BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, June 14, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 3,489: 301 1,020 1 2,409 2,177 2,711 3,198: 778 291 Old : 3,489: 301 1,020 1 2,409 2,177 2,711 3,198: 778 291 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 71: -7 27 -1 56 36 48 62: 23 9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 29.2 0.0 69.0 62.4 77.7 91.7: 22.3 8.3 Old : 100.0: 8.6 29.2 0.0 69.0 62.4 77.7 91.7: 22.3 8.3 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 : 23: 2 3 1 10 10 13 13: Old : 23: 2 3 1 10 10 13 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 53.8 70.4 75.0 54.4 52.5 69.8 73.7 Old : 55.0 53.8 70.4 75.0 54.4 52.5 69.8 73.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, June 14, 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 : 34,030: 5,551 5,118 1,088 21,776 23,446 28,415 29,652: 5,615 4,378 Old : 34,030: 5,551 5,118 1,088 21,776 23,446 28,415 29,652: 5,615 4,378 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 837: -23 350 38 528 393 543 781: 294 56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 15.0 3.2 64.0 68.9 83.5 87.1: 16.5 12.9 Old : 100.0: 16.3 15.0 3.2 64.0 68.9 83.5 87.1: 16.5 12.9 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 : 81: 19 10 16 34 30 61 49: Old : 81: 19 10 16 34 30 61 49: 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 : 40.4 42.3 50.1 61.0 40.4 39.6 49.1 58.2 Old : 40.4 42.3 50.1 61.0 40.4 39.6 49.1 58.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders - Futures Only, June 14, 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 : 217,530: 49,699 60,809 38,314 109,580 88,310 197,593 187,433: 19,937 30,097 Old : 156,016: 42,766 60,913 19,941 80,360 54,880 143,067 135,734: 12,949 20,282 Other: 61,514: 20,418 13,381 4,888 29,220 33,430 54,526 51,699: 6,988 9,815 : : : : : Changes in Commitments from: June 7, 2011 : : -7,172: 704 1,441 -5,843 81 -1,733 -5,058 -6,135: -2,114 -1,037 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.8 28.0 17.6 50.4 40.6 90.8 86.2: 9.2 13.8 Old : 100.0: 27.4 39.0 12.8 51.5 35.2 91.7 87.0: 8.3 13.0 Other: 100.0: 33.2 21.8 7.9 47.5 54.3 88.6 84.0: 11.4 16.0 : : : :# Traders : Number of Traders in Each Category : All : 255: 75 81 93 50 67 176 209: Old : 251: 69 96 76 39 59 153 195: Other: 140: 36 31 20 33 55 83 95: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.7 20.5 40.9 28.8 25.5 19.4 40.6 27.4 Old : 29.9 19.2 42.4 28.4 29.7 19.2 42.1 28.2 Other: 27.8 25.8 47.7 38.0 27.8 22.1 47.5 33.6 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, June 14, 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 : 326,651: 93,248 64,762 44,699 162,162 153,864 300,109 263,325: 26,542 63,326 Old : 326,651: 93,248 64,762 44,699 162,162 153,864 300,109 263,325: 26,542 63,326 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -681: -3,373 2,792 3,180 -86 -6,338 -279 -366: -402 -315 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.5 19.8 13.7 49.6 47.1 91.9 80.6: 8.1 19.4 Old : 100.0: 28.5 19.8 13.7 49.6 47.1 91.9 80.6: 8.1 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 : 384: 85 113 114 83 148 243 319: Old : 384: 85 113 114 83 148 243 319: 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 : 26.4 13.3 38.9 20.2 26.4 13.0 38.8 19.3 Old : 26.4 13.3 38.9 20.2 26.4 13.0 38.8 19.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders - Futures Only, June 14, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : : All : 10,183: 4,194 5,129 519 3,070 2,344 7,783 7,992: 2,400 2,191 Old : 10,183: 4,194 5,129 519 3,070 2,344 7,783 7,992: 2,400 2,191 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -884: -9 257 -552 -398 -525 -959 -820: 75 -64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.2 50.4 5.1 30.1 23.0 76.4 78.5: 23.6 21.5 Old : 100.0: 41.2 50.4 5.1 30.1 23.0 76.4 78.5: 23.6 21.5 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 : 92: 34 32 10 14 20 51 61: Old : 92: 34 32 10 14 20 51 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 : 38.8 27.2 51.7 41.5 38.8 27.2 51.6 40.6 Old : 38.8 27.2 51.7 41.5 38.8 27.2 51.6 40.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders - Futures Only, June 14, 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 : 35,335: 12,875 6,313 3,593 12,353 7,583 28,821 17,489: 6,514 17,846 Old : 35,335: 12,875 6,313 3,593 12,353 7,583 28,821 17,489: 6,514 17,846 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 33: 34 -140 300 -106 -193 228 -33: -195 66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.4 17.9 10.2 35.0 21.5 81.6 49.5: 18.4 50.5 Old : 100.0: 36.4 17.9 10.2 35.0 21.5 81.6 49.5: 18.4 50.5 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 : 147: 30 42 30 33 51 83 108: Old : 147: 30 42 30 33 51 83 108: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.4 9.8 35.8 14.8 20.4 8.5 35.8 12.7 Old : 20.4 9.8 35.8 14.8 20.4 8.5 35.8 12.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders - Futures Only, June 14, 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 : 110,740: 13,803 0 369 95,496 109,625 109,668 109,994: 1,072 746 Old : 110,740: 13,803 0 369 95,496 109,625 109,668 109,994: 1,072 746 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 1,580: 995 0 -35 428 1,443 1,388 1,408: 192 172 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 0.0 0.3 86.2 99.0 99.0 99.3: 1.0 0.7 Old : 100.0: 12.5 0.0 0.3 86.2 99.0 99.0 99.3: 1.0 0.7 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 : 25: 7 0 1 17 15 24 16: Old : 25: 7 0 1 17 15 24 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 : 74.9 68.4 87.7 87.1 37.7 31.0 42.7 39.5 Old : 74.9 68.4 87.7 87.1 37.7 31.0 42.7 39.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders - Futures Only, June 14, 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 : 142,172: 33,746 14,891 7,249 54,875 103,612 95,870 125,752: 46,302 16,420 Old : 142,172: 33,746 14,891 7,249 54,875 103,612 95,870 125,752: 46,302 16,420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 13,062: 1,115 -4,218 5,670 3,018 15,047 9,803 16,499: 3,259 -3,437 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 10.5 5.1 38.6 72.9 67.4 88.5: 32.6 11.5 Old : 100.0: 23.7 10.5 5.1 38.6 72.9 67.4 88.5: 32.6 11.5 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 : 84: 37 8 4 26 26 63 38: Old : 84: 37 8 4 26 26 63 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.4 45.9 33.2 61.8 19.7 45.7 26.5 60.1 Old : 22.4 45.9 33.2 61.8 19.7 45.7 26.5 60.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, June 14, 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 : 54,048: 25,555 12,268 16 2,772 30,752 28,343 43,036: 25,705 11,012 Old : 54,048: 25,555 12,268 16 2,772 30,752 28,343 43,036: 25,705 11,012 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -20,291: -735 2,843 -780 -18,357 -20,123 -19,872 -18,060: -419 -2,231 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.3 22.7 0.0 5.1 56.9 52.4 79.6: 47.6 20.4 Old : 100.0: 47.3 22.7 0.0 5.1 56.9 52.4 79.6: 47.6 20.4 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 : 43: 20 7 2 5 12 26 20: Old : 43: 20 7 2 5 12 26 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.8 49.2 35.9 67.0 23.8 49.2 35.8 67.0 Old : 23.8 49.2 35.9 67.0 23.8 49.2 35.8 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders - Futures Only, June 14, 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 : 110,231: 66,092 17,929 327 36,823 89,035 103,242 107,291: 6,989 2,940 Old : 110,231: 66,092 17,929 327 36,823 89,035 103,242 107,291: 6,989 2,940 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -39,836: -29,413 12,622 -2,123 -5,995 -50,178 -37,531 -39,679: -2,305 -157 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.0 16.3 0.3 33.4 80.8 93.7 97.3: 6.3 2.7 Old : 100.0: 60.0 16.3 0.3 33.4 80.8 93.7 97.3: 6.3 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 103: 52 21 2 19 15 72 37: Old : 103: 52 21 2 19 15 72 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 61.7 60.7 77.4 42.4 61.6 60.7 77.3 Old : 42.4 61.7 60.7 77.4 42.4 61.6 60.7 77.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, June 14, 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 : 90,719: 36,684 25,458 1,062 25,098 43,918 62,844 70,438: 27,875 20,281 Old : 90,719: 36,684 25,458 1,062 25,098 43,918 62,844 70,438: 27,875 20,281 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -22,922: 3,130 -9,846 356 -26,414 -14,765 -22,928 -24,255: 6 1,333 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.4 28.1 1.2 27.7 48.4 69.3 77.6: 30.7 22.4 Old : 100.0: 40.4 28.1 1.2 27.7 48.4 69.3 77.6: 30.7 22.4 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 : 77: 25 18 1 17 26 43 44: Old : 77: 25 18 1 17 26 43 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 : 27.6 26.8 43.6 40.6 27.4 26.0 43.3 39.7 Old : 27.6 26.8 43.6 40.6 27.4 26.0 43.3 39.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders - Futures Only, June 14, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 12,500,000) : : : : All : 94,483: 38,618 13,850 266 27,559 47,182 66,443 61,298: 28,040 33,185 Old : 94,483: 38,618 13,850 266 27,559 47,182 66,443 61,298: 28,040 33,185 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -11,716: 2,735 -4,402 133 -13,405 -6,243 -10,537 -10,512: -1,179 -1,204 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.9 14.7 0.3 29.2 49.9 70.3 64.9: 29.7 35.1 Old : 100.0: 40.9 14.7 0.3 29.2 49.9 70.3 64.9: 29.7 35.1 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: 30 21 2 17 21 48 43: Old : 84: 30 21 2 17 21 48 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.9 30.7 32.4 43.7 19.9 30.6 32.2 43.6 Old : 19.9 30.7 32.4 43.7 19.9 30.6 32.2 43.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders - Futures Only, June 14, 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 : 190,373: 84,580 34,686 522 48,746 113,295 133,848 148,503: 56,525 41,870 Old : 190,373: 84,580 34,686 522 48,746 113,295 133,848 148,503: 56,525 41,870 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -105,753: -11,975 -10,033 -633 -85,097 -79,724 -97,705 -90,390: -8,048 -15,363 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.4 18.2 0.3 25.6 59.5 70.3 78.0: 29.7 22.0 Old : 100.0: 44.4 18.2 0.3 25.6 59.5 70.3 78.0: 29.7 22.0 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 : 158: 47 46 10 35 47 86 99: Old : 158: 47 46 10 35 47 86 99: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.4 29.3 41.0 39.4 29.3 29.2 40.7 39.2 Old : 29.4 29.3 41.0 39.4 29.3 29.2 40.7 39.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 Commitments of Traders - Futures Only, June 14, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF BRL 100,000) : : : : All : 38,596: 30,165 27,209 4,900 2,107 6,316 37,172 38,425: 1,424 171 Old : 38,596: 30,165 27,209 4,900 2,107 6,316 37,172 38,425: 1,424 171 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -2,625: 422 80 -80 -2,656 -2,462 -2,314 -2,462: -311 -163 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 70.5 12.7 5.5 16.4 96.3 99.6: 3.7 0.4 Old : 100.0: 78.2 70.5 12.7 5.5 16.4 96.3 99.6: 3.7 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 12 2 3 2 6 15 10: Old : 21: 12 2 3 2 6 15 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 : 88.2 90.6 92.8 99.1 77.2 83.2 81.0 86.8 Old : 88.2 90.6 92.8 99.1 77.2 83.2 81.0 86.8 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 - Futures Only, June 14, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF NZD 100,000) : : : : All : 31,432: 23,520 4,302 0 3,507 26,051 27,027 30,353: 4,405 1,079 Old : 31,432: 23,520 4,302 0 3,507 26,051 27,027 30,353: 4,405 1,079 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -5,795: -53 -3,267 -146 -5,066 -2,055 -5,265 -5,468: -530 -327 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.8 13.7 0.0 11.2 82.9 86.0 96.6: 14.0 3.4 Old : 100.0: 74.8 13.7 0.0 11.2 82.9 86.0 96.6: 14.0 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 : 50: 22 11 0 4 13 26 24: Old : 50: 22 11 0 4 13 26 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.6 68.3 72.7 83.6 59.6 68.3 72.7 83.6 Old : 59.6 68.3 72.7 83.6 59.6 68.3 72.7 83.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders - Futures Only, June 14, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000) : : : : All : 9,884,096: 1,419,861 931,948 1,194,454 6,298,897 6,707,304 8,913,212 8,833,706: 970,884 1,050,390 Old : 9,884,096: 1,419,861 931,948 1,194,454 6,298,897 6,707,304 8,913,212 8,833,706: 970,884 1,050,390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -623,852: -93,096 -147,548 -58,367 -463,753 -447,828 -615,216 -653,743: -8,636 29,891 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 9.4 12.1 63.7 67.9 90.2 89.4: 9.8 10.6 Old : 100.0: 14.4 9.4 12.1 63.7 67.9 90.2 89.4: 9.8 10.6 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 : 275: 54 64 87 129 139 242 240: Old : 275: 54 64 87 129 139 242 240: 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 : 41.3 25.5 49.2 38.8 40.2 22.7 45.0 32.3 Old : 41.3 25.5 49.2 38.8 40.2 22.7 45.0 32.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ Commitments of Traders - Futures Only, June 14, 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 : 1,072,737: 81,652 101,328 72,440 699,129 716,213 853,221 889,981: 219,516 182,757 Old : 1,072,737: 81,652 101,328 72,440 699,129 716,213 853,221 889,981: 219,516 182,757 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 123,820: -4,046 -7,480 24,508 74,349 69,776 94,811 86,804: 29,010 37,016 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 9.4 6.8 65.2 66.8 79.5 83.0: 20.5 17.0 Old : 100.0: 7.6 9.4 6.8 65.2 66.8 79.5 83.0: 20.5 17.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 563: 101 119 82 256 246 401 403: Old : 563: 101 119 82 256 246 401 403: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.0 13.8 21.3 21.7 10.2 10.6 15.2 16.7 Old : 14.0 13.8 21.3 21.7 10.2 10.6 15.2 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 - Futures Only, June 14, 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 : 387,673: 18,499 51,699 15,680 200,857 245,427 235,036 312,806: 152,637 74,867 Old : 387,673: 18,499 51,699 15,680 200,857 245,427 235,036 312,806: 152,637 74,867 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 40,570: 3,088 4,765 10,580 15,457 4,137 29,125 19,482: 11,445 21,088 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 13.3 4.0 51.8 63.3 60.6 80.7: 39.4 19.3 Old : 100.0: 4.8 13.3 4.0 51.8 63.3 60.6 80.7: 39.4 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 : 129: 10 25 13 69 59 89 87: Old : 129: 10 25 13 69 59 89 87: 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 23.8 26.7 36.7 16.7 21.7 24.4 33.9 Old : 18.0 23.8 26.7 36.7 16.7 21.7 24.4 33.9 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 - Futures Only, June 14, 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 : 3,425,322: 499,928 432,308 99,637 2,491,362 2,353,928 3,090,927 2,885,873: 334,395 539,449 Old : 3,425,322: 499,928 432,308 99,637 2,491,362 2,353,928 3,090,927 2,885,873: 334,395 539,449 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 416,251: -24,032 -49,584 58,000 294,460 328,196 328,428 336,612: 87,823 79,639 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.6 12.6 2.9 72.7 68.7 90.2 84.3: 9.8 15.7 Old : 100.0: 14.6 12.6 2.9 72.7 68.7 90.2 84.3: 9.8 15.7 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 : 526: 99 107 76 227 229 361 377: Old : 526: 99 107 76 227 229 361 377: 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 : 17.9 11.1 26.4 18.4 14.7 9.7 21.0 15.8 Old : 17.9 11.1 26.4 18.4 14.7 9.7 21.0 15.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders - Futures Only, June 14, 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 : 123,482: 7,514 6,943 1,284 104,297 109,007 113,095 117,234: 10,387 6,248 Old : 123,482: 7,514 6,943 1,284 104,297 109,007 113,095 117,234: 10,387 6,248 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 11,802: -212 -1,493 -61 10,981 10,902 10,708 9,348: 1,094 2,454 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 5.6 1.0 84.5 88.3 91.6 94.9: 8.4 5.1 Old : 100.0: 6.1 5.6 1.0 84.5 88.3 91.6 94.9: 8.4 5.1 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 : 90: 8 6 2 54 42 63 49: Old : 90: 8 6 2 54 42 63 49: 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 : 35.8 36.2 53.9 51.7 35.4 36.1 51.4 51.2 Old : 35.8 36.2 53.9 51.7 35.4 36.1 51.4 51.2 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 - Futures Only, June 14, 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 : 100,551: 10,802 10,035 7,743 67,437 74,783 85,982 92,561: 14,569 7,990 Old : 100,551: 10,802 10,035 7,743 67,437 74,783 85,982 92,561: 14,569 7,990 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 14,688: -4,104 2,477 2,043 11,476 8,428 9,414 12,948: 5,274 1,741 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 10.0 7.7 67.1 74.4 85.5 92.1: 14.5 7.9 Old : 100.0: 10.7 10.0 7.7 67.1 74.4 85.5 92.1: 14.5 7.9 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 : 222: 55 31 20 93 89 157 134: Old : 222: 55 31 20 93 89 157 134: 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 : 22.6 24.2 33.0 37.0 17.3 23.4 25.4 32.9 Old : 22.6 24.2 33.0 37.0 17.3 23.4 25.4 32.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 Commitments of Traders - Futures Only, June 14, 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 : 20,320: 540 4,870 26 14,632 12,969 15,198 17,865: 5,122 2,455 Old : 20,320: 540 4,870 26 14,632 12,969 15,198 17,865: 5,122 2,455 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 2,605: 14 1,866 26 2,210 -105 2,250 1,787: 355 818 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 24.0 0.1 72.0 63.8 74.8 87.9: 25.2 12.1 Old : 100.0: 2.7 24.0 0.1 72.0 63.8 74.8 87.9: 25.2 12.1 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 : 26: 1 3 1 14 13 15 17: Old : 26: 1 3 1 14 13 15 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 : 37.3 43.5 57.5 70.6 36.9 43.5 55.7 69.0 Old : 37.3 43.5 57.5 70.6 36.9 43.5 55.7 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders - Futures Only, June 14, 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 : 401,154: 75,932 50,448 13,962 264,027 309,069 353,921 373,479: 47,233 27,675 Old : 401,154: 75,932 50,448 13,962 264,027 309,069 353,921 373,479: 47,233 27,675 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : 60,417: -11,334 12,314 826 46,329 42,664 35,821 55,804: 24,596 4,613 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 12.6 3.5 65.8 77.0 88.2 93.1: 11.8 6.9 Old : 100.0: 18.9 12.6 3.5 65.8 77.0 88.2 93.1: 11.8 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 222: 56 31 18 88 87 152 130: Old : 222: 56 31 18 88 87 152 130: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.4 28.1 36.5 41.1 20.2 28.1 31.3 39.8 Old : 24.4 28.1 36.5 41.1 20.2 28.1 31.3 39.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders - Futures Only, June 14, 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 : 115,119: 79,616 11,946 2 4,590 88,017 84,208 99,965: 30,911 15,154 Old : 115,119: 79,616 11,946 2 4,590 88,017 84,208 99,965: 30,911 15,154 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -30,227: 1,069 -1,396 -145 -28,134 -24,562 -27,210 -26,103: -3,017 -4,124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.2 10.4 0.0 4.0 76.5 73.1 86.8: 26.9 13.2 Old : 100.0: 69.2 10.4 0.0 4.0 76.5 73.1 86.8: 26.9 13.2 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 : 69: 29 14 1 8 21 37 36: Old : 69: 29 14 1 8 21 37 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.9 41.0 56.2 62.8 44.9 41.0 56.0 62.8 Old : 44.9 41.0 56.2 62.8 44.9 41.0 56.0 62.8 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 - Futures Only, June 14, 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 : 27,641: 8,413 6,706 0 12,662 14,266 21,075 20,972: 6,566 6,669 Old : 27,641: 8,413 6,706 0 12,662 14,266 21,075 20,972: 6,566 6,669 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -33,430: -9,030 -530 -12,200 -9,576 -8,776 -30,806 -21,506: -2,624 -11,924 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.4 24.3 0.0 45.8 51.6 76.2 75.9: 23.8 24.1 Old : 100.0: 30.4 24.3 0.0 45.8 51.6 76.2 75.9: 23.8 24.1 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 : 48: 15 8 0 17 11 32 19: Old : 48: 15 8 0 17 11 32 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.6 45.8 46.2 63.6 31.6 44.7 42.6 57.8 Old : 32.6 45.8 46.2 63.6 31.6 44.7 42.6 57.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, June 14, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X JPY 500) : : : : All : 40,774: 8,871 3,463 388 26,233 18,247 35,492 22,098: 5,282 18,676 Old : 40,774: 8,871 3,463 388 26,233 18,247 35,492 22,098: 5,282 18,676 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -41,053: -3,183 -7,053 -10,822 -9,649 -17,321 -23,654 -35,196: -17,399 -5,857 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 8.5 1.0 64.3 44.8 87.0 54.2: 13.0 45.8 Old : 100.0: 21.8 8.5 1.0 64.3 44.8 87.0 54.2: 13.0 45.8 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 : 59: 11 8 2 24 21 36 30: Old : 59: 11 8 2 24 21 36 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 : 32.2 24.5 48.9 34.0 31.3 24.5 48.1 34.0 Old : 32.2 24.5 48.9 34.0 31.3 24.5 48.1 34.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 Commitments of Traders - Futures Only, June 14, 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 : 21,786: 853 413 0 16,846 19,477 17,699 19,890: 4,087 1,896 Old : 21,786: 853 413 0 16,846 19,477 17,699 19,890: 4,087 1,896 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -8,874: -1,687 -554 -332 -6,596 -8,265 -8,615 -9,151: -259 277 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 1.9 0.0 77.3 89.4 81.2 91.3: 18.8 8.7 Old : 100.0: 3.9 1.9 0.0 77.3 89.4 81.2 91.3: 18.8 8.7 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 : 35: 3 1 0 17 19 20 20: Old : 35: 3 1 0 17 19 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.9 45.6 67.5 67.4 54.6 45.4 63.0 65.8 Old : 57.9 45.6 67.5 67.4 54.6 45.4 63.0 65.8 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 - Futures Only, June 14, 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 : 28,269: 6,096 1,309 0 16,449 24,957 22,545 26,266: 5,724 2,003 Old : 28,269: 6,096 1,309 0 16,449 24,957 22,545 26,266: 5,724 2,003 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 7, 2011 : : -10,531: -3,778 -1,149 -189 -4,435 -8,847 -8,402 -10,185: -2,129 -346 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 4.6 0.0 58.2 88.3 79.8 92.9: 20.2 7.1 Old : 100.0: 21.6 4.6 0.0 58.2 88.3 79.8 92.9: 20.2 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 : 39: 9 3 0 16 15 25 18: Old : 39: 9 3 0 16 15 25 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.9 57.1 58.9 76.9 46.8 57.1 55.6 75.0 Old : 49.9 57.1 58.9 76.9 46.8 57.1 55.6 75.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated Jun 17, 2011