BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 4,219: 60 0 0 3,252 4,032 3,312 4,032: 906 187
Old : 4,219: 60 0 0 3,252 4,032 3,312 4,032: 906 187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 84: 0 0 0 129 83 129 83: -44 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 77.1 95.6 78.5 95.6: 21.5 4.4
Old : 100.0: 1.4 0.0 0.0 77.1 95.6 78.5 95.6: 21.5 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 : 49.5 90.1 65.2 95.6 48.5 89.4 64.2 93.9
Old : 49.5 90.1 65.2 95.6 48.5 89.4 64.2 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 with Delta-adjusted Options and Futures Combined, June 15, 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 : 40,015: 851 4,766 7,417 27,216 18,706 35,485 30,890: 4,530 9,125
Old : 40,015: 851 4,766 7,417 27,216 18,706 35,485 30,890: 4,530 9,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -312: -62 -118 -186 -38 -14 -287 -318: -25 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 11.9 18.5 68.0 46.7 88.7 77.2: 11.3 22.8
Old : 100.0: 2.1 11.9 18.5 68.0 46.7 88.7 77.2: 11.3 22.8
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 : 72: 11 14 17 40 30 58 54:
Old : 72: 11 14 17 40 30 58 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 : 42.8 33.5 54.3 48.5 42.1 31.8 50.4 43.8
Old : 42.8 33.5 54.3 48.5 42.1 31.8 50.4 43.8
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, June 15, 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 : 214,861: 47,810 21,527 51,058 93,325 110,727 192,193 183,312: 22,667 31,549
Old : 159,399: 37,515 28,477 31,660 74,342 78,008 143,517 138,145: 15,882 21,254
Other: 55,461: 18,632 1,387 11,062 18,982 32,718 48,676 45,167: 6,785 10,295
: : :
: : Changes in Commitments from: June 8, 2010 :
: -2,157: 3,579 6,565 -3,470 -1,576 478 -1,467 3,573: -690 -5,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 10.0 23.8 43.4 51.5 89.5 85.3: 10.5 14.7
Old : 100.0: 23.5 17.9 19.9 46.6 48.9 90.0 86.7: 10.0 13.3
Other: 100.0: 33.6 2.5 19.9 34.2 59.0 87.8 81.4: 12.2 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 83 61 93 55 63 190 178:
Old : 229: 83 66 84 47 59 176 169:
Other: 128: 48 18 40 37 48 100 93:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 25.6 32.0 34.6 19.0 23.9 30.5 30.6
Old : 22.9 27.5 36.7 36.3 21.0 26.7 34.7 34.3
Other: 26.6 27.1 39.1 37.4 26.3 24.0 38.2 32.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 387,493: 113,465 34,680 99,817 145,957 184,868 359,239 319,365: 28,254 68,128
Old : 387,493: 113,465 34,680 99,817 145,957 184,868 359,239 319,365: 28,254 68,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -1,821: -1,526 5,796 -1,034 404 -5,239 -2,156 -477: 336 -1,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 8.9 25.8 37.7 47.7 92.7 82.4: 7.3 17.6
Old : 100.0: 29.3 8.9 25.8 37.7 47.7 92.7 82.4: 7.3 17.6
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 : 393: 140 63 121 93 164 278 311:
Old : 393: 140 63 121 93 164 278 311:
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 : 17.5 15.5 27.8 22.6 16.2 12.8 26.0 18.9
Old : 17.5 15.5 27.8 22.6 16.2 12.8 26.0 18.9
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, June 15, 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 : 9,813: 3,421 2,639 1,611 2,825 3,651 7,857 7,902: 1,956 1,912
Old : 9,813: 3,421 2,639 1,611 2,825 3,651 7,857 7,902: 1,956 1,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -375: 84 515 -454 -75 -218 -446 -157: 71 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 26.9 16.4 28.8 37.2 80.1 80.5: 19.9 19.5
Old : 100.0: 34.9 26.9 16.4 28.8 37.2 80.1 80.5: 19.9 19.5
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 : 70: 19 24 16 18 18 46 52:
Old : 70: 19 24 16 18 18 46 52:
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 : 35.5 24.8 50.2 38.2 35.5 23.8 46.8 34.6
Old : 35.5 24.8 50.2 38.2 35.5 23.8 46.8 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 37,740: 14,262 4,823 5,369 10,983 8,075 30,614 18,266: 7,126 19,473
Old : 37,740: 14,262 4,823 5,369 10,983 8,075 30,614 18,266: 7,126 19,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 944: -111 -289 474 412 107 775 292: 169 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 12.8 14.2 29.1 21.4 81.1 48.4: 18.9 51.6
Old : 100.0: 37.8 12.8 14.2 29.1 21.4 81.1 48.4: 18.9 51.6
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 : 147: 38 26 24 47 54 97 93:
Old : 147: 38 26 24 47 54 97 93:
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 : 19.4 13.6 31.4 20.3 19.4 11.1 31.0 15.6
Old : 19.4 13.6 31.4 20.3 19.4 11.1 31.0 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 31,282: 3,699 982 721 21,232 26,567 25,652 28,270: 5,630 3,012
Old : 31,282: 3,699 982 721 21,232 26,567 25,652 28,270: 5,630 3,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 2,020: 0 17 4 2,010 -629 2,014 -608: 6 2,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 3.1 2.3 67.9 84.9 82.0 90.4: 18.0 9.6
Old : 100.0: 11.8 3.1 2.3 67.9 84.9 82.0 90.4: 18.0 9.6
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 : 26: 6 3 2 14 11 21 15:
Old : 26: 6 3 2 14 11 21 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 : 53.2 68.7 69.0 83.4 30.4 53.3 40.3 56.3
Old : 53.2 68.7 69.0 83.4 30.4 53.3 40.3 56.3
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, June 15, 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 : 142,142: 37,675 8,999 13,748 52,697 101,383 104,120 124,130: 38,022 18,012
Old : 142,142: 37,675 8,999 13,748 52,697 101,383 104,120 124,130: 38,022 18,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 7,288: 692 -3,436 3,099 3,351 5,967 7,142 5,630: 146 1,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 6.3 9.7 37.1 71.3 73.3 87.3: 26.7 12.7
Old : 100.0: 26.5 6.3 9.7 37.1 71.3 73.3 87.3: 26.7 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 21 15 17 26 24 57 46:
Old : 68: 21 15 17 26 24 57 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 : 32.1 40.4 44.7 64.7 26.4 34.7 33.5 51.2
Old : 32.1 40.4 44.7 64.7 26.4 34.7 33.5 51.2
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 with Delta-adjusted Options and Futures Combined, June 15, 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 : 46,921: 8,746 25,208 1,818 28,461 5,084 39,025 32,111: 7,896 14,810
Old : 46,921: 8,746 25,208 1,818 28,461 5,084 39,025 32,111: 7,896 14,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -15,331: -5,282 -178 -1 -8,108 -11,547 -13,391 -11,725: -1,940 -3,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 53.7 3.9 60.7 10.8 83.2 68.4: 16.8 31.6
Old : 100.0: 18.6 53.7 3.9 60.7 10.8 83.2 68.4: 16.8 31.6
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: 8 20 9 10 8 25 30:
Old : 42: 8 20 9 10 8 25 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 33.5 69.6 45.2 54.8 33.5 68.3 45.2
Old : 55.9 33.5 69.6 45.2 54.8 33.5 68.3 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 52,676: 33,414 5,117 28 14,151 46,245 47,593 51,390: 5,083 1,286
Old : 52,676: 33,414 5,117 28 14,151 46,245 47,593 51,390: 5,083 1,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -35,586: 9,165 -1,706 -423 -45,472 -32,745 -36,730 -34,874: 1,144 -712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 9.7 0.1 26.9 87.8 90.3 97.6: 9.7 2.4
Old : 100.0: 63.4 9.7 0.1 26.9 87.8 90.3 97.6: 9.7 2.4
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 : 69: 26 17 1 13 16 39 34:
Old : 69: 26 17 1 13 16 39 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 : 58.8 64.7 69.4 82.7 58.8 63.9 69.2 81.8
Old : 58.8 64.7 69.4 82.7 58.8 63.9 69.2 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, June 15, 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 : 135,229: 14,529 62,966 9,671 95,611 28,336 119,811 100,973: 15,418 34,256
Old : 135,229: 14,529 62,966 9,671 95,611 28,336 119,811 100,973: 15,418 34,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -47,917: -1,289 -27,213 -3,024 -41,886 -12,374 -46,199 -42,611: -1,718 -5,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 46.6 7.2 70.7 21.0 88.6 74.7: 11.4 25.3
Old : 100.0: 10.7 46.6 7.2 70.7 21.0 88.6 74.7: 11.4 25.3
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 : 96: 14 49 24 16 28 45 86:
Old : 96: 14 49 24 16 28 45 86:
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 22.2 70.6 31.4 56.0 21.9 67.9 31.2
Old : 57.0 22.2 70.6 31.4 56.0 21.9 67.9 31.2
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, June 15, 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 : 94,986: 25,040 27,703 7,784 45,500 29,106 78,324 64,593: 16,663 30,393
Old : 94,986: 25,040 27,703 7,784 45,500 29,106 78,324 64,593: 16,663 30,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -51,058: -4,058 -12,731 -1,435 -41,526 -36,688 -47,019 -50,854: -4,040 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 29.2 8.2 47.9 30.6 82.5 68.0: 17.5 32.0
Old : 100.0: 26.4 29.2 8.2 47.9 30.6 82.5 68.0: 17.5 32.0
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 : 90: 21 32 16 25 24 54 64:
Old : 90: 21 32 16 25 24 54 64:
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 : 35.2 28.8 47.3 35.9 34.9 27.8 46.4 34.1
Old : 35.2 28.8 47.3 35.9 34.9 27.8 46.4 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 299,997: 48,240 103,339 56,561 146,232 76,259 251,034 236,159: 48,964 63,838
Old : 299,997: 48,240 103,339 56,561 146,232 76,259 251,034 236,159: 48,964 63,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -84,425: -385 -45,844 -11,767 -63,684 -33,191 -75,836 -90,803: -8,589 6,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 34.4 18.9 48.7 25.4 83.7 78.7: 16.3 21.3
Old : 100.0: 16.1 34.4 18.9 48.7 25.4 83.7 78.7: 16.3 21.3
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 : 177: 47 68 53 39 44 121 130:
Old : 177: 47 68 53 39 44 121 130:
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 : 31.5 22.6 41.3 31.7 29.6 21.6 35.6 27.5
Old : 31.5 22.6 41.3 31.7 29.6 21.6 35.6 27.5
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, June 15, 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 : 9,089: 4,329 6,458 0 2,855 1,261 7,184 7,719: 1,905 1,370
Old : 9,089: 4,329 6,458 0 2,855 1,261 7,184 7,719: 1,905 1,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -8,873: -1,901 -641 -39 -7,446 -7,641 -9,386 -8,321: 513 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 71.1 0.0 31.4 13.9 79.0 84.9: 21.0 15.1
Old : 100.0: 47.6 71.1 0.0 31.4 13.9 79.0 84.9: 21.0 15.1
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 : 24: 8 7 0 6 3 14 10:
Old : 24: 8 7 0 6 3 14 10:
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 74.5 63.5 82.3 42.7 74.5 63.5 82.3
Old : 42.7 74.5 63.5 82.3 42.7 74.5 63.5 82.3
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 with Delta-adjusted Options and Futures Combined, June 15, 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 :11,506,245: 1,018,970 250,595 3,740,850 5,916,767 6,547,676 10,676,586 10,539,121: 829,658 967,123
Old :11,506,245: 1,018,970 250,595 3,740,850 5,916,767 6,547,676 10,676,586 10,539,121: 829,658 967,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
:-1,890,921: 166,200 -103,727 -826,421 -1,204,351 -899,677 -1,864,572 -1,829,825: -26,349 -61,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 2.2 32.5 51.4 56.9 92.8 91.6: 7.2 8.4
Old : 100.0: 8.9 2.2 32.5 51.4 56.9 92.8 91.6: 7.2 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 52 65 111 137 144 259 258:
Old : 274: 52 65 111 137 144 259 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 24.8 35.2 36.8 19.9 17.2 26.6 21.1
Old : 23.0 24.8 35.2 36.8 19.9 17.2 26.6 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 1,315,726: 63,790 82,674 109,606 928,351 928,232 1,101,747 1,120,512: 213,979 195,214
Old : 1,315,726: 63,790 82,674 109,606 928,351 928,232 1,101,747 1,120,512: 213,979 195,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.3 8.3 70.6 70.5 83.7 85.2: 16.3 14.8
Old : 100.0: 4.8 6.3 8.3 70.6 70.5 83.7 85.2: 16.3 14.8
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 : 560: 105 131 124 240 240 418 425:
Old : 560: 105 131 124 240 240 418 425:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 13.5 22.2 20.4 10.1 6.5 15.1 10.9
Old : 14.8 13.5 22.2 20.4 10.1 6.5 15.1 10.9
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, June 15, 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 : 575,526: 23,675 34,614 54,971 380,043 377,024 458,688 466,608: 116,838 108,918
Old : 575,526: 23,675 34,614 54,971 380,043 377,024 458,688 466,608: 116,838 108,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 65,616: 970 -13,142 1,474 35,647 47,256 38,091 35,587: 27,526 30,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 6.0 9.6 66.0 65.5 79.7 81.1: 20.3 18.9
Old : 100.0: 4.1 6.0 9.6 66.0 65.5 79.7 81.1: 20.3 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 : 150: 21 31 38 84 72 130 116:
Old : 150: 21 31 38 84 72 130 116:
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 : 19.4 16.2 28.3 27.4 13.4 12.1 19.5 21.8
Old : 19.4 16.2 28.3 27.4 13.4 12.1 19.5 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 3,701,000: 294,996 334,720 178,758 2,741,541 2,756,040 3,215,295 3,269,518: 485,706 431,483
Old : 3,701,000: 294,996 334,720 178,758 2,741,541 2,756,040 3,215,295 3,269,518: 485,706 431,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 352,571: -100,889 -22,960 21,111 331,004 240,654 251,226 238,805: 101,345 113,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.0 4.8 74.1 74.5 86.9 88.3: 13.1 11.7
Old : 100.0: 8.0 9.0 4.8 74.1 74.5 86.9 88.3: 13.1 11.7
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 : 506: 101 112 104 213 224 367 389:
Old : 506: 101 112 104 213 224 367 389:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 13.9 25.8 20.6 13.5 8.4 20.7 14.2
Old : 17.8 13.9 25.8 20.6 13.5 8.4 20.7 14.2
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, June 15, 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 : 106,853: 12,613 8,105 393 82,221 92,242 95,227 100,740: 11,626 6,113
Old : 106,853: 12,613 8,105 393 82,221 92,242 95,227 100,740: 11,626 6,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 7,416: -1,043 -938 193 3,868 6,104 3,018 5,359: 4,398 2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 7.6 0.4 76.9 86.3 89.1 94.3: 10.9 5.7
Old : 100.0: 11.8 7.6 0.4 76.9 86.3 89.1 94.3: 10.9 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 : 83: 8 3 3 52 44 62 48:
Old : 83: 8 3 3 52 44 62 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 : 32.7 47.0 48.8 64.0 27.5 39.3 40.3 55.2
Old : 32.7 47.0 48.8 64.0 27.5 39.3 40.3 55.2
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 with Delta-adjusted Options and Futures Combined, June 15, 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 : 123,500: 10,986 13,207 7,195 84,643 86,520 102,824 106,923: 20,676 16,577
Old : 123,500: 10,986 13,207 7,195 84,643 86,520 102,824 106,923: 20,676 16,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 10.7 5.8 68.5 70.1 83.3 86.6: 16.7 13.4
Old : 100.0: 8.9 10.7 5.8 68.5 70.1 83.3 86.6: 16.7 13.4
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 : 225: 63 34 24 91 93 165 140:
Old : 225: 63 34 24 91 93 165 140:
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 : 19.0 21.2 32.2 35.9 10.2 14.4 16.9 23.7
Old : 19.0 21.2 32.2 35.9 10.2 14.4 16.9 23.7
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, June 15, 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 : 30,156: 3,859 2,210 353 21,622 15,154 25,834 17,717: 4,322 12,439
Old : 30,156: 3,859 2,210 353 21,622 15,154 25,834 17,717: 4,322 12,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 4,331: 48 371 204 3,432 3,619 3,684 4,194: 647 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.3 1.2 71.7 50.3 85.7 58.8: 14.3 41.2
Old : 100.0: 12.8 7.3 1.2 71.7 50.3 85.7 58.8: 14.3 41.2
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 : 29: 2 2 1 18 16 21 18:
Old : 29: 2 2 1 18 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 40.1 66.6 49.9 48.5 40.1 63.6 46.1
Old : 49.9 40.1 66.6 49.9 48.5 40.1 63.6 46.1
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, June 15, 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 : 466,719: 63,831 83,180 6,016 315,105 356,830 384,952 446,026: 81,767 20,693
Old : 466,719: 63,831 83,180 6,016 315,105 356,830 384,952 446,026: 81,767 20,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 88,980: 6,837 290 1,598 76,780 82,927 85,215 84,815: 3,765 4,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 17.8 1.3 67.5 76.5 82.5 95.6: 17.5 4.4
Old : 100.0: 13.7 17.8 1.3 67.5 76.5 82.5 95.6: 17.5 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 : 222: 62 35 22 85 89 158 135:
Old : 222: 62 35 22 85 89 158 135:
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 : 21.5 24.5 32.7 40.8 12.7 20.6 21.7 34.6
Old : 21.5 24.5 32.7 40.8 12.7 20.6 21.7 34.6
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, June 15, 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 : 65,285: 27,727 15,087 4,707 12,565 26,169 44,999 45,962: 20,286 19,323
Old : 65,285: 27,727 15,087 4,707 12,565 26,169 44,999 45,962: 20,286 19,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -50,131: -2,528 -6,406 1,707 -46,223 -45,780 -47,044 -50,479: -3,087 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 23.1 7.2 19.2 40.1 68.9 70.4: 31.1 29.6
Old : 100.0: 42.5 23.1 7.2 19.2 40.1 68.9 70.4: 31.1 29.6
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 : 57: 22 14 10 15 15 42 34:
Old : 57: 22 14 10 15 15 42 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 : 19.7 30.8 31.9 45.7 19.4 29.1 31.6 42.0
Old : 19.7 30.8 31.9 45.7 19.4 29.1 31.6 42.0
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, June 15, 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 : 30,575: 10,479 4,582 0 11,617 7,714 22,096 12,296: 8,479 18,279
Old : 30,575: 10,479 4,582 0 11,617 7,714 22,096 12,296: 8,479 18,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -24,100: -5,793 -1,837 -1,946 -10,045 -18,975 -17,784 -22,758: -6,316 -1,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 15.0 0.0 38.0 25.2 72.3 40.2: 27.7 59.8
Old : 100.0: 34.3 15.0 0.0 38.0 25.2 72.3 40.2: 27.7 59.8
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 : 40: 13 8 0 12 8 25 16:
Old : 40: 13 8 0 12 8 25 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 : 36.7 24.3 49.5 31.5 36.7 24.3 49.2 31.5
Old : 36.7 24.3 49.5 31.5 36.7 24.3 49.2 31.5
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 with Delta-adjusted Options and Futures Combined, June 15, 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 : 33,333: 5,423 3,866 97 21,165 18,501 26,685 22,464: 6,648 10,869
Old : 33,333: 5,423 3,866 97 21,165 18,501 26,685 22,464: 6,648 10,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -43,104: 39 -13,424 -883 -18,385 -28,207 -19,229 -42,514: -23,875 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.6 0.3 63.5 55.5 80.1 67.4: 19.9 32.6
Old : 100.0: 16.3 11.6 0.3 63.5 55.5 80.1 67.4: 19.9 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 : 43: 6 9 1 15 18 22 27:
Old : 43: 6 9 1 15 18 22 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 : 45.5 33.0 60.9 44.4 44.6 32.4 58.1 41.8
Old : 45.5 33.0 60.9 44.4 44.6 32.4 58.1 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 39,543: 7,200 269 300 26,459 34,981 33,959 35,550: 5,584 3,993
Old : 39,543: 7,200 269 300 26,459 34,981 33,959 35,550: 5,584 3,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -246: -583 269 220 -1,795 -2,536 -2,158 -2,047: 1,912 1,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 0.7 0.8 66.9 88.5 85.9 89.9: 14.1 10.1
Old : 100.0: 18.2 0.7 0.8 66.9 88.5 85.9 89.9: 14.1 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 1 1 24 26 31 28:
Old : 45: 7 1 1 24 26 31 28:
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 : 50.7 54.3 62.3 69.6 49.3 51.8 60.8 66.1
Old : 50.7 54.3 62.3 69.6 49.3 51.8 60.8 66.1
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, June 15, 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 : 28,971: 5,287 235 89 14,114 23,622 19,490 23,946: 9,481 5,025
Old : 28,971: 5,287 235 89 14,114 23,622 19,490 23,946: 9,481 5,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 4,198: -728 0 89 1,209 1,637 570 1,726: 3,628 2,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 0.8 0.3 48.7 81.5 67.3 82.7: 32.7 17.3
Old : 100.0: 18.2 0.8 0.3 48.7 81.5 67.3 82.7: 32.7 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 : 32: 8 1 1 15 15 23 17:
Old : 32: 8 1 1 15 15 23 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 : 36.3 58.1 51.3 74.4 34.9 58.1 49.6 71.5
Old : 36.3 58.1 51.3 74.4 34.9 58.1 49.6 71.5
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, June 15, 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 : 19,765: 3,802 7,441 737 11,375 10,279 15,914 18,457: 3,851 1,308
Old : 19,765: 3,802 7,441 737 11,375 10,279 15,914 18,457: 3,851 1,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 1,004: 12 -632 736 1,131 1,618 1,879 1,722: -875 -718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 37.6 3.7 57.6 52.0 80.5 93.4: 19.5 6.6
Old : 100.0: 19.2 37.6 3.7 57.6 52.0 80.5 93.4: 19.5 6.6
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 : 25: 10 7 2 7 2 17 11:
Old : 25: 10 7 2 7 2 17 11:
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 : 55.2 86.4 67.0 91.6 51.0 79.3 60.0 83.0
Old : 55.2 86.4 67.0 91.6 51.0 79.3 60.0 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 18, 2010