BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 4,367: 60 112 0 3,327 4,004 3,387 4,116: 980 250
Old : 4,367: 60 112 0 3,327 4,004 3,387 4,116: 980 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.6 0.0 76.2 91.7 77.6 94.3: 22.4 5.7
Old : 100.0: 1.4 2.6 0.0 76.2 91.7 77.6 94.3: 22.4 5.7
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: 1 2 0 13 6 14 8:
Old : 20: 1 2 0 13 6 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 : 51.7 89.7 67.1 94.3 51.7 88.4 66.7 92.5
Old : 51.7 89.7 67.1 94.3 51.7 88.4 66.7 92.5
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, May 25, 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 : 45,410: 1,492 5,302 9,022 30,404 21,199 40,918 35,523: 4,492 9,888
Old : 45,410: 1,492 5,302 9,022 30,404 21,199 40,918 35,523: 4,492 9,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 2,854: 219 68 734 1,834 1,160 2,787 1,962: 68 892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 11.7 19.9 67.0 46.7 90.1 78.2: 9.9 21.8
Old : 100.0: 3.3 11.7 19.9 67.0 46.7 90.1 78.2: 9.9 21.8
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 : 74: 13 11 17 43 34 61 57:
Old : 74: 13 11 17 43 34 61 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 : 41.3 31.8 52.4 46.0 41.3 30.6 48.7 43.5
Old : 41.3 31.8 52.4 46.0 41.3 30.6 48.7 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 237,829: 54,950 12,421 60,975 95,230 122,938 211,155 196,334: 26,674 41,495
Old : 195,059: 44,474 16,819 46,013 85,211 100,118 175,697 162,950: 19,362 32,110
Other: 42,769: 17,379 2,505 8,059 10,020 22,820 35,458 33,384: 7,312 9,385
: : :
: : Changes in Commitments from: May 18, 2010 :
: -9,442: -7,988 -2,724 -1,091 572 -4,067 -8,507 -7,882: -935 -1,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 5.2 25.6 40.0 51.7 88.8 82.6: 11.2 17.4
Old : 100.0: 22.8 8.6 23.6 43.7 51.3 90.1 83.5: 9.9 16.5
Other: 100.0: 40.6 5.9 18.8 23.4 53.4 82.9 78.1: 17.1 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 108 43 108 56 64 213 183:
Old : 241: 98 60 104 49 63 202 181:
Other: 117: 45 16 36 30 42 93 81:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 28.9 30.5 36.5 17.9 27.4 28.3 33.4
Old : 20.9 29.7 33.8 37.8 20.3 28.6 32.4 35.1
Other: 26.2 32.9 38.7 41.7 26.2 28.7 37.3 36.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 438,263: 133,791 21,333 128,096 146,079 213,116 407,966 362,546: 30,297 75,718
Old : 438,263: 133,791 21,333 128,096 146,079 213,116 407,966 362,546: 30,297 75,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -10,102: -8,296 1,961 -5,335 6,221 -999 -7,409 -4,373: -2,693 -5,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 4.9 29.2 33.3 48.6 93.1 82.7: 6.9 17.3
Old : 100.0: 30.5 4.9 29.2 33.3 48.6 93.1 82.7: 6.9 17.3
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 : 416: 160 47 118 104 183 304 319:
Old : 416: 160 47 118 104 183 304 319:
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 : 15.4 16.2 25.3 24.9 14.0 12.8 22.5 19.7
Old : 15.4 16.2 25.3 24.9 14.0 12.8 22.5 19.7
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, May 25, 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 : 8,006: 3,158 1,433 1,193 2,189 3,864 6,540 6,490: 1,466 1,516
Old : 8,006: 3,158 1,433 1,193 2,189 3,864 6,540 6,490: 1,466 1,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 168: 19 355 241 41 -338 301 258: -134 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 17.9 14.9 27.3 48.3 81.7 81.1: 18.3 18.9
Old : 100.0: 39.4 17.9 14.9 27.3 48.3 81.7 81.1: 18.3 18.9
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 : 59: 18 17 13 14 14 38 42:
Old : 59: 18 17 13 14 14 38 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 30.2 55.3 45.8 40.7 29.9 52.5 45.3
Old : 40.7 30.2 55.3 45.8 40.7 29.9 52.5 45.3
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 with Delta-adjusted Options and Futures Combined, May 25, 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 : 40,199: 15,633 3,244 6,705 10,301 9,295 32,639 19,244: 7,560 20,955
Old : 40,199: 15,633 3,244 6,705 10,301 9,295 32,639 19,244: 7,560 20,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -3,329: -4,129 -613 677 -539 -1,647 -3,990 -1,583: 661 -1,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 8.1 16.7 25.6 23.1 81.2 47.9: 18.8 52.1
Old : 100.0: 38.9 8.1 16.7 25.6 23.1 81.2 47.9: 18.8 52.1
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 : 161: 39 30 26 51 65 105 107:
Old : 161: 39 30 26 51 65 105 107:
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 : 16.6 9.7 29.1 16.7 16.2 7.2 28.2 11.2
Old : 16.6 9.7 29.1 16.7 16.2 7.2 28.2 11.2
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, May 25, 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 : 28,760: 3,151 785 717 19,365 26,730 23,233 28,232: 5,527 528
Old : 28,760: 3,151 785 717 19,365 26,730 23,233 28,232: 5,527 528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 797: -413 580 481 796 -529 864 532: -67 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 2.7 2.5 67.3 92.9 80.8 98.2: 19.2 1.8
Old : 100.0: 11.0 2.7 2.5 67.3 92.9 80.8 98.2: 19.2 1.8
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 : 26: 6 4 3 13 12 21 17:
Old : 26: 6 4 3 13 12 21 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 : 53.2 76.4 67.6 90.2 41.3 66.4 49.7 69.5
Old : 53.2 76.4 67.6 90.2 41.3 66.4 49.7 69.5
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, May 25, 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 : 144,682: 40,762 13,025 10,410 49,434 102,169 100,607 125,604: 44,075 19,078
Old : 144,682: 40,762 13,025 10,410 49,434 102,169 100,607 125,604: 44,075 19,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 3,721: -13,475 5,872 4,760 10,660 -7,944 1,945 2,687: 1,776 1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 9.0 7.2 34.2 70.6 69.5 86.8: 30.5 13.2
Old : 100.0: 28.2 9.0 7.2 34.2 70.6 69.5 86.8: 30.5 13.2
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 : 75: 24 17 17 26 21 58 48:
Old : 75: 24 17 17 26 21 58 48:
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 37.9 39.2 59.4 28.4 35.6 37.9 54.6
Old : 28.4 37.9 39.2 59.4 28.4 35.6 37.9 54.6
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, May 25, 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 : 53,735: 11,125 24,075 4,243 28,439 6,605 43,807 34,923: 9,928 18,811
Old : 53,735: 11,125 24,075 4,243 28,439 6,605 43,807 34,923: 9,928 18,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 897: 660 -1,074 977 -669 1,141 969 1,045: -72 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 44.8 7.9 52.9 12.3 81.5 65.0: 18.5 35.0
Old : 100.0: 20.7 44.8 7.9 52.9 12.3 81.5 65.0: 18.5 35.0
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 : 46: 10 18 9 12 10 27 33:
Old : 46: 10 18 9 12 10 27 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 : 41.5 25.6 59.6 37.4 37.9 25.6 54.9 36.3
Old : 41.5 25.6 59.6 37.4 37.9 25.6 54.9 36.3
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, May 25, 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 : 85,238: 34,203 5,346 141 46,173 77,086 80,517 82,573: 4,721 2,665
Old : 85,238: 34,203 5,346 141 46,173 77,086 80,517 82,573: 4,721 2,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -540: -7,834 -989 121 7,235 -798 -478 -1,666: -62 1,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 6.3 0.2 54.2 90.4 94.5 96.9: 5.5 3.1
Old : 100.0: 40.1 6.3 0.2 54.2 90.4 94.5 96.9: 5.5 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 : 72: 24 15 1 20 18 45 34:
Old : 72: 24 15 1 20 18 45 34:
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 : 51.8 72.4 70.3 86.0 51.8 70.2 70.2 81.8
Old : 51.8 72.4 70.3 86.0 51.8 70.2 70.2 81.8
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, May 25, 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 : 182,707: 11,035 84,434 21,999 133,274 38,540 166,307 144,973: 16,400 37,734
Old : 182,707: 11,035 84,434 21,999 133,274 38,540 166,307 144,973: 16,400 37,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 874: 327 -1,783 1,694 2,191 460 4,212 370: -3,338 504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 46.2 12.0 72.9 21.1 91.0 79.3: 9.0 20.7
Old : 100.0: 6.0 46.2 12.0 72.9 21.1 91.0 79.3: 9.0 20.7
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 : 102: 17 49 25 22 27 55 85:
Old : 102: 17 49 25 22 27 55 85:
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 : 45.4 26.2 57.5 36.7 44.0 25.9 55.3 34.1
Old : 45.4 26.2 57.5 36.7 44.0 25.9 55.3 34.1
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, May 25, 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 : 161,889: 32,069 40,449 13,534 93,502 72,873 139,105 126,856: 22,785 35,034
Old : 161,889: 32,069 40,449 13,534 93,502 72,873 139,105 126,856: 22,785 35,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 3,940: 10,571 -14,596 3,659 -16,040 14,681 -1,811 3,744: 5,752 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 25.0 8.4 57.8 45.0 85.9 78.4: 14.1 21.6
Old : 100.0: 19.8 25.0 8.4 57.8 45.0 85.9 78.4: 14.1 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 25 42 20 27 28 64 78:
Old : 108: 25 42 20 27 28 64 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 30.4 50.6 43.1 37.4 22.7 47.1 34.8
Old : 40.0 30.4 50.6 43.1 37.4 22.7 47.1 34.8
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, May 25, 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 : 409,675: 47,525 139,608 92,824 212,710 109,528 353,059 341,959: 56,616 67,716
Old : 409,675: 47,525 139,608 92,824 212,710 109,528 353,059 341,959: 56,616 67,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -21,586: -14,069 -12,670 894 -4,034 -5,069 -17,210 -16,845: -4,376 -4,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 34.1 22.7 51.9 26.7 86.2 83.5: 13.8 16.5
Old : 100.0: 11.6 34.1 22.7 51.9 26.7 86.2 83.5: 13.8 16.5
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 : 190: 46 76 58 46 48 128 147:
Old : 190: 46 76 58 46 48 128 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 21.4 40.7 32.6 26.9 20.7 35.1 27.4
Old : 29.7 21.4 40.7 32.6 26.9 20.7 35.1 27.4
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, May 25, 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 : 17,760: 11,342 3,680 0 5,345 12,089 16,687 15,769: 1,073 1,991
Old : 17,760: 11,342 3,680 0 5,345 12,089 16,687 15,769: 1,073 1,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -3,597: -5,398 -507 0 3,174 -3,192 -2,224 -3,699: -1,373 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 20.7 0.0 30.1 68.1 94.0 88.8: 6.0 11.2
Old : 100.0: 63.9 20.7 0.0 30.1 68.1 94.0 88.8: 6.0 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 9 9 0 8 10 17 19:
Old : 33: 9 9 0 8 10 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 52.3 80.8 75.1 63.8 52.2 80.8 73.4
Old : 63.8 52.3 80.8 75.1 63.8 52.2 80.8 73.4
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, May 25, 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 :13,756,176: 823,658 381,861 4,860,749 7,210,080 7,463,494 12,894,486 12,706,103: 861,689 1,050,072
Old :13,756,176: 823,658 381,861 4,860,749 7,210,080 7,463,494 12,894,486 12,706,103: 861,689 1,050,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 196,544: -334,933 -15,355 107,505 458,375 135,781 230,948 227,932: -34,403 -31,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 2.8 35.3 52.4 54.3 93.7 92.4: 6.3 7.6
Old : 100.0: 6.0 2.8 35.3 52.4 54.3 93.7 92.4: 6.3 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 : 300: 61 70 119 148 157 279 284:
Old : 300: 61 70 119 148 157 279 284:
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 : 24.0 23.1 35.3 35.9 20.2 15.9 24.8 19.8
Old : 24.0 23.1 35.3 35.9 20.2 15.9 24.8 19.8
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, May 25, 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 : 443,541: 24,316 39,401 36,962 292,160 285,693 353,438 362,057: 90,103 81,484
Old : 443,541: 24,316 39,401 36,962 292,160 285,693 353,438 362,057: 90,103 81,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -4,679: -675 188 -8,595 4,556 -3,066 -4,714 -11,473: 35 6,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 8.9 8.3 65.9 64.4 79.7 81.6: 20.3 18.4
Old : 100.0: 5.5 8.9 8.3 65.9 64.4 79.7 81.6: 20.3 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 21 27 31 82 67 121 107:
Old : 146: 21 27 31 82 67 121 107:
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 : 16.8 15.9 25.2 27.1 15.6 15.2 22.1 25.2
Old : 16.8 15.9 25.2 27.1 15.6 15.2 22.1 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 3,002,242: 348,369 337,913 140,103 2,154,678 2,288,877 2,643,150 2,766,893: 359,092 235,349
Old : 3,002,242: 348,369 337,913 140,103 2,154,678 2,288,877 2,643,150 2,766,893: 359,092 235,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 43,799: 29,219 20,001 -14,546 64,001 62,636 78,674 68,091: -34,875 -24,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 11.3 4.7 71.8 76.2 88.0 92.2: 12.0 7.8
Old : 100.0: 11.6 11.3 4.7 71.8 76.2 88.0 92.2: 12.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 500: 103 107 86 196 196 340 349:
Old : 500: 103 107 86 196 196 340 349:
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 : 17.2 12.6 27.0 19.7 14.0 8.4 22.1 15.0
Old : 17.2 12.6 27.0 19.7 14.0 8.4 22.1 15.0
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, May 25, 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 : 96,469: 14,589 8,098 78 73,930 84,852 88,597 93,028: 7,872 3,440
Old : 96,469: 14,589 8,098 78 73,930 84,852 88,597 93,028: 7,872 3,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -4,681: 491 -605 -1,189 -2,262 -790 -2,960 -2,584: -1,721 -2,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 8.4 0.1 76.6 88.0 91.8 96.4: 8.2 3.6
Old : 100.0: 15.1 8.4 0.1 76.6 88.0 91.8 96.4: 8.2 3.6
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 : 85: 12 2 1 48 38 60 41:
Old : 85: 12 2 1 48 38 60 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 : 32.0 48.8 50.5 65.8 26.2 40.6 40.9 56.3
Old : 32.0 48.8 50.5 65.8 26.2 40.6 40.9 56.3
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, May 25, 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 : 21,674: 4,219 1,292 0 13,989 8,483 18,208 9,775: 3,466 11,899
Old : 21,674: 4,219 1,292 0 13,989 8,483 18,208 9,775: 3,466 11,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -2,484: -1,582 -422 0 -762 -1,948 -2,344 -2,370: -141 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 6.0 0.0 64.5 39.1 84.0 45.1: 16.0 54.9
Old : 100.0: 19.5 6.0 0.0 64.5 39.1 84.0 45.1: 16.0 54.9
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 : 26: 3 1 0 13 12 16 13:
Old : 26: 3 1 0 13 12 16 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 : 57.0 25.6 72.0 37.9 53.8 23.8 67.8 32.9
Old : 57.0 25.6 72.0 37.9 53.8 23.8 67.8 32.9
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, May 25, 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 : 359,523: 79,043 80,500 8,194 199,732 257,027 286,969 345,721: 72,553 13,802
Old : 359,523: 79,043 80,500 8,194 199,732 257,027 286,969 345,721: 72,553 13,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 2,221: -7,263 -7,873 1,384 15,787 12,457 9,907 5,968: -7,686 -3,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 22.4 2.3 55.6 71.5 79.8 96.2: 20.2 3.8
Old : 100.0: 22.0 22.4 2.3 55.6 71.5 79.8 96.2: 20.2 3.8
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 : 223: 59 40 19 73 77 140 128:
Old : 223: 59 40 19 73 77 140 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 21.5 28.6 37.9 16.6 20.6 25.4 36.4
Old : 18.1 21.5 28.6 37.9 16.6 20.6 25.4 36.4
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, May 25, 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 : 121,027: 40,110 20,107 7,918 48,597 73,722 96,625 101,747: 24,403 19,280
Old : 121,027: 40,110 20,107 7,918 48,597 73,722 96,625 101,747: 24,403 19,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -1,364: -10,511 7,197 3,743 9,563 -12,384 2,795 -1,444: -4,158 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 16.6 6.5 40.2 60.9 79.8 84.1: 20.2 15.9
Old : 100.0: 33.1 16.6 6.5 40.2 60.9 79.8 84.1: 20.2 15.9
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 : 63: 19 16 12 20 19 46 40:
Old : 63: 19 16 12 20 19 46 40:
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 : 34.9 43.5 49.2 58.2 30.7 40.8 41.6 51.2
Old : 34.9 43.5 49.2 58.2 30.7 40.8 41.6 51.2
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, May 25, 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 : 46,474: 14,199 8,406 0 20,884 20,930 35,083 29,336: 11,391 17,138
Old : 46,474: 14,199 8,406 0 20,884 20,930 35,083 29,336: 11,391 17,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 3,154: -2,106 707 0 2,534 -547 428 160: 2,726 2,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 18.1 0.0 44.9 45.0 75.5 63.1: 24.5 36.9
Old : 100.0: 30.6 18.1 0.0 44.9 45.0 75.5 63.1: 24.5 36.9
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 : 58: 14 13 0 14 20 28 33:
Old : 58: 14 13 0 14 20 28 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 : 31.6 30.0 48.0 38.8 31.6 25.2 46.7 34.1
Old : 31.6 30.0 48.0 38.8 31.6 25.2 46.7 34.1
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, May 25, 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 : 56,812: 15,546 11,428 818 21,734 38,898 38,098 51,144: 18,714 5,668
Old : 56,812: 15,546 11,428 818 21,734 38,898 38,098 51,144: 18,714 5,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -1,442: 1,760 -1,220 -30 4,022 2,262 5,752 1,012: -7,194 -2,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 20.1 1.4 38.3 68.5 67.1 90.0: 32.9 10.0
Old : 100.0: 27.4 20.1 1.4 38.3 68.5 67.1 90.0: 32.9 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 : 71: 15 15 3 21 27 37 44:
Old : 71: 15 15 3 21 27 37 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 : 30.8 32.6 42.3 46.6 30.7 30.2 40.5 43.2
Old : 30.8 32.6 42.3 46.6 30.7 30.2 40.5 43.2
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, May 25, 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 : 32,328: 4,285 0 80 23,892 30,427 28,257 30,507: 4,071 1,821
Old : 32,328: 4,285 0 80 23,892 30,427 28,257 30,507: 4,071 1,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 1,207: -657 0 0 1,296 891 639 891: 568 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.0 0.2 73.9 94.1 87.4 94.4: 12.6 5.6
Old : 100.0: 13.3 0.0 0.2 73.9 94.1 87.4 94.4: 12.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 0 1 23 22 29 23:
Old : 42: 6 0 1 23 22 29 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 : 51.4 60.0 64.3 77.6 49.6 56.5 61.0 72.9
Old : 51.4 60.0 64.3 77.6 49.6 56.5 61.0 72.9
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, May 25, 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 : 22,830: 6,152 235 0 11,256 20,335 17,408 20,570: 5,422 2,260
Old : 22,830: 6,152 235 0 11,256 20,335 17,408 20,570: 5,422 2,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 996: 601 33 0 933 836 1,534 869: -538 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 1.0 0.0 49.3 89.1 76.3 90.1: 23.7 9.9
Old : 100.0: 26.9 1.0 0.0 49.3 89.1 76.3 90.1: 23.7 9.9
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 : 33: 11 1 0 13 11 24 12:
Old : 33: 11 1 0 13 11 24 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 : 42.4 71.5 56.5 85.7 41.4 71.5 55.5 85.5
Old : 42.4 71.5 56.5 85.7 41.4 71.5 55.5 85.5
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, May 25, 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 : 17,109: 3,643 7,205 135 10,037 8,767 13,815 16,107: 3,294 1,002
Old : 17,109: 3,643 7,205 135 10,037 8,767 13,815 16,107: 3,294 1,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -528: 56 58 -394 4 -395 -334 -731: -194 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 42.1 0.8 58.7 51.2 80.7 94.1: 19.3 5.9
Old : 100.0: 21.3 42.1 0.8 58.7 51.2 80.7 94.1: 19.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 10 7 2 5 1 16 9:
Old : 23: 10 7 2 5 1 16 9:
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 90.0 69.7 93.5 59.9 90.0 69.7 93.4
Old : 59.9 90.0 69.7 93.5 59.9 90.0 69.7 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 28, 2010