BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 4,423: 201 1,031 157 3,219 2,892 3,577 4,080: 846 343
Old : 4,423: 201 1,031 157 3,219 2,892 3,577 4,080: 846 343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 48: -0 11 -0 41 10 40 21: 7 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 23.3 3.5 72.8 65.4 80.9 92.2: 19.1 7.8
Old : 100.0: 4.6 23.3 3.5 72.8 65.4 80.9 92.2: 19.1 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 2 12 10 15 14:
Old : 24: 2 3 2 12 10 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 54.3 72.6 72.6 53.0 48.5 65.6 65.1
Old : 53.8 54.3 72.6 72.6 53.0 48.5 65.6 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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 : 56,890: 7,857 1,489 13,553 28,052 31,267 49,462 46,309: 7,427 10,581
Old : 56,890: 7,857 1,489 13,553 28,052 31,267 49,462 46,309: 7,427 10,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 1,798: 1,079 166 351 527 910 1,958 1,427: -159 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 2.6 23.8 49.3 55.0 86.9 81.4: 13.1 18.6
Old : 100.0: 13.8 2.6 23.8 49.3 55.0 86.9 81.4: 13.1 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 25 6 23 42 41 74 64:
Old : 85: 25 6 23 42 41 74 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 31.7 44.1 46.1 30.3 30.0 37.1 41.1
Old : 31.4 31.7 44.1 46.1 30.3 30.0 37.1 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 4,598: 2,421 0 0 1,977 3,673 4,398 3,673: 200 925
Old : 4,598: 2,421 0 0 1,977 3,673 4,398 3,673: 200 925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 31: 31 0 0 -1 29 30 29: 1 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 0.0 0.0 43.0 79.9 95.6 79.9: 4.4 20.1
Old : 100.0: 52.7 0.0 0.0 43.0 79.9 95.6 79.9: 4.4 20.1
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 : 21: 4 0 0 6 12 10 12:
Old : 21: 4 0 0 6 12 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 54.4 91.4 74.2 72.4 54.4 91.4 74.2
Old : 72.4 54.4 91.4 74.2 72.4 54.4 91.4 74.2
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 with Delta-adjusted Options and Futures Combined, 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 : 259,139: 55,243 39,529 68,052 112,663 115,905 235,957 223,485: 23,181 35,653
Old : 172,883: 47,412 52,175 32,956 78,767 65,433 159,135 150,564: 13,748 22,319
Other: 86,256: 25,546 5,069 17,380 33,895 50,472 76,822 72,921: 9,434 13,334
: : :
: : Changes in Commitments from: June 14, 2011 :
: -3,727: 6,456 -6,240 -6,844 -4,341 8,268 -4,728 -4,816: 1,002 1,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 15.3 26.3 43.5 44.7 91.1 86.2: 8.9 13.8
Old : 100.0: 27.4 30.2 19.1 45.6 37.8 92.0 87.1: 8.0 12.9
Other: 100.0: 29.6 5.9 20.1 39.3 58.5 89.1 84.5: 10.9 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 90 65 105 56 72 201 204:
Old : 250: 79 82 85 43 69 170 196:
Other: 151: 53 17 35 46 59 115 101:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 21.4 33.4 31.3 20.4 19.1 32.9 27.0
Old : 24.7 20.5 35.9 27.8 24.5 18.7 35.4 26.0
Other: 21.4 26.5 37.2 40.6 21.0 22.6 35.8 33.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 419,172: 95,874 41,568 119,192 177,654 188,566 392,720 349,325: 26,452 69,847
Old : 419,172: 95,874 41,568 119,192 177,654 188,566 392,720 349,325: 26,452 69,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 6,355: 1,575 -4,966 8,834 -244 4,803 10,165 8,672: -3,810 -2,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 9.9 28.4 42.4 45.0 93.7 83.3: 6.3 16.7
Old : 100.0: 22.9 9.9 28.4 42.4 45.0 93.7 83.3: 6.3 16.7
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 : 405: 102 103 143 103 166 290 349:
Old : 405: 102 103 143 103 166 290 349:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 15.0 33.3 21.7 21.9 13.0 32.4 17.6
Old : 22.3 15.0 33.3 21.7 21.9 13.0 32.4 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 10,455: 4,037 4,892 920 3,093 2,258 8,050 8,071: 2,405 2,384
Old : 10,455: 4,037 4,892 920 3,093 2,258 8,050 8,071: 2,405 2,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -16: -113 -234 213 2 -142 102 -163: -118 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 46.8 8.8 29.6 21.6 77.0 77.2: 23.0 22.8
Old : 100.0: 38.6 46.8 8.8 29.6 21.6 77.0 77.2: 23.0 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 : 94: 29 34 16 16 20 54 66:
Old : 94: 29 34 16 16 20 54 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 25.9 51.1 40.1 37.6 25.9 50.7 39.1
Old : 37.6 25.9 51.1 40.1 37.6 25.9 50.7 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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 : 41,547: 12,669 4,334 8,812 13,613 8,938 35,093 22,085: 6,453 19,462
Old : 41,547: 12,669 4,334 8,812 13,613 8,938 35,093 22,085: 6,453 19,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 671: -318 -240 1,319 600 173 1,601 1,253: -930 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 10.4 21.2 32.8 21.5 84.5 53.2: 15.5 46.8
Old : 100.0: 30.5 10.4 21.2 32.8 21.5 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 : 160: 37 37 40 47 62 112 118:
Old : 160: 37 37 40 47 62 112 118:
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 : 17.6 10.8 32.2 17.6 17.2 7.0 31.2 10.8
Old : 17.6 10.8 32.2 17.6 17.2 7.0 31.2 10.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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 : 99,684: 12,387 0 375 83,865 96,596 96,627 96,971: 3,057 2,713
Old : 99,684: 12,387 0 375 83,865 96,596 96,627 96,971: 3,057 2,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -11,911: -1,409 0 -1 -12,486 -13,877 -13,896 -13,878: 1,985 1,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.0 0.4 84.1 96.9 96.9 97.3: 3.1 2.7
Old : 100.0: 12.4 0.0 0.4 84.1 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 2 16 15 23 17:
Old : 24: 7 0 2 16 15 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 65.9 85.3 86.4 49.4 41.0 55.5 53.0
Old : 71.8 65.9 85.3 86.4 49.4 41.0 55.5 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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 : 95,694: 19,690 17,881 2,275 27,037 55,285 49,002 75,441: 46,692 20,253
Old : 95,694: 19,690 17,881 2,275 27,037 55,285 49,002 75,441: 46,692 20,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -53,125: -13,618 2,760 -6,655 -30,258 -51,185 -50,531 -55,079: -2,594 1,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 18.7 2.4 28.3 57.8 51.2 78.8: 48.8 21.2
Old : 100.0: 20.6 18.7 2.4 28.3 57.8 51.2 78.8: 48.8 21.2
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 : 71: 24 13 8 22 25 49 43:
Old : 71: 24 13 8 22 25 49 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 : 16.4 35.7 24.1 50.8 15.6 35.7 22.2 50.4
Old : 16.4 35.7 24.1 50.8 15.6 35.7 22.2 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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 : 53,646: 23,735 11,932 550 3,936 28,809 28,222 41,291: 25,425 12,355
Old : 53,646: 23,735 11,932 550 3,936 28,809 28,222 41,291: 25,425 12,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -2,355: -1,804 -482 385 342 -2,481 -1,076 -2,579: -1,278 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 22.2 1.0 7.3 53.7 52.6 77.0: 47.4 23.0
Old : 100.0: 44.2 22.2 1.0 7.3 53.7 52.6 77.0: 47.4 23.0
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 : 45: 21 8 3 8 12 30 22:
Old : 45: 21 8 3 8 12 30 22:
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 : 22.2 49.6 31.9 66.2 22.2 49.6 31.8 65.8
Old : 22.2 49.6 31.9 66.2 22.2 49.6 31.8 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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 with Delta-adjusted Options and Futures Combined, 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 : 98,698: 26,605 37,934 3,362 44,864 34,562 74,831 75,858: 23,866 22,840
Old : 98,698: 26,605 37,934 3,362 44,864 34,562 74,831 75,858: 23,866 22,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 2,378: -9,916 12,330 94 17,605 -11,159 7,783 1,265: -5,405 1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 38.4 3.4 45.5 35.0 75.8 76.9: 24.2 23.1
Old : 100.0: 27.0 38.4 3.4 45.5 35.0 75.8 76.9: 24.2 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 : 82: 24 23 8 27 25 55 52:
Old : 82: 24 23 8 27 25 55 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 34.6 41.4 44.7 26.0 33.8 40.3 43.8
Old : 26.4 34.6 41.4 44.7 26.0 33.8 40.3 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 107,450: 47,308 15,309 2,949 26,869 57,352 77,126 75,610: 30,324 31,840
Old : 107,450: 47,308 15,309 2,949 26,869 57,352 77,126 75,610: 30,324 31,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 5,312: 8,622 639 180 -3,975 8,484 4,828 9,303: 485 -3,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 14.2 2.7 25.0 53.4 71.8 70.4: 28.2 29.6
Old : 100.0: 44.0 14.2 2.7 25.0 53.4 71.8 70.4: 28.2 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 40 27 15 20 25 66 61:
Old : 100: 40 27 15 20 25 66 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 : 20.6 30.3 32.1 44.4 20.6 29.7 31.9 43.8
Old : 20.6 30.3 32.1 44.4 20.6 29.7 31.9 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 230,113: 71,563 39,718 26,787 73,539 114,423 171,889 180,928: 58,225 49,185
Old : 230,113: 71,563 39,718 26,787 73,539 114,423 171,889 180,928: 58,225 49,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 5,322: -12,582 7,448 4,267 16,003 -8,018 7,688 3,697: -2,366 1,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 17.3 11.6 32.0 49.7 74.7 78.6: 25.3 21.4
Old : 100.0: 31.1 17.3 11.6 32.0 49.7 74.7 78.6: 25.3 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 : 180: 44 65 53 47 53 123 139:
Old : 180: 44 65 53 47 53 123 139:
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 : 22.2 21.3 31.8 30.8 21.5 20.9 31.1 30.3
Old : 22.2 21.3 31.8 30.8 21.5 20.9 31.1 30.3
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 :15,963,920: 1,251,346 534,717 5,213,945 8,522,420 9,140,075 14,987,712 14,888,737: 976,209 1,075,184
Old :15,963,920: 1,251,346 534,717 5,213,945 8,522,420 9,140,075 14,987,712 14,888,737: 976,209 1,075,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: 297,386: -148,376 -43,824 183,114 326,051 228,655 360,790 367,945: -63,404 -70,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 3.3 32.7 53.4 57.3 93.9 93.3: 6.1 6.7
Old : 100.0: 7.8 3.3 32.7 53.4 57.3 93.9 93.3: 6.1 6.7
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 : 306: 63 68 110 157 167 285 285:
Old : 306: 63 68 110 157 167 285 285:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 19.7 41.4 34.0 25.5 13.7 28.8 19.3
Old : 32.5 19.7 41.4 34.0 25.5 13.7 28.8 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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 : 892,301: 71,041 84,660 62,303 623,135 644,883 756,479 791,846: 135,821 100,454
Old : 892,301: 71,041 84,660 62,303 623,135 644,883 756,479 791,846: 135,821 100,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -341,192: -7,407 -16,675 -73,638 -163,789 -155,236 -244,835 -245,549: -96,357 -95,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.5 7.0 69.8 72.3 84.8 88.7: 15.2 11.3
Old : 100.0: 8.0 9.5 7.0 69.8 72.3 84.8 88.7: 15.2 11.3
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 : 554: 105 121 98 230 224 394 384:
Old : 554: 105 121 98 230 224 394 384:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 15.5 22.7 23.6 12.1 14.0 18.3 21.3
Old : 15.4 15.5 22.7 23.6 12.1 14.0 18.3 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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 : 339,339: 26,334 24,123 27,013 210,102 240,521 263,450 291,657: 75,890 47,682
Old : 339,339: 26,334 24,123 27,013 210,102 240,521 263,450 291,657: 75,890 47,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -150,317: 6,148 -30,591 -25,254 -46,312 -59,329 -65,418 -115,174: -84,899 -35,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 7.1 8.0 61.9 70.9 77.6 85.9: 22.4 14.1
Old : 100.0: 7.8 7.1 8.0 61.9 70.9 77.6 85.9: 22.4 14.1
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 : 130: 22 24 31 67 58 108 94:
Old : 130: 22 24 31 67 58 108 94:
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 23.7 29.1 35.3 18.7 19.8 27.2 31.4
Old : 20.1 23.7 29.1 35.3 18.7 19.8 27.2 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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 : 2,764,807: 281,874 361,026 118,112 2,065,164 2,021,807 2,465,149 2,500,945: 299,658 263,861
Old : 2,764,807: 281,874 361,026 118,112 2,065,164 2,021,807 2,465,149 2,500,945: 299,658 263,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -954,375: -198,304 -60,949 -111,393 -587,389 -479,535 -897,086 -651,876: -57,289 -302,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 13.1 4.3 74.7 73.1 89.2 90.5: 10.8 9.5
Old : 100.0: 10.2 13.1 4.3 74.7 73.1 89.2 90.5: 10.8 9.5
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 : 501: 94 107 81 201 204 342 345:
Old : 501: 94 107 81 201 204 342 345:
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 : 19.5 13.7 28.0 23.1 16.6 13.6 24.4 21.8
Old : 19.5 13.7 28.0 23.1 16.6 13.6 24.4 21.8
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 with Delta-adjusted Options and Futures Combined, 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 : 106,847: 9,528 5,530 714 88,230 95,691 98,472 101,935: 8,374 4,911
Old : 106,847: 9,528 5,530 714 88,230 95,691 98,472 101,935: 8,374 4,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -16,647: 2,014 -1,413 -570 -16,070 -13,324 -14,626 -15,307: -2,021 -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 51 40 59 45:
Old : 91: 8 4 1 51 40 59 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 39.7 51.7 57.1
Old : 33.4 39.8 53.5 57.3 33.0 39.7 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 with Delta-adjusted Options and Futures Combined, 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 : 55,082: 7,667 10,940 1,197 41,380 42,582 50,243 54,718: 4,839 364
Old : 55,082: 7,667 10,940 1,197 41,380 42,582 50,243 54,718: 4,839 364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -47,700: -3,426 841 -7,072 -27,240 -33,689 -37,738 -39,920: -9,962 -7,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 19.9 2.2 75.1 77.3 91.2 99.3: 8.8 0.7
Old : 100.0: 13.9 19.9 2.2 75.1 77.3 91.2 99.3: 8.8 0.7
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 : 209: 43 39 16 75 70 127 116:
Old : 209: 43 39 16 75 70 127 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 27.9 44.1 42.8 34.3 27.9 43.9 42.8
Old : 34.3 27.9 44.1 42.8 34.3 27.9 43.9 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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 : 275,409: 38,334 54,700 5,983 206,899 212,908 251,215 273,591: 24,194 1,818
Old : 275,409: 38,334 54,700 5,983 206,899 212,908 251,215 273,591: 24,194 1,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -136,839: -38,733 4,254 -10,929 -63,040 -103,599 -112,701 -110,274: -24,137 -26,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 19.9 2.2 75.1 77.3 91.2 99.3: 8.8 0.7
Old : 100.0: 13.9 19.9 2.2 75.1 77.3 91.2 99.3: 8.8 0.7
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 : 209: 43 39 16 75 70 127 116:
Old : 209: 43 39 16 75 70 127 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 27.9 44.1 42.8 34.3 27.9 43.9 42.8
Old : 34.3 27.9 44.1 42.8 34.3 27.9 43.9 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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 : 106,030: 67,059 12,532 2,389 6,845 73,527 76,292 88,448: 29,738 17,582
Old : 106,030: 67,059 12,532 2,389 6,845 73,527 76,292 88,448: 29,738 17,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -14,154: -13,019 45 657 524 -15,802 -11,838 -15,100: -2,316 946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 11.8 2.3 6.5 69.3 72.0 83.4: 28.0 16.6
Old : 100.0: 63.2 11.8 2.3 6.5 69.3 72.0 83.4: 28.0 16.6
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 : 73: 28 18 13 12 23 46 48:
Old : 73: 28 18 13 12 23 46 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 39.3 54.0 58.8 47.2 39.1 53.8 58.6
Old : 47.2 39.3 54.0 58.8 47.2 39.1 53.8 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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