MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,556: 1,273 5,234 8,288 28,571 20,039 38,132 33,561: 4,424 8,995
Old : 42,556: 1,273 5,234 8,288 28,571 20,039 38,132 33,561: 4,424 8,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 1,753: 243 86 531 963 774 1,737 1,391: 16 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 12.3 19.5 67.1 47.1 89.6 78.9: 10.4 21.1
Old : 100.0: 3.0 12.3 19.5 67.1 47.1 89.6 78.9: 10.4 21.1
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 : 75: 9 19 19 41 31 61 58:
Old : 75: 9 19 19 41 31 61 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 32.4 52.5 46.6 41.6 31.4 49.1 44.7
Old : 41.6 32.4 52.5 46.6 41.6 31.4 49.1 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 247,271: 62,938 15,145 62,066 94,658 127,005 219,662 204,216: 27,609 43,054
Old : 205,495: 53,923 20,693 46,201 85,141 105,022 185,265 171,916: 20,231 33,579
Other: 41,775: 16,533 1,970 8,348 9,517 21,983 34,397 32,300: 7,378 9,475
: : :
: : Changes in Commitments from: May 11, 2010 :
: -5,283: -7,561 -603 3,881 -821 -8,837 -4,501 -5,559: -782 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 6.1 25.1 38.3 51.4 88.8 82.6: 11.2 17.4
Old : 100.0: 26.2 10.1 22.5 41.4 51.1 90.2 83.7: 9.8 16.3
Other: 100.0: 39.6 4.7 20.0 22.8 52.6 82.3 77.3: 17.7 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 105 53 107 53 63 213 187:
Old : 248: 97 67 104 45 62 202 185:
Other: 117: 49 13 33 29 41 91 78:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 28.7 30.6 36.1 17.6 27.4 28.5 33.4
Old : 20.5 29.5 34.2 37.1 19.9 28.6 32.7 34.9
Other: 24.2 31.9 35.8 41.1 23.7 27.7 33.8 35.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 448,365: 142,086 19,372 133,431 139,858 214,115 415,375 366,919: 32,990 81,447
Old : 448,365: 142,086 19,372 133,431 139,858 214,115 415,375 366,919: 32,990 81,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -23,553: -16,493 2,062 -3,741 -532 -13,991 -20,766 -15,669: -2,786 -7,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 4.3 29.8 31.2 47.8 92.6 81.8: 7.4 18.2
Old : 100.0: 31.7 4.3 29.8 31.2 47.8 92.6 81.8: 7.4 18.2
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 : 426: 156 57 116 98 186 303 323:
Old : 426: 156 57 116 98 186 303 323:
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 : 14.9 15.6 24.2 24.4 13.7 13.3 22.0 20.0
Old : 14.9 15.6 24.2 24.4 13.7 13.3 22.0 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,838: 3,139 1,077 952 2,148 4,203 6,238 6,231: 1,600 1,607
Old : 7,838: 3,139 1,077 952 2,148 4,203 6,238 6,231: 1,600 1,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -667: -465 705 23 -22 -1,419 -464 -691: -203 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 13.7 12.1 27.4 53.6 79.6 79.5: 20.4 20.5
Old : 100.0: 40.0 13.7 12.1 27.4 53.6 79.6 79.5: 20.4 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 19 13 10 14 14 36 35:
Old : 54: 19 13 10 14 14 36 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 : 40.5 34.9 55.6 49.8 40.5 34.6 52.6 49.0
Old : 40.5 34.9 55.6 49.8 40.5 34.6 52.6 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,528: 19,762 3,857 6,027 10,840 10,942 36,629 20,827: 6,899 22,701
Old : 43,528: 19,762 3,857 6,027 10,840 10,942 36,629 20,827: 6,899 22,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -2,914: -1,696 583 -520 -904 -2,261 -3,120 -2,198: 206 -716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 8.9 13.8 24.9 25.1 84.2 47.8: 15.8 52.2
Old : 100.0: 45.4 8.9 13.8 24.9 25.1 84.2 47.8: 15.8 52.2
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 : 171: 48 27 27 46 73 109 115:
Old : 171: 48 27 27 46 73 109 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 8.6 29.5 15.5 17.9 7.1 29.0 11.3
Old : 17.9 8.6 29.5 15.5 17.9 7.1 29.0 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,963: 3,564 205 236 18,569 27,259 22,369 27,700: 5,594 263
Old : 27,963: 3,564 205 236 18,569 27,259 22,369 27,700: 5,594 263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -1,313: -1,506 0 0 268 -1,310 -1,238 -1,310: -75 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 0.7 0.8 66.4 97.5 80.0 99.1: 20.0 0.9
Old : 100.0: 12.7 0.7 0.8 66.4 97.5 80.0 99.1: 20.0 0.9
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 : 26: 7 2 2 13 13 21 16:
Old : 26: 7 2 2 13 13 21 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 : 52.4 80.4 67.6 93.9 41.1 69.2 49.2 72.3
Old : 52.4 80.4 67.6 93.9 41.1 69.2 49.2 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 140,961: 54,238 7,153 5,650 38,774 110,114 98,662 122,917: 42,299 18,045
Old : 140,961: 54,238 7,153 5,650 38,774 110,114 98,662 122,917: 42,299 18,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 5,940: -4,416 -37 1,019 7,736 6,081 4,339 7,063: 1,601 -1,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 5.1 4.0 27.5 78.1 70.0 87.2: 30.0 12.8
Old : 100.0: 38.5 5.1 4.0 27.5 78.1 70.0 87.2: 30.0 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 30 7 13 25 23 58 41:
Old : 72: 30 7 13 25 23 58 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 44.8 39.9 66.3 29.2 43.9 39.9 62.0
Old : 29.2 44.8 39.9 66.3 29.2 43.9 39.9 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,838: 10,465 25,149 3,266 29,108 5,464 42,838 33,879: 10,000 18,960
Old : 52,838: 10,465 25,149 3,266 29,108 5,464 42,838 33,879: 10,000 18,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -755: 427 -2,404 1,787 -2,397 1,038 -183 421: -572 -1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 47.6 6.2 55.1 10.3 81.1 64.1: 18.9 35.9
Old : 100.0: 19.8 47.6 6.2 55.1 10.3 81.1 64.1: 18.9 35.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 11 20 8 12 9 27 33:
Old : 47: 11 20 8 12 9 27 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 : 45.1 26.3 61.3 38.1 42.0 26.3 58.2 37.3
Old : 45.1 26.3 61.3 38.1 42.0 26.3 58.2 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 85,778: 42,037 6,335 20 38,938 77,884 80,995 84,239: 4,783 1,539
Old : 85,778: 42,037 6,335 20 38,938 77,884 80,995 84,239: 4,783 1,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -10,163: -5,470 786 20 -4,816 -10,716 -10,266 -9,910: 103 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 7.4 0.0 45.4 90.8 94.4 98.2: 5.6 1.8
Old : 100.0: 49.0 7.4 0.0 45.4 90.8 94.4 98.2: 5.6 1.8
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 : 75: 27 15 1 21 19 48 35:
Old : 75: 27 15 1 21 19 48 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 : 52.8 72.7 67.7 86.0 52.8 70.8 67.6 83.9
Old : 52.8 72.7 67.7 86.0 52.8 70.8 67.6 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 181,833: 10,708 86,217 20,305 131,083 38,081 162,095 144,602: 19,738 37,231
Old : 181,833: 10,708 86,217 20,305 131,083 38,081 162,095 144,602: 19,738 37,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 20,065: 1,347 4,797 6,550 11,767 9,411 19,664 20,758: 401 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 47.4 11.2 72.1 20.9 89.1 79.5: 10.9 20.5
Old : 100.0: 5.9 47.4 11.2 72.1 20.9 89.1 79.5: 10.9 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 14 50 23 24 29 54 86:
Old : 102: 14 50 23 24 29 54 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 25.1 59.3 35.7 45.4 24.9 56.1 32.5
Old : 46.9 25.1 59.3 35.7 45.4 24.9 56.1 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 157,949: 21,498 55,045 9,876 109,542 58,192 140,916 123,112: 17,033 34,837
Old : 157,949: 21,498 55,045 9,876 109,542 58,192 140,916 123,112: 17,033 34,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -2,826: -1,941 -2,259 444 69 -5,043 -1,428 -6,858: -1,398 4,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 34.8 6.3 69.4 36.8 89.2 77.9: 10.8 22.1
Old : 100.0: 13.6 34.8 6.3 69.4 36.8 89.2 77.9: 10.8 22.1
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 : 103: 23 41 18 25 27 58 76:
Old : 103: 23 41 18 25 27 58 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 : 49.1 29.0 60.0 41.3 47.8 23.0 56.0 34.5
Old : 49.1 29.0 60.0 41.3 47.8 23.0 56.0 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 431,261: 61,595 152,277 91,930 216,745 114,597 370,269 358,804: 60,991 72,457
Old : 431,261: 61,595 152,277 91,930 216,745 114,597 370,269 358,804: 60,991 72,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 50,956: 17,826 3,363 24,831 4,153 17,156 46,810 45,350: 4,146 5,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 35.3 21.3 50.3 26.6 85.9 83.2: 14.1 16.8
Old : 100.0: 14.3 35.3 21.3 50.3 26.6 85.9 83.2: 14.1 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 : 200: 48 80 59 46 52 130 155:
Old : 200: 48 80 59 46 52 130 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 20.3 39.7 32.4 26.2 19.5 34.4 27.2
Old : 29.0 20.3 39.7 32.4 26.2 19.5 34.4 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,357: 16,740 4,187 0 2,171 15,281 18,911 19,468: 2,446 1,889
Old : 21,357: 16,740 4,187 0 2,171 15,281 18,911 19,468: 2,446 1,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -2,858: -3,688 651 0 1,269 -4,220 -2,419 -3,569: -439 711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 19.6 0.0 10.2 71.6 88.5 91.2: 11.5 8.8
Old : 100.0: 78.4 19.6 0.0 10.2 71.6 88.5 91.2: 11.5 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 12 7 0 6 10 18 17:
Old : 32: 12 7 0 6 10 18 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 : 61.7 56.2 77.9 82.5 61.7 56.2 77.9 81.4
Old : 61.7 56.2 77.9 82.5 61.7 56.2 77.9 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 :13,559,632: 1,158,590 397,216 4,753,243 6,751,705 7,327,713 12,663,539 12,478,172: 896,093 1,081,460
Old :13,559,632: 1,158,590 397,216 4,753,243 6,751,705 7,327,713 12,663,539 12,478,172: 896,093 1,081,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -10,039: -98,680 6,346 -30,976 108,887 35,173 -20,769 10,542: 10,730 -20,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 2.9 35.1 49.8 54.0 93.4 92.0: 6.6 8.0
Old : 100.0: 8.5 2.9 35.1 49.8 54.0 93.4 92.0: 6.6 8.0
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 : 301: 56 78 112 144 157 274 280:
Old : 301: 56 78 112 144 157 274 280:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 22.4 34.2 35.4 18.6 15.0 24.4 19.0
Old : 23.0 22.4 34.2 35.4 18.6 15.0 24.4 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 448,220: 24,991 39,213 45,557 287,604 288,760 358,152 373,530: 90,068 74,690
Old : 448,220: 24,991 39,213 45,557 287,604 288,760 358,152 373,530: 90,068 74,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 25,605: 5,162 3,424 7,106 8,327 14,709 20,595 25,240: 5,010 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 8.7 10.2 64.2 64.4 79.9 83.3: 20.1 16.7
Old : 100.0: 5.6 8.7 10.2 64.2 64.4 79.9 83.3: 20.1 16.7
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 : 157: 31 27 41 81 70 131 119:
Old : 157: 31 27 41 81 70 131 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 15.7 24.1 26.4 15.7 14.9 22.2 24.4
Old : 16.8 15.7 24.1 26.4 15.7 14.9 22.2 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,958,443: 319,150 317,912 154,649 2,090,677 2,226,241 2,564,476 2,698,802: 393,967 259,641
Old : 2,958,443: 319,150 317,912 154,649 2,090,677 2,226,241 2,564,476 2,698,802: 393,967 259,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 21,447: -32,903 -34,839 12,326 60,510 81,792 39,932 59,279: -18,486 -37,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 10.7 5.2 70.7 75.3 86.7 91.2: 13.3 8.8
Old : 100.0: 10.8 10.7 5.2 70.7 75.3 86.7 91.2: 13.3 8.8
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 : 498: 106 111 91 183 202 333 360:
Old : 498: 106 111 91 183 202 333 360:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 13.1 27.7 20.6 16.1 8.9 23.7 16.1
Old : 18.6 13.1 27.7 20.6 16.1 8.9 23.7 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 101,150: 14,098 8,703 1,267 76,192 85,643 91,557 95,613: 9,593 5,537
Old : 101,150: 14,098 8,703 1,267 76,192 85,643 91,557 95,613: 9,593 5,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 3,431: 1,579 86 1,267 -145 858 2,701 2,211: 730 1,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 8.6 1.3 75.3 84.7 90.5 94.5: 9.5 5.5
Old : 100.0: 13.9 8.6 1.3 75.3 84.7 90.5 94.5: 9.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 13 3 1 48 36 61 40:
Old : 86: 13 3 1 48 36 61 40:
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 48.1 51.5 66.3 30.4 40.9 42.4 57.2
Old : 35.3 48.1 51.5 66.3 30.4 40.9 42.4 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 24,158: 5,801 1,714 0 14,751 10,431 20,552 12,145: 3,606 12,012
Old : 24,158: 5,801 1,714 0 14,751 10,431 20,552 12,145: 3,606 12,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 617: -492 0 0 1,067 845 575 845: 42 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 7.1 0.0 61.1 43.2 85.1 50.3: 14.9 49.7
Old : 100.0: 24.0 7.1 0.0 61.1 43.2 85.1 50.3: 14.9 49.7
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 : 28: 2 2 0 15 14 17 16:
Old : 28: 2 2 0 15 14 17 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 : 57.3 26.2 72.8 40.5 56.0 23.2 68.1 35.2
Old : 57.3 26.2 72.8 40.5 56.0 23.2 68.1 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 357,302: 86,307 88,372 6,810 183,946 244,570 277,063 339,753: 80,239 17,549
Old : 357,302: 86,307 88,372 6,810 183,946 244,570 277,063 339,753: 80,239 17,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -3,443: -15,125 1,204 -1,126 15,063 -3,867 -1,187 -3,789: -2,255 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 24.7 1.9 51.5 68.4 77.5 95.1: 22.5 4.9
Old : 100.0: 24.2 24.7 1.9 51.5 68.4 77.5 95.1: 22.5 4.9
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 : 233: 64 43 19 74 76 147 129:
Old : 233: 64 43 19 74 76 147 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 25.5 30.8 39.8 19.7 24.1 28.9 38.4
Old : 20.1 25.5 30.8 39.8 19.7 24.1 28.9 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 122,391: 50,621 12,911 4,175 39,034 86,106 93,830 103,191: 28,561 19,200
Old : 122,391: 50,621 12,911 4,175 39,034 86,106 93,830 103,191: 28,561 19,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 1,263: -5,638 5,770 1,987 1,862 -7,849 -1,789 -93: 3,052 1,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 10.5 3.4 31.9 70.4 76.7 84.3: 23.3 15.7
Old : 100.0: 41.4 10.5 3.4 31.9 70.4 76.7 84.3: 23.3 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 : 69: 28 12 9 19 20 50 38:
Old : 69: 28 12 9 19 20 50 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 : 35.2 50.9 45.1 64.4 30.4 50.5 39.1 59.1
Old : 35.2 50.9 45.1 64.4 30.4 50.5 39.1 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,320: 16,305 7,699 0 18,350 21,477 34,655 29,176: 8,665 14,144
Old : 43,320: 16,305 7,699 0 18,350 21,477 34,655 29,176: 8,665 14,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -11,632: 1,207 95 0 -302 -963 905 -868: -12,537 -10,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 17.8 0.0 42.4 49.6 80.0 67.3: 20.0 32.7
Old : 100.0: 37.6 17.8 0.0 42.4 49.6 80.0 67.3: 20.0 32.7
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 : 58: 17 12 0 14 19 31 31:
Old : 58: 17 12 0 14 19 31 31:
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 : 30.1 32.3 46.1 41.2 30.1 28.0 44.8 36.9
Old : 30.1 32.3 46.1 41.2 30.1 28.0 44.8 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,254: 13,786 12,648 848 17,712 36,636 32,346 50,132: 25,908 8,122
Old : 58,254: 13,786 12,648 848 17,712 36,636 32,346 50,132: 25,908 8,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -144: 5,026 -66 -203 422 2,320 5,245 2,051: -5,389 -2,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 21.7 1.5 30.4 62.9 55.5 86.1: 44.5 13.9
Old : 100.0: 23.7 21.7 1.5 30.4 62.9 55.5 86.1: 44.5 13.9
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 : 68: 13 16 3 20 25 34 43:
Old : 68: 13 16 3 20 25 34 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 : 22.9 31.5 32.2 44.9 21.4 29.3 29.5 41.9
Old : 22.9 31.5 32.2 44.9 21.4 29.3 29.5 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,121: 4,942 0 80 22,596 29,536 27,618 29,616: 3,503 1,505
Old : 31,121: 4,942 0 80 22,596 29,536 27,618 29,616: 3,503 1,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 2,591: 276 0 0 2,216 3,164 2,492 3,164: 99 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.0 0.3 72.6 94.9 88.7 95.2: 11.3 4.8
Old : 100.0: 15.9 0.0 0.3 72.6 94.9 88.7 95.2: 11.3 4.8
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 : 45: 9 0 1 23 21 32 22:
Old : 45: 9 0 1 23 21 32 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 64.4 62.7 79.2 49.2 64.4 60.1 78.9
Old : 51.1 64.4 62.7 79.2 49.2 64.4 60.1 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,834: 5,551 202 0 10,323 19,499 15,874 19,701: 5,960 2,133
Old : 21,834: 5,551 202 0 10,323 19,499 15,874 19,701: 5,960 2,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -151: 33 202 0 476 -180 509 22: -660 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 0.9 0.0 47.3 89.3 72.7 90.2: 27.3 9.8
Old : 100.0: 25.4 0.9 0.0 47.3 89.3 72.7 90.2: 27.3 9.8
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 : 28: 9 1 0 10 9 19 10:
Old : 28: 9 1 0 10 9 19 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 73.7 55.9 88.3 39.7 73.7 54.9 88.3
Old : 40.8 73.7 55.9 88.3 39.7 73.7 54.9 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 17,637: 3,587 7,147 529 10,033 9,162 14,149 16,838: 3,488 799
Old : 17,637: 3,587 7,147 529 10,033 9,162 14,149 16,838: 3,488 799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -4,540: -1,793 1,151 211 -1,254 -4,382 -2,836 -3,020: -1,704 -1,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 40.5 3.0 56.9 51.9 80.2 95.5: 19.8 4.5
Old : 100.0: 20.3 40.5 3.0 56.9 51.9 80.2 95.5: 19.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 7 3 7 1 18 9:
Old : 24: 9 7 3 7 1 18 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 89.9 68.4 94.9 56.2 89.1 65.9 92.5
Old : 58.1 89.9 68.4 94.9 56.2 89.1 65.9 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2010