BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 4,264: 214 993 148 3,090 2,817 3,452 3,959: 812 305
Old : 4,264: 214 993 148 3,090 2,817 3,452 3,959: 812 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -276: -32 -243 -26 -100 28 -159 -241: -117 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 23.3 3.5 72.5 66.1 81.0 92.8: 19.0 7.2
Old : 100.0: 5.0 23.3 3.5 72.5 66.1 81.0 92.8: 19.0 7.2
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 : 24: 2 3 2 13 10 16 14:
Old : 24: 2 3 2 13 10 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 : 53.9 54.1 72.2 74.0 53.9 49.6 65.7 66.2
Old : 53.9 54.1 72.2 74.0 53.9 49.6 65.7 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 52,811: 6,476 1,234 12,347 26,905 29,664 45,728 43,245: 7,084 9,567
Old : 52,811: 6,476 1,234 12,347 26,905 29,664 45,728 43,245: 7,084 9,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -5,280: -481 -324 -632 -3,248 -2,859 -4,361 -3,814: -919 -1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 2.3 23.4 50.9 56.2 86.6 81.9: 13.4 18.1
Old : 100.0: 12.3 2.3 23.4 50.9 56.2 86.6 81.9: 13.4 18.1
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 : 84: 25 6 21 42 40 74 61:
Old : 84: 25 6 21 42 40 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 : 31.3 32.6 43.8 47.2 30.6 30.8 37.5 42.1
Old : 31.3 32.6 43.8 47.2 30.6 30.8 37.5 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 268,828: 49,034 47,275 77,656 117,455 108,381 244,146 233,312: 24,682 35,516
Old : 200,841: 39,625 56,722 49,212 94,202 68,854 183,039 174,788: 17,802 26,053
Other: 67,987: 23,169 4,311 14,685 23,253 39,527 61,107 58,524: 6,880 9,463
: : :
: : Changes in Commitments from: May 31, 2011 :
: 4,783: 122 233 4,634 -216 -1,027 4,539 3,840: 244 943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 17.6 28.9 43.7 40.3 90.8 86.8: 9.2 13.2
Old : 100.0: 19.7 28.2 24.5 46.9 34.3 91.1 87.0: 8.9 13.0
Other: 100.0: 34.1 6.3 21.6 34.2 58.1 89.9 86.1: 10.1 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 88 80 114 56 66 200 218:
Old : 258: 76 97 104 50 63 185 212:
Other: 137: 49 16 33 41 54 106 90:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 18.9 32.6 28.4 19.7 16.0 31.6 23.6
Old : 22.9 17.6 34.5 25.2 22.5 15.0 33.9 21.8
Other: 22.6 28.4 39.3 42.6 22.6 23.8 38.6 34.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 406,977: 97,099 44,721 102,330 177,700 187,703 377,129 334,754: 29,849 72,223
Old : 406,977: 97,099 44,721 102,330 177,700 187,703 377,129 334,754: 29,849 72,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -49,858: -629 5,647 -46,154 -1,341 -6,470 -48,124 -46,978: -1,734 -2,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 11.0 25.1 43.7 46.1 92.7 82.3: 7.3 17.7
Old : 100.0: 23.9 11.0 25.1 43.7 46.1 92.7 82.3: 7.3 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 108 100 135 113 163 284 347:
Old : 399: 108 100 135 113 163 284 347:
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 : 22.4 15.8 32.7 22.4 22.2 12.9 32.3 17.8
Old : 22.4 15.8 32.7 22.4 22.2 12.9 32.3 17.8
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, June 7, 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 : 11,310: 4,162 4,856 1,235 3,485 2,924 8,881 9,015: 2,429 2,296
Old : 11,310: 4,162 4,856 1,235 3,485 2,924 8,881 9,015: 2,429 2,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 296: -266 12 213 174 36 122 261: 174 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 42.9 10.9 30.8 25.9 78.5 79.7: 21.5 20.3
Old : 100.0: 36.8 42.9 10.9 30.8 25.9 78.5 79.7: 21.5 20.3
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 : 106: 36 34 19 21 25 64 76:
Old : 106: 36 34 19 21 25 64 76:
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 : 35.3 23.8 47.2 35.9 35.3 23.8 46.7 35.9
Old : 35.3 23.8 47.2 35.9 35.3 23.8 46.7 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 40,910: 12,879 4,557 7,279 13,183 8,975 33,340 20,810: 7,569 20,099
Old : 40,910: 12,879 4,557 7,279 13,183 8,975 33,340 20,810: 7,569 20,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 1,519: -172 155 384 853 481 1,065 1,020: 454 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 11.1 17.8 32.2 21.9 81.5 50.9: 18.5 49.1
Old : 100.0: 31.5 11.1 17.8 32.2 21.9 81.5 50.9: 18.5 49.1
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 : 156: 35 36 33 48 59 102 114:
Old : 156: 35 36 33 48 59 102 114:
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 : 18.0 10.7 31.8 16.6 16.5 6.2 29.5 10.0
Old : 18.0 10.7 31.8 16.6 16.5 6.2 29.5 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, June 7, 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 : 109,993: 12,801 0 412 95,901 109,008 109,113 109,419: 880 574
Old : 109,993: 12,801 0 412 95,901 109,008 109,113 109,419: 880 574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 3,763: 3,931 0 -2 70 4,006 3,999 4,005: -236 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.0 0.4 87.2 99.1 99.2 99.5: 0.8 0.5
Old : 100.0: 11.6 0.0 0.4 87.2 99.1 99.2 99.5: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 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 : 76.1 69.6 88.4 88.1 38.2 31.1 42.6 38.8
Old : 76.1 69.6 88.4 88.1 38.2 31.1 42.6 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 135,859: 32,282 19,175 3,169 53,906 92,006 89,357 114,349: 46,502 21,509
Old : 135,859: 32,282 19,175 3,169 53,906 92,006 89,357 114,349: 46,502 21,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 535: -2,446 10,058 -315 8,602 -13,356 5,841 -3,613: -5,306 4,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 14.1 2.3 39.7 67.7 65.8 84.2: 34.2 15.8
Old : 100.0: 23.8 14.1 2.3 39.7 67.7 65.8 84.2: 34.2 15.8
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: 31 14 7 30 27 65 44:
Old : 85: 31 14 7 30 27 65 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 : 23.2 44.4 33.0 57.8 22.0 44.0 30.2 57.4
Old : 23.2 44.4 33.0 57.8 22.0 44.0 30.2 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 76,101: 26,288 9,639 952 21,805 51,112 49,045 61,703: 27,056 14,398
Old : 76,101: 26,288 9,639 952 21,805 51,112 49,045 61,703: 27,056 14,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 4,817: -1,517 3,189 -123 5,877 2,509 4,238 5,576: 580 -758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 12.7 1.3 28.7 67.2 64.4 81.1: 35.6 18.9
Old : 100.0: 34.5 12.7 1.3 28.7 67.2 64.4 81.1: 35.6 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 20 7 4 17 18 38 28:
Old : 49: 20 7 4 17 18 38 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 : 26.3 57.2 38.0 71.3 23.6 57.0 34.1 68.7
Old : 26.3 57.2 38.0 71.3 23.6 57.0 34.1 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 150,067: 95,505 5,307 2,450 42,818 139,213 140,773 146,970: 9,294 3,097
Old : 150,067: 95,505 5,307 2,450 42,818 139,213 140,773 146,970: 9,294 3,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 7,537: -16,309 1,761 2,261 20,939 2,011 6,891 6,033: 646 1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 3.5 1.6 28.5 92.8 93.8 97.9: 6.2 2.1
Old : 100.0: 63.6 3.5 1.6 28.5 92.8 93.8 97.9: 6.2 2.1
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 : 119: 67 14 7 19 23 89 44:
Old : 119: 67 14 7 19 23 89 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 : 32.5 67.5 47.8 79.5 32.5 64.5 44.9 76.5
Old : 32.5 67.5 47.8 79.5 32.5 64.5 44.9 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 118,988: 33,366 35,550 2,851 53,716 60,541 89,933 98,941: 29,055 20,046
Old : 118,988: 33,366 35,550 2,851 53,716 60,541 89,933 98,941: 29,055 20,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 2,122: 1,408 970 -848 464 4,581 1,024 4,703: 1,098 -2,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 29.9 2.4 45.1 50.9 75.6 83.2: 24.4 16.8
Old : 100.0: 28.0 29.9 2.4 45.1 50.9 75.6 83.2: 24.4 16.8
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 : 95: 27 24 10 30 32 65 59:
Old : 95: 27 24 10 30 32 65 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 27.8 35.6 41.5 20.3 26.8 33.3 38.9
Old : 22.2 27.8 35.6 41.5 20.3 26.8 33.3 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 113,688: 36,039 19,591 2,127 44,387 54,948 82,552 76,666: 31,136 37,022
Old : 113,688: 36,039 19,591 2,127 44,387 54,948 82,552 76,666: 31,136 37,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 4,816: 11,726 -6,524 -3,636 -5,312 15,455 2,778 5,296: 2,038 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 17.2 1.9 39.0 48.3 72.6 67.4: 27.4 32.6
Old : 100.0: 31.7 17.2 1.9 39.0 48.3 72.6 67.4: 27.4 32.6
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 : 101: 31 27 10 24 32 59 65:
Old : 101: 31 27 10 24 32 59 65:
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 : 19.3 25.3 29.9 35.0 19.0 24.8 28.7 34.3
Old : 19.3 25.3 29.9 35.0 19.0 24.8 28.7 34.3
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, June 7, 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 : 326,041: 95,725 43,103 19,758 142,494 200,228 257,977 263,089: 68,064 62,952
Old : 326,041: 95,725 43,103 19,758 142,494 200,228 257,977 263,089: 68,064 62,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 6,082: 17,853 -12,315 -16,432 -7,448 24,225 -6,027 -4,522: 12,109 10,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 13.2 6.1 43.7 61.4 79.1 80.7: 20.9 19.3
Old : 100.0: 29.4 13.2 6.1 43.7 61.4 79.1 80.7: 20.9 19.3
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 : 182: 50 57 51 48 59 125 140:
Old : 182: 50 57 51 48 59 125 140:
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 : 32.2 28.8 41.0 39.1 29.4 28.4 37.7 37.4
Old : 32.2 28.8 41.0 39.1 29.4 28.4 37.7 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 37,227: 23,573 7,569 146 8,573 28,106 32,292 35,821: 4,935 1,406
Old : 37,227: 23,573 7,569 146 8,573 28,106 32,292 35,821: 4,935 1,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 6,312: -6 -286 130 5,484 6,420 5,608 6,264: 704 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 20.3 0.4 23.0 75.5 86.7 96.2: 13.3 3.8
Old : 100.0: 63.3 20.3 0.4 23.0 75.5 86.7 96.2: 13.3 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 : 55: 20 13 2 8 18 29 33:
Old : 55: 20 13 2 8 18 29 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 : 50.0 48.9 68.1 77.5 48.2 40.1 62.3 65.8
Old : 50.0 48.9 68.1 77.5 48.2 40.1 62.3 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 :17,433,600: 1,455,669 582,739 5,974,125 8,951,334 9,751,910 16,381,128 16,308,774: 1,052,472 1,124,826
Old :17,433,600: 1,455,669 582,739 5,974,125 8,951,334 9,751,910 16,381,128 16,308,774: 1,052,472 1,124,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 644,649: 90,998 -62,231 438,325 155,875 333,340 685,197 709,434: -40,549 -64,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 3.3 34.3 51.3 55.9 94.0 93.5: 6.0 6.5
Old : 100.0: 8.3 3.3 34.3 51.3 55.9 94.0 93.5: 6.0 6.5
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 : 330: 73 73 120 166 172 308 301:
Old : 330: 73 73 120 166 172 308 301:
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 : 30.8 19.8 40.5 33.9 23.5 13.8 26.7 18.9
Old : 30.8 19.8 40.5 33.9 23.5 13.8 26.7 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 1,103,967: 85,123 108,884 107,156 706,844 728,481 899,122 944,521: 204,845 159,446
Old : 1,103,967: 85,123 108,884 107,156 706,844 728,481 899,122 944,521: 204,845 159,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 89,205: 1,519 1,697 43,554 28,146 32,900 73,219 78,150: 15,986 11,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.9 9.7 64.0 66.0 81.4 85.6: 18.6 14.4
Old : 100.0: 7.7 9.9 9.7 64.0 66.0 81.4 85.6: 18.6 14.4
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 : 599: 125 126 114 251 246 429 433:
Old : 599: 125 126 114 251 246 429 433:
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 : 12.9 12.2 19.4 19.8 10.1 11.2 15.0 16.7
Old : 12.9 12.2 19.4 19.8 10.1 11.2 15.0 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 446,469: 19,233 49,236 38,723 237,794 295,757 295,750 383,715: 150,719 62,754
Old : 446,469: 19,233 49,236 38,723 237,794 295,757 295,750 383,715: 150,719 62,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 44,539: 3,311 22,496 11,215 17,148 -2,906 31,674 30,806: 12,865 13,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 11.0 8.7 53.3 66.2 66.2 85.9: 33.8 14.1
Old : 100.0: 4.3 11.0 8.7 53.3 66.2 66.2 85.9: 33.8 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 : 134: 21 22 32 73 65 109 104:
Old : 134: 21 22 32 73 65 109 104:
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 : 15.8 21.8 23.3 32.9 14.5 20.2 20.6 31.3
Old : 15.8 21.8 23.3 32.9 14.5 20.2 20.6 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 3,287,490: 507,953 476,748 163,658 2,345,251 2,163,623 3,016,862 2,804,030: 270,629 483,461
Old : 3,287,490: 507,953 476,748 163,658 2,345,251 2,163,623 3,016,862 2,804,030: 270,629 483,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 223,330: 96,848 1,808 55,891 54,988 179,025 207,726 236,724: 15,604 -13,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 14.5 5.0 71.3 65.8 91.8 85.3: 8.2 14.7
Old : 100.0: 15.5 14.5 5.0 71.3 65.8 91.8 85.3: 8.2 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 555: 117 114 99 223 225 384 394:
Old : 555: 117 114 99 223 225 384 394:
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 9.8 24.8 17.0 15.0 9.6 21.8 15.6
Old : 16.6 9.8 24.8 17.0 15.0 9.6 21.8 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 111,689: 7,726 8,436 1,345 93,318 98,112 102,389 107,893: 9,301 3,796
Old : 111,689: 7,726 8,436 1,345 93,318 98,112 102,389 107,893: 9,301 3,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -2,182: -4,426 1,336 1,345 370 -4,777 -2,711 -2,096: 530 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 7.6 1.2 83.6 87.8 91.7 96.6: 8.3 3.4
Old : 100.0: 6.9 7.6 1.2 83.6 87.8 91.7 96.6: 8.3 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 : 97: 9 8 2 55 38 66 46:
Old : 97: 9 8 2 55 38 66 46:
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 : 38.9 39.3 55.7 56.5 37.7 39.2 53.9 56.2
Old : 38.9 39.3 55.7 56.5 37.7 39.2 53.9 56.2
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, June 7, 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 : 87,851: 15,106 7,531 6,197 57,020 67,713 78,323 81,440: 9,528 6,410
Old : 87,851: 15,106 7,531 6,197 57,020 67,713 78,323 81,440: 9,528 6,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -2,086: -3,813 1,724 2,440 -127 -7,693 -1,500 -3,529: -585 1,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 8.6 7.1 64.9 77.1 89.2 92.7: 10.8 7.3
Old : 100.0: 17.2 8.6 7.1 64.9 77.1 89.2 92.7: 10.8 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 63 33 19 82 87 154 131:
Old : 230: 63 33 19 82 87 154 131:
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 : 21.1 24.2 31.6 37.7 20.4 24.0 30.1 35.6
Old : 21.1 24.2 31.6 37.7 20.4 24.0 30.1 35.6
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, June 7, 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 : 17,726: 526 3,004 0 12,422 13,074 12,948 16,078: 4,778 1,648
Old : 17,726: 526 3,004 0 12,422 13,074 12,948 16,078: 4,778 1,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -420: -406 1,125 0 -90 -2,211 -496 -1,086: 76 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 16.9 0.0 70.1 73.8 73.0 90.7: 27.0 9.3
Old : 100.0: 3.0 16.9 0.0 70.1 73.8 73.0 90.7: 27.0 9.3
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 : 27: 1 2 0 13 14 14 16:
Old : 27: 1 2 0 13 14 14 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 : 40.3 46.6 61.2 73.1 40.3 46.6 61.2 73.1
Old : 40.3 46.6 61.2 73.1 40.3 46.6 61.2 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 350,623: 88,394 38,129 15,489 222,991 273,193 326,875 326,811: 23,749 23,812
Old : 350,623: 88,394 38,129 15,489 222,991 273,193 326,875 326,811: 23,749 23,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -8,330: -12,887 7,142 8,050 -185 -27,408 -5,022 -12,217: -3,308 3,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 10.9 4.4 63.6 77.9 93.2 93.2: 6.8 6.8
Old : 100.0: 25.2 10.9 4.4 63.6 77.9 93.2 93.2: 6.8 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 : 229: 64 33 17 79 82 150 125:
Old : 229: 64 33 17 79 82 150 125:
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 : 22.5 28.0 34.7 41.1 22.3 28.0 34.0 40.5
Old : 22.5 28.0 34.7 41.1 22.3 28.0 34.0 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 150,041: 79,131 13,946 1,760 34,245 113,837 115,136 129,542: 34,904 20,499
Old : 150,041: 79,131 13,946 1,760 34,245 113,837 115,136 129,542: 34,904 20,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 23,057: 6,356 2,266 -2,124 19,289 20,324 23,522 20,466: -465 2,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 9.3 1.2 22.8 75.9 76.7 86.3: 23.3 13.7
Old : 100.0: 52.7 9.3 1.2 22.8 75.9 76.7 86.3: 23.3 13.7
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 : 86: 38 18 14 22 23 65 50:
Old : 86: 38 18 14 22 23 65 50:
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 50.6 47.8 62.6 32.7 45.9 41.8 55.8
Old : 32.7 50.6 47.8 62.6 32.7 45.9 41.8 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 61,071: 17,443 7,236 12,200 22,238 23,042 51,881 42,478: 9,190 18,593
Old : 61,071: 17,443 7,236 12,200 22,238 23,042 51,881 42,478: 9,190 18,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 14,298: 1,747 112 8,126 2,798 4,002 12,671 12,240: 1,627 2,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 11.8 20.0 36.4 37.7 85.0 69.6: 15.0 30.4
Old : 100.0: 28.6 11.8 20.0 36.4 37.7 85.0 69.6: 15.0 30.4
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 : 60: 16 13 9 21 18 42 35:
Old : 60: 16 13 9 21 18 42 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 25.1 46.7 42.4 23.9 16.1 37.4 22.5
Old : 26.9 25.1 46.7 42.4 23.9 16.1 37.4 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 81,827: 12,054 10,516 11,210 35,882 35,568 59,146 57,294: 22,681 24,533
Old : 81,827: 12,054 10,516 11,210 35,882 35,568 59,146 57,294: 22,681 24,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 21,891: 1,021 -133 8,021 3,033 -3,841 12,075 4,047: 9,816 17,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 12.9 13.7 43.9 43.5 72.3 70.0: 27.7 30.0
Old : 100.0: 14.7 12.9 13.7 43.9 43.5 72.3 70.0: 27.7 30.0
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 : 77: 18 12 10 32 26 53 45:
Old : 77: 18 12 10 32 26 53 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 : 18.3 22.7 30.3 36.3 16.1 22.1 24.1 32.1
Old : 18.3 22.7 30.3 36.3 16.1 22.1 24.1 32.1
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, June 7, 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 : 30,660: 2,540 967 332 23,442 27,742 26,314 29,041: 4,346 1,619
Old : 30,660: 2,540 967 332 23,442 27,742 26,314 29,041: 4,346 1,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 1,093: -139 328 32 1,351 843 1,244 1,203: -151 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 3.2 1.1 76.5 90.5 85.8 94.7: 14.2 5.3
Old : 100.0: 8.3 3.2 1.1 76.5 90.5 85.8 94.7: 14.2 5.3
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 : 47: 5 4 2 22 24 29 28:
Old : 47: 5 4 2 22 24 29 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 : 48.9 44.4 61.6 67.4 43.9 44.4 54.8 61.7
Old : 48.9 44.4 61.6 67.4 43.9 44.4 54.8 61.7
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, June 7, 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 : 38,800: 9,874 2,458 189 20,884 33,804 30,947 36,451: 7,853 2,349
Old : 38,800: 9,874 2,458 189 20,884 33,804 30,947 36,451: 7,853 2,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -1,053: -867 601 0 29 -1,349 -838 -748: -215 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 6.3 0.5 53.8 87.1 79.8 93.9: 20.2 6.1
Old : 100.0: 25.4 6.3 0.5 53.8 87.1 79.8 93.9: 20.2 6.1
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 : 60: 15 7 2 23 21 38 30:
Old : 60: 15 7 2 23 21 38 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 : 41.2 52.3 52.8 72.6 38.9 50.7 50.1 71.1
Old : 41.2 52.3 52.8 72.6 38.9 50.7 50.1 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2011