BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 4,539: 246 1,236 174 3,190 2,789 3,611 4,199: 928 340
Old : 4,539: 246 1,236 174 3,190 2,789 3,611 4,199: 928 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 155: 0 -11 9 99 194 108 191: 47 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 27.2 3.8 70.3 61.4 79.5 92.5: 20.5 7.5
Old : 100.0: 5.4 27.2 3.8 70.3 61.4 79.5 92.5: 20.5 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 : 24: 1 5 2 14 10 17 15:
Old : 24: 1 5 2 14 10 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 53.8 70.2 73.9 53.4 46.6 62.4 62.5
Old : 55.9 53.8 70.2 73.9 53.4 46.6 62.4 62.5
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 31, 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 : 58,091: 6,957 1,558 12,978 30,153 32,523 50,089 47,059: 8,002 11,032
Old : 58,091: 6,957 1,558 12,978 30,153 32,523 50,089 47,059: 8,002 11,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 3,439: 1,040 123 1,209 535 1,383 2,785 2,715: 654 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 2.7 22.3 51.9 56.0 86.2 81.0: 13.8 19.0
Old : 100.0: 12.0 2.7 22.3 51.9 56.0 86.2 81.0: 13.8 19.0
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 : 83: 28 6 24 39 37 74 61:
Old : 83: 28 6 24 39 37 74 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 33.6 45.2 47.4 32.5 31.9 39.1 42.9
Old : 32.7 33.6 45.2 47.4 32.5 31.9 39.1 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 264,045: 48,913 47,041 73,022 117,672 109,408 239,607 229,472: 24,438 34,573
Old : 202,676: 39,481 56,027 47,118 98,188 73,775 184,787 176,919: 17,889 25,757
Other: 61,369: 22,329 3,911 13,008 19,483 35,634 54,820 52,553: 6,549 8,816
: : :
: : Changes in Commitments from: May 24, 2011 :
: 2,095: -742 6,296 2,951 -300 -5,817 1,909 3,431: 186 -1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 17.8 27.7 44.6 41.4 90.7 86.9: 9.3 13.1
Old : 100.0: 19.5 27.6 23.2 48.4 36.4 91.2 87.3: 8.8 12.7
Other: 100.0: 36.4 6.4 21.2 31.7 58.1 89.3 85.6: 10.7 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 92 77 113 58 72 202 226:
Old : 263: 80 92 103 53 67 190 216:
Other: 129: 43 16 33 37 57 97 91:
:----------------------------------------------------------------------------------------------------
: 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 20.0 33.4 29.4 20.1 17.0 32.4 24.5
Old : 23.5 18.5 35.7 26.2 23.2 15.8 35.2 22.9
Other: 24.0 29.8 43.4 44.3 24.0 24.8 42.4 35.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 456,835: 97,728 39,075 148,484 179,040 194,173 425,253 381,732: 31,582 75,103
Old : 456,835: 97,728 39,075 148,484 179,040 194,173 425,253 381,732: 31,582 75,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -3,609: -362 6,920 -4,536 1,592 -4,733 -3,307 -2,350: -302 -1,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 8.6 32.5 39.2 42.5 93.1 83.6: 6.9 16.4
Old : 100.0: 21.4 8.6 32.5 39.2 42.5 93.1 83.6: 6.9 16.4
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 : 403: 109 98 140 113 169 287 357:
Old : 403: 109 98 140 113 169 287 357:
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 15.8 31.2 22.8 20.0 12.0 29.6 16.5
Old : 20.4 15.8 31.2 22.8 20.0 12.0 29.6 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 11,014: 4,428 4,844 1,021 3,311 2,888 8,760 8,754: 2,255 2,261
Old : 11,014: 4,428 4,844 1,021 3,311 2,888 8,760 8,754: 2,255 2,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 492: -36 -117 321 196 370 480 573: 11 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 44.0 9.3 30.1 26.2 79.5 79.5: 20.5 20.5
Old : 100.0: 40.2 44.0 9.3 30.1 26.2 79.5 79.5: 20.5 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 : 105: 34 42 17 16 21 59 73:
Old : 105: 34 42 17 16 21 59 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 24.6 51.6 36.8 37.6 24.6 51.6 36.8
Old : 37.6 24.6 51.6 36.8 37.6 24.6 51.6 36.8
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 31, 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 : 39,391: 13,051 4,402 6,895 12,330 8,494 32,275 19,790: 7,116 19,600
Old : 39,391: 13,051 4,402 6,895 12,330 8,494 32,275 19,790: 7,116 19,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -3,319: -1,645 497 -1,802 266 -434 -3,181 -1,738: -138 -1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 11.2 17.5 31.3 21.6 81.9 50.2: 18.1 49.8
Old : 100.0: 33.1 11.2 17.5 31.3 21.6 81.9 50.2: 18.1 49.8
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 : 157: 38 32 32 50 63 103 115:
Old : 157: 38 32 32 50 63 103 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 10.7 31.6 16.9 16.9 6.1 30.4 10.0
Old : 17.4 10.7 31.6 16.9 16.9 6.1 30.4 10.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 106,230: 8,870 0 413 95,831 105,001 105,114 105,414: 1,116 816
Old : 106,230: 8,870 0 413 95,831 105,001 105,114 105,414: 1,116 816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 2,385: 658 0 401 1,578 1,599 2,637 2,000: -252 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 0.4 90.2 98.8 98.9 99.2: 1.1 0.8
Old : 100.0: 8.3 0.0 0.4 90.2 98.8 98.9 99.2: 1.1 0.8
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 : 25: 7 0 2 17 15 24 17:
Old : 25: 7 0 2 17 15 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.0 71.6 89.4 88.2 39.7 32.4 43.3 40.2
Old : 78.0 71.6 89.4 88.2 39.7 32.4 43.3 40.2
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 31, 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 : 135,323: 34,728 9,117 3,484 45,304 105,362 83,516 117,963: 51,807 17,360
Old : 135,323: 34,728 9,117 3,484 45,304 105,362 83,516 117,963: 51,807 17,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 5,987: 4,030 -487 388 777 6,181 5,195 6,081: 792 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 6.7 2.6 33.5 77.9 61.7 87.2: 38.3 12.8
Old : 100.0: 25.7 6.7 2.6 33.5 77.9 61.7 87.2: 38.3 12.8
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 : 85: 33 12 11 26 30 64 48:
Old : 85: 33 12 11 26 30 64 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 : 17.3 50.2 27.7 64.5 16.4 49.9 25.7 62.6
Old : 17.3 50.2 27.7 64.5 16.4 49.9 25.7 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 71,284: 27,805 6,450 1,075 15,928 48,603 44,807 56,127: 26,477 15,157
Old : 71,284: 27,805 6,450 1,075 15,928 48,603 44,807 56,127: 26,477 15,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 2,061: 4,677 -1,690 244 -3,064 1,289 1,858 -157: 203 2,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 9.0 1.5 22.3 68.2 62.9 78.7: 37.1 21.3
Old : 100.0: 39.0 9.0 1.5 22.3 68.2 62.9 78.7: 37.1 21.3
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 : 48: 20 8 5 14 16 37 26:
Old : 48: 20 8 5 14 16 37 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 57.3 39.2 70.1 27.3 57.2 38.2 70.0
Old : 27.5 57.3 39.2 70.1 27.3 57.2 38.2 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 142,530: 111,814 3,546 189 21,879 137,202 133,882 140,937: 8,648 1,593
Old : 142,530: 111,814 3,546 189 21,879 137,202 133,882 140,937: 8,648 1,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -4,880: -1,405 -992 -53 -4,781 -3,437 -6,239 -4,482: 1,359 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 2.5 0.1 15.4 96.3 93.9 98.9: 6.1 1.1
Old : 100.0: 78.4 2.5 0.1 15.4 96.3 93.9 98.9: 6.1 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 : 122: 77 9 3 17 22 95 33:
Old : 122: 77 9 3 17 22 95 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 : 38.3 72.3 51.6 84.9 38.3 72.1 51.6 84.7
Old : 38.3 72.3 51.6 84.9 38.3 72.1 51.6 84.7
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 31, 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 : 116,866: 31,958 34,580 3,699 53,253 55,959 88,909 94,238: 27,957 22,628
Old : 116,866: 31,958 34,580 3,699 53,253 55,959 88,909 94,238: 27,957 22,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -1,626: 4,065 -7,779 111 -9,468 5,478 -5,292 -2,190: 3,666 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 29.6 3.2 45.6 47.9 76.1 80.6: 23.9 19.4
Old : 100.0: 27.3 29.6 3.2 45.6 47.9 76.1 80.6: 23.9 19.4
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 : 95: 26 28 14 27 31 63 63:
Old : 95: 26 28 14 27 31 63 63:
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 29.0 33.0 41.1 20.1 27.9 32.7 38.3
Old : 20.1 29.0 33.0 41.1 20.1 27.9 32.7 38.3
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 with Delta-adjusted Options and Futures Combined, May 31, 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 : 108,872: 24,313 26,115 5,763 49,699 39,492 79,775 71,370: 29,097 37,502
Old : 108,872: 24,313 26,115 5,763 49,699 39,492 79,775 71,370: 29,097 37,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -3,629: -8,293 714 298 2,618 -5,969 -5,377 -4,957: 1,748 1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 24.0 5.3 45.6 36.3 73.3 65.6: 26.7 34.4
Old : 100.0: 22.3 24.0 5.3 45.6 36.3 73.3 65.6: 26.7 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 : 107: 34 33 24 26 28 68 77:
Old : 107: 34 33 24 26 28 68 77:
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 21.6 30.0 31.2 17.5 20.8 28.3 30.3
Old : 18.4 21.6 30.0 31.2 17.5 20.8 28.3 30.3
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 31, 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 : 319,959: 77,872 55,417 36,190 149,941 176,003 264,003 267,610: 55,956 52,349
Old : 319,959: 77,872 55,417 36,190 149,941 176,003 264,003 267,610: 55,956 52,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 10,793: 3,671 3,526 976 4,410 5,353 9,056 9,854: 1,737 939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 17.3 11.3 46.9 55.0 82.5 83.6: 17.5 16.4
Old : 100.0: 24.3 17.3 11.3 46.9 55.0 82.5 83.6: 17.5 16.4
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 : 196: 49 69 60 50 58 133 153:
Old : 196: 49 69 60 50 58 133 153:
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 : 31.6 27.7 40.2 37.3 31.5 27.1 39.5 36.5
Old : 31.6 27.7 40.2 37.3 31.5 27.1 39.5 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 41,221: 29,743 27,129 4,980 4,763 8,778 39,486 40,887: 1,735 334
Old : 41,221: 29,743 27,129 4,980 4,763 8,778 39,486 40,887: 1,735 334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 8,723: 946 928 4,914 2,324 2,676 8,184 8,518: 539 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 65.8 12.1 11.6 21.3 95.8 99.2: 4.2 0.8
Old : 100.0: 72.2 65.8 12.1 11.6 21.3 95.8 99.2: 4.2 0.8
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 : 21: 11 2 3 7 6 19 10:
Old : 21: 11 2 3 7 6 19 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 : 82.7 84.4 90.5 97.8 71.8 76.3 75.4 80.8
Old : 82.7 84.4 90.5 97.8 71.8 76.3 75.4 80.8
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 31, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 30,915: 23,579 7,855 16 3,089 21,686 26,684 29,557: 4,231 1,358
Old : 30,915: 23,579 7,855 16 3,089 21,686 26,684 29,557: 4,231 1,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -15: 345 -1,503 16 -934 1,548 -573 61: 558 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 25.4 0.1 10.0 70.1 86.3 95.6: 13.7 4.4
Old : 100.0: 76.3 25.4 0.1 10.0 70.1 86.3 95.6: 13.7 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 22 10 1 4 15 26 26:
Old : 50: 22 10 1 4 15 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 46.4 72.7 76.2 58.4 46.4 72.7 76.2
Old : 58.4 46.4 72.7 76.2 58.4 46.4 72.7 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :16,788,951: 1,364,671 644,970 5,535,800 8,795,459 9,418,571 15,695,931 15,599,341: 1,093,021 1,189,611
Old :16,788,951: 1,364,671 644,970 5,535,800 8,795,459 9,418,571 15,695,931 15,599,341: 1,093,021 1,189,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 249,363: 48,069 -85,877 219,337 -52,948 79,617 214,457 213,077: 34,906 36,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 3.8 33.0 52.4 56.1 93.5 92.9: 6.5 7.1
Old : 100.0: 8.1 3.8 33.0 52.4 56.1 93.5 92.9: 6.5 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 63 77 112 161 169 296 290:
Old : 319: 63 77 112 161 169 296 290:
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 : 30.9 19.5 40.8 33.9 23.8 13.8 27.8 19.2
Old : 30.9 19.5 40.8 33.9 23.8 13.8 27.8 19.2
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 with Delta-adjusted Options and Futures Combined, May 31, 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 : 1,014,762: 83,603 107,187 63,602 678,698 695,582 825,903 866,371: 188,859 148,391
Old : 1,014,762: 83,603 107,187 63,602 678,698 695,582 825,903 866,371: 188,859 148,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 2,761: 1,667 8,869 -5,382 8,754 2,645 5,039 6,132: -2,278 -3,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 10.6 6.3 66.9 68.5 81.4 85.4: 18.6 14.6
Old : 100.0: 8.2 10.6 6.3 66.9 68.5 81.4 85.4: 18.6 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 595: 113 134 100 250 239 425 412:
Old : 595: 113 134 100 250 239 425 412:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 14.3 20.2 21.3 11.2 13.4 16.7 18.8
Old : 13.8 14.3 20.2 21.3 11.2 13.4 16.7 18.8
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 31, 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 : 401,930: 15,923 26,740 27,508 220,646 298,662 264,076 352,910: 137,854 49,020
Old : 401,930: 15,923 26,740 27,508 220,646 298,662 264,076 352,910: 137,854 49,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -9,646: -792 -1,919 -2,037 -7,716 -528 -10,544 -4,484: 898 -5,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 6.7 6.8 54.9 74.3 65.7 87.8: 34.3 12.2
Old : 100.0: 4.0 6.7 6.8 54.9 74.3 65.7 87.8: 34.3 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 : 133: 12 28 29 73 67 106 103:
Old : 133: 12 28 29 73 67 106 103:
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 26.7 24.0 38.0 15.8 24.9 22.5 35.9
Old : 16.8 26.7 24.0 38.0 15.8 24.9 22.5 35.9
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 31, 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 : 3,064,160: 411,105 474,940 107,768 2,290,263 1,984,598 2,809,136 2,567,306: 255,025 496,854
Old : 3,064,160: 411,105 474,940 107,768 2,290,263 1,984,598 2,809,136 2,567,306: 255,025 496,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 62,037: 8,043 49,687 -12,473 82,347 15,862 77,917 53,076: -15,880 8,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 15.5 3.5 74.7 64.8 91.7 83.8: 8.3 16.2
Old : 100.0: 13.4 15.5 3.5 74.7 64.8 91.7 83.8: 8.3 16.2
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 : 549: 107 121 89 221 217 382 374:
Old : 549: 107 121 89 221 217 382 374:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 10.4 25.7 17.9 15.5 10.0 23.2 16.4
Old : 17.0 10.4 25.7 17.9 15.5 10.0 23.2 16.4
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 with Delta-adjusted Options and Futures Combined, May 31, 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 : 113,871: 12,152 7,100 0 92,948 102,889 105,100 109,989: 8,771 3,882
Old : 113,871: 12,152 7,100 0 92,948 102,889 105,100 109,989: 8,771 3,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 3,856: 2,280 -318 0 1,505 4,161 3,785 3,843: 71 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 6.2 0.0 81.6 90.4 92.3 96.6: 7.7 3.4
Old : 100.0: 10.7 6.2 0.0 81.6 90.4 92.3 96.6: 7.7 3.4
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 : 100: 14 7 0 52 38 66 45:
Old : 100: 14 7 0 52 38 66 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 : 38.3 41.3 54.2 58.4 37.1 41.3 52.4 58.3
Old : 38.3 41.3 54.2 58.4 37.1 41.3 52.4 58.3
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 31, 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 : 89,937: 18,919 5,807 3,757 57,147 75,405 79,823 84,970: 10,113 4,967
Old : 89,937: 18,919 5,807 3,757 57,147 75,405 79,823 84,970: 10,113 4,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 976: -223 -508 21 1,224 1,221 1,021 734: -45 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 6.5 4.2 63.5 83.8 88.8 94.5: 11.2 5.5
Old : 100.0: 21.0 6.5 4.2 63.5 83.8 88.8 94.5: 11.2 5.5
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 : 234: 63 33 18 82 90 152 135:
Old : 234: 63 33 18 82 90 152 135:
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 : 21.1 23.9 33.2 38.1 20.5 23.6 32.4 36.7
Old : 21.1 23.9 33.2 38.1 20.5 23.6 32.4 36.7
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 31, 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 : 18,146: 932 1,879 0 12,512 15,285 13,444 17,164: 4,702 982
Old : 18,146: 932 1,879 0 12,512 15,285 13,444 17,164: 4,702 982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -504: -635 4 0 259 -378 -376 -374: -128 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 10.4 0.0 69.0 84.2 74.1 94.6: 25.9 5.4
Old : 100.0: 5.1 10.4 0.0 69.0 84.2 74.1 94.6: 25.9 5.4
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 : 27: 2 2 0 14 12 16 14:
Old : 27: 2 2 0 14 12 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 : 41.2 52.0 59.3 83.5 41.2 51.7 59.3 83.2
Old : 41.2 52.0 59.3 83.5 41.2 51.7 59.3 83.2
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 31, 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 : 358,954: 101,282 30,987 7,439 223,176 300,602 331,897 339,028: 27,057 19,926
Old : 358,954: 101,282 30,987 7,439 223,176 300,602 331,897 339,028: 27,057 19,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 7,403: -933 -5,551 3,096 4,824 7,995 6,987 5,540: 416 1,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 8.6 2.1 62.2 83.7 92.5 94.4: 7.5 5.6
Old : 100.0: 28.2 8.6 2.1 62.2 83.7 92.5 94.4: 7.5 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 : 233: 64 33 16 78 86 146 131:
Old : 233: 64 33 16 78 86 146 131:
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 : 23.6 27.7 38.5 42.5 23.5 27.7 38.4 42.4
Old : 23.6 27.7 38.5 42.5 23.5 27.7 38.4 42.4
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 31, 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 : 126,984: 72,775 11,680 3,883 14,956 93,513 91,615 109,076: 35,369 17,908
Old : 126,984: 72,775 11,680 3,883 14,956 93,513 91,615 109,076: 35,369 17,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 5,479: 9,187 1,243 -394 -4,909 6,085 3,884 6,934: 1,595 -1,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 9.2 3.1 11.8 73.6 72.1 85.9: 27.9 14.1
Old : 100.0: 57.3 9.2 3.1 11.8 73.6 72.1 85.9: 27.9 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 34 17 11 17 21 56 44:
Old : 79: 34 17 11 17 21 56 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 : 35.9 51.2 44.4 63.3 35.9 50.8 43.8 62.9
Old : 35.9 51.2 44.4 63.3 35.9 50.8 43.8 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 46,773: 15,696 7,124 4,074 19,440 19,040 39,210 30,238: 7,563 16,535
Old : 46,773: 15,696 7,124 4,074 19,440 19,040 39,210 30,238: 7,563 16,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 98: -47 61 378 -757 -508 -426 -69: 524 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 15.2 8.7 41.6 40.7 83.8 64.6: 16.2 35.4
Old : 100.0: 33.6 15.2 8.7 41.6 40.7 83.8 64.6: 16.2 35.4
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 : 59: 17 11 3 18 16 35 30:
Old : 59: 17 11 3 18 16 35 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 28.8 53.3 41.8 29.2 19.6 46.2 29.1
Old : 31.6 28.8 53.3 41.8 29.2 19.6 46.2 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 59,936: 11,033 10,649 3,189 32,849 39,409 47,071 53,247: 12,865 6,689
Old : 59,936: 11,033 10,649 3,189 32,849 39,409 47,071 53,247: 12,865 6,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 4,559: -171 -731 322 -1,046 2,608 -895 2,199: 5,454 2,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 17.8 5.3 54.8 65.8 78.5 88.8: 21.5 11.2
Old : 100.0: 18.4 17.8 5.3 54.8 65.8 78.5 88.8: 21.5 11.2
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 : 76: 14 12 4 26 31 42 45:
Old : 76: 14 12 4 26 31 42 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 : 23.1 35.3 35.4 51.4 22.0 32.7 32.7 47.5
Old : 23.1 35.3 35.4 51.4 22.0 32.7 32.7 47.5
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 31, 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 : 29,567: 2,679 639 300 22,091 26,899 25,070 27,838: 4,497 1,729
Old : 29,567: 2,679 639 300 22,091 26,899 25,070 27,838: 4,497 1,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -1,342: -373 -459 0 -1,158 -705 -1,531 -1,164: 189 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 2.2 1.0 74.7 91.0 84.8 94.2: 15.2 5.8
Old : 100.0: 9.1 2.2 1.0 74.7 91.0 84.8 94.2: 15.2 5.8
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 : 46: 6 2 1 22 23 28 26:
Old : 46: 6 2 1 22 23 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 46.7 62.4 68.8 43.7 44.7 54.6 63.7
Old : 49.0 46.7 62.4 68.8 43.7 44.7 54.6 63.7
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 31, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 39,853: 10,741 1,857 189 20,855 35,153 31,785 37,199: 8,068 2,654
Old : 39,853: 10,741 1,857 189 20,855 35,153 31,785 37,199: 8,068 2,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 788: -432 0 172 846 901 586 1,073: 202 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.7 0.5 52.3 88.2 79.8 93.3: 20.2 6.7
Old : 100.0: 27.0 4.7 0.5 52.3 88.2 79.8 93.3: 20.2 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 17 5 2 21 19 38 26:
Old : 57: 17 5 2 21 19 38 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 58.4 51.9 76.7 37.6 56.8 49.2 75.2
Old : 39.9 58.4 51.9 76.7 37.6 56.8 49.2 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 10,685: 5,044 2,165 11 4,237 8,106 9,292 10,282: 1,393 403
Old : 10,685: 5,044 2,165 11 4,237 8,106 9,292 10,282: 1,393 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 14: 65 5 -66 -2 35 -3 -26: 17 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 20.3 0.1 39.7 75.9 87.0 96.2: 13.0 3.8
Old : 100.0: 47.2 20.3 0.1 39.7 75.9 87.0 96.2: 13.0 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 : 22: 11 4 1 5 2 17 6:
Old : 22: 11 4 1 5 2 17 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 94.2 71.2 96.2 55.0 94.2 71.2 96.1
Old : 55.0 94.2 71.2 96.2 55.0 94.2 71.2 96.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2011