 1 20 24 27 30:
Old : 48: 7 5 1 20 24 27 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 : 42.4 43.5 59.8 65.6 34.7 42.6 50.6 59.3
Old : 42.4 43.5 59.8 65.6 34.7 42.6 50.6 59.3
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 15, 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 : 33,720: 8,473 1,659 84 18,601 29,517 27,158 31,260: 6,562 2,460
Old : 33,720: 8,473 1,659 84 18,601 29,517 27,158 31,260: 6,562 2,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -873: -731 -1,306 0 -162 864 -893 -442: 20 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 4.9 0.2 55.2 87.5 80.5 92.7: 19.5 7.3
Old : 100.0: 25.1 4.9 0.2 55.2 87.5 80.5 92.7: 19.5 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 3 1 17 21 31 24:
Old : 47: 13 3 1 17 21 31 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 : 41.7 50.5 60.2 68.8 40.0 50.5 58.3 68.8
Old : 41.7 50.5 60.2 68.8 40.0 50.5 58.3 68.8
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 15, 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 : 15,315: 4,216 3,145 134 7,991 11,077 12,341 14,356: 2,974 959
Old : 15,315: 4,216 3,145 134 7,991 11,077 12,341 14,356: 2,974 959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 138: 110 -69 15 -93 67 32 13: 106 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 20.5 0.9 52.2 72.3 80.6 93.7: 19.4 6.3
Old : 100.0: 27.5 20.5 0.9 52.2 72.3 80.6 93.7: 19.4 6.3
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 : 22: 11 3 1 5 3 16 7:
Old : 22: 11 3 1 5 3 16 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 : 54.6 90.9 67.8 93.7 54.6 90.9 67.5 92.9
Old : 54.6 90.9 67.8 93.7 54.6 90.9 67.5 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2011