BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 2,776: 344 1,181 1 1,715 1,212 2,060 2,394: 716 382
Old : 2,776: 344 1,181 1 1,715 1,212 2,060 2,394: 716 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -400: -42 -51 -3 -345 -347 -390 -401: -10 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 42.5 0.0 61.8 43.7 74.2 86.2: 25.8 13.8
Old : 100.0: 12.4 42.5 0.0 61.8 43.7 74.2 86.2: 25.8 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 4 1 11 9 14 13:
Old : 21: 2 4 1 11 9 14 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 : 52.9 54.6 68.7 74.9 52.2 54.4 67.3 72.6
Old : 52.9 54.6 68.7 74.9 52.2 54.4 67.3 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 31,075: 4,142 4,372 406 22,659 22,070 27,207 26,848: 3,868 4,227
Old : 31,075: 4,142 4,372 406 22,659 22,070 27,207 26,848: 3,868 4,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -4,604: -759 -130 -313 -3,206 -3,851 -4,278 -4,294: -326 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 14.1 1.3 72.9 71.0 87.6 86.4: 12.4 13.6
Old : 100.0: 13.3 14.1 1.3 72.9 71.0 87.6 86.4: 12.4 13.6
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 : 71: 15 10 13 30 31 49 50:
Old : 71: 15 10 13 30 31 49 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 45.4 58.7 60.4 47.6 42.6 57.8 57.4
Old : 47.6 45.4 58.7 60.4 47.6 42.6 57.8 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 221,571: 56,905 30,493 41,208 99,315 118,025 197,428 189,726: 24,143 31,845
Old : 180,417: 47,947 37,963 24,415 90,490 92,791 162,852 155,169: 17,565 25,248
Other: 41,154: 21,894 5,466 3,857 8,825 25,234 34,576 34,557: 6,578 6,597
: : :
: : Changes in Commitments from: April 26, 2011 :
: -5,063: -4,244 5,714 -4,203 4,449 -5,047 -3,998 -3,536: -1,065 -1,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 13.8 18.6 44.8 53.3 89.1 85.6: 10.9 14.4
Old : 100.0: 26.6 21.0 13.5 50.2 51.4 90.3 86.0: 9.7 14.0
Other: 100.0: 53.2 13.3 9.4 21.4 61.3 84.0 84.0: 16.0 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 92 61 101 49 65 190 194:
Old : 245: 81 76 94 39 57 176 182:
Other: 118: 38 16 15 28 48 75 74:
:----------------------------------------------------------------------------------------------------
: 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 27.5 35.5 35.7 21.4 27.1 34.5 34.5
Old : 24.2 28.5 39.7 37.4 24.2 28.4 38.6 36.5
Other: 32.5 30.2 48.8 43.9 32.5 26.6 46.5 39.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 354,805: 120,489 56,933 53,728 160,043 178,272 334,260 288,933: 20,545 65,872
Old : 354,805: 120,489 56,933 53,728 160,043 178,272 334,260 288,933: 20,545 65,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -9,535: -3,719 2,207 -1,890 -745 -6,865 -6,354 -6,548: -3,181 -2,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 16.0 15.1 45.1 50.2 94.2 81.4: 5.8 18.6
Old : 100.0: 34.0 16.0 15.1 45.1 50.2 94.2 81.4: 5.8 18.6
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 : 405: 106 100 110 59 170 238 321:
Old : 405: 106 100 110 59 170 238 321:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 14.3 37.3 21.6 24.6 14.0 36.9 20.6
Old : 24.7 14.3 37.3 21.6 24.6 14.0 36.9 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,000: 4,262 4,101 264 3,541 3,457 8,067 7,822: 1,933 2,178
Old : 10,000: 4,262 4,101 264 3,541 3,457 8,067 7,822: 1,933 2,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 665: 264 415 -18 456 80 702 477: -37 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 41.0 2.6 35.4 34.6 80.7 78.2: 19.3 21.8
Old : 100.0: 42.6 41.0 2.6 35.4 34.6 80.7 78.2: 19.3 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 : 93: 28 42 8 15 19 48 64:
Old : 93: 28 42 8 15 19 48 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 : 42.9 24.9 58.9 39.3 42.9 24.9 58.9 39.3
Old : 42.9 24.9 58.9 39.3 42.9 24.9 58.9 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 41,853: 19,625 5,849 3,691 12,498 10,948 35,814 20,488: 6,039 21,365
Old : 41,853: 19,625 5,849 3,691 12,498 10,948 35,814 20,488: 6,039 21,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 983: -345 687 288 1,146 213 1,089 1,188: -106 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 14.0 8.8 29.9 26.2 85.6 49.0: 14.4 51.0
Old : 100.0: 46.9 14.0 8.8 29.9 26.2 85.6 49.0: 14.4 51.0
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 : 168: 45 34 37 39 67 104 122:
Old : 168: 45 34 37 39 67 104 122:
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 : 18.6 11.1 32.1 16.4 18.4 8.6 31.8 13.1
Old : 18.6 11.1 32.1 16.4 18.4 8.6 31.8 13.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 102,268: 8,770 0 0 92,874 101,857 101,644 101,857: 624 411
Old : 102,268: 8,770 0 0 92,874 101,857 101,644 101,857: 624 411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 19,011: 65 0 0 18,906 18,812 18,971 18,812: 40 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.0 0.0 90.8 99.6 99.4 99.6: 0.6 0.4
Old : 100.0: 8.6 0.0 0.0 90.8 99.6 99.4 99.6: 0.6 0.4
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 : 24: 8 0 0 15 15 23 15:
Old : 24: 8 0 0 15 15 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 70.7 90.7 90.5 40.6 31.0 44.8 41.6
Old : 80.3 70.7 90.7 90.5 40.6 31.0 44.8 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 139,919: 59,863 5,822 200 30,740 118,338 90,803 124,360: 49,116 15,559
Old : 139,919: 59,863 5,822 200 30,740 118,338 90,803 124,360: 49,116 15,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 980: -1,630 3,392 198 5,902 -4,147 4,470 -557: -3,490 1,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 4.2 0.1 22.0 84.6 64.9 88.9: 35.1 11.1
Old : 100.0: 42.8 4.2 0.1 22.0 84.6 64.9 88.9: 35.1 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 50 8 4 24 24 76 34:
Old : 95: 50 8 4 24 24 76 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 : 20.0 58.0 29.0 73.9 19.6 55.4 27.6 71.1
Old : 20.0 58.0 29.0 73.9 19.6 55.4 27.6 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 72,778: 28,551 10,170 3 15,091 51,377 43,645 61,550: 29,133 11,228
Old : 72,778: 28,551 10,170 3 15,091 51,377 43,645 61,550: 29,133 11,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 1,143: 1,002 462 1 -326 217 677 680: 466 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 14.0 0.0 20.7 70.6 60.0 84.6: 40.0 15.4
Old : 100.0: 39.2 14.0 0.0 20.7 70.6 60.0 84.6: 40.0 15.4
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 : 46: 18 11 2 9 12 28 24:
Old : 46: 18 11 2 9 12 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 59.5 43.8 75.6 29.3 59.5 40.5 73.6
Old : 30.9 59.5 43.8 75.6 29.3 59.5 40.5 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 162,963: 127,995 3,735 0 26,259 157,279 154,254 161,014: 8,709 1,949
Old : 162,963: 127,995 3,735 0 26,259 157,279 154,254 161,014: 8,709 1,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -8,014: -10,521 -2,975 -138 2,667 -4,961 -7,992 -8,074: -22 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 2.3 0.0 16.1 96.5 94.7 98.8: 5.3 1.2
Old : 100.0: 78.5 2.3 0.0 16.1 96.5 94.7 98.8: 5.3 1.2
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 : 127: 80 9 0 17 24 97 33:
Old : 127: 80 9 0 17 24 97 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 : 38.1 68.3 53.4 81.3 38.1 68.1 53.4 81.1
Old : 38.1 68.3 53.4 81.3 38.1 68.1 53.4 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 124,003: 59,735 28,928 174 25,334 78,794 85,243 107,896: 38,760 16,107
Old : 124,003: 59,735 28,928 174 25,334 78,794 85,243 107,896: 38,760 16,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 5,517: 2,868 5,644 128 2,219 -483 5,215 5,289: 302 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 23.3 0.1 20.4 63.5 68.7 87.0: 31.3 13.0
Old : 100.0: 48.2 23.3 0.1 20.4 63.5 68.7 87.0: 31.3 13.0
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 : 108: 42 24 7 20 33 64 62:
Old : 108: 42 24 7 20 33 64 62:
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 : 23.8 35.1 35.3 49.4 23.8 33.6 35.0 47.8
Old : 23.8 35.1 35.3 49.4 23.8 33.6 35.0 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 104,590: 19,779 38,598 116 58,959 27,519 78,854 66,233: 25,736 38,357
Old : 104,590: 19,779 38,598 116 58,959 27,519 78,854 66,233: 25,736 38,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -9,544: 5,716 -12,462 -28 -17,579 4,907 -11,891 -7,583: 2,347 -1,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 36.9 0.1 56.4 26.3 75.4 63.3: 24.6 36.7
Old : 100.0: 18.9 36.9 0.1 56.4 26.3 75.4 63.3: 24.6 36.7
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 : 104: 21 40 4 26 26 51 66:
Old : 104: 21 40 4 26 26 51 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 21.3 40.9 31.8 26.1 21.2 37.7 30.3
Old : 27.3 21.3 40.9 31.8 26.1 21.2 37.7 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 264,337: 128,460 28,944 2,867 62,075 186,930 193,402 218,741: 70,935 45,596
Old : 264,337: 128,460 28,944 2,867 62,075 186,930 193,402 218,741: 70,935 45,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 15,337: 22,777 -8,460 630 -10,544 24,978 12,863 17,148: 2,474 -1,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 10.9 1.1 23.5 70.7 73.2 82.8: 26.8 17.2
Old : 100.0: 48.6 10.9 1.1 23.5 70.7 73.2 82.8: 26.8 17.2
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 : 180: 65 43 20 40 50 113 106:
Old : 180: 65 43 20 40 50 113 106:
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 35.8 34.9 49.6 23.0 35.5 34.9 49.3
Old : 23.0 35.8 34.9 49.6 23.0 35.5 34.9 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 31,620: 22,522 9,722 240 4,593 20,380 27,355 30,342: 4,265 1,278
Old : 31,620: 22,522 9,722 240 4,593 20,380 27,355 30,342: 4,265 1,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 4,400: 3,317 1,974 27 1,070 2,292 4,414 4,293: -14 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 30.7 0.8 14.5 64.5 86.5 96.0: 13.5 4.0
Old : 100.0: 71.2 30.7 0.8 14.5 64.5 86.5 96.0: 13.5 4.0
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 : 51: 20 10 2 6 16 27 27:
Old : 51: 20 10 2 6 16 27 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 : 53.0 49.3 70.3 77.4 53.0 49.3 70.3 77.4
Old : 53.0 49.3 70.3 77.4 53.0 49.3 70.3 77.4
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 - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :10,119,301: 1,243,979 795,785 976,807 6,896,118 7,247,889 9,116,904 9,020,481: 1,002,397 1,098,820
Old :10,119,301: 1,243,979 795,785 976,807 6,896,118 7,247,889 9,116,904 9,020,481: 1,002,397 1,098,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 345,805: 51,665 136,992 -1,056 214,002 160,257 264,611 296,193: 81,194 49,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 7.9 9.7 68.1 71.6 90.1 89.1: 9.9 10.9
Old : 100.0: 12.3 7.9 9.7 68.1 71.6 90.1 89.1: 9.9 10.9
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 : 284: 55 59 89 137 147 254 246:
Old : 284: 55 59 89 137 147 254 246:
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 26.5 51.6 40.2 38.9 22.4 45.8 33.6
Old : 41.5 26.5 51.6 40.2 38.9 22.4 45.8 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 885,078: 93,482 91,735 24,140 605,282 652,773 722,904 768,649: 162,174 116,430
Old : 885,078: 93,482 91,735 24,140 605,282 652,773 722,904 768,649: 162,174 116,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 12,857: 10,408 -3,494 5,647 -652 15,884 15,404 18,037: -2,546 -5,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 10.4 2.7 68.4 73.8 81.7 86.8: 18.3 13.2
Old : 100.0: 10.6 10.4 2.7 68.4 73.8 81.7 86.8: 18.3 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 : 555: 117 101 47 222 222 356 353:
Old : 555: 117 101 47 222 222 356 353:
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 : 18.0 16.3 25.7 23.5 14.2 15.8 20.2 22.4
Old : 18.0 16.3 25.7 23.5 14.2 15.8 20.2 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 321,702: 20,821 22,586 1,052 182,898 256,651 204,771 280,289: 116,931 41,413
Old : 321,702: 20,821 22,586 1,052 182,898 256,651 204,771 280,289: 116,931 41,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,368: 4,896 -4,238 228 -5,635 3,871 -511 -139: -857 -1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 7.0 0.3 56.9 79.8 63.7 87.1: 36.3 12.9
Old : 100.0: 6.5 7.0 0.3 56.9 79.8 63.7 87.1: 36.3 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 11 18 6 53 56 66 78:
Old : 119: 11 18 6 53 56 66 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 : 21.8 31.4 30.2 46.2 20.7 29.9 29.1 44.8
Old : 21.8 31.4 30.2 46.2 20.7 29.9 29.1 44.8
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 - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,816,881: 438,683 421,121 40,065 2,111,919 1,980,612 2,590,667 2,441,798: 226,214 375,083
Old : 2,816,881: 438,683 421,121 40,065 2,111,919 1,980,612 2,590,667 2,441,798: 226,214 375,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 71,127: 52,933 29,093 1,725 24,916 60,063 79,574 90,881: -8,447 -19,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.9 1.4 75.0 70.3 92.0 86.7: 8.0 13.3
Old : 100.0: 15.6 14.9 1.4 75.0 70.3 92.0 86.7: 8.0 13.3
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 : 523: 111 101 36 194 201 320 323:
Old : 523: 111 101 36 194 201 320 323:
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 : 21.4 12.8 30.8 20.4 17.1 11.7 25.3 18.8
Old : 21.4 12.8 30.8 20.4 17.1 11.7 25.3 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 119,590: 12,490 8,885 51 97,981 107,402 110,522 116,338: 9,068 3,252
Old : 119,590: 12,490 8,885 51 97,981 107,402 110,522 116,338: 9,068 3,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -5,212: -4,284 -1,669 -54 -386 -3,914 -4,724 -5,637: -488 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 7.4 0.0 81.9 89.8 92.4 97.3: 7.6 2.7
Old : 100.0: 10.4 7.4 0.0 81.9 89.8 92.4 97.3: 7.6 2.7
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 : 99: 14 6 1 53 39 68 45:
Old : 99: 14 6 1 53 39 68 45:
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 : 39.8 38.6 54.8 55.3 35.3 38.6 49.4 55.2
Old : 39.8 38.6 54.8 55.3 35.3 38.6 49.4 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 - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 106,635: 32,380 7,708 8,201 56,539 86,844 97,120 102,753: 9,516 3,883
Old : 106,635: 32,380 7,708 8,201 56,539 86,844 97,120 102,753: 9,516 3,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 15,165: 7,130 -2,120 3,486 4,163 14,321 14,780 15,687: 386 -521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 7.2 7.7 53.0 81.4 91.1 96.4: 8.9 3.6
Old : 100.0: 30.4 7.2 7.7 53.0 81.4 91.1 96.4: 8.9 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 : 254: 84 29 14 84 89 175 126:
Old : 254: 84 29 14 84 89 175 126:
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 : 21.3 24.9 33.8 42.9 18.7 23.5 28.6 37.7
Old : 21.3 24.9 33.8 42.9 18.7 23.5 28.6 37.7
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 - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 24,120: 7,976 1,390 0 12,787 21,800 20,763 23,190: 3,357 930
Old : 24,120: 7,976 1,390 0 12,787 21,800 20,763 23,190: 3,357 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 5,736: 3,873 11 0 2,383 5,693 6,256 5,704: -520 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 5.8 0.0 53.0 90.4 86.1 96.1: 13.9 3.9
Old : 100.0: 33.1 5.8 0.0 53.0 90.4 86.1 96.1: 13.9 3.9
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 : 30: 6 2 0 13 13 19 15:
Old : 30: 6 2 0 13 13 19 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 : 52.8 51.5 73.5 78.2 52.8 51.5 73.5 78.0
Old : 52.8 51.5 73.5 78.2 52.8 51.5 73.5 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 412,576: 160,597 70,168 2,425 218,761 325,220 381,783 397,813: 30,793 14,763
Old : 412,576: 160,597 70,168 2,425 218,761 325,220 381,783 397,813: 30,793 14,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 47,147: 36,236 9,294 -2,519 8,902 43,138 42,619 49,913: 4,528 -2,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 17.0 0.6 53.0 78.8 92.5 96.4: 7.5 3.6
Old : 100.0: 38.9 17.0 0.6 53.0 78.8 92.5 96.4: 7.5 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 : 250: 83 29 11 77 86 163 123:
Old : 250: 83 29 11 77 86 163 123:
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 : 23.6 29.0 37.7 46.6 23.4 29.0 36.3 46.6
Old : 23.6 29.0 37.7 46.6 23.4 29.0 36.3 46.6
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 - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 142,328: 87,326 13,905 267 18,928 109,777 106,521 123,949: 35,807 18,379
Old : 142,328: 87,326 13,905 267 18,928 109,777 106,521 123,949: 35,807 18,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,140: -1,349 6,097 266 787 -7,497 -296 -1,134: -844 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 9.8 0.2 13.3 77.1 74.8 87.1: 25.2 12.9
Old : 100.0: 61.4 9.8 0.2 13.3 77.1 74.8 87.1: 25.2 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 38 14 2 13 21 52 36:
Old : 82: 38 14 2 13 21 52 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 53.5 46.8 68.3 33.0 53.2 46.8 67.9
Old : 33.0 53.5 46.8 68.3 33.0 53.2 46.8 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 55,193: 18,139 7,047 3,592 26,581 27,822 48,312 38,461: 6,881 16,732
Old : 55,193: 18,139 7,047 3,592 26,581 27,822 48,312 38,461: 6,881 16,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -613: -1,768 -1,217 2,352 -1,097 -1,383 -513 -248: -100 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 12.8 6.5 48.2 50.4 87.5 69.7: 12.5 30.3
Old : 100.0: 32.9 12.8 6.5 48.2 50.4 87.5 69.7: 12.5 30.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 20 11 1 21 18 41 30:
Old : 65: 20 11 1 21 18 41 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 : 37.0 39.8 57.9 50.3 26.9 26.4 39.9 34.3
Old : 37.0 39.8 57.9 50.3 26.9 26.4 39.9 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 64,736: 11,637 17,614 2,310 42,241 39,972 56,188 59,896: 8,548 4,840
Old : 64,736: 11,637 17,614 2,310 42,241 39,972 56,188 59,896: 8,548 4,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 506: -86 90 1,208 -1,431 509 -309 1,807: 815 -1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 27.2 3.6 65.3 61.7 86.8 92.5: 13.2 7.5
Old : 100.0: 18.0 27.2 3.6 65.3 61.7 86.8 92.5: 13.2 7.5
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 : 80: 18 16 6 25 26 47 44:
Old : 80: 18 16 6 25 26 47 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 : 34.0 33.1 46.8 52.6 26.1 28.4 37.1 45.4
Old : 34.0 33.1 46.8 52.6 26.1 28.4 37.1 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 32,888: 5,249 2,254 260 23,678 28,137 29,187 30,651: 3,701 2,237
Old : 32,888: 5,249 2,254 260 23,678 28,137 29,187 30,651: 3,701 2,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,533: 794 -967 -20 -1,723 -175 -949 -1,162: -584 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 6.9 0.8 72.0 85.6 88.7 93.2: 11.3 6.8
Old : 100.0: 16.0 6.9 0.8 72.0 85.6 88.7 93.2: 11.3 6.8
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 : 52: 5 4 1 26 25 31 30:
Old : 52: 5 4 1 26 25 31 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 : 44.1 44.1 58.4 66.0 40.8 41.4 53.3 58.4
Old : 44.1 44.1 58.4 66.0 40.8 41.4 53.3 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 41,907: 13,228 2,588 17 20,817 36,403 34,062 39,008: 7,845 2,899
Old : 41,907: 13,228 2,588 17 20,817 36,403 34,062 39,008: 7,845 2,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 901: -63 -284 0 235 1,534 172 1,250: 729 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 6.2 0.0 49.7 86.9 81.3 93.1: 18.7 6.9
Old : 100.0: 31.6 6.2 0.0 49.7 86.9 81.3 93.1: 18.7 6.9
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 : 62: 17 8 1 25 19 42 28:
Old : 62: 17 8 1 25 19 42 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 : 33.6 58.0 50.5 74.8 31.3 56.0 48.3 72.5
Old : 33.6 58.0 50.5 74.8 31.3 56.0 48.3 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2011