BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 3,982: 246 1,223 137 2,780 2,281 3,163 3,642: 819 340
Old : 3,982: 246 1,223 137 2,780 2,281 3,163 3,642: 819 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 164: 0 33 -7 122 131 116 157: 48 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 30.7 3.5 69.8 57.3 79.4 91.5: 20.6 8.5
Old : 100.0: 6.2 30.7 3.5 69.8 57.3 79.4 91.5: 20.6 8.5
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 : 24: 1 5 2 13 10 16 15:
Old : 24: 1 5 2 13 10 16 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 : 54.4 55.1 70.2 73.6 52.6 49.4 62.8 65.2
Old : 54.4 55.1 70.2 73.6 52.6 49.4 62.8 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 50,009: 4,612 1,426 10,232 27,699 28,519 42,543 40,177: 7,466 9,832
Old : 50,009: 4,612 1,426 10,232 27,699 28,519 42,543 40,177: 7,466 9,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 1,507: 5 -7 302 70 512 376 807: 1,132 701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 2.9 20.5 55.4 57.0 85.1 80.3: 14.9 19.7
Old : 100.0: 9.2 2.9 20.5 55.4 57.0 85.1 80.3: 14.9 19.7
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 : 78: 21 8 21 39 37 68 59:
Old : 78: 21 8 21 39 37 68 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 34.9 47.6 48.2 35.5 33.1 43.4 43.8
Old : 35.7 34.9 47.6 48.2 35.5 33.1 43.4 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 262,467: 52,523 32,100 70,273 114,105 122,866 236,901 225,239: 25,566 37,228
Old : 207,107: 44,187 43,239 45,801 98,464 89,529 188,452 178,570: 18,655 28,537
Other: 55,360: 21,810 2,335 10,997 15,642 33,337 48,449 46,669: 6,911 8,691
: : :
: : Changes in Commitments from: May 10, 2011 :
: 6,671: -2,369 4,380 6,312 2,788 -4,507 6,731 6,185: -60 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 12.2 26.8 43.5 46.8 90.3 85.8: 9.7 14.2
Old : 100.0: 21.3 20.9 22.1 47.5 43.2 91.0 86.2: 9.0 13.8
Other: 100.0: 39.4 4.2 19.9 28.3 60.2 87.5 84.3: 12.5 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 99 72 110 58 75 204 224:
Old : 266: 86 86 106 53 69 195 217:
Other: 128: 49 9 25 38 56 94 86:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 23.8 32.2 32.4 19.3 21.7 31.5 28.1
Old : 22.0 23.4 35.0 31.7 21.9 21.4 34.5 28.8
Other: 23.6 29.9 42.3 44.6 23.5 25.3 40.9 36.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 453,479: 109,194 30,089 141,787 171,920 201,216 422,900 373,092: 30,579 80,387
Old : 453,479: 109,194 30,089 141,787 171,920 201,216 422,900 373,092: 30,579 80,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -2,521: -2,130 3,202 -1,244 244 -2,683 -3,130 -724: 609 -1,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 6.6 31.3 37.9 44.4 93.3 82.3: 6.7 17.7
Old : 100.0: 24.1 6.6 31.3 37.9 44.4 93.3 82.3: 6.7 17.7
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 : 400: 115 89 130 98 175 272 345:
Old : 400: 115 89 130 98 175 272 345:
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 : 20.1 16.2 31.0 23.1 20.0 13.1 30.0 17.9
Old : 20.1 16.2 31.0 23.1 20.0 13.1 30.0 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 10,208: 4,388 4,940 475 3,218 2,592 8,081 8,008: 2,127 2,200
Old : 10,208: 4,388 4,940 475 3,218 2,592 8,081 8,008: 2,127 2,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 109: -6 649 37 -76 -513 -44 173: 154 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 48.4 4.7 31.5 25.4 79.2 78.4: 20.8 21.6
Old : 100.0: 43.0 48.4 4.7 31.5 25.4 79.2 78.4: 20.8 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 29 40 9 12 16 44 62:
Old : 91: 29 40 9 12 16 44 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 : 41.0 27.0 56.8 40.4 41.0 27.0 56.8 40.4
Old : 41.0 27.0 56.8 40.4 41.0 27.0 56.8 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 43,696: 17,060 3,056 7,776 12,358 9,947 37,194 20,779: 6,502 22,917
Old : 43,696: 17,060 3,056 7,776 12,358 9,947 37,194 20,779: 6,502 22,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -587: 67 369 -59 -730 -719 -722 -409: 135 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 7.0 17.8 28.3 22.8 85.1 47.6: 14.9 52.4
Old : 100.0: 39.0 7.0 17.8 28.3 22.8 85.1 47.6: 14.9 52.4
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 : 164: 42 30 40 45 67 107 123:
Old : 164: 42 30 40 45 67 107 123:
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 : 17.5 10.9 31.4 17.1 17.3 6.1 30.3 9.0
Old : 17.5 10.9 31.4 17.1 17.3 6.1 30.3 9.0
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 with Delta-adjusted Options and Futures Combined, May 17, 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 : 100,750: 6,428 0 12 93,634 100,405 100,074 100,418: 676 332
Old : 100,750: 6,428 0 12 93,634 100,405 100,074 100,418: 676 332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 745: -988 -355 5 1,634 1,020 651 670: 94 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.0 0.0 92.9 99.7 99.3 99.7: 0.7 0.3
Old : 100.0: 6.4 0.0 0.0 92.9 99.7 99.3 99.7: 0.7 0.3
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 : 22: 5 0 1 16 14 21 15:
Old : 22: 5 0 1 16 14 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.6 72.7 91.6 89.9 41.3 31.4 44.2 40.8
Old : 82.6 72.7 91.6 89.9 41.3 31.4 44.2 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 131,919: 35,560 9,335 2,958 43,400 101,591 81,918 113,884: 50,002 18,035
Old : 131,919: 35,560 9,335 2,958 43,400 101,591 81,918 113,884: 50,002 18,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 3,318: -6,864 4,186 433 10,479 -560 4,048 4,059: -730 -741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 7.1 2.2 32.9 77.0 62.1 86.3: 37.9 13.7
Old : 100.0: 27.0 7.1 2.2 32.9 77.0 62.1 86.3: 37.9 13.7
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 : 84: 32 15 9 25 25 62 44:
Old : 84: 32 15 9 25 25 62 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 : 19.5 51.8 28.4 65.7 18.0 51.4 26.9 65.2
Old : 19.5 51.8 28.4 65.7 18.0 51.4 26.9 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 70,929: 24,480 8,566 897 15,982 49,935 41,359 59,398: 29,570 11,530
Old : 70,929: 24,480 8,566 897 15,982 49,935 41,359 59,398: 29,570 11,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -3,694: -3,369 -2,833 -219 -1,334 -526 -4,922 -3,578: 1,229 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 12.1 1.3 22.5 70.4 58.3 83.7: 41.7 16.3
Old : 100.0: 34.5 12.1 1.3 22.5 70.4 58.3 83.7: 41.7 16.3
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 : 42: 16 9 4 11 13 29 24:
Old : 42: 16 9 4 11 13 29 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 : 30.5 61.7 41.0 76.1 30.5 61.6 40.9 76.0
Old : 30.5 61.7 41.0 76.1 30.5 61.6 40.9 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 147,582: 112,311 7,399 134 27,601 138,080 140,046 145,613: 7,536 1,969
Old : 147,582: 112,311 7,399 134 27,601 138,080 140,046 145,613: 7,536 1,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -10,804: -10,781 2,372 -112 970 -13,140 -9,923 -10,880: -881 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 5.0 0.1 18.7 93.6 94.9 98.7: 5.1 1.3
Old : 100.0: 76.1 5.0 0.1 18.7 93.6 94.9 98.7: 5.1 1.3
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 : 123: 71 15 1 20 21 91 37:
Old : 123: 71 15 1 20 21 91 37:
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 : 42.0 69.3 58.1 81.8 42.0 69.1 58.1 81.6
Old : 42.0 69.3 58.1 81.8 42.0 69.1 58.1 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 111,367: 30,682 31,379 3,157 44,962 52,956 78,802 87,492: 32,566 23,875
Old : 111,367: 30,682 31,379 3,157 44,962 52,956 78,802 87,492: 32,566 23,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -3,948: -10,622 8,269 56 11,498 -15,874 932 -7,550: -4,879 3,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 28.2 2.8 40.4 47.6 70.8 78.6: 29.2 21.4
Old : 100.0: 27.6 28.2 2.8 40.4 47.6 70.8 78.6: 29.2 21.4
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 : 96: 25 28 9 30 30 62 60:
Old : 96: 25 28 9 30 30 62 60:
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 : 17.9 31.2 27.7 41.3 17.6 30.0 27.4 40.2
Old : 17.9 31.2 27.7 41.3 17.6 30.0 27.4 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 116,280: 38,263 24,164 5,378 46,362 46,677 90,003 76,218: 26,277 40,062
Old : 116,280: 38,263 24,164 5,378 46,362 46,677 90,003 76,218: 26,277 40,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 564: 1,924 -459 -57 -697 1,335 1,170 820: -606 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 20.8 4.6 39.9 40.1 77.4 65.5: 22.6 34.5
Old : 100.0: 32.9 20.8 4.6 39.9 40.1 77.4 65.5: 22.6 34.5
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 : 102: 27 35 20 24 28 60 74:
Old : 102: 27 35 20 24 28 60 74:
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 : 22.1 22.8 35.1 30.9 22.0 22.1 33.4 29.6
Old : 22.1 22.8 35.1 30.9 22.0 22.1 33.4 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 297,055: 88,271 43,949 33,195 117,006 170,014 238,472 247,158: 58,584 49,898
Old : 297,055: 88,271 43,949 33,195 117,006 170,014 238,472 247,158: 58,584 49,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 13,533: -7,522 11,423 4,444 23,629 -2,848 20,550 13,018: -7,017 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 14.8 11.2 39.4 57.2 80.3 83.2: 19.7 16.8
Old : 100.0: 29.7 14.8 11.2 39.4 57.2 80.3 83.2: 19.7 16.8
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 : 192: 50 67 58 48 54 134 143:
Old : 192: 50 67 58 48 54 134 143:
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 : 25.0 28.4 35.0 39.3 24.9 28.3 34.8 39.2
Old : 25.0 28.4 35.0 39.3 24.9 28.3 34.8 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 29,636: 22,518 9,894 0 3,827 18,443 26,345 28,337: 3,291 1,299
Old : 29,636: 22,518 9,894 0 3,827 18,443 26,345 28,337: 3,291 1,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -868: -310 780 -5 1 -1,606 -314 -831: -554 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 33.4 0.0 12.9 62.2 88.9 95.6: 11.1 4.4
Old : 100.0: 76.0 33.4 0.0 12.9 62.2 88.9 95.6: 11.1 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 16 11 0 4 15 20 26:
Old : 45: 16 11 0 4 15 20 26:
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 : 64.3 47.7 79.1 76.6 64.3 47.7 79.1 76.6
Old : 64.3 47.7 79.1 76.6 64.3 47.7 79.1 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 :16,229,431: 1,349,203 673,909 5,200,761 8,630,941 9,203,826 15,180,906 15,078,496: 1,048,525 1,150,935
Old :16,229,431: 1,349,203 673,909 5,200,761 8,630,941 9,203,826 15,180,906 15,078,496: 1,048,525 1,150,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 215,605: 124,266 33,845 188,063 -100,344 18,935 211,985 240,844: 3,620 -25,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 4.2 32.0 53.2 56.7 93.5 92.9: 6.5 7.1
Old : 100.0: 8.3 4.2 32.0 53.2 56.7 93.5 92.9: 6.5 7.1
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 : 317: 65 77 114 157 165 295 287:
Old : 317: 65 77 114 157 165 295 287:
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 : 31.0 18.4 42.0 32.9 24.5 12.8 28.6 18.6
Old : 31.0 18.4 42.0 32.9 24.5 12.8 28.6 18.6
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 with Delta-adjusted Options and Futures Combined, May 17, 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 : 1,011,444: 77,959 85,267 78,749 673,738 711,161 830,445 875,177: 180,999 136,267
Old : 1,011,444: 77,959 85,267 78,749 673,738 711,161 830,445 875,177: 180,999 136,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 3,011: -2,494 -3,728 5,035 1,623 -261 4,164 1,047: -1,152 1,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.4 7.8 66.6 70.3 82.1 86.5: 17.9 13.5
Old : 100.0: 7.7 8.4 7.8 66.6 70.3 82.1 86.5: 17.9 13.5
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 : 584: 129 114 110 245 230 427 402:
Old : 584: 129 114 110 245 230 427 402:
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 : 13.8 14.1 20.4 21.2 11.7 13.3 17.0 19.2
Old : 13.8 14.1 20.4 21.2 11.7 13.3 17.0 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 419,894: 17,242 27,872 35,978 238,639 306,408 291,859 370,258: 128,035 49,636
Old : 419,894: 17,242 27,872 35,978 238,639 306,408 291,859 370,258: 128,035 49,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -963: -724 3,185 -1,946 -1,337 -3,614 -4,007 -2,375: 3,044 1,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 6.6 8.6 56.8 73.0 69.5 88.2: 30.5 11.8
Old : 100.0: 4.1 6.6 8.6 56.8 73.0 69.5 88.2: 30.5 11.8
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 : 145: 18 29 35 77 67 118 108:
Old : 145: 18 29 35 77 67 118 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 24.1 23.0 35.0 15.2 22.5 20.9 33.3
Old : 16.3 24.1 23.0 35.0 15.2 22.5 20.9 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 2,957,753: 379,126 362,519 138,309 2,175,493 2,023,769 2,692,928 2,524,597: 264,825 433,156
Old : 2,957,753: 379,126 362,519 138,309 2,175,493 2,023,769 2,692,928 2,524,597: 264,825 433,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 19,873: 10,810 -14,905 15,246 14,799 16,768 40,855 17,109: -20,982 2,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 12.3 4.7 73.6 68.4 91.0 85.4: 9.0 14.6
Old : 100.0: 12.8 12.3 4.7 73.6 68.4 91.0 85.4: 9.0 14.6
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 : 532: 122 100 94 213 209 376 362:
Old : 532: 122 100 94 213 209 376 362:
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 : 17.4 10.9 26.3 18.3 16.0 10.6 23.7 17.3
Old : 17.4 10.9 26.3 18.3 16.0 10.6 23.7 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 114,154: 9,714 8,858 621 95,505 101,011 105,840 110,490: 8,314 3,664
Old : 114,154: 9,714 8,858 621 95,505 101,011 105,840 110,490: 8,314 3,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -881: -3,328 -55 614 2,852 -2,031 138 -1,472: -1,019 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 7.8 0.5 83.7 88.5 92.7 96.8: 7.3 3.2
Old : 100.0: 8.5 7.8 0.5 83.7 88.5 92.7 96.8: 7.3 3.2
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 : 98: 12 7 2 52 39 65 47:
Old : 98: 12 7 2 52 39 65 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 : 38.9 39.1 54.9 57.6 37.9 39.1 52.9 57.6
Old : 38.9 39.1 54.9 57.6 37.9 39.1 52.9 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 95,595: 22,502 5,551 5,166 58,043 80,574 85,711 91,291: 9,884 4,304
Old : 95,595: 22,502 5,551 5,166 58,043 80,574 85,711 91,291: 9,884 4,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -11,117: -6,609 -1,005 -3,926 -421 -6,555 -10,956 -11,486: -162 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 5.8 5.4 60.7 84.3 89.7 95.5: 10.3 4.5
Old : 100.0: 23.5 5.8 5.4 60.7 84.3 89.7 95.5: 10.3 4.5
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 : 245: 82 26 24 85 88 174 132:
Old : 245: 82 26 24 85 88 174 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 24.6 31.5 39.7 19.3 24.0 29.8 38.0
Old : 19.8 24.6 31.5 39.7 19.3 24.0 29.8 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 20,863: 3,567 1,027 0 12,996 18,860 16,563 19,887: 4,300 975
Old : 20,863: 3,567 1,027 0 12,996 18,860 16,563 19,887: 4,300 975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -3,751: -4,484 9 0 471 -3,783 -4,013 -3,775: 262 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 4.9 0.0 62.3 90.4 79.4 95.3: 20.6 4.7
Old : 100.0: 17.1 4.9 0.0 62.3 90.4 79.4 95.3: 20.6 4.7
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 : 31: 5 2 0 14 14 19 16:
Old : 31: 5 2 0 14 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 52.1 61.6 80.8 41.4 51.8 61.3 80.6
Old : 41.6 52.1 61.6 80.8 41.4 51.8 61.3 80.6
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 with Delta-adjusted Options and Futures Combined, May 17, 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 : 373,659: 114,848 42,791 5,658 225,234 308,569 345,741 357,018: 27,919 16,641
Old : 373,659: 114,848 42,791 5,658 225,234 308,569 345,741 357,018: 27,919 16,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -36,830: -31,176 -25,621 922 -4,460 -13,858 -34,713 -38,556: -2,117 1,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 11.5 1.5 60.3 82.6 92.5 95.5: 7.5 4.5
Old : 100.0: 30.7 11.5 1.5 60.3 82.6 92.5 95.5: 7.5 4.5
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 : 242: 78 29 21 80 84 165 127:
Old : 242: 78 29 21 80 84 165 127:
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 : 23.9 28.6 37.1 42.3 23.5 28.6 36.8 42.2
Old : 23.9 28.6 37.1 42.3 23.5 28.6 36.8 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 125,555: 61,736 10,835 4,652 23,761 91,117 90,148 106,604: 35,407 18,951
Old : 125,555: 61,736 10,835 4,652 23,761 91,117 90,148 106,604: 35,407 18,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -11,389: -11,700 -1,757 917 -1,330 -8,603 -12,113 -9,443: 724 -1,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 8.6 3.7 18.9 72.6 71.8 84.9: 28.2 15.1
Old : 100.0: 49.2 8.6 3.7 18.9 72.6 71.8 84.9: 28.2 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 33 19 13 19 21 58 47:
Old : 82: 33 19 13 19 21 58 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 : 29.0 51.3 41.3 64.5 29.0 50.8 41.3 63.9
Old : 29.0 51.3 41.3 64.5 29.0 50.8 41.3 63.9
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 with Delta-adjusted Options and Futures Combined, May 17, 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 : 48,211: 15,500 7,598 3,634 21,658 19,052 40,792 30,284: 7,419 17,927
Old : 48,211: 15,500 7,598 3,634 21,658 19,052 40,792 30,284: 7,419 17,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -1,481: -2,092 1,593 12 -24 -4,356 -2,104 -2,751: 623 1,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 15.8 7.5 44.9 39.5 84.6 62.8: 15.4 37.2
Old : 100.0: 32.2 15.8 7.5 44.9 39.5 84.6 62.8: 15.4 37.2
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 : 62: 16 12 1 21 17 37 30:
Old : 62: 16 12 1 21 17 37 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 : 31.2 27.7 53.5 38.5 28.9 16.6 46.2 26.1
Old : 31.2 27.7 53.5 38.5 28.9 16.6 46.2 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 57,272: 11,024 10,033 3,951 35,630 36,642 50,605 50,626: 6,667 6,646
Old : 57,272: 11,024 10,033 3,951 35,630 36,642 50,605 50,626: 6,667 6,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -3,065: -823 -6,257 822 -114 917 -115 -4,518: -2,950 1,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 17.5 6.9 62.2 64.0 88.4 88.4: 11.6 11.6
Old : 100.0: 19.2 17.5 6.9 62.2 64.0 88.4 88.4: 11.6 11.6
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 : 75: 16 14 6 24 27 44 43:
Old : 75: 16 14 6 24 27 44 43:
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 : 30.5 33.8 43.0 50.1 29.9 32.9 41.3 48.0
Old : 30.5 33.8 43.0 50.1 29.9 32.9 41.3 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 30,728: 3,716 946 300 23,029 27,537 27,045 28,783: 3,683 1,945
Old : 30,728: 3,716 946 300 23,029 27,537 27,045 28,783: 3,683 1,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -690: -694 -219 30 71 -118 -593 -307: -97 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 3.1 1.0 74.9 89.6 88.0 93.7: 12.0 6.3
Old : 100.0: 12.1 3.1 1.0 74.9 89.6 88.0 93.7: 12.0 6.3
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 : 50: 8 3 1 22 24 30 28:
Old : 50: 8 3 1 22 24 30 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 : 46.9 44.7 61.7 66.4 42.4 42.7 54.8 61.5
Old : 46.9 44.7 61.7 66.4 42.4 42.7 54.8 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 39,818: 11,082 2,124 17 21,279 34,863 32,378 37,004: 7,440 2,814
Old : 39,818: 11,082 2,124 17 21,279 34,863 32,378 37,004: 7,440 2,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -416: -793 0 0 440 -724 -353 -724: -63 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 5.3 0.0 53.4 87.6 81.3 92.9: 18.7 7.1
Old : 100.0: 27.8 5.3 0.0 53.4 87.6 81.3 92.9: 18.7 7.1
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 : 56: 17 6 1 21 18 38 25:
Old : 56: 17 6 1 21 18 38 25:
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 59.0 54.0 76.9 39.1 57.1 51.7 74.8
Old : 41.5 59.0 54.0 76.9 39.1 57.1 51.7 74.8
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 with Delta-adjusted Options and Futures Combined, May 17, 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 : 10,597: 4,884 2,098 13 4,247 8,042 9,144 10,153: 1,453 444
Old : 10,597: 4,884 2,098 13 4,247 8,042 9,144 10,153: 1,453 444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -2,587: -653 1,279 -870 -629 -2,677 -2,152 -2,268: -435 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 19.8 0.1 40.1 75.9 86.3 95.8: 13.7 4.2
Old : 100.0: 46.1 19.8 0.1 40.1 75.9 86.3 95.8: 13.7 4.2
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 : 20: 9 4 1 5 2 15 6:
Old : 20: 9 4 1 5 2 15 6:
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 : 55.5 93.8 72.3 95.8 55.5 93.7 72.3 95.7
Old : 55.5 93.8 72.3 95.8 55.5 93.7 72.3 95.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2011