BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,625: 246 1,192 135 2,504 1,897 2,885 3,224: 740 401
Old : 3,625: 246 1,192 135 2,504 1,897 2,885 3,224: 740 401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -426: -43 -45 -6 -356 -375 -405 -426: -21 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 32.9 3.7 69.1 52.3 79.6 88.9: 20.4 11.1
Old : 100.0: 6.8 32.9 3.7 69.1 52.3 79.6 88.9: 20.4 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 : 22: 1 5 2 13 9 16 14:
Old : 22: 1 5 2 13 9 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 : 54.9 55.6 72.2 73.4 54.3 47.8 64.6 65.0
Old : 54.9 55.6 72.2 73.4 54.3 47.8 64.6 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 48,287: 4,461 1,705 9,859 27,686 27,623 42,006 39,187: 6,281 9,099
Old : 48,287: 4,461 1,705 9,859 27,686 27,623 42,006 39,187: 6,281 9,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -7,251: -654 -47 -1,706 -4,362 -4,693 -6,721 -6,446: -530 -805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 3.5 20.4 57.3 57.2 87.0 81.2: 13.0 18.8
Old : 100.0: 9.2 3.5 20.4 57.3 57.2 87.0 81.2: 13.0 18.8
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 : 77: 21 8 19 39 37 66 58:
Old : 77: 21 8 19 39 37 66 58:
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 : 36.2 35.4 48.3 48.3 36.0 33.6 43.6 44.0
Old : 36.2 35.4 48.3 48.3 36.0 33.6 43.6 44.0
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 3, 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 : 256,599: 58,027 19,171 66,667 105,607 134,546 230,301 220,385: 26,298 36,214
Old : 206,896: 48,591 31,008 43,461 95,506 103,878 187,557 178,347: 19,339 28,550
Other: 49,703: 22,867 1,595 9,775 10,101 30,668 42,744 42,038: 6,959 7,664
: : :
: : Changes in Commitments from: April 26, 2011 :
: -2,437: -4,311 6,959 -3,127 5,777 -4,830 -1,661 -998: -776 -1,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 7.5 26.0 41.2 52.4 89.8 85.9: 10.2 14.1
Old : 100.0: 23.5 15.0 21.0 46.2 50.2 90.7 86.2: 9.3 13.8
Other: 100.0: 46.0 3.2 19.7 20.3 61.7 86.0 84.6: 14.0 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 103 53 105 56 69 202 199:
Old : 248: 92 68 99 48 64 191 190:
Other: 121: 45 9 24 34 52 89 79:
:----------------------------------------------------------------------------------------------------
: 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 27.4 30.8 35.9 18.6 25.3 29.8 32.2
Old : 21.2 26.9 34.7 36.0 21.1 25.0 33.5 33.1
Other: 26.9 31.3 42.4 45.6 26.9 26.8 38.5 37.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 448,797: 114,634 24,029 136,559 172,612 209,737 423,804 370,324: 24,992 78,472
Old : 448,797: 114,634 24,029 136,559 172,612 209,737 423,804 370,324: 24,992 78,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -6,150: -5,988 1,714 2,879 -179 -8,142 -3,287 -3,549: -2,862 -2,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 5.4 30.4 38.5 46.7 94.4 82.5: 5.6 17.5
Old : 100.0: 25.5 5.4 30.4 38.5 46.7 94.4 82.5: 5.6 17.5
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 : 416: 122 91 137 83 181 281 345:
Old : 416: 122 91 137 83 181 281 345:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 16.4 31.0 23.0 20.6 14.1 30.3 18.8
Old : 20.7 16.4 31.0 23.0 20.6 14.1 30.3 18.8
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 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,221: 4,270 4,012 409 3,544 3,519 8,222 7,941: 1,999 2,281
Old : 10,221: 4,270 4,012 409 3,544 3,519 8,222 7,941: 1,999 2,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 580: 242 410 -76 452 85 618 420: -38 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 39.3 4.0 34.7 34.4 80.4 77.7: 19.6 22.3
Old : 100.0: 41.8 39.3 4.0 34.7 34.4 80.4 77.7: 19.6 22.3
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 : 94: 27 43 11 16 19 50 66:
Old : 94: 27 43 11 16 19 50 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 24.3 57.6 38.4 42.0 24.3 57.6 38.4
Old : 42.0 24.3 57.6 38.4 42.0 24.3 57.6 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 46,940: 19,654 3,398 7,648 13,142 12,113 40,444 23,159: 6,496 23,781
Old : 46,940: 19,654 3,398 7,648 13,142 12,113 40,444 23,159: 6,496 23,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 1,070: -355 759 294 1,190 208 1,130 1,261: -60 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 7.2 16.3 28.0 25.8 86.2 49.3: 13.8 50.7
Old : 100.0: 41.9 7.2 16.3 28.0 25.8 86.2 49.3: 13.8 50.7
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 : 178: 48 32 41 51 75 120 131:
Old : 178: 48 32 41 51 75 120 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 11.0 29.2 17.1 16.4 7.2 28.3 10.7
Old : 16.6 11.0 29.2 17.1 16.4 7.2 28.3 10.7
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 3, 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 : 102,733: 8,766 0 4 93,339 102,318 102,109 102,322: 624 411
Old : 102,733: 8,766 0 4 93,339 102,318 102,109 102,322: 624 411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 18,931: 66 0 -1 18,826 18,732 18,891 18,732: 40 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 0.0 90.9 99.6 99.4 99.6: 0.6 0.4
Old : 100.0: 8.5 0.0 0.0 90.9 99.6 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 0 1 15 15 23 16:
Old : 24: 8 0 1 15 15 23 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 : 80.4 70.8 90.8 90.5 40.9 31.3 45.1 41.9
Old : 80.4 70.8 90.8 90.5 40.9 31.3 45.1 41.9
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 3, 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 : 153,303: 59,239 5,628 5,420 36,504 123,213 101,163 134,262: 52,140 19,041
Old : 153,303: 59,239 5,628 5,420 36,504 123,213 101,163 134,262: 52,140 19,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 4,298: -1,317 3,028 1,692 6,969 -2,149 7,344 2,571: -3,046 1,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 3.7 3.5 23.8 80.4 66.0 87.6: 34.0 12.4
Old : 100.0: 38.6 3.7 3.5 23.8 80.4 66.0 87.6: 34.0 12.4
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 : 97: 48 12 17 25 26 80 48:
Old : 97: 48 12 17 25 26 80 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 53.1 29.5 67.6 19.1 50.5 26.3 64.9
Old : 20.4 53.1 29.5 67.6 19.1 50.5 26.3 64.9
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 3, 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 : 77,277: 28,287 10,035 1,803 16,990 52,357 47,079 64,194: 30,197 13,083
Old : 77,277: 28,287 10,035 1,803 16,990 52,357 47,079 64,194: 30,197 13,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 2,268: 880 625 512 260 329 1,652 1,466: 616 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 13.0 2.3 22.0 67.8 60.9 83.1: 39.1 16.9
Old : 100.0: 36.6 13.0 2.3 22.0 67.8 60.9 83.1: 39.1 16.9
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 : 47: 21 9 6 11 13 33 27:
Old : 47: 21 9 6 11 13 33 27:
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 : 29.1 56.1 41.2 71.2 27.6 56.0 38.1 69.3
Old : 29.1 56.1 41.2 71.2 27.6 56.0 38.1 69.3
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 3, 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 : 162,963: 127,995 3,735 0 26,259 157,279 154,254 161,014: 8,709 1,949
Old : 162,963: 127,995 3,735 0 26,259 157,279 154,254 161,014: 8,709 1,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -8,014: -10,521 -2,975 -138 2,667 -4,961 -7,992 -8,074: -22 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 2.3 0.0 16.1 96.5 94.7 98.8: 5.3 1.2
Old : 100.0: 78.5 2.3 0.0 16.1 96.5 94.7 98.8: 5.3 1.2
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 : 127: 80 9 0 17 24 97 33:
Old : 127: 80 9 0 17 24 97 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 : 38.1 68.3 53.4 81.3 38.1 68.1 53.4 81.1
Old : 38.1 68.3 53.4 81.3 38.1 68.1 53.4 81.1
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 3, 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 : 135,010: 58,333 29,284 5,537 30,978 82,171 94,849 116,993: 40,160 18,017
Old : 135,010: 58,333 29,284 5,537 30,978 82,171 94,849 116,993: 40,160 18,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 6,461: 2,377 5,509 638 3,078 -32 6,092 6,115: 369 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 21.7 4.1 22.9 60.9 70.3 86.7: 29.7 13.3
Old : 100.0: 43.2 21.7 4.1 22.9 60.9 70.3 86.7: 29.7 13.3
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 : 111: 39 30 16 25 35 74 71:
Old : 111: 39 30 16 25 35 74 71:
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 : 21.8 32.6 32.4 45.7 21.8 31.1 32.1 44.2
Old : 21.8 32.6 32.4 45.7 21.8 31.1 32.1 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 125,267: 20,274 40,231 8,913 68,331 32,997 97,518 82,141: 27,749 43,127
Old : 125,267: 20,274 40,231 8,913 68,331 32,997 97,518 82,141: 27,749 43,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -9,476: 5,873 -12,711 -600 -17,349 5,144 -12,076 -8,167: 2,600 -1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 32.1 7.1 54.5 26.3 77.8 65.6: 22.2 34.4
Old : 100.0: 16.2 32.1 7.1 54.5 26.3 77.8 65.6: 22.2 34.4
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 : 115: 25 47 23 30 29 71 83:
Old : 115: 25 47 23 30 29 71 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 18.3 34.6 27.7 21.8 17.4 31.5 25.0
Old : 22.8 18.3 34.6 27.7 21.8 17.4 31.5 25.0
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 3, 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 : 331,164: 125,957 29,738 43,821 85,618 201,450 255,397 275,010: 75,767 56,154
Old : 331,164: 125,957 29,738 43,821 85,618 201,450 255,397 275,010: 75,767 56,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 27,778: 23,030 -5,558 6,473 -4,314 27,657 25,189 28,572: 2,589 -794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 9.0 13.2 25.9 60.8 77.1 83.0: 22.9 17.0
Old : 100.0: 38.0 9.0 13.2 25.9 60.8 77.1 83.0: 22.9 17.0
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 : 202: 69 62 62 42 56 138 153:
Old : 202: 69 62 62 42 56 138 153:
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 : 18.4 28.6 28.9 40.0 18.4 27.9 28.3 38.8
Old : 18.4 28.6 28.9 40.0 18.4 27.9 28.3 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 31,620: 22,522 9,722 240 4,593 20,380 27,355 30,342: 4,265 1,278
Old : 31,620: 22,522 9,722 240 4,593 20,380 27,355 30,342: 4,265 1,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 4,400: 3,317 1,974 27 1,070 2,292 4,414 4,293: -14 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 30.7 0.8 14.5 64.5 86.5 96.0: 13.5 4.0
Old : 100.0: 71.2 30.7 0.8 14.5 64.5 86.5 96.0: 13.5 4.0
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 : 51: 20 10 2 6 16 27 27:
Old : 51: 20 10 2 6 16 27 27:
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 : 53.0 49.3 70.3 77.4 53.0 49.3 70.3 77.4
Old : 53.0 49.3 70.3 77.4 53.0 49.3 70.3 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :15,887,245: 1,214,963 515,334 4,778,233 8,813,457 9,388,222 14,806,653 14,681,789: 1,080,593 1,205,457
Old :15,887,245: 1,214,963 515,334 4,778,233 8,813,457 9,388,222 14,806,653 14,681,789: 1,080,593 1,205,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 806,797: 58,959 69,878 299,191 364,395 381,617 722,545 750,686: 84,252 56,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 3.2 30.1 55.5 59.1 93.2 92.4: 6.8 7.6
Old : 100.0: 7.6 3.2 30.1 55.5 59.1 93.2 92.4: 6.8 7.6
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 : 307: 65 65 110 155 163 287 280:
Old : 307: 65 65 110 155 163 287 280:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 20.1 41.9 33.8 24.9 14.1 29.5 21.4
Old : 31.0 20.1 41.9 33.8 24.9 14.1 29.5 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,031,989: 91,798 91,171 81,641 684,790 729,171 858,229 901,983: 173,760 130,006
Old : 1,031,989: 91,798 91,171 81,641 684,790 729,171 858,229 901,983: 173,760 130,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 35,899: 9,807 -1,964 12,468 14,358 29,648 36,633 40,151: -734 -4,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.8 7.9 66.4 70.7 83.2 87.4: 16.8 12.6
Old : 100.0: 8.9 8.8 7.9 66.4 70.7 83.2 87.4: 16.8 12.6
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 : 592: 122 128 103 242 241 420 416:
Old : 592: 122 128 103 242 241 420 416:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 14.2 22.2 21.5 11.8 13.6 16.8 19.3
Old : 15.6 14.2 22.2 21.5 11.8 13.6 16.8 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 423,820: 22,732 22,473 38,413 237,772 312,887 298,917 373,773: 124,904 50,048
Old : 423,820: 22,732 22,473 38,413 237,772 312,887 298,917 373,773: 124,904 50,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 14,314: 5,696 -2,911 3,527 4,670 13,824 13,893 14,440: 421 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.3 9.1 56.1 73.8 70.5 88.2: 29.5 11.8
Old : 100.0: 5.4 5.3 9.1 56.1 73.8 70.5 88.2: 29.5 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 19 25 34 71 64 111 102:
Old : 136: 19 25 34 71 64 111 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 24.0 23.3 35.2 14.7 22.8 21.1 34.1
Old : 16.8 24.0 23.3 35.2 14.7 22.8 21.1 34.1
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 3, 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 : 3,040,844: 424,651 422,813 136,817 2,235,092 2,081,423 2,796,561 2,641,053: 244,284 399,792
Old : 3,040,844: 424,651 422,813 136,817 2,235,092 2,081,423 2,796,561 2,641,053: 244,284 399,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 107,924: 45,714 29,893 19,544 48,440 79,117 113,698 128,554: -5,773 -20,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 13.9 4.5 73.5 68.4 92.0 86.9: 8.0 13.1
Old : 100.0: 14.0 13.9 4.5 73.5 68.4 92.0 86.9: 8.0 13.1
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 : 544: 113 117 89 213 220 372 380:
Old : 544: 113 117 89 213 220 372 380:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 12.1 28.6 19.8 15.8 10.8 23.3 17.5
Old : 19.9 12.1 28.6 19.8 15.8 10.8 23.3 17.5
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 3, 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 : 119,596: 12,490 8,885 51 97,985 107,405 110,526 116,341: 9,071 3,256
Old : 119,596: 12,490 8,885 51 97,985 107,405 110,526 116,341: 9,071 3,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -5,212: -4,284 -1,669 -54 -386 -3,914 -4,724 -5,637: -488 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 7.4 0.0 81.9 89.8 92.4 97.3: 7.6 2.7
Old : 100.0: 10.4 7.4 0.0 81.9 89.8 92.4 97.3: 7.6 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 14 6 1 54 39 69 45:
Old : 99: 14 6 1 54 39 69 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 38.6 54.8 55.3 35.3 38.6 49.4 55.2
Old : 39.8 38.6 54.8 55.3 35.3 38.6 49.4 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 109,136: 32,075 7,609 9,394 57,985 88,033 99,454 105,036: 9,682 4,100
Old : 109,136: 32,075 7,609 9,394 57,985 88,033 99,454 105,036: 9,682 4,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 16,012: 6,805 -2,170 4,284 4,485 14,422 15,574 16,536: 438 -524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 7.0 8.6 53.1 80.7 91.1 96.2: 8.9 3.8
Old : 100.0: 29.4 7.0 8.6 53.1 80.7 91.1 96.2: 8.9 3.8
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 : 259: 86 31 22 88 91 184 135:
Old : 259: 86 31 22 88 91 184 135:
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 : 20.8 24.4 33.1 42.0 18.2 22.9 27.9 36.9
Old : 20.8 24.4 33.1 42.0 18.2 22.9 27.9 36.9
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 3, 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 : 24,479: 8,282 1,739 7 12,787 21,800 21,076 23,546: 3,403 933
Old : 24,479: 8,282 1,739 7 12,787 21,800 21,076 23,546: 3,403 933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 6,087: 4,179 360 7 2,383 5,693 6,569 6,060: -482 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 7.1 0.0 52.2 89.1 86.1 96.2: 13.9 3.8
Old : 100.0: 33.8 7.1 0.0 52.2 89.1 86.1 96.2: 13.9 3.8
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 : 32: 7 3 3 13 13 21 18:
Old : 32: 7 3 3 13 13 21 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 : 52.0 50.7 72.5 77.1 52.0 50.7 72.5 76.9
Old : 52.0 50.7 72.5 77.1 52.0 50.7 72.5 76.9
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 3, 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 : 423,284: 161,283 71,670 4,618 225,988 331,163 391,889 407,450: 31,395 15,834
Old : 423,284: 161,283 71,670 4,618 225,988 331,163 391,889 407,450: 31,395 15,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 49,627: 36,821 11,040 -2,304 10,511 43,645 45,027 52,381: 4,599 -2,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 16.9 1.1 53.4 78.2 92.6 96.3: 7.4 3.7
Old : 100.0: 38.1 16.9 1.1 53.4 78.2 92.6 96.3: 7.4 3.7
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 : 255: 85 31 18 83 88 174 131:
Old : 255: 85 31 18 83 88 174 131:
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 : 23.0 28.2 36.7 45.4 22.8 28.2 35.4 45.4
Old : 23.0 28.2 36.7 45.4 22.8 28.2 35.4 45.4
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 3, 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 : 154,587: 87,464 13,888 4,606 24,016 113,994 116,086 132,487: 38,501 22,100
Old : 154,587: 87,464 13,888 4,606 24,016 113,994 116,086 132,487: 38,501 22,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 308: -1,316 6,298 606 1,415 -6,766 705 138: -396 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 9.0 3.0 15.5 73.7 75.1 85.7: 24.9 14.3
Old : 100.0: 56.6 9.0 3.0 15.5 73.7 75.1 85.7: 24.9 14.3
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 : 88: 41 17 12 18 22 63 47:
Old : 88: 41 17 12 18 22 63 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 49.4 43.0 63.1 30.4 48.7 43.0 62.1
Old : 30.4 49.4 43.0 63.1 30.4 48.7 43.0 62.1
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 3, 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 : 55,193: 18,139 7,047 3,592 26,581 27,822 48,312 38,461: 6,881 16,732
Old : 55,193: 18,139 7,047 3,592 26,581 27,822 48,312 38,461: 6,881 16,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -613: -1,768 -1,217 2,352 -1,097 -1,383 -513 -248: -100 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 12.8 6.5 48.2 50.4 87.5 69.7: 12.5 30.3
Old : 100.0: 32.9 12.8 6.5 48.2 50.4 87.5 69.7: 12.5 30.3
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 : 65: 20 11 1 21 18 41 30:
Old : 65: 20 11 1 21 18 41 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 : 37.0 39.8 57.9 50.3 26.9 26.4 39.9 34.3
Old : 37.0 39.8 57.9 50.3 26.9 26.4 39.9 34.3
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 3, 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 : 64,736: 11,637 17,614 2,310 42,241 39,972 56,188 59,896: 8,548 4,840
Old : 64,736: 11,637 17,614 2,310 42,241 39,972 56,188 59,896: 8,548 4,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 506: -86 90 1,208 -1,431 509 -309 1,807: 815 -1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 27.2 3.6 65.3 61.7 86.8 92.5: 13.2 7.5
Old : 100.0: 18.0 27.2 3.6 65.3 61.7 86.8 92.5: 13.2 7.5
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 : 80: 18 16 6 25 26 47 44:
Old : 80: 18 16 6 25 26 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 33.1 46.8 52.6 26.1 28.4 37.1 45.4
Old : 34.0 33.1 46.8 52.6 26.1 28.4 37.1 45.4
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 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 32,888: 5,249 2,254 260 23,678 28,137 29,187 30,651: 3,701 2,237
Old : 32,888: 5,249 2,254 260 23,678 28,137 29,187 30,651: 3,701 2,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,533: 794 -967 -20 -1,723 -175 -949 -1,162: -584 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 6.9 0.8 72.0 85.6 88.7 93.2: 11.3 6.8
Old : 100.0: 16.0 6.9 0.8 72.0 85.6 88.7 93.2: 11.3 6.8
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 : 52: 5 4 1 26 25 31 30:
Old : 52: 5 4 1 26 25 31 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 : 44.1 44.1 58.4 66.0 40.8 41.4 53.3 58.4
Old : 44.1 44.1 58.4 66.0 40.8 41.4 53.3 58.4
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 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 41,907: 13,228 2,588 17 20,817 36,403 34,062 39,008: 7,845 2,899
Old : 41,907: 13,228 2,588 17 20,817 36,403 34,062 39,008: 7,845 2,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 901: -63 -284 0 235 1,534 172 1,250: 729 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 6.2 0.0 49.7 86.9 81.3 93.1: 18.7 6.9
Old : 100.0: 31.6 6.2 0.0 49.7 86.9 81.3 93.1: 18.7 6.9
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 : 62: 17 8 1 25 19 42 28:
Old : 62: 17 8 1 25 19 42 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 58.0 50.5 74.8 31.3 56.0 48.3 72.5
Old : 33.6 58.0 50.5 74.8 31.3 56.0 48.3 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2011