BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 28, 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 : 4,130: 264 1,031 1 3,167 2,807 3,432 3,839: 698 291
Old : 4,130: 264 1,031 1 3,167 2,807 3,432 3,839: 698 291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 606: -17 0 0 712 633 695 633: -89 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 25.0 0.0 76.7 68.0 83.1 93.0: 16.9 7.0
Old : 100.0: 6.4 25.0 0.0 76.7 68.0 83.1 93.0: 16.9 7.0
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 : 25: 2 3 1 13 11 16 14:
Old : 25: 2 3 1 13 11 16 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 : 54.6 57.4 72.7 76.9 54.3 56.6 72.3 74.4
Old : 54.6 57.4 72.7 76.9 54.3 56.6 72.3 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, June 28, 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 : 37,065: 7,794 5,939 1,290 22,389 25,306 31,473 32,535: 5,592 4,530
Old : 37,065: 7,794 5,939 1,290 22,389 25,306 31,473 32,535: 5,592 4,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 1,707: 1,184 337 120 262 1,381 1,566 1,838: 141 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 16.0 3.5 60.4 68.3 84.9 87.8: 15.1 12.2
Old : 100.0: 21.0 16.0 3.5 60.4 68.3 84.9 87.8: 15.1 12.2
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 : 89: 23 12 19 35 33 68 55:
Old : 89: 23 12 19 35 33 68 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 40.2 49.6 59.1 39.4 37.5 48.7 56.1
Old : 39.4 40.2 49.6 59.1 39.4 37.5 48.7 56.1
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 - Futures Only, June 28, 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 : 4,224: 2,419 34 2 1,656 3,518 4,077 3,554: 147 670
Old : 4,224: 2,419 34 2 1,656 3,518 4,077 3,554: 147 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 74: 5 34 2 69 51 76 87: -2 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 0.8 0.0 39.2 83.3 96.5 84.1: 3.5 15.9
Old : 100.0: 57.3 0.8 0.0 39.2 83.3 96.5 84.1: 3.5 15.9
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 : 20: 4 1 1 5 11 10 12:
Old : 20: 4 1 1 5 11 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 : 80.3 58.7 95.7 77.9 80.3 58.7 95.7 77.9
Old : 80.3 58.7 95.7 77.9 80.3 58.7 95.7 77.9
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 - Futures Only, June 28, 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 : 230,340: 61,102 57,786 39,230 108,850 101,180 209,182 198,196: 21,158 32,144
Old : 151,364: 51,936 59,801 13,952 73,567 58,223 139,455 131,976: 11,909 19,388
Other: 78,976: 28,294 17,113 6,150 35,283 42,957 69,727 66,220: 9,249 12,756
: : :
: : Changes in Commitments from: June 21, 2011 :
: 10,790: 7,706 425 2,923 886 6,529 11,515 9,877: -725 913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 25.1 17.0 47.3 43.9 90.8 86.0: 9.2 14.0
Old : 100.0: 34.3 39.5 9.2 48.6 38.5 92.1 87.2: 7.9 12.8
Other: 100.0: 35.8 21.7 7.8 44.7 54.4 88.3 83.8: 11.7 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 86 71 96 48 71 191 203:
Old : 255: 79 93 65 36 61 156 183:
Other: 161: 47 33 26 35 60 101 107:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 22.1 38.1 29.9 23.4 20.9 37.6 28.7
Old : 27.1 21.2 39.6 29.0 27.1 21.2 39.2 28.9
Other: 25.7 24.8 43.2 35.9 25.7 22.0 42.9 32.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 28, 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 : 327,517: 87,465 59,291 51,484 166,682 156,245 305,631 267,020: 21,886 60,497
Old : 327,517: 87,465 59,291 51,484 166,682 156,245 305,631 267,020: 21,886 60,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 7,419: -1,290 -2,138 5,921 4,077 3,672 8,708 7,455: -1,289 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 18.1 15.7 50.9 47.7 93.3 81.5: 6.7 18.5
Old : 100.0: 26.7 18.1 15.7 50.9 47.7 93.3 81.5: 6.7 18.5
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 : 389: 87 107 121 74 159 247 324:
Old : 389: 87 107 121 74 159 247 324:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 12.3 40.4 19.8 27.8 11.8 40.0 18.9
Old : 27.8 12.3 40.4 19.8 27.8 11.8 40.0 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, June 28, 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 : 9,690: 3,964 4,747 657 3,091 1,990 7,712 7,394: 1,978 2,296
Old : 9,690: 3,964 4,747 657 3,091 1,990 7,712 7,394: 1,978 2,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -478: -117 -165 -65 18 -215 -164 -445: -314 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 49.0 6.8 31.9 20.5 79.6 76.3: 20.4 23.7
Old : 100.0: 40.9 49.0 6.8 31.9 20.5 79.6 76.3: 20.4 23.7
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 : 90: 26 33 12 15 18 51 59:
Old : 90: 26 33 12 15 18 51 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 : 39.7 24.2 53.8 39.2 39.7 24.2 53.8 38.5
Old : 39.7 24.2 53.8 39.2 39.7 24.2 53.8 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, June 28, 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 : 37,104: 13,139 5,823 5,104 12,649 8,087 30,892 19,014: 6,212 18,090
Old : 37,104: 13,139 5,823 5,104 12,649 8,087 30,892 19,014: 6,212 18,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 1,089: 721 -443 481 -573 408 629 446: 460 643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 15.7 13.8 34.1 21.8 83.3 51.2: 16.7 48.8
Old : 100.0: 35.4 15.7 13.8 34.1 21.8 83.3 51.2: 16.7 48.8
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 : 150: 40 29 35 33 57 94 108:
Old : 150: 40 29 35 33 57 94 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 11.3 35.6 16.6 20.1 8.3 35.4 12.6
Old : 20.1 11.3 35.6 16.6 20.1 8.3 35.4 12.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, June 28, 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 : 101,276: 13,161 527 369 86,179 99,263 99,709 100,159: 1,567 1,117
Old : 101,276: 13,161 527 369 86,179 99,263 99,709 100,159: 1,567 1,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 2,491: 768 527 0 3,213 3,560 3,981 4,087: -1,490 -1,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 0.5 0.4 85.1 98.0 98.5 98.9: 1.5 1.1
Old : 100.0: 13.0 0.5 0.4 85.1 98.0 98.5 98.9: 1.5 1.1
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 : 28: 7 2 1 17 15 24 18:
Old : 28: 7 2 1 17 15 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 68.6 86.8 86.2 65.7 56.4 71.3 67.7
Old : 73.5 68.6 86.8 86.2 65.7 56.4 71.3 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, June 28, 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 : 92,360: 21,896 23,759 25 28,565 46,695 50,486 70,479: 41,874 21,881
Old : 92,360: 21,896 23,759 25 28,565 46,695 50,486 70,479: 41,874 21,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 4,455: 1,913 5,980 25 4,475 -5,046 6,413 959: -1,958 3,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 25.7 0.0 30.9 50.6 54.7 76.3: 45.3 23.7
Old : 100.0: 23.7 25.7 0.0 30.9 50.6 54.7 76.3: 45.3 23.7
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 : 77: 27 15 1 23 20 51 35:
Old : 77: 27 15 1 23 20 51 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 35.2 26.6 51.9 18.5 35.1 25.1 51.7
Old : 18.6 35.2 26.6 51.9 18.5 35.1 25.1 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, June 28, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 51,227: 21,412 11,464 1 4,526 27,805 25,939 39,270: 25,288 11,957
Old : 51,227: 21,412 11,464 1 4,526 27,805 25,939 39,270: 25,288 11,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -77: -2,288 -423 1 1,408 -271 -879 -693: 802 616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 22.4 0.0 8.8 54.3 50.6 76.7: 49.4 23.3
Old : 100.0: 41.8 22.4 0.0 8.8 54.3 50.6 76.7: 49.4 23.3
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 : 45: 19 9 1 10 10 30 19:
Old : 45: 19 9 1 10 10 30 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 : 20.4 51.9 30.4 68.0 20.4 51.9 30.2 68.0
Old : 20.4 51.9 30.4 68.0 20.4 51.9 30.2 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, June 28, 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 : 98,930: 59,833 13,756 246 32,363 82,558 92,442 96,560: 6,488 2,370
Old : 98,930: 59,833 13,756 246 32,363 82,558 92,442 96,560: 6,488 2,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 547: 1,305 -3,349 -79 -1,062 4,134 164 706: 383 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 13.9 0.2 32.7 83.5 93.4 97.6: 6.6 2.4
Old : 100.0: 60.5 13.9 0.2 32.7 83.5 93.4 97.6: 6.6 2.4
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 : 105: 53 17 1 20 18 74 35:
Old : 105: 53 17 1 20 18 74 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 64.3 58.7 81.5 42.4 64.3 58.7 81.5
Old : 42.4 64.3 58.7 81.5 42.4 64.3 58.7 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, June 28, 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 : 102,414: 27,928 46,277 963 52,846 31,150 81,737 78,390: 20,677 24,024
Old : 102,414: 27,928 46,277 963 52,846 31,150 81,737 78,390: 20,677 24,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 9,590: 1,165 8,154 -119 10,089 -1,017 11,135 7,018: -1,545 2,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 45.2 0.9 51.6 30.4 79.8 76.5: 20.2 23.5
Old : 100.0: 27.3 45.2 0.9 51.6 30.4 79.8 76.5: 20.2 23.5
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 : 89: 23 29 5 28 20 53 52:
Old : 89: 23 29 5 28 20 53 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 : 29.2 36.6 45.3 45.8 29.2 36.1 45.0 45.3
Old : 29.2 36.6 45.3 45.8 29.2 36.1 45.0 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, June 28, 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 : 94,286: 34,319 20,696 34 37,464 41,037 71,817 61,767: 22,469 32,519
Old : 94,286: 34,319 20,696 34 37,464 41,037 71,817 61,767: 22,469 32,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -4,785: -12,755 6,216 -23 14,292 -14,226 1,514 -8,033: -6,299 3,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 22.0 0.0 39.7 43.5 76.2 65.5: 23.8 34.5
Old : 100.0: 36.4 22.0 0.0 39.7 43.5 76.2 65.5: 23.8 34.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 27 33 2 22 21 51 54:
Old : 98: 27 33 2 22 21 51 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 27.0 37.3 38.7 25.1 26.9 36.9 38.6
Old : 25.1 27.0 37.3 38.7 25.1 26.9 36.9 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, June 28, 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 : 183,206: 68,800 35,813 753 57,791 101,137 127,344 137,703: 55,862 45,503
Old : 183,206: 68,800 35,813 753 57,791 101,137 127,344 137,703: 55,862 45,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -5,984: -3,353 -6,569 161 -4,687 -2,032 -7,879 -8,440: 1,895 2,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 19.5 0.4 31.5 55.2 69.5 75.2: 30.5 24.8
Old : 100.0: 37.6 19.5 0.4 31.5 55.2 69.5 75.2: 30.5 24.8
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 : 158: 41 48 10 36 51 81 105:
Old : 158: 41 48 10 36 51 81 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 23.6 38.1 34.2 27.1 22.8 37.7 33.3
Old : 27.2 23.6 38.1 34.2 27.1 22.8 37.7 33.3
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 - Futures Only, June 28, 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 : 38,644: 30,195 27,209 4,900 2,122 6,140 37,217 38,249: 1,427 395
Old : 38,644: 30,195 27,209 4,900 2,122 6,140 37,217 38,249: 1,427 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 139: 121 0 0 0 -85 121 -85: 18 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 70.4 12.7 5.5 15.9 96.3 99.0: 3.7 1.0
Old : 100.0: 78.1 70.4 12.7 5.5 15.9 96.3 99.0: 3.7 1.0
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 : 20: 12 2 3 2 5 15 9:
Old : 20: 12 2 3 2 5 15 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 : 88.2 90.3 92.8 98.8 77.2 82.9 81.0 86.3
Old : 88.2 90.3 92.8 98.8 77.2 82.9 81.0 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, June 28, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 29,652: 22,242 3,878 0 2,998 24,437 25,240 28,315: 4,412 1,337
Old : 29,652: 22,242 3,878 0 2,998 24,437 25,240 28,315: 4,412 1,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -609: -700 -215 0 28 -505 -672 -720: 63 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 13.1 0.0 10.1 82.4 85.1 95.5: 14.9 4.5
Old : 100.0: 75.0 13.1 0.0 10.1 82.4 85.1 95.5: 14.9 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 17 11 0 5 8 22 19:
Old : 40: 17 11 0 5 8 22 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 : 59.7 70.3 73.2 87.0 59.7 70.3 73.2 87.0
Old : 59.7 70.3 73.2 87.0 59.7 70.3 73.2 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, June 28, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 9,932,668: 1,175,907 875,984 1,215,010 6,684,928 6,910,142 9,075,845 9,001,136: 856,823 931,532
Old : 9,932,668: 1,175,907 875,984 1,215,010 6,684,928 6,910,142 9,075,845 9,001,136: 856,823 931,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 31,564: -91,193 -15,544 16,655 152,447 71,567 77,909 72,678: -46,345 -41,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 8.8 12.2 67.3 69.6 91.4 90.6: 8.6 9.4
Old : 100.0: 11.8 8.8 12.2 67.3 69.6 91.4 90.6: 8.6 9.4
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 : 282: 52 59 86 138 154 245 255:
Old : 282: 52 59 86 138 154 245 255:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 25.3 48.8 39.1 39.5 22.5 45.3 32.2
Old : 40.6 25.3 48.8 39.1 39.5 22.5 45.3 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, June 28, 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 : 767,317: 68,689 85,211 17,640 564,417 579,426 650,746 682,277: 116,571 85,040
Old : 767,317: 68,689 85,211 17,640 564,417 579,426 650,746 682,277: 116,571 85,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -4,257: -2,054 -2,962 -1,976 9,029 4,665 4,999 -273: -9,256 -3,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 11.1 2.3 73.6 75.5 84.8 88.9: 15.2 11.1
Old : 100.0: 9.0 11.1 2.3 73.6 75.5 84.8 88.9: 15.2 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 522: 87 107 47 211 217 323 346:
Old : 522: 87 107 47 211 217 323 346:
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 : 18.1 17.3 26.4 26.2 14.3 16.3 21.5 24.9
Old : 18.1 17.3 26.4 26.2 14.3 16.3 21.5 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, June 28, 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 : 264,030: 19,130 26,698 1,005 173,462 202,754 193,597 230,457: 70,433 33,573
Old : 264,030: 19,130 26,698 1,005 173,462 202,754 193,597 230,457: 70,433 33,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 50: -6,048 381 34 4,985 6,509 -1,029 6,924: 1,079 -6,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 10.1 0.4 65.7 76.8 73.3 87.3: 26.7 12.7
Old : 100.0: 7.2 10.1 0.4 65.7 76.8 73.3 87.3: 26.7 12.7
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 : 112: 13 16 4 53 50 67 69:
Old : 112: 13 16 4 53 50 67 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 28.5 36.4 43.5 23.9 25.5 33.7 40.6
Old : 25.6 28.5 36.4 43.5 23.9 25.5 33.7 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, June 28, 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 : 2,516,434: 289,179 333,946 41,791 1,954,773 1,883,361 2,285,743 2,259,098: 230,691 257,336
Old : 2,516,434: 289,179 333,946 41,791 1,954,773 1,883,361 2,285,743 2,259,098: 230,691 257,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -21,535: 7,132 -29,554 2,786 20,220 -9,218 30,138 -35,986: -51,673 14,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 13.3 1.7 77.7 74.8 90.8 89.8: 9.2 10.2
Old : 100.0: 11.5 13.3 1.7 77.7 74.8 90.8 89.8: 9.2 10.2
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 : 490: 82 102 40 188 200 291 321:
Old : 490: 82 102 40 188 200 291 321:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 15.3 31.1 25.3 18.4 15.2 27.3 24.4
Old : 21.5 15.3 31.1 25.3 18.4 15.2 27.3 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, June 28, 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 : 106,738: 10,060 5,538 0 87,608 95,190 97,668 100,728: 9,070 6,010
Old : 106,738: 10,060 5,538 0 87,608 95,190 97,668 100,728: 9,070 6,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -100: 532 8 -714 -619 -496 -801 -1,202: 701 1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 5.2 0.0 82.1 89.2 91.5 94.4: 8.5 5.6
Old : 100.0: 9.4 5.2 0.0 82.1 89.2 91.5 94.4: 8.5 5.6
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 : 90: 8 4 0 51 38 59 42:
Old : 90: 8 4 0 51 38 59 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 40.1 51.7 57.9 33.3 40.1 49.9 57.7
Old : 33.6 40.1 51.7 57.9 33.3 40.1 49.9 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, June 28, 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 : 53,574: 7,030 9,073 1,018 40,754 40,068 48,802 50,159: 4,772 3,415
Old : 53,574: 7,030 9,073 1,018 40,754 40,068 48,802 50,159: 4,772 3,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -558: -576 -1,928 50 -92 -1,852 -617 -3,730: 60 3,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 16.9 1.9 76.1 74.8 91.1 93.6: 8.9 6.4
Old : 100.0: 13.1 16.9 1.9 76.1 74.8 91.1 93.6: 8.9 6.4
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 : 219: 39 43 10 73 77 116 126:
Old : 219: 39 43 10 73 77 116 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 21.0 43.4 33.1 32.8 21.0 42.7 33.0
Old : 32.8 21.0 43.4 33.1 32.8 21.0 42.7 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, June 28, 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 : 267,870: 35,149 45,367 5,091 203,770 200,339 244,010 250,797: 23,860 17,073
Old : 267,870: 35,149 45,367 5,091 203,770 200,339 244,010 250,797: 23,860 17,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -2,788: -2,879 -9,641 251 -458 -9,261 -3,086 -18,651: 298 15,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 16.9 1.9 76.1 74.8 91.1 93.6: 8.9 6.4
Old : 100.0: 13.1 16.9 1.9 76.1 74.8 91.1 93.6: 8.9 6.4
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 : 219: 39 43 10 73 77 116 126:
Old : 219: 39 43 10 73 77 116 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 21.0 43.4 33.1 32.8 21.0 42.7 33.0
Old : 32.8 21.0 43.4 33.1 32.8 21.0 42.7 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, June 28, 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 : 93,784: 58,957 12,060 147 6,506 62,369 65,610 74,576: 28,174 19,208
Old : 93,784: 58,957 12,060 147 6,506 62,369 65,610 74,576: 28,174 19,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -6,295: -7,839 -165 144 1,659 -9,661 -6,036 -9,682: -259 3,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 12.9 0.2 6.9 66.5 70.0 79.5: 30.0 20.5
Old : 100.0: 62.9 12.9 0.2 6.9 66.5 70.0 79.5: 30.0 20.5
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 : 68: 26 14 5 10 21 38 38:
Old : 68: 26 14 5 10 21 38 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 : 46.2 42.2 54.4 60.7 46.2 42.1 54.2 60.5
Old : 46.2 42.2 54.4 60.7 46.2 42.1 54.2 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, June 28, 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 : 31,013: 8,626 8,335 1 15,600 15,384 24,227 23,720: 6,786 7,293
Old : 31,013: 8,626 8,335 1 15,600 15,384 24,227 23,720: 6,786 7,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 2,295: -530 1,879 1 2,531 448 2,002 2,328: 293 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 26.9 0.0 50.3 49.6 78.1 76.5: 21.9 23.5
Old : 100.0: 27.8 26.9 0.0 50.3 49.6 78.1 76.5: 21.9 23.5
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 : 48: 13 9 1 16 13 30 22:
Old : 48: 13 9 1 16 13 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 : 33.1 41.0 49.2 61.9 30.7 40.9 44.5 55.9
Old : 33.1 41.0 49.2 61.9 30.7 40.9 44.5 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, June 28, 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 : 40,839: 12,115 3,242 381 22,072 23,740 34,568 27,363: 6,271 13,476
Old : 40,839: 12,115 3,242 381 22,072 23,740 34,568 27,363: 6,271 13,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -914: 3,991 230 62 -4,775 4,846 -722 5,138: -192 -6,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 7.9 0.9 54.0 58.1 84.6 67.0: 15.4 33.0
Old : 100.0: 29.7 7.9 0.9 54.0 58.1 84.6 67.0: 15.4 33.0
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 : 62: 15 7 2 23 22 39 30:
Old : 62: 15 7 2 23 22 39 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 31.3 43.7 44.4 28.2 29.8 42.8 42.3
Old : 29.0 31.3 43.7 44.4 28.2 29.8 42.8 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, June 28, 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 : 10,595: 4,882 715 10 4,226 9,493 9,118 10,218: 1,477 377
Old : 10,595: 4,882 715 10 4,226 9,493 9,118 10,218: 1,477 377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 384: 267 307 10 64 27 341 344: 43 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 6.7 0.1 39.9 89.6 86.1 96.4: 13.9 3.6
Old : 100.0: 46.1 6.7 0.1 39.9 89.6 86.1 96.4: 13.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 4 2 8 4 16 10:
Old : 22: 8 4 2 8 4 16 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 : 52.3 93.7 69.3 96.4 52.2 93.7 69.3 96.1
Old : 52.3 93.7 69.3 96.4 52.2 93.7 69.3 96.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2011