Futures and Options Combined Cot Report

Options are Delta Adjusted 08-10-2010

Commitment of Traders Report in Financial Futures

Page 2 ICE Dollar Index Page 11 Dow Jones Consolidated
Page 3 Euro/USD Page 12 S&P Consolidated
Page 4 Japanese Yen/USD Page 13 US Treasury Bonds
Page 5 Australian Dollar/USD
Page 6 Canadian Dollar/USD
Page 7 British Pound/USD
Page 8 Swiss Franc/USD
Page 9 New Zealand Dollar/USD
Page 10 Mexican Peso
Categories Explanation
Dealer/Intermediary
These participants are what are typically described as the “sell side” of the market. Though they may not predominately sell futures, they do design and sell
various financial assets to clients. They tend to have matched books or offset their risk across markets and clients. Futures contracts are part of the pricing and
balancing of risk associated with the products they sell and their activities. These include large banks (U.S. and non-U.S.) and dealers in securities, swaps and
other derivatives.

The rest of the market comprises the “buy-side,” which is divided into three separate categories:

Asset Manager/Institutional.
These are institutional investors, including pension funds,
endowments, insurance companies, mutual funds and those portfolio/investment managers whose clients are predominantly institutional.

Leveraged Funds.
These are typically hedge funds and various types of money managers, including registered commodity trading advisors (CTAs); registered commodity pool
operators (CPOs) or unregistered funds identified by CFTC.3 The strategies may involve taking outright positions or arbitrage within and across mar-
kets. The traders may be engaged in managing and conducting proprietary futures trading and trading on behalf of speculative clients.

Other Reportables
Reportable traders that are not placed into one of the first three categories are placed into the“other reportables” category. The traders in this category mostly
are using markets to hedge business risk, whether that risk is related to foreign exchange, equities or interest rates. This category includes corporate treasuries,
central banks, smaller banks, mortgage originators, credit unions and any other reportable traders not assigned to the other three categories.

Small Speculators
Other non reportable traders.
Although the information in this report has been obtained from sources which Libanman Futures Inc. believes to be reliable, we do not represent or warrant its
accuracy, and such information may be incomplete or condensed. Copyright © Libanman Futures Inc. (2010). All rights reserved. Source:CFTC
http://www.libanman.com 1
Release Date:08-13-2010 at 3:30 EST
 Futures and Options Combined Cot Report
Options are Delta Adjusted 08-10-2010

ICE Dollar Index

35000 6000

30000 4000

25000 2000

20000 0

15000 -2000

10000 -4000

5000 -6000

0 -8000
7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10

Net Dealer Position` Net Asset Manager Position Net Leveraged Money Position
Other Reportable Position Net Small Speculator Position Open_Interest_All

Although the information in this report has been obtained from sources which Libanman Futures Inc. believes to be reliable, we do not represent or warrant its
accuracy, and such information may be incomplete or condensed. Copyright © Libanman Futures Inc. (2010). All rights reserved. Source:CFTC
http://www.libanman.com 2
Release Date:08-13-2010 at 3:30 EST
 Futures and Options Combined Cot Report
Options are Delta Adjusted 08-10-2010

Euro FX
325000 80000

320000
60000
315000

310000 40000

305000
20000

300000

0
295000

290000 -20000

285000

-40000
280000

275000 -60000
7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10

Net Dealer Position` Net Asset Manager Position Net Leveraged Money Position
Other Reportable Position Net Small Speculator Position Open_Interest_All

Although the information in this report has been obtained from sources which Libanman Futures Inc. believes to be reliable, we do not represent or warrant its
accuracy, and such information may be incomplete or condensed. Copyright © Libanman Futures Inc. (2010). All rights reserved. Source:CFTC
http://www.libanman.com 3
Release Date:08-13-2010 at 3:30 EST
 Futures and Options Combined Cot Report
Options are Delta Adjusted 08-10-2010

Japanese Yen
155000 60000

40000

150000
20000

0
145000

-20000

140000
-40000

-60000
135000

-80000

130000 -100000
7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10

Net Dealer Position` Net Asset Manager Position Net Leveraged Money Position
Other Reportable Position Net Small Speculator Position Open_Interest_All

Although the information in this report has been obtained from sources which Libanman Futures Inc. believes to be reliable, we do not represent or warrant its
accuracy, and such information may be incomplete or condensed. Copyright © Libanman Futures Inc. (2010). All rights reserved. Source:CFTC
http://www.libanman.com 4
Release Date:08-13-2010 at 3:30 EST
 Futures and Options Combined Cot Report
Options are Delta Adjusted 08-10-2010

Australian Dollar
140000 80000

60000
120000

40000
100000

20000
80000

60000
-20000

40000
-40000

20000
-60000

0 -80000
7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10

Net Dealer Position` Net Asset Manager Position Net Leveraged Money Position
Other Reportable Position Net Small Speculator Position Open_Interest_All

Although the information in this report has been obtained from sources which Libanman Futures Inc. believes to be reliable, we do not represent or warrant its
accuracy, and such information may be incomplete or condensed. Copyright © Libanman Futures Inc. (2010). All rights reserved. Source:CFTC
http://www.libanman.com 5
Release Date:08-13-2010 at 3:30 EST
 Futures and Options Combined Cot Report
Options are Delta Adjusted 08-10-2010

Canadian Dollar
140000 60000

120000 40000

100000 20000

80000 0

60000 -20000

40000 -40000

20000 -60000

0 -80000
7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10

Net Dealer Position` Net Asset Manager Position Net Leveraged Money Position
Other Reportable Position Net Small Speculator Position Open_Interest_All

Although the information in this report has been obtained from sources which Libanman Futures Inc. believes to be reliable, we do not represent or warrant its
accuracy, and such information may be incomplete or condensed. Copyright © Libanman Futures Inc. (2010). All rights reserved. Source:CFTC
http://www.libanman.com 6
Release Date:08-13-2010 at 3:30 EST
 Futures and Options Combined Cot Report
Options are Delta Adjusted 08-10-2010

British Pound
170000 50000

165000
40000

160000

30000
155000

20000
150000

145000
10000

140000
0

135000

-10000
130000

125000 -20000
7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10

Net Dealer Position` Net Asset Manager Position Net Leveraged Money Position
Other Reportable Position Net Small Speculator Position Open_Interest_All

Although the information in this report has been obtained from sources which Libanman Futures Inc. believes to be reliable, we do not represent or warrant its
accuracy, and such information may be incomplete or condensed. Copyright © Libanman Futures Inc. (2010). All rights reserved. Source:CFTC
http://www.libanman.com 7
Release Date:08-13-2010 at 3:30 EST
 Futures and Options Combined Cot Report
Options are Delta Adjusted 08-10-2010

Swiss Franc
63000 30000

62000
20000
61000

60000 10000

59000
0

58000

-10000
57000

56000 -20000

55000

-30000
54000

53000 -40000
7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10

Net Dealer Position` Net Asset Manager Position Net Leveraged Money Position
Other Reportable Position Net Small Speculator Position Open_Interest_All

Although the information in this report has been obtained from sources which Libanman Futures Inc. believes to be reliable, we do not represent or warrant its
accuracy, and such information may be incomplete or condensed. Copyright © Libanman Futures Inc. (2010). All rights reserved. Source:CFTC
http://www.libanman.com 8
Release Date:08-13-2010 at 3:30 EST
 Futures and Options Combined Cot Report
Options are Delta Adjusted 08-10-2010

New Zeland Dollar

30000 15000

10000
25000

5000
20000

15000

-5000

10000
-10000

5000
-15000

0 -20000
7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10

Net Dealer Position` Net Asset Manager Position Net Leveraged Money Position
Other Reportable Position Net Small Speculator Position Open_Interest_All

Although the information in this report has been obtained from sources which Libanman Futures Inc. believes to be reliable, we do not represent or warrant its
accuracy, and such information may be incomplete or condensed. Copyright © Libanman Futures Inc. (2010). All rights reserved. Source:CFTC
http://www.libanman.com 9
Release Date:08-13-2010 at 3:30 EST
 Futures and Options Combined Cot Report
Options are Delta Adjusted 08-10-2010

Mexican Peso
120000 80000

60000

100000
40000

80000 20000

60000
-20000

40000 -40000

-60000
20000
-80000

0 -100000
7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10

Net Dealer Position` Net Asset Manager Position Net Leveraged Money Position
Other Reportable Position Net Small Speculator Position Open_Interest_All

Although the information in this report has been obtained from sources which Libanman Futures Inc. believes to be reliable, we do not represent or warrant its
accuracy, and such information may be incomplete or condensed. Copyright © Libanman Futures Inc. (2010). All rights reserved. Source:CFTC
http://www.libanman.com 10
Release Date:08-13-2010 at 3:30 EST
 Futures and Options Combined Cot Report
Options are Delta Adjusted 08-10-2010

Dow Jones Consolidated

48000 10000

47000
8000

46000
6000

45000
4000

44000
2000
43000

0
42000

-2000
41000

-4000
40000

39000 -6000
7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10

Net Dealer Position` Net Asset Manager Position Net Leveraged Money Position
Other Reportable Position Net Small Speculator Position Open_Interest_All

Although the information in this report has been obtained from sources which Libanman Futures Inc. believes to be reliable, we do not represent or warrant its
accuracy, and such information may be incomplete or condensed. Copyright © Libanman Futures Inc. (2010). All rights reserved. Source:CFTC
http://www.libanman.com 11
Release Date:08-13-2010 at 3:30 EST
 Futures and Options Combined Cot Report
Options are Delta Adjusted 08-10-2010

S & P Consolidated
995000 300000

250000

990000
200000

150000
985000

100000

980000 50000

975000
-50000

-100000
970000

-150000

965000 -200000
7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10

Net Dealer Position` Net Asset Manager Position Net Leveraged Money Position
Other Reportable Position Net Small Speculator Position Open_Interest_All

Although the information in this report has been obtained from sources which Libanman Futures Inc. believes to be reliable, we do not represent or warrant its
accuracy, and such information may be incomplete or condensed. Copyright © Libanman Futures Inc. (2010). All rights reserved. Source:CFTC
http://www.libanman.com 12
Release Date:08-13-2010 at 3:30 EST
 Futures and Options Combined Cot Report
Options are Delta Adjusted 08-10-2010

T-Bonds
840000 250000

200000
820000

150000

800000
100000

780000
50000

0
760000

-50000
740000

-100000

720000
-150000

700000 -200000
7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10 7/20 7/27 8/3 8/10

Net Dealer Position` Net Asset Manager Position Net Leveraged Money Position
Other Reportable Position Net Small Speculator Position Open_Interest_All

Although the information in this report has been obtained from sources which Libanman Futures Inc. believes to be reliable, we do not represent or warrant its
accuracy, and such information may be incomplete or condensed. Copyright © Libanman Futures Inc. (2010). All rights reserved. Source:CFTC
http://www.libanman.com 13
Release Date:08-13-2010 at 3:30 EST