MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 40,803: 1,030 5,148 7,757 27,607 19,264 36,395 32,170: 4,408 8,633
Old : 40,803: 1,030 5,148 7,757 27,607 19,264 36,395 32,170: 4,408 8,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 1,621: 19 902 210 1,144 287 1,373 1,400: 248 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 12.6 19.0 67.7 47.2 89.2 78.8: 10.8 21.2
Old : 100.0: 2.5 12.6 19.0 67.7 47.2 89.2 78.8: 10.8 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 : 75: 7 20 18 39 32 58 59:
Old : 75: 7 20 18 39 32 58 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 : 41.2 32.9 51.9 46.9 41.2 31.9 49.2 44.9
Old : 41.2 32.9 51.9 46.9 41.2 31.9 49.2 44.9
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 252,553: 70,499 15,748 58,185 95,479 135,843 224,163 209,775: 28,390 42,778
Old : 213,625: 62,739 21,055 43,261 85,398 114,817 191,398 179,133: 22,227 34,492
Other: 38,928: 14,646 1,579 8,038 10,081 21,026 32,765 30,643: 6,163 8,285
: : :
: : Changes in Commitments from: May 4, 2010 :
: -1,097: -3,293 2,220 -1,559 2,756 -2,675 -2,097 -2,015: 1,000 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 6.2 23.0 37.8 53.8 88.8 83.1: 11.2 16.9
Old : 100.0: 29.4 9.9 20.3 40.0 53.7 89.6 83.9: 10.4 16.1
Other: 100.0: 37.6 4.1 20.6 25.9 54.0 84.2 78.7: 15.8 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 117 57 116 53 60 231 187:
Old : 262: 110 69 112 46 60 221 186:
Other: 118: 48 14 34 30 40 92 78:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 30.7 30.2 38.2 17.1 29.6 27.9 35.7
Old : 19.9 32.5 32.8 39.0 19.4 31.5 31.1 37.3
Other: 25.4 31.8 38.8 41.1 25.0 27.6 37.4 36.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 471,918: 158,580 17,310 137,172 140,390 228,106 436,141 382,588: 35,776 89,330
Old : 471,918: 158,580 17,310 137,172 140,390 228,106 436,141 382,588: 35,776 89,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 12,664: 3,962 864 4,281 2,688 3,136 10,931 8,281: 1,733 4,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 3.7 29.1 29.7 48.3 92.4 81.1: 7.6 18.9
Old : 100.0: 33.6 3.7 29.1 29.7 48.3 92.4 81.1: 7.6 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 437: 174 60 120 90 184 315 318:
Old : 437: 174 60 120 90 184 315 318:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 16.4 24.0 25.4 13.5 15.1 22.2 21.5
Old : 14.6 16.4 24.0 25.4 13.5 15.1 22.2 21.5
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,505: 3,604 372 929 2,170 5,621 6,703 6,923: 1,803 1,583
Old : 8,505: 3,604 372 929 2,170 5,621 6,703 6,923: 1,803 1,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -2,389: -1,395 -325 -468 -148 -1,404 -2,012 -2,198: -377 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 4.4 10.9 25.5 66.1 78.8 81.4: 21.2 18.6
Old : 100.0: 42.4 4.4 10.9 25.5 66.1 78.8 81.4: 21.2 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 : 56: 24 6 10 16 19 44 32:
Old : 56: 24 6 10 16 19 44 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 : 35.5 44.0 50.1 59.0 35.5 43.9 48.5 58.1
Old : 35.5 44.0 50.1 59.0 35.5 43.9 48.5 58.1
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, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 46,442: 21,458 3,274 6,547 11,744 13,204 39,750 23,025: 6,693 23,417
Old : 46,442: 21,458 3,274 6,547 11,744 13,204 39,750 23,025: 6,693 23,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -2,325: -2,180 -524 103 208 -1,367 -1,868 -1,788: -457 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 7.1 14.1 25.3 28.4 85.6 49.6: 14.4 50.4
Old : 100.0: 46.2 7.1 14.1 25.3 28.4 85.6 49.6: 14.4 50.4
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: 51 26 25 44 80 111 120:
Old : 180: 51 26 25 44 80 111 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 8.2 30.7 14.5 18.7 7.6 30.4 12.5
Old : 18.7 8.2 30.7 14.5 18.7 7.6 30.4 12.5
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 29,276: 5,070 205 236 18,301 28,569 23,607 29,010: 5,669 266
Old : 29,276: 5,070 205 236 18,301 28,569 23,607 29,010: 5,669 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -950: -3,323 0 0 2,705 -896 -618 -896: -332 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 0.7 0.8 62.5 97.6 80.6 99.1: 19.4 0.9
Old : 100.0: 17.3 0.7 0.8 62.5 97.6 80.6 99.1: 19.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 7 2 2 12 13 20 16:
Old : 26: 7 2 2 12 13 20 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 : 49.0 80.7 69.1 94.2 42.9 70.7 53.1 75.0
Old : 49.0 80.7 69.1 94.2 42.9 70.7 53.1 75.0
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, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 135,021: 58,654 7,190 4,632 31,038 104,032 94,323 115,854: 40,698 19,167
Old : 135,021: 58,654 7,190 4,632 31,038 104,032 94,323 115,854: 40,698 19,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -18,697: -8,506 -4,674 -743 516 -12,201 -8,734 -17,618: -9,963 -1,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 5.3 3.4 23.0 77.0 69.9 85.8: 30.1 14.2
Old : 100.0: 43.4 5.3 3.4 23.0 77.0 69.9 85.8: 30.1 14.2
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 : 72: 27 11 13 25 22 58 41:
Old : 72: 27 11 13 25 22 58 41:
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 : 29.6 46.1 40.1 66.9 29.6 45.0 40.1 62.6
Old : 29.6 46.1 40.1 66.9 29.6 45.0 40.1 62.6
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 53,593: 10,038 27,553 1,479 31,505 4,426 43,022 33,458: 10,572 20,136
Old : 53,593: 10,038 27,553 1,479 31,505 4,426 43,022 33,458: 10,572 20,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -1,111: -2,880 -1,748 -338 3,644 -1,464 426 -3,550: -1,537 2,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 51.4 2.8 58.8 8.3 80.3 62.4: 19.7 37.6
Old : 100.0: 18.7 51.4 2.8 58.8 8.3 80.3 62.4: 19.7 37.6
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 : 45: 8 20 7 14 9 26 32:
Old : 45: 8 20 7 14 9 26 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 : 44.6 29.0 61.8 40.9 42.9 29.0 60.1 40.9
Old : 44.6 29.0 61.8 40.9 42.9 29.0 60.1 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 95,941: 47,507 5,549 0 43,754 88,600 91,261 94,149: 4,680 1,792
Old : 95,941: 47,507 5,549 0 43,754 88,600 91,261 94,149: 4,680 1,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -22,275: -44,162 -3,077 -128 23,797 -18,929 -20,493 -22,134: -1,782 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 5.8 0.0 45.6 92.3 95.1 98.1: 4.9 1.9
Old : 100.0: 49.5 5.8 0.0 45.6 92.3 95.1 98.1: 4.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 34 13 0 20 18 54 31:
Old : 80: 34 13 0 20 18 54 31:
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 : 56.6 69.9 69.1 86.8 56.6 69.6 69.0 85.0
Old : 56.6 69.9 69.1 86.8 56.6 69.6 69.0 85.0
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 161,768: 9,360 81,420 13,755 119,316 28,670 142,431 123,845: 19,337 37,923
Old : 161,768: 9,360 81,420 13,755 119,316 28,670 142,431 123,845: 19,337 37,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 9,816: -3,792 2,770 1,635 12,635 3,581 10,479 7,986: -663 1,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 50.3 8.5 73.8 17.7 88.0 76.6: 12.0 23.4
Old : 100.0: 5.8 50.3 8.5 73.8 17.7 88.0 76.6: 12.0 23.4
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 : 94: 14 45 20 23 26 49 79:
Old : 94: 14 45 20 23 26 49 79:
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 : 51.1 27.7 63.9 36.9 49.6 27.5 60.9 35.7
Old : 51.1 27.7 63.9 36.9 49.6 27.5 60.9 35.7
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 160,775: 23,439 57,304 9,432 109,473 63,235 142,344 129,971: 18,431 30,805
Old : 160,775: 23,439 57,304 9,432 109,473 63,235 142,344 129,971: 18,431 30,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -6,075: 8,795 -21,544 -3,152 -13,258 33,172 -7,615 8,476: 1,540 -14,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 35.6 5.9 68.1 39.3 88.5 80.8: 11.5 19.2
Old : 100.0: 14.6 35.6 5.9 68.1 39.3 88.5 80.8: 11.5 19.2
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 : 107: 27 42 18 24 27 60 78:
Old : 107: 27 42 18 24 27 60 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 29.4 60.9 41.7 48.9 24.2 56.6 34.9
Old : 50.1 29.4 60.9 41.7 48.9 24.2 56.6 34.9
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 380,305: 43,769 148,914 67,099 212,591 97,441 323,459 313,454: 56,846 66,850
Old : 380,305: 43,769 148,914 67,099 212,591 97,441 323,459 313,454: 56,846 66,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 20,884: 833 13,153 -2,286 21,359 7,416 19,906 18,283: 978 2,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 39.2 17.6 55.9 25.6 85.1 82.4: 14.9 17.6
Old : 100.0: 11.5 39.2 17.6 55.9 25.6 85.1 82.4: 14.9 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 45 86 55 42 52 126 154:
Old : 200: 45 86 55 42 52 126 154:
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 21.1 45.8 31.3 33.4 20.0 41.3 26.6
Old : 35.7 21.1 45.8 31.3 33.4 20.0 41.3 26.6
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 24,215: 20,428 3,536 0 902 19,501 21,330 23,037: 2,885 1,178
Old : 24,215: 20,428 3,536 0 902 19,501 21,330 23,037: 2,885 1,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 903: 1,467 -449 0 14 1,666 1,481 1,217: -578 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 14.6 0.0 3.7 80.5 88.1 95.1: 11.9 4.9
Old : 100.0: 84.4 14.6 0.0 3.7 80.5 88.1 95.1: 11.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 14 7 0 4 14 18 21:
Old : 37: 14 7 0 4 14 18 21:
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 : 68.0 52.2 78.6 79.2 68.0 52.2 78.6 78.2
Old : 68.0 52.2 78.6 79.2 68.0 52.2 78.6 78.2
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :13,569,671: 1,257,271 390,870 4,784,220 6,642,818 7,292,539 12,684,308 12,467,629: 885,363 1,102,041
Old :13,569,671: 1,257,271 390,870 4,784,220 6,642,818 7,292,539 12,684,308 12,467,629: 885,363 1,102,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -38,471: -84,731 -2,500 83,411 -39,354 -119,291 -40,674 -38,380: 2,203 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 2.9 35.3 49.0 53.7 93.5 91.9: 6.5 8.1
Old : 100.0: 9.3 2.9 35.3 49.0 53.7 93.5 91.9: 6.5 8.1
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 : 304: 53 76 113 151 163 279 285:
Old : 304: 53 76 113 151 163 279 285:
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 : 23.1 22.6 33.2 35.0 17.7 14.9 24.2 18.7
Old : 23.1 22.6 33.2 35.0 17.7 14.9 24.2 18.7
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 422,615: 19,829 35,789 38,451 279,277 274,050 337,557 348,290: 85,058 74,325
Old : 422,615: 19,829 35,789 38,451 279,277 274,050 337,557 348,290: 85,058 74,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 8,732: 740 -7,725 7,700 2,312 -3,244 10,752 -3,269: -2,020 12,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 8.5 9.1 66.1 64.8 79.9 82.4: 20.1 17.6
Old : 100.0: 4.7 8.5 9.1 66.1 64.8 79.9 82.4: 20.1 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 20 37 42 81 66 131 115:
Old : 155: 20 37 42 81 66 131 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 17.5 25.4 27.7 16.7 16.9 23.6 26.7
Old : 17.8 17.5 25.4 27.7 16.7 16.9 23.6 26.7
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,936,996: 352,053 352,751 142,323 2,030,168 2,144,448 2,524,544 2,639,523: 412,452 297,474
Old : 2,936,996: 352,053 352,751 142,323 2,030,168 2,144,448 2,524,544 2,639,523: 412,452 297,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 147,538: 2,582 -50,478 8,197 58,067 173,298 68,846 131,017: 78,692 16,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 12.0 4.8 69.1 73.0 86.0 89.9: 14.0 10.1
Old : 100.0: 12.0 12.0 4.8 69.1 73.0 86.0 89.9: 14.0 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 503: 101 118 84 184 203 330 362:
Old : 503: 101 118 84 184 203 330 362:
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 : 18.8 12.4 28.1 19.5 16.6 8.4 23.7 15.0
Old : 18.8 12.4 28.1 19.5 16.6 8.4 23.7 15.0
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 97,718: 12,519 8,617 0 76,337 84,785 88,856 93,402: 8,863 4,317
Old : 97,718: 12,519 8,617 0 76,337 84,785 88,856 93,402: 8,863 4,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 437: 355 -47 -650 399 616 104 -81: 333 517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 8.8 0.0 78.1 86.8 90.9 95.6: 9.1 4.4
Old : 100.0: 12.8 8.8 0.0 78.1 86.8 90.9 95.6: 9.1 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 : 85: 12 2 0 47 38 59 40:
Old : 85: 12 2 0 47 38 59 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 47.0 52.9 65.1 31.0 40.0 44.7 55.9
Old : 36.1 47.0 52.9 65.1 31.0 40.0 44.7 55.9
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 23,541: 6,293 1,714 0 13,684 9,586 19,977 11,300: 3,564 12,241
Old : 23,541: 6,293 1,714 0 13,684 9,586 19,977 11,300: 3,564 12,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 1,454: -492 -563 0 1,908 -4,961 1,416 -5,524: 38 6,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 7.3 0.0 58.1 40.7 84.9 48.0: 15.1 52.0
Old : 100.0: 26.7 7.3 0.0 58.1 40.7 84.9 48.0: 15.1 52.0
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 : 26: 2 2 0 14 11 16 13:
Old : 26: 2 2 0 14 11 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 26.9 74.0 40.7 55.2 26.9 70.0 38.8
Old : 57.0 26.9 74.0 40.7 55.2 26.9 70.0 38.8
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, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 360,744: 101,431 87,168 7,936 168,882 248,437 278,250 343,541: 82,494 17,203
Old : 360,744: 101,431 87,168 7,936 168,882 248,437 278,250 343,541: 82,494 17,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -22,734: -20,011 -19,831 2,042 -40,880 -4,839 -58,849 -22,628: 36,116 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 24.2 2.2 46.8 68.9 77.1 95.2: 22.9 4.8
Old : 100.0: 28.1 24.2 2.2 46.8 68.9 77.1 95.2: 22.9 4.8
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 : 226: 64 39 23 72 76 150 124:
Old : 226: 64 39 23 72 76 150 124:
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 : 20.4 25.8 33.5 40.7 20.4 24.5 32.2 39.4
Old : 20.4 25.8 33.5 40.7 20.4 24.5 32.2 39.4
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 121,128: 56,260 7,141 2,188 37,171 93,955 95,619 103,284: 25,509 17,844
Old : 121,128: 56,260 7,141 2,188 37,171 93,955 95,619 103,284: 25,509 17,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -21,579: -12,082 -3,954 -404 -345 -15,634 -12,832 -19,993: -8,747 -1,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 5.9 1.8 30.7 77.6 78.9 85.3: 21.1 14.7
Old : 100.0: 46.4 5.9 1.8 30.7 77.6 78.9 85.3: 21.1 14.7
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 : 70: 31 10 8 16 20 48 37:
Old : 70: 31 10 8 16 20 48 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 : 39.1 52.2 50.1 71.1 36.8 51.9 45.0 65.9
Old : 39.1 52.2 50.1 71.1 36.8 51.9 45.0 65.9
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 54,953: 15,098 7,604 0 18,653 22,440 33,751 30,044: 21,202 24,909
Old : 54,953: 15,098 7,604 0 18,653 22,440 33,751 30,044: 21,202 24,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 11,531: 650 1,482 0 1,333 2,212 1,983 3,694: 9,548 7,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 13.8 0.0 33.9 40.8 61.4 54.7: 38.6 45.3
Old : 100.0: 27.5 13.8 0.0 33.9 40.8 61.4 54.7: 38.6 45.3
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 : 59: 16 13 0 14 20 30 33:
Old : 59: 16 13 0 14 20 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 25.5 36.6 33.1 24.6 22.5 36.0 30.1
Old : 24.6 25.5 36.6 33.1 24.6 22.5 36.0 30.1
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 58,398: 8,760 12,714 1,051 17,290 34,316 27,101 48,081: 31,297 10,317
Old : 58,398: 8,760 12,714 1,051 17,290 34,316 27,101 48,081: 31,297 10,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 11,232: -3,698 6,090 -299 1,328 -707 -2,669 5,084: 13,901 6,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 21.8 1.8 29.6 58.8 46.4 82.3: 53.6 17.7
Old : 100.0: 15.0 21.8 1.8 29.6 58.8 46.4 82.3: 53.6 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 : 66: 14 15 3 20 23 37 38:
Old : 66: 14 15 3 20 23 37 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 29.5 23.0 43.7 11.9 27.0 20.2 40.0
Old : 13.6 29.5 23.0 43.7 11.9 27.0 20.2 40.0
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 28,530: 4,666 0 80 20,380 26,372 25,126 26,452: 3,404 2,078
Old : 28,530: 4,666 0 80 20,380 26,372 25,126 26,452: 3,404 2,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -1,606: 750 0 0 -1,870 -2,314 -1,120 -2,314: -486 708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 0.0 0.3 71.4 92.4 88.1 92.7: 11.9 7.3
Old : 100.0: 16.4 0.0 0.3 71.4 92.4 88.1 92.7: 11.9 7.3
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: 9 0 1 22 19 31 20:
Old : 42: 9 0 1 22 19 31 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 : 53.4 60.5 65.9 76.5 51.2 60.4 62.2 76.3
Old : 53.4 60.5 65.9 76.5 51.2 60.4 62.2 76.3
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 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 21,985: 5,518 0 0 9,847 19,679 15,365 19,679: 6,620 2,306
Old : 21,985: 5,518 0 0 9,847 19,679 15,365 19,679: 6,620 2,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -118: -158 0 0 -452 -311 -610 -311: 492 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.0 0.0 44.8 89.5 69.9 89.5: 30.1 10.5
Old : 100.0: 25.1 0.0 0.0 44.8 89.5 69.9 89.5: 30.1 10.5
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 : 27: 10 0 0 9 9 19 9:
Old : 27: 10 0 0 9 9 19 9:
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 : 38.5 74.1 53.9 88.5 37.5 74.1 52.8 88.5
Old : 38.5 74.1 53.9 88.5 37.5 74.1 52.8 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 22,177: 5,380 5,996 318 11,287 13,544 16,985 19,858: 5,192 2,319
Old : 22,177: 5,380 5,996 318 11,287 13,544 16,985 19,858: 5,192 2,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 2,578: 378 256 205 736 173 1,319 634: 1,259 1,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 27.0 1.4 50.9 61.1 76.6 89.5: 23.4 10.5
Old : 100.0: 24.3 27.0 1.4 50.9 61.1 76.6 89.5: 23.4 10.5
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 : 25: 10 7 4 7 2 19 11:
Old : 25: 10 7 4 7 2 19 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 86.2 63.3 89.0 49.4 85.9 61.9 88.1
Old : 50.7 86.2 63.3 89.0 49.4 85.9 61.9 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 14, 2010