BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 21, 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 : 3,524: 281 1,031 1 2,455 2,174 2,737 3,206: 787 318
Old : 3,524: 281 1,031 1 2,455 2,174 2,737 3,206: 787 318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 35: -20 11 0 46 -3 26 8: 9 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 29.3 0.0 69.7 61.7 77.7 91.0: 22.3 9.0
Old : 100.0: 8.0 29.3 0.0 69.7 61.7 77.7 91.0: 22.3 9.0
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 : 23: 2 3 1 10 10 13 13:
Old : 23: 2 3 1 10 10 13 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 : 55.1 54.0 71.0 75.2 54.7 52.8 70.6 73.7
Old : 55.1 54.0 71.0 75.2 54.7 52.8 70.6 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, June 21, 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 : 35,358: 6,610 5,602 1,170 22,127 23,925 29,907 30,697: 5,451 4,661
Old : 35,358: 6,610 5,602 1,170 22,127 23,925 29,907 30,697: 5,451 4,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 1,328: 1,059 484 82 351 479 1,492 1,045: -164 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 15.8 3.3 62.6 67.7 84.6 86.8: 15.4 13.2
Old : 100.0: 18.7 15.8 3.3 62.6 67.7 84.6 86.8: 15.4 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 : 83: 17 13 18 34 33 61 55:
Old : 83: 17 13 18 34 33 61 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 41.1 50.7 60.1 40.1 38.5 50.0 57.2
Old : 40.1 41.1 50.7 60.1 40.1 38.5 50.0 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, June 21, 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 : 219,550: 53,396 57,361 36,307 107,964 94,651 197,667 188,319: 21,883 31,231
Old : 148,904: 46,223 60,542 13,525 76,185 54,959 135,933 129,026: 12,971 19,878
Other: 70,646: 24,683 14,329 5,272 31,779 39,692 61,734 59,293: 8,912 11,353
: : :
: : Changes in Commitments from: June 14, 2011 :
: 2,020: 3,697 -3,448 -2,007 -1,616 6,341 74 886: 1,946 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 26.1 16.5 49.2 43.1 90.0 85.8: 10.0 14.2
Old : 100.0: 31.0 40.7 9.1 51.2 36.9 91.3 86.7: 8.7 13.3
Other: 100.0: 34.9 20.3 7.5 45.0 56.2 87.4 83.9: 12.6 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 75 73 88 49 69 178 196:
Old : 243: 67 90 61 38 61 146 179:
Other: 147: 40 28 22 35 58 91 98:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 21.1 39.3 29.4 24.1 19.7 39.0 27.5
Old : 28.6 19.5 41.7 27.9 28.6 18.9 41.4 27.3
Other: 25.9 25.6 43.6 38.6 25.6 22.5 43.4 34.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 21, 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 : 320,098: 88,755 61,429 45,563 162,605 152,573 296,923 259,565: 23,175 60,533
Old : 320,098: 88,755 61,429 45,563 162,605 152,573 296,923 259,565: 23,175 60,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -6,553: -4,493 -3,333 864 443 -1,291 -3,186 -3,760: -3,367 -2,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 19.2 14.2 50.8 47.7 92.8 81.1: 7.2 18.9
Old : 100.0: 27.7 19.2 14.2 50.8 47.7 92.8 81.1: 7.2 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 : 393: 85 111 122 80 156 252 327:
Old : 393: 85 111 122 80 156 252 327:
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 : 27.0 12.5 39.7 19.8 27.0 12.1 39.5 19.2
Old : 27.0 12.5 39.7 19.8 27.0 12.1 39.5 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, June 21, 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 : 10,168: 4,081 4,912 722 3,073 2,205 7,876 7,839: 2,292 2,329
Old : 10,168: 4,081 4,912 722 3,073 2,205 7,876 7,839: 2,292 2,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -15: -113 -217 203 3 -139 93 -153: -108 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 48.3 7.1 30.2 21.7 77.5 77.1: 22.5 22.9
Old : 100.0: 40.1 48.3 7.1 30.2 21.7 77.5 77.1: 22.5 22.9
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 : 93: 28 34 12 15 19 53 61:
Old : 93: 28 34 12 15 19 53 61:
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 : 38.7 26.6 52.4 41.1 38.7 26.6 52.2 40.2
Old : 38.7 26.6 52.4 41.1 38.7 26.6 52.2 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, June 21, 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 : 36,015: 12,418 6,266 4,623 13,222 7,679 30,263 18,568: 5,752 17,447
Old : 36,015: 12,418 6,266 4,623 13,222 7,679 30,263 18,568: 5,752 17,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 680: -457 -47 1,030 869 96 1,442 1,079: -762 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 17.4 12.8 36.7 21.3 84.0 51.6: 16.0 48.4
Old : 100.0: 34.5 17.4 12.8 36.7 21.3 84.0 51.6: 16.0 48.4
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 : 150: 33 37 35 35 53 94 107:
Old : 150: 33 37 35 35 53 94 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 10.6 36.4 16.3 20.2 8.6 36.4 13.0
Old : 20.2 10.6 36.4 16.3 20.2 8.6 36.4 13.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, June 21, 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 : 98,785: 12,393 0 369 82,966 95,703 95,728 96,072: 3,057 2,713
Old : 98,785: 12,393 0 369 82,966 95,703 95,728 96,072: 3,057 2,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -11,955: -1,410 0 0 -12,530 -13,922 -13,940 -13,922: 1,985 1,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 0.0 0.4 84.0 96.9 96.9 97.3: 3.1 2.7
Old : 100.0: 12.5 0.0 0.4 84.0 96.9 96.9 97.3: 3.1 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 : 24: 7 0 1 16 14 23 15:
Old : 24: 7 0 1 16 14 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 65.6 85.2 86.3 49.0 40.5 55.1 52.6
Old : 71.6 65.6 85.2 86.3 49.0 40.5 55.1 52.6
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, June 21, 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 : 87,905: 19,983 17,779 0 24,090 51,741 44,073 69,520: 43,832 18,385
Old : 87,905: 19,983 17,779 0 24,090 51,741 44,073 69,520: 43,832 18,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -54,267: -13,763 2,888 -7,249 -30,785 -51,871 -51,797 -56,232: -2,470 1,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 20.2 0.0 27.4 58.9 50.1 79.1: 49.9 20.9
Old : 100.0: 22.7 20.2 0.0 27.4 58.9 50.1 79.1: 49.9 20.9
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 : 70: 24 12 0 19 23 43 35:
Old : 70: 24 12 0 19 23 43 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 38.9 25.7 55.3 17.0 38.9 24.2 54.8
Old : 17.8 38.9 25.7 55.3 17.0 38.9 24.2 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, June 21, 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 : 51,304: 23,700 11,887 0 3,118 28,076 26,818 39,963: 24,486 11,341
Old : 51,304: 23,700 11,887 0 3,118 28,076 26,818 39,963: 24,486 11,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -2,744: -1,855 -381 -16 346 -2,676 -1,525 -3,073: -1,219 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 23.2 0.0 6.1 54.7 52.3 77.9: 47.7 22.1
Old : 100.0: 46.2 23.2 0.0 6.1 54.7 52.3 77.9: 47.7 22.1
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: 21 8 0 8 10 29 18:
Old : 45: 21 8 0 8 10 29 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 : 23.2 51.8 33.3 68.9 23.2 51.8 33.2 68.9
Old : 23.2 51.8 33.3 68.9 23.2 51.8 33.2 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, June 21, 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 : 98,383: 58,528 17,105 325 33,425 78,424 92,278 95,854: 6,105 2,529
Old : 98,383: 58,528 17,105 325 33,425 78,424 92,278 95,854: 6,105 2,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -11,848: -7,564 -824 -2 -3,398 -10,611 -10,964 -11,437: -884 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 17.4 0.3 34.0 79.7 93.8 97.4: 6.2 2.6
Old : 100.0: 59.5 17.4 0.3 34.0 79.7 93.8 97.4: 6.2 2.6
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 : 105: 57 16 1 19 16 77 32:
Old : 105: 57 16 1 19 16 77 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 64.0 60.1 80.4 41.4 64.0 60.1 80.4
Old : 41.4 64.0 60.1 80.4 41.4 64.0 60.1 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, June 21, 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 : 92,824: 26,763 38,123 1,082 42,757 32,167 70,602 71,372: 22,222 21,452
Old : 92,824: 26,763 38,123 1,082 42,757 32,167 70,602 71,372: 22,222 21,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 2,105: -9,921 12,665 20 17,659 -11,751 7,758 934: -5,653 1,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 41.1 1.2 46.1 34.7 76.1 76.9: 23.9 23.1
Old : 100.0: 28.8 41.1 1.2 46.1 34.7 76.1 76.9: 23.9 23.1
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 : 81: 24 22 4 27 20 52 45:
Old : 81: 24 22 4 27 20 52 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 : 28.0 36.8 43.5 47.3 27.7 35.9 43.1 46.4
Old : 28.0 36.8 43.5 47.3 27.7 35.9 43.1 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, June 21, 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 : 99,071: 47,074 14,480 57 23,172 55,263 70,303 69,800: 28,768 29,271
Old : 99,071: 47,074 14,480 57 23,172 55,263 70,303 69,800: 28,768 29,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 4,588: 8,456 630 -209 -4,387 8,081 3,860 8,502: 728 -3,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 14.6 0.1 23.4 55.8 71.0 70.5: 29.0 29.5
Old : 100.0: 47.5 14.6 0.1 23.4 55.8 71.0 70.5: 29.0 29.5
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 : 90: 34 23 2 16 23 51 47:
Old : 90: 34 23 2 16 23 51 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 32.6 34.8 47.9 22.4 32.4 34.6 47.7
Old : 22.4 32.6 34.8 47.9 22.4 32.4 34.6 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, June 21, 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 : 189,190: 72,153 42,382 592 62,478 103,169 135,223 146,143: 53,967 43,047
Old : 189,190: 72,153 42,382 592 62,478 103,169 135,223 146,143: 53,967 43,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -1,183: -12,427 7,696 70 13,732 -10,126 1,375 -2,360: -2,558 1,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 22.4 0.3 33.0 54.5 71.5 77.2: 28.5 22.8
Old : 100.0: 38.1 22.4 0.3 33.0 54.5 71.5 77.2: 28.5 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 : 159: 39 50 9 39 48 81 104:
Old : 159: 39 50 9 39 48 81 104:
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 : 26.9 25.8 38.7 37.2 26.8 25.4 38.4 36.7
Old : 26.9 25.8 38.7 37.2 26.8 25.4 38.4 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, June 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 38,505: 30,074 27,209 4,900 2,122 6,225 37,096 38,334: 1,409 171
Old : 38,505: 30,074 27,209 4,900 2,122 6,225 37,096 38,334: 1,409 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -91: -91 0 0 15 -91 -76 -91: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 70.7 12.7 5.5 16.2 96.3 99.6: 3.7 0.4
Old : 100.0: 78.1 70.7 12.7 5.5 16.2 96.3 99.6: 3.7 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 : 20: 11 2 3 2 6 14 10:
Old : 20: 11 2 3 2 6 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 : 88.5 90.6 93.1 99.0 77.4 83.1 81.3 86.8
Old : 88.5 90.6 93.1 99.0 77.4 83.1 81.3 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, June 21, 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 : 30,261: 22,942 4,093 0 2,970 24,942 25,912 29,035: 4,349 1,226
Old : 30,261: 22,942 4,093 0 2,970 24,942 25,912 29,035: 4,349 1,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -1,171: -578 -209 0 -537 -1,109 -1,115 -1,318: -56 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 13.5 0.0 9.8 82.4 85.6 95.9: 14.4 4.1
Old : 100.0: 75.8 13.5 0.0 9.8 82.4 85.6 95.9: 14.4 4.1
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: 21 10 0 4 10 25 20:
Old : 45: 21 10 0 4 10 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 70.0 72.7 86.4 59.9 70.0 72.7 86.4
Old : 59.9 70.0 72.7 86.4 59.9 70.0 72.7 86.4
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, June 21, 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 : 9,901,104: 1,267,100 891,528 1,198,355 6,532,481 6,838,575 8,997,936 8,928,458: 903,168 972,646
Old : 9,901,104: 1,267,100 891,528 1,198,355 6,532,481 6,838,575 8,997,936 8,928,458: 903,168 972,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 17,008: -152,761 -40,420 3,901 233,584 131,271 84,724 94,752: -67,716 -77,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 9.0 12.1 66.0 69.1 90.9 90.2: 9.1 9.8
Old : 100.0: 12.8 9.0 12.1 66.0 69.1 90.9 90.2: 9.1 9.8
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 : 283: 54 64 88 135 153 246 255:
Old : 283: 54 64 88 135 153 246 255:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 24.7 49.2 37.8 40.1 21.6 45.4 30.9
Old : 40.9 24.7 49.2 37.8 40.1 21.6 45.4 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, June 21, 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 : 771,574: 70,743 88,173 19,616 555,388 574,761 645,747 682,550: 125,827 89,024
Old : 771,574: 70,743 88,173 19,616 555,388 574,761 645,747 682,550: 125,827 89,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -301,164: -10,908 -13,155 -52,824 -143,742 -141,452 -207,474 -207,431: -93,689 -93,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.4 2.5 72.0 74.5 83.7 88.5: 16.3 11.5
Old : 100.0: 9.2 11.4 2.5 72.0 74.5 83.7 88.5: 16.3 11.5
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 : 518: 85 107 48 211 211 324 338:
Old : 518: 85 107 48 211 211 324 338:
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 17.3 26.1 26.2 14.0 16.3 21.2 24.8
Old : 17.8 17.3 26.1 26.2 14.0 16.3 21.2 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, June 21, 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 : 263,980: 25,178 26,317 971 168,477 196,245 194,626 223,533: 69,354 40,447
Old : 263,980: 25,178 26,317 971 168,477 196,245 194,626 223,533: 69,354 40,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -123,693: 6,679 -25,382 -14,709 -32,380 -49,182 -40,410 -89,273: -83,283 -34,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 10.0 0.4 63.8 74.3 73.7 84.7: 26.3 15.3
Old : 100.0: 9.5 10.0 0.4 63.8 74.3 73.7 84.7: 26.3 15.3
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 : 113: 14 17 4 53 48 69 67:
Old : 113: 14 17 4 53 48 69 67:
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 : 25.8 28.8 37.4 43.7 24.0 25.9 34.9 40.8
Old : 25.8 28.8 37.4 43.7 24.0 25.9 34.9 40.8
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, June 21, 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 : 2,537,969: 282,047 363,500 39,005 1,934,553 1,892,579 2,255,605 2,295,084: 282,364 242,885
Old : 2,537,969: 282,047 363,500 39,005 1,934,553 1,892,579 2,255,605 2,295,084: 282,364 242,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -887,353: -217,881 -68,808 -60,632 -556,809 -461,349 -835,322 -590,789: -52,031 -296,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 14.3 1.5 76.2 74.6 88.9 90.4: 11.1 9.6
Old : 100.0: 11.1 14.3 1.5 76.2 74.6 88.9 90.4: 11.1 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 : 479: 79 100 42 185 192 287 311:
Old : 479: 79 100 42 185 192 287 311:
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 : 21.2 14.8 30.5 25.1 18.1 14.8 26.6 23.8
Old : 21.2 14.8 30.5 25.1 18.1 14.8 26.6 23.8
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, June 21, 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 : 106,838: 9,528 5,530 714 88,227 95,686 98,469 101,930: 8,369 4,908
Old : 106,838: 9,528 5,530 714 88,227 95,686 98,469 101,930: 8,369 4,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -16,644: 2,014 -1,413 -570 -16,070 -13,321 -14,626 -15,304: -2,018 -1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.2 0.7 82.6 89.6 92.2 95.4: 7.8 4.6
Old : 100.0: 8.9 5.2 0.7 82.6 89.6 92.2 95.4: 7.8 4.6
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 : 91: 8 4 1 50 40 58 45:
Old : 91: 8 4 1 50 40 58 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 : 33.4 39.8 53.5 57.3 33.0 39.8 51.7 57.1
Old : 33.4 39.8 53.5 57.3 33.0 39.8 51.7 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, June 21, 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 : 54,132: 7,606 11,002 968 40,846 41,920 49,419 53,890: 4,712 242
Old : 54,132: 7,606 11,002 968 40,846 41,920 49,419 53,890: 4,712 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -46,419: -3,196 967 -6,775 -26,592 -32,863 -36,563 -38,671: -9,856 -7,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 20.3 1.8 75.5 77.4 91.3 99.6: 8.7 0.4
Old : 100.0: 14.1 20.3 1.8 75.5 77.4 91.3 99.6: 8.7 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 : 205: 40 38 11 71 68 116 112:
Old : 205: 40 38 11 71 68 116 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 28.4 44.8 43.6 34.9 28.4 44.6 43.6
Old : 34.9 28.4 44.8 43.6 34.9 28.4 44.6 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, June 21, 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 : 270,658: 38,028 55,008 4,840 204,228 209,600 247,096 269,448: 23,562 1,210
Old : 270,658: 38,028 55,008 4,840 204,228 209,600 247,096 269,448: 23,562 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -130,496: -37,904 4,560 -9,122 -59,799 -99,469 -106,825 -104,031: -23,671 -26,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 20.3 1.8 75.5 77.4 91.3 99.6: 8.7 0.4
Old : 100.0: 14.1 20.3 1.8 75.5 77.4 91.3 99.6: 8.7 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 : 205: 40 38 11 71 68 116 112:
Old : 205: 40 38 11 71 68 116 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 28.4 44.8 43.6 34.9 28.4 44.6 43.6
Old : 34.9 28.4 44.8 43.6 34.9 28.4 44.6 43.6
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, June 21, 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 : 100,079: 66,796 12,225 3 4,847 72,030 71,646 84,258: 28,433 15,821
Old : 100,079: 66,796 12,225 3 4,847 72,030 71,646 84,258: 28,433 15,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -15,040: -12,820 279 1 257 -15,987 -12,562 -15,707: -2,478 667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 12.2 0.0 4.8 72.0 71.6 84.2: 28.4 15.8
Old : 100.0: 66.7 12.2 0.0 4.8 72.0 71.6 84.2: 28.4 15.8
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 : 69: 27 15 1 9 22 36 38:
Old : 69: 27 15 1 9 22 36 38:
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 : 50.0 41.6 57.2 62.3 50.0 41.6 57.0 62.3
Old : 50.0 41.6 57.2 62.3 50.0 41.6 57.0 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, June 21, 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 : 28,718: 9,156 6,456 0 13,069 14,936 22,225 21,392: 6,493 7,326
Old : 28,718: 9,156 6,456 0 13,069 14,936 22,225 21,392: 6,493 7,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 1,077: 743 -250 0 407 670 1,150 420: -73 657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 22.5 0.0 45.5 52.0 77.4 74.5: 22.6 25.5
Old : 100.0: 31.9 22.5 0.0 45.5 52.0 77.4 74.5: 22.6 25.5
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 : 49: 16 8 0 17 11 33 19:
Old : 49: 16 8 0 17 11 33 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 44.5 44.9 62.3 30.4 44.4 41.8 56.8
Old : 31.3 44.5 44.9 62.3 30.4 44.4 41.8 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, June 21, 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 : 41,753: 8,124 3,012 319 26,847 18,894 35,290 22,225: 6,463 19,528
Old : 41,753: 8,124 3,012 319 26,847 18,894 35,290 22,225: 6,463 19,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 979: -747 -451 -69 614 647 -202 127: 1,181 852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 7.2 0.8 64.3 45.3 84.5 53.2: 15.5 46.8
Old : 100.0: 19.5 7.2 0.8 64.3 45.3 84.5 53.2: 15.5 46.8
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 : 57: 10 9 2 24 19 35 29:
Old : 57: 10 9 2 24 19 35 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 25.0 46.7 35.0 28.9 25.0 45.9 34.8
Old : 29.7 25.0 46.7 35.0 28.9 25.0 45.9 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, June 21, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 10,211: 4,615 408 0 4,162 9,466 8,777 9,874: 1,434 337
Old : 10,211: 4,615 408 0 4,162 9,466 8,777 9,874: 1,434 337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 4.0 0.0 40.8 92.7 86.0 96.7: 14.0 3.3
Old : 100.0: 45.2 4.0 0.0 40.8 92.7 86.0 96.7: 14.0 3.3
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 : 21: 10 2 0 7 2 17 4:
Old : 21: 10 2 0 7 2 17 4:
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 96.7 68.6 96.7 52.8 96.7 68.6 96.7
Old : 52.8 96.7 68.6 96.7 52.8 96.7 68.6 96.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2011