BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,208: 60 0 0 3,247 4,022 3,307 4,022: 901 186
Old : 4,208: 60 0 0 3,247 4,022 3,307 4,022: 901 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 23: 0 0 0 22 6 22 6: 1 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 77.2 95.6 78.6 95.6: 21.4 4.4
Old : 100.0: 1.4 0.0 0.0 77.2 95.6 78.6 95.6: 21.4 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 15 8 16 8:
Old : 22: 1 0 0 15 8 16 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 : 48.8 90.1 64.9 95.6 48.3 89.4 63.9 93.9
Old : 48.8 90.1 64.9 95.6 48.3 89.4 63.9 93.9
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,945: 339 8,806 420 24,702 14,126 25,461 23,352: 3,484 5,593
Old : 28,945: 339 8,806 420 24,702 14,126 25,461 23,352: 3,484 5,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 702: -77 421 208 491 -36 622 593: 80 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 30.4 1.5 85.3 48.8 88.0 80.7: 12.0 19.3
Old : 100.0: 1.2 30.4 1.5 85.3 48.8 88.0 80.7: 12.0 19.3
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 : 65: 2 22 7 30 23 38 46:
Old : 65: 2 22 7 30 23 38 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 : 51.1 36.9 63.8 51.9 51.1 34.6 63.8 49.5
Old : 51.1 36.9 63.8 51.9 51.1 34.6 63.8 49.5
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 190,566: 45,631 30,251 31,882 91,507 98,650 169,020 160,783: 21,546 29,783
Old : 144,962: 37,506 33,681 19,753 73,136 70,395 130,395 123,829: 14,567 21,133
Other: 45,604: 17,044 5,489 3,210 18,371 28,255 38,625 36,954: 6,979 8,650
: : :
: : Changes in Commitments from: June 15, 2010 :
: 8,415: 1,341 470 3,903 2,513 1,759 7,757 6,132: 658 2,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 15.9 16.7 48.0 51.8 88.7 84.4: 11.3 15.6
Old : 100.0: 25.9 23.2 13.6 50.5 48.6 90.0 85.4: 10.0 14.6
Other: 100.0: 37.4 12.0 7.0 40.3 62.0 84.7 81.0: 15.3 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 85 61 84 50 62 182 171:
Old : 226: 81 69 66 38 55 154 159:
Other: 125: 34 27 21 36 46 85 83:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 26.5 36.1 35.8 21.6 25.5 34.7 32.9
Old : 25.2 28.5 40.1 38.0 23.5 28.0 38.3 36.6
Other: 31.9 26.9 46.6 38.4 31.8 26.9 46.1 35.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 323,193: 115,564 57,944 47,779 130,154 155,538 293,497 261,261: 29,696 61,932
Old : 323,193: 115,564 57,944 47,779 130,154 155,538 293,497 261,261: 29,696 61,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -1,961: 2,074 4,511 -5,032 -2,616 -2,965 -5,574 -3,486: 3,613 1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 17.9 14.8 40.3 48.1 90.8 80.8: 9.2 19.2
Old : 100.0: 35.8 17.9 14.8 40.3 48.1 90.8 80.8: 9.2 19.2
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 : 369: 105 74 97 73 162 230 292:
Old : 369: 105 74 97 73 162 230 292:
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 13.6 32.0 21.1 19.3 12.6 30.9 19.3
Old : 19.6 13.6 32.0 21.1 19.3 12.6 30.9 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,442: 3,510 3,343 1,178 2,721 3,223 7,409 7,744: 2,033 1,698
Old : 9,442: 3,510 3,343 1,178 2,721 3,223 7,409 7,744: 2,033 1,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 81: 52 589 -153 6 -235 -95 201: 176 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 35.4 12.5 28.8 34.1 78.5 82.0: 21.5 18.0
Old : 100.0: 37.2 35.4 12.5 28.8 34.1 78.5 82.0: 21.5 18.0
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 : 72: 20 27 13 16 20 44 54:
Old : 72: 20 27 13 16 20 44 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 25.5 52.7 39.7 37.0 25.5 48.7 38.3
Old : 37.1 25.5 52.7 39.7 37.0 25.5 48.7 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,085: 13,879 6,942 2,850 11,322 7,852 28,051 17,644: 7,034 17,441
Old : 35,085: 13,879 6,942 2,850 11,322 7,852 28,051 17,644: 7,034 17,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 1,600: -276 352 455 813 738 992 1,545: 608 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 19.8 8.1 32.3 22.4 80.0 50.3: 20.0 49.7
Old : 100.0: 39.6 19.8 8.1 32.3 22.4 80.0 50.3: 20.0 49.7
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 : 135: 34 26 18 36 48 81 83:
Old : 135: 34 26 18 36 48 81 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 : 22.2 16.1 36.1 23.3 22.2 12.6 34.8 18.4
Old : 22.2 16.1 36.1 23.3 22.2 12.6 34.8 18.4
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,135: 4,071 1,414 602 17,809 24,951 22,482 26,967: 4,653 168
Old : 27,135: 4,071 1,414 602 17,809 24,951 22,482 26,967: 4,653 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -4,147: 372 432 -119 -3,423 -1,616 -3,170 -1,303: -977 -2,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 5.2 2.2 65.6 92.0 82.9 99.4: 17.1 0.6
Old : 100.0: 15.0 5.2 2.2 65.6 92.0 82.9 99.4: 17.1 0.6
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 : 23: 5 3 1 13 9 19 12:
Old : 23: 5 3 1 13 9 19 12:
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 : 53.2 75.5 70.4 93.9 31.3 60.8 40.5 62.7
Old : 53.2 75.5 70.4 93.9 31.3 60.8 40.5 62.7
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 86,397: 38,499 12,146 15 13,163 60,779 51,677 72,940: 34,720 13,457
Old : 86,397: 38,499 12,146 15 13,163 60,779 51,677 72,940: 34,720 13,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -41,522: 1,039 2,040 -7,543 -34,461 -34,514 -40,965 -40,017: -557 -1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 14.1 0.0 15.2 70.3 59.8 84.4: 40.2 15.6
Old : 100.0: 44.6 14.1 0.0 15.2 70.3 59.8 84.4: 40.2 15.6
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 : 62: 25 11 2 13 20 39 32:
Old : 62: 25 11 2 13 20 39 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 56.4 41.1 71.6 33.1 56.3 40.9 71.2
Old : 33.1 56.4 41.1 71.6 33.1 56.3 40.9 71.2
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 43,561: 9,620 19,885 2 27,203 9,470 36,825 29,357: 6,736 14,204
Old : 43,561: 9,620 19,885 2 27,203 9,470 36,825 29,357: 6,736 14,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -531: 768 -5,443 1 -589 5,138 180 -304: -711 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 45.6 0.0 62.4 21.7 84.5 67.4: 15.5 32.6
Old : 100.0: 22.1 45.6 0.0 62.4 21.7 84.5 67.4: 15.5 32.6
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 : 40: 11 12 1 9 11 21 23:
Old : 40: 11 12 1 9 11 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 31.4 71.5 47.5 57.8 31.4 70.9 47.5
Old : 57.8 31.4 71.5 47.5 57.8 31.4 70.9 47.5
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 60,656: 40,797 5,158 31 14,216 54,414 55,044 59,603: 5,612 1,053
Old : 60,656: 40,797 5,158 31 14,216 54,414 55,044 59,603: 5,612 1,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 7,980: 7,383 41 3 65 8,169 7,451 8,213: 529 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 8.5 0.1 23.4 89.7 90.7 98.3: 9.3 1.7
Old : 100.0: 67.3 8.5 0.1 23.4 89.7 90.7 98.3: 9.3 1.7
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 : 74: 31 14 1 12 20 43 35:
Old : 74: 31 14 1 12 20 43 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 : 53.0 63.1 67.4 81.3 53.0 62.5 67.4 80.7
Old : 53.0 63.1 67.4 81.3 53.0 62.5 67.4 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 125,471: 15,921 62,267 497 93,645 31,529 110,063 94,293: 15,408 31,178
Old : 125,471: 15,921 62,267 497 93,645 31,529 110,063 94,293: 15,408 31,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 6,170: 2,840 1,052 6 2,079 6,477 4,925 7,535: 1,245 -1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 49.6 0.4 74.6 25.1 87.7 75.2: 12.3 24.8
Old : 100.0: 12.7 49.6 0.4 74.6 25.1 87.7 75.2: 12.3 24.8
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 : 92: 17 41 3 14 24 34 65:
Old : 92: 17 41 3 14 24 34 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 : 59.9 25.6 73.0 36.3 59.9 25.3 72.4 36.0
Old : 59.9 25.6 73.0 36.3 59.9 25.3 72.4 36.0
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 91,415: 29,257 25,627 483 43,517 39,436 73,257 65,546: 18,158 25,869
Old : 91,415: 29,257 25,627 483 43,517 39,436 73,257 65,546: 18,158 25,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 9,198: 5,953 -1,357 483 50 12,554 6,486 11,680: 2,712 -2,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 28.0 0.5 47.6 43.1 80.1 71.7: 19.9 28.3
Old : 100.0: 32.0 28.0 0.5 47.6 43.1 80.1 71.7: 19.9 28.3
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 : 88: 21 27 1 19 26 41 53:
Old : 88: 21 27 1 19 26 41 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 35.9 51.3 44.7 38.5 34.9 50.5 43.7
Old : 38.5 35.9 51.3 44.7 38.5 34.9 50.5 43.7
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 224,050: 41,013 111,987 764 139,417 58,197 181,194 170,948: 42,856 53,102
Old : 224,050: 41,013 111,987 764 139,417 58,197 181,194 170,948: 42,856 53,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -3,582: -8,513 101 -1,091 5,812 -417 -3,792 -1,407: 210 -2,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 50.0 0.3 62.2 26.0 80.9 76.3: 19.1 23.7
Old : 100.0: 18.3 50.0 0.3 62.2 26.0 80.9 76.3: 19.1 23.7
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 : 163: 40 57 11 37 38 82 101:
Old : 163: 40 57 11 37 38 82 101:
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 : 41.0 29.0 49.4 38.1 41.0 28.6 48.1 37.6
Old : 41.0 29.0 49.4 38.1 41.0 28.6 48.1 37.6
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,476: 6,721 5,899 0 1,194 3,272 7,915 9,171: 2,561 1,305
Old : 10,476: 6,721 5,899 0 1,194 3,272 7,915 9,171: 2,561 1,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 1,387: 2,392 -559 0 -1,661 2,011 731 1,452: 656 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 56.3 0.0 11.4 31.2 75.6 87.5: 24.4 12.5
Old : 100.0: 64.2 56.3 0.0 11.4 31.2 75.6 87.5: 24.4 12.5
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 : 27: 8 8 0 4 8 12 16:
Old : 27: 8 8 0 4 8 12 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 : 55.1 62.7 69.4 76.3 55.1 62.7 69.4 76.3
Old : 55.1 62.7 69.4 76.3 55.1 62.7 69.4 76.3
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,068,312: 967,983 416,931 724,526 4,594,096 5,015,500 6,286,605 6,156,957: 781,707 911,355
Old : 7,068,312: 967,983 416,931 724,526 4,594,096 5,015,500 6,286,605 6,156,957: 781,707 911,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 145,596: 85,478 111,655 -14,883 50,421 23,844 121,016 120,616: 24,580 24,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 5.9 10.3 65.0 71.0 88.9 87.1: 11.1 12.9
Old : 100.0: 13.7 5.9 10.3 65.0 71.0 88.9 87.1: 11.1 12.9
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 : 250: 51 50 77 123 131 223 218:
Old : 250: 51 50 77 123 131 223 218:
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 : 33.7 31.1 47.5 40.3 33.2 26.2 43.4 32.8
Old : 33.7 31.1 47.5 40.3 33.2 26.2 43.4 32.8
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 822,092: 67,766 72,899 11,381 594,634 615,490 673,782 699,770: 148,310 122,322
Old : 822,092: 67,766 72,899 11,381 594,634 615,490 673,782 699,770: 148,310 122,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -310,217: 153 -10,249 -34,086 -224,870 -210,403 -258,803 -254,738: -51,415 -55,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 8.9 1.4 72.3 74.9 82.0 85.1: 18.0 14.9
Old : 100.0: 8.2 8.9 1.4 72.3 74.9 82.0 85.1: 18.0 14.9
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 : 509: 85 112 39 199 209 312 333:
Old : 509: 85 112 39 199 209 312 333:
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 : 18.4 12.9 27.7 22.3 16.2 12.1 23.9 20.4
Old : 18.4 12.9 27.7 22.3 16.2 12.1 23.9 20.4
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 300,643: 23,095 25,856 1,036 209,845 193,334 233,976 220,226: 66,667 80,417
Old : 300,643: 23,095 25,856 1,036 209,845 193,334 233,976 220,226: 66,667 80,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -146,379: -705 -9,982 -9,438 -96,454 -110,340 -106,597 -129,760: -39,782 -16,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.6 0.3 69.8 64.3 77.8 73.3: 22.2 26.7
Old : 100.0: 7.7 8.6 0.3 69.8 64.3 77.8 73.3: 22.2 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 : 127: 14 19 7 58 58 76 80:
Old : 127: 14 19 7 58 58 76 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 24.0 36.1 36.6 23.3 23.5 34.7 35.4
Old : 24.7 24.0 36.1 36.6 23.3 23.5 34.7 35.4
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,607,245: 254,185 266,045 20,896 1,923,947 2,110,781 2,199,028 2,397,722: 408,217 209,523
Old : 2,607,245: 254,185 266,045 20,896 1,923,947 2,110,781 2,199,028 2,397,722: 408,217 209,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -819,191: -61,030 -66,656 -57,918 -642,080 -500,317 -761,028 -624,891: -58,163 -194,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 10.2 0.8 73.8 81.0 84.3 92.0: 15.7 8.0
Old : 100.0: 9.7 10.2 0.8 73.8 81.0 84.3 92.0: 15.7 8.0
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 : 460: 81 101 32 167 190 269 302:
Old : 460: 81 101 32 167 190 269 302:
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 : 21.8 12.5 32.8 21.6 18.4 10.3 28.3 18.7
Old : 21.8 12.5 32.8 21.6 18.4 10.3 28.3 18.7
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 90,149: 10,145 7,817 967 68,115 78,067 79,227 86,851: 10,922 3,298
Old : 90,149: 10,145 7,817 967 68,115 78,067 79,227 86,851: 10,922 3,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -16,665: -2,468 -288 574 -14,077 -14,174 -15,971 -13,888: -694 -2,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 8.7 1.1 75.6 86.6 87.9 96.3: 12.1 3.7
Old : 100.0: 11.3 8.7 1.1 75.6 86.6 87.9 96.3: 12.1 3.7
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 : 82: 9 2 1 44 38 53 41:
Old : 82: 9 2 1 44 38 53 41:
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 : 33.8 46.0 51.3 62.8 32.7 45.9 47.3 61.2
Old : 33.8 46.0 51.3 62.8 32.7 45.9 47.3 61.2
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 57,845: 13,228 10,903 396 40,019 43,034 53,643 54,333: 4,202 3,512
Old : 57,845: 13,228 10,903 396 40,019 43,034 53,643 54,333: 4,202 3,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -63,982: 2,217 -2,362 -6,277 -43,664 -42,534 -47,725 -51,174: -16,257 -12,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 18.8 0.7 69.2 74.4 92.7 93.9: 7.3 6.1
Old : 100.0: 22.9 18.8 0.7 69.2 74.4 92.7 93.9: 7.3 6.1
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 : 209: 63 32 9 56 74 121 113:
Old : 209: 63 32 9 56 74 121 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 30.3 43.4 42.7 28.9 30.3 41.0 42.7
Old : 29.6 30.3 43.4 42.7 28.9 30.3 41.0 42.7
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 289,227: 66,142 54,515 1,981 200,094 215,170 268,217 271,666: 21,010 17,561
Old : 289,227: 66,142 54,515 1,981 200,094 215,170 268,217 271,666: 21,010 17,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -169,268: 2,184 -28,956 -1,428 -110,214 -136,901 -109,458 -167,285: -59,810 -1,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 18.8 0.7 69.2 74.4 92.7 93.9: 7.3 6.1
Old : 100.0: 22.9 18.8 0.7 69.2 74.4 92.7 93.9: 7.3 6.1
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 : 209: 63 32 9 56 74 121 113:
Old : 209: 63 32 9 56 74 121 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 30.3 43.4 42.7 28.9 30.3 41.0 42.7
Old : 29.6 30.3 43.4 42.7 28.9 30.3 41.0 42.7
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 60,340: 29,809 18,003 81 11,625 27,219 41,515 45,303: 18,825 15,037
Old : 60,340: 29,809 18,003 81 11,625 27,219 41,515 45,303: 18,825 15,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 2,687: 2,080 2,680 -1,495 647 3,204 1,232 4,389: 1,455 -1,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 29.8 0.1 19.3 45.1 68.8 75.1: 31.2 24.9
Old : 100.0: 49.4 29.8 0.1 19.3 45.1 68.8 75.1: 31.2 24.9
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 : 54: 16 15 3 12 17 30 33:
Old : 54: 16 15 3 12 17 30 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 : 24.2 34.4 38.8 49.7 24.2 33.1 38.1 47.7
Old : 24.2 34.4 38.8 49.7 24.2 33.1 38.1 47.7
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,840: 10,214 4,887 8 10,829 8,896 21,051 13,791: 9,789 17,049
Old : 30,840: 10,214 4,887 8 10,829 8,896 21,051 13,791: 9,789 17,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 268: -265 305 8 -785 1,182 -1,042 1,495: 1,310 -1,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 15.8 0.0 35.1 28.8 68.3 44.7: 31.7 55.3
Old : 100.0: 33.1 15.8 0.0 35.1 28.8 68.3 44.7: 31.7 55.3
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 : 39: 13 9 1 11 7 24 17:
Old : 39: 13 9 1 11 7 24 17:
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 : 35.0 27.8 47.9 35.5 35.0 27.8 47.9 35.5
Old : 35.0 27.8 47.9 35.5 35.0 27.8 47.9 35.5
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,044: 6,311 4,048 159 23,554 21,091 30,024 25,298: 8,020 12,746
Old : 38,044: 6,311 4,048 159 23,554 21,091 30,024 25,298: 8,020 12,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 4,711: 888 182 62 2,389 2,590 3,339 2,834: 1,372 1,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 10.6 0.4 61.9 55.4 78.9 66.5: 21.1 33.5
Old : 100.0: 16.6 10.6 0.4 61.9 55.4 78.9 66.5: 21.1 33.5
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 : 45: 7 8 2 15 19 24 27:
Old : 45: 7 8 2 15 19 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 27.5 58.9 39.1 39.7 27.0 53.6 37.6
Old : 42.6 27.5 58.9 39.1 39.7 27.0 53.6 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,428: 6,319 0 300 23,929 31,925 30,548 32,225: 3,880 2,203
Old : 34,428: 6,319 0 300 23,929 31,925 30,548 32,225: 3,880 2,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -5,115: -881 -269 0 -2,530 -3,056 -3,411 -3,325: -1,704 -1,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 0.0 0.9 69.5 92.7 88.7 93.6: 11.3 6.4
Old : 100.0: 18.4 0.0 0.9 69.5 92.7 88.7 93.6: 11.3 6.4
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 : 38: 7 0 1 17 21 24 22:
Old : 38: 7 0 1 17 21 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 55.5 70.8 73.2 57.6 54.1 68.5 70.8
Old : 59.3 55.5 70.8 73.2 57.6 54.1 68.5 70.8
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,016: 5,800 235 0 12,869 23,031 18,669 23,266: 6,347 1,750
Old : 25,016: 5,800 235 0 12,869 23,031 18,669 23,266: 6,347 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -3,955: 513 0 -89 -1,245 -591 -821 -680: -3,134 -3,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 0.9 0.0 51.4 92.1 74.6 93.0: 25.4 7.0
Old : 100.0: 23.2 0.9 0.0 51.4 92.1 74.6 93.0: 25.4 7.0
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 : 34: 10 1 0 13 14 23 15:
Old : 34: 10 1 0 13 14 23 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 : 42.7 67.6 57.3 84.8 41.4 67.6 56.0 84.2
Old : 42.7 67.6 57.3 84.8 41.4 67.6 56.0 84.2
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 - Futures Only, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 16,422: 2,966 5,307 0 10,029 10,325 12,995 15,632: 3,427 790
Old : 16,422: 2,966 5,307 0 10,029 10,325 12,995 15,632: 3,427 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -3,343: -836 -2,134 -737 -1,346 46 -2,919 -2,825: -424 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 32.3 0.0 61.1 62.9 79.1 95.2: 20.9 4.8
Old : 100.0: 18.1 32.3 0.0 61.1 62.9 79.1 95.2: 20.9 4.8
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 : 21: 8 6 0 6 2 14 8:
Old : 21: 8 6 0 6 2 14 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 : 61.1 90.3 71.4 95.2 61.1 90.3 71.4 95.1
Old : 61.1 90.3 71.4 95.2 61.1 90.3 71.4 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 25, 2010