BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,249: 60 0 0 3,280 4,042 3,340 4,042: 909 207
Old : 4,249: 60 0 0 3,280 4,042 3,340 4,042: 909 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 30: 0 0 0 27 10 27 10: 3 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 77.2 95.1 78.6 95.1: 21.4 4.9
Old : 100.0: 1.4 0.0 0.0 77.2 95.1 78.6 95.1: 21.4 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 : 22: 1 0 0 15 8 16 8:
Old : 22: 1 0 0 15 8 16 8:
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 89.7 65.0 95.1 48.6 89.0 64.0 93.4
Old : 49.1 89.7 65.0 95.1 48.6 89.0 64.0 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 41,979: 1,126 4,879 8,154 28,003 19,158 37,283 32,192: 4,696 9,788
Old : 41,979: 1,126 4,879 8,154 28,003 19,158 37,283 32,192: 4,696 9,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 1,964: 275 113 737 787 452 1,798 1,302: 166 662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 11.6 19.4 66.7 45.6 88.8 76.7: 11.2 23.3
Old : 100.0: 2.7 11.6 19.4 66.7 45.6 88.8 76.7: 11.2 23.3
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 : 74: 12 13 18 42 31 60 56:
Old : 74: 12 13 18 42 31 60 56:
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 32.1 51.8 44.9 40.4 30.5 49.2 41.8
Old : 40.4 32.1 51.8 44.9 40.4 30.5 49.2 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 216,846: 47,758 19,406 52,147 94,017 111,395 193,922 182,948: 22,924 33,899
Old : 160,552: 38,424 28,563 31,978 74,594 76,576 144,996 137,117: 15,556 23,435
Other: 56,294: 18,991 501 10,512 19,423 34,818 48,926 45,831: 7,368 10,464
: : :
: : Changes in Commitments from: June 15, 2010 :
: 1,986: -53 -2,121 1,089 692 668 1,728 -364: 257 2,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.9 24.0 43.4 51.4 89.4 84.4: 10.6 15.6
Old : 100.0: 23.9 17.8 19.9 46.5 47.7 90.3 85.4: 9.7 14.6
Other: 100.0: 33.7 0.9 18.7 34.5 61.9 86.9 81.4: 13.1 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 100 49 91 59 65 198 175:
Old : 232: 89 64 84 47 60 181 166:
Other: 130: 51 14 36 42 51 105 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 25.1 31.9 34.1 19.1 23.8 30.6 30.7
Old : 22.8 27.0 36.3 35.5 21.3 26.3 34.7 33.9
Other: 26.2 27.7 38.6 38.2 26.2 24.5 37.7 34.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 388,904: 115,236 36,427 98,161 143,426 184,466 356,823 319,054: 32,081 69,850
Old : 388,904: 115,236 36,427 98,161 143,426 184,466 356,823 319,054: 32,081 69,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 1,411: 1,770 1,747 -1,655 -2,531 -402 -2,416 -311: 3,828 1,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 9.4 25.2 36.9 47.4 91.8 82.0: 8.2 18.0
Old : 100.0: 29.6 9.4 25.2 36.9 47.4 91.8 82.0: 8.2 18.0
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 : 388: 135 60 117 92 167 271 310:
Old : 388: 135 60 117 92 167 271 310:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 15.6 27.6 22.8 16.6 12.7 26.5 18.9
Old : 17.4 15.6 27.6 22.8 16.6 12.7 26.5 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 9,844: 3,493 3,270 1,404 2,835 3,365 7,733 8,039: 2,112 1,805
Old : 9,844: 3,493 3,270 1,404 2,835 3,365 7,733 8,039: 2,112 1,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 31: 72 630 -207 10 -286 -125 137: 156 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 33.2 14.3 28.8 34.2 78.5 81.7: 21.5 18.3
Old : 100.0: 35.5 33.2 14.3 28.8 34.2 78.5 81.7: 21.5 18.3
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 : 73: 20 27 18 19 21 50 57:
Old : 73: 20 27 18 19 21 50 57:
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 : 35.6 24.5 50.5 39.1 35.5 24.5 46.7 36.7
Old : 35.6 24.5 50.5 39.1 35.5 24.5 46.7 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 39,229: 13,965 5,146 5,818 11,780 8,801 31,563 19,766: 7,666 19,463
Old : 39,229: 13,965 5,146 5,818 11,780 8,801 31,563 19,766: 7,666 19,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 1,489: -298 324 450 797 726 949 1,499: 540 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 13.1 14.8 30.0 22.4 80.5 50.4: 19.5 49.6
Old : 100.0: 35.6 13.1 14.8 30.0 22.4 80.5 50.4: 19.5 49.6
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 : 147: 35 30 25 47 53 99 93:
Old : 147: 35 30 25 47 53 99 93:
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 : 19.8 14.4 32.2 21.9 19.8 11.6 31.1 16.2
Old : 19.8 14.4 32.2 21.9 19.8 11.6 31.1 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 27,135: 4,071 1,414 602 17,809 24,951 22,482 26,967: 4,653 168
Old : 27,135: 4,071 1,414 602 17,809 24,951 22,482 26,967: 4,653 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -4,147: 372 432 -119 -3,423 -1,616 -3,170 -1,303: -977 -2,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 5.2 2.2 65.6 92.0 82.9 99.4: 17.1 0.6
Old : 100.0: 15.0 5.2 2.2 65.6 92.0 82.9 99.4: 17.1 0.6
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 : 23: 5 3 1 13 9 19 12:
Old : 23: 5 3 1 13 9 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 75.5 70.4 93.9 31.3 60.8 40.5 62.7
Old : 53.2 75.5 70.4 93.9 31.3 60.8 40.5 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 101,192: 38,527 10,853 6,926 18,392 67,187 63,846 84,966: 37,346 16,226
Old : 101,192: 38,527 10,853 6,926 18,392 67,187 63,846 84,966: 37,346 16,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -40,950: 852 1,854 -6,822 -34,304 -34,196 -40,275 -39,164: -676 -1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 10.7 6.8 18.2 66.4 63.1 84.0: 36.9 16.0
Old : 100.0: 38.1 10.7 6.8 18.2 66.4 63.1 84.0: 36.9 16.0
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 : 65: 24 14 16 19 22 53 42:
Old : 65: 24 14 16 19 22 53 42:
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 : 28.3 49.4 35.6 65.3 28.2 47.7 34.9 61.4
Old : 28.3 49.4 35.6 65.3 28.2 47.7 34.9 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 46,923: 9,636 19,975 1,901 28,111 10,359 39,648 32,235: 7,275 14,688
Old : 46,923: 9,636 19,975 1,901 28,111 10,359 39,648 32,235: 7,275 14,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 2: 891 -5,233 82 -350 5,275 623 124: -621 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 42.6 4.1 59.9 22.1 84.5 68.7: 15.5 31.3
Old : 100.0: 20.5 42.6 4.1 59.9 22.1 84.5 68.7: 15.5 31.3
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 : 42: 9 16 9 11 11 27 29:
Old : 42: 9 16 9 11 11 27 29:
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 : 55.4 29.7 68.0 44.6 54.4 29.6 66.5 44.5
Old : 55.4 29.7 68.0 44.6 54.4 29.6 66.5 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 60,656: 40,797 5,158 31 14,216 54,414 55,044 59,603: 5,612 1,053
Old : 60,656: 40,797 5,158 31 14,216 54,414 55,044 59,603: 5,612 1,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 7,980: 7,383 41 3 65 8,169 7,451 8,213: 529 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 8.5 0.1 23.4 89.7 90.7 98.3: 9.3 1.7
Old : 100.0: 67.3 8.5 0.1 23.4 89.7 90.7 98.3: 9.3 1.7
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 : 74: 31 14 1 12 20 43 35:
Old : 74: 31 14 1 12 20 43 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 : 53.0 63.1 67.4 81.3 53.0 62.5 67.4 80.7
Old : 53.0 63.1 67.4 81.3 53.0 62.5 67.4 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 142,918: 17,271 63,647 10,970 97,969 35,078 126,210 109,694: 16,708 33,223
Old : 142,918: 17,271 63,647 10,970 97,969 35,078 126,210 109,694: 16,708 33,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 7,688: 2,742 681 1,298 2,359 6,741 6,399 8,721: 1,289 -1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 44.5 7.7 68.5 24.5 88.3 76.8: 11.7 23.2
Old : 100.0: 12.1 44.5 7.7 68.5 24.5 88.3 76.8: 11.7 23.2
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 : 99: 14 51 25 18 27 50 85:
Old : 99: 14 51 25 18 27 50 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 22.5 66.4 31.9 52.6 22.2 63.4 31.6
Old : 53.7 22.5 66.4 31.9 52.6 22.2 63.4 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 104,353: 29,621 24,899 9,746 45,529 41,675 84,896 76,321: 19,457 28,033
Old : 104,353: 29,621 24,899 9,746 45,529 41,675 84,896 76,321: 19,457 28,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 9,367: 4,580 -2,804 1,963 29 12,569 6,573 11,728: 2,794 -2,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 23.9 9.3 43.6 39.9 81.4 73.1: 18.6 26.9
Old : 100.0: 28.4 23.9 9.3 43.6 39.9 81.4 73.1: 18.6 26.9
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 : 94: 24 30 17 25 27 59 64:
Old : 94: 24 30 17 25 27 59 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 31.4 45.1 40.5 33.7 30.6 44.3 38.4
Old : 33.7 31.4 45.1 40.5 33.7 30.6 44.3 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 297,240: 40,431 104,940 54,607 152,715 76,490 247,753 236,036: 49,488 61,204
Old : 297,240: 40,431 104,940 54,607 152,715 76,490 247,753 236,036: 49,488 61,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -2,757: -7,810 1,600 -1,954 6,483 230 -3,281 -123: 524 -2,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 35.3 18.4 51.4 25.7 83.4 79.4: 16.6 20.6
Old : 100.0: 13.6 35.3 18.4 51.4 25.7 83.4 79.4: 16.6 20.6
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 : 182: 45 68 55 44 47 123 136:
Old : 182: 45 68 55 44 47 123 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 22.4 41.5 31.4 29.6 21.5 35.0 28.3
Old : 32.5 22.4 41.5 31.4 29.6 21.5 35.0 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 10,476: 6,721 5,899 0 1,194 3,272 7,915 9,171: 2,561 1,305
Old : 10,476: 6,721 5,899 0 1,194 3,272 7,915 9,171: 2,561 1,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 1,387: 2,392 -559 0 -1,661 2,011 731 1,452: 656 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 56.3 0.0 11.4 31.2 75.6 87.5: 24.4 12.5
Old : 100.0: 64.2 56.3 0.0 11.4 31.2 75.6 87.5: 24.4 12.5
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 : 27: 8 8 0 4 8 12 16:
Old : 27: 8 8 0 4 8 12 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 : 55.1 62.7 69.4 76.3 55.1 62.7 69.4 76.3
Old : 55.1 62.7 69.4 76.3 55.1 62.7 69.4 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 :11,855,519: 1,029,911 247,152 3,951,006 5,996,137 6,633,474 10,977,053 10,831,632: 878,465 1,023,887
Old :11,855,519: 1,029,911 247,152 3,951,006 5,996,137 6,633,474 10,977,053 10,831,632: 878,465 1,023,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 349,274: 10,941 -3,443 210,156 79,370 85,798 300,467 292,511: 48,807 56,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 2.1 33.3 50.6 56.0 92.6 91.4: 7.4 8.6
Old : 100.0: 8.7 2.1 33.3 50.6 56.0 92.6 91.4: 7.4 8.6
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 : 282: 63 59 110 141 145 267 258:
Old : 282: 63 59 110 141 145 267 258:
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 24.0 35.0 35.7 19.5 16.4 26.0 20.2
Old : 22.6 24.0 35.0 35.7 19.5 16.4 26.0 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 928,668: 69,748 79,661 45,838 656,760 672,299 772,346 797,799: 156,322 130,869
Old : 928,668: 69,748 79,661 45,838 656,760 672,299 772,346 797,799: 156,322 130,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -387,058: 5,958 -3,013 -63,768 -271,591 -255,933 -329,401 -322,713: -57,657 -64,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 8.6 4.9 70.7 72.4 83.2 85.9: 16.8 14.1
Old : 100.0: 7.5 8.6 4.9 70.7 72.4 83.2 85.9: 16.8 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 530: 96 119 82 217 222 367 370:
Old : 530: 96 119 82 217 222 367 370:
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 : 16.4 11.5 24.5 19.9 14.3 10.7 21.1 18.1
Old : 16.4 11.5 24.5 19.9 14.3 10.7 21.1 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 377,554: 22,387 29,270 28,469 254,715 233,997 305,571 291,735: 71,983 85,819
Old : 377,554: 22,387 29,270 28,469 254,715 233,997 305,571 291,735: 71,983 85,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -197,972: -1,288 -5,344 -26,502 -125,328 -143,027 -153,118 -174,874: -44,854 -23,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 7.8 7.5 67.5 62.0 80.9 77.3: 19.1 22.7
Old : 100.0: 5.9 7.8 7.5 67.5 62.0 80.9 77.3: 19.1 22.7
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 : 141: 23 22 28 73 66 111 101:
Old : 141: 23 22 28 73 66 111 101:
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 : 19.8 19.2 28.9 30.6 18.6 18.7 27.6 28.2
Old : 19.8 19.2 28.9 30.6 18.6 18.7 27.6 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 2,755,571: 256,617 271,772 67,033 2,010,228 2,191,513 2,333,879 2,530,319: 421,692 225,252
Old : 2,755,571: 256,617 271,772 67,033 2,010,228 2,191,513 2,333,879 2,530,319: 421,692 225,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -945,429: -38,378 -62,948 -111,724 -731,313 -564,527 -881,416 -739,199: -64,013 -206,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 9.9 2.4 73.0 79.5 84.7 91.8: 15.3 8.2
Old : 100.0: 9.3 9.9 2.4 73.0 79.5 84.7 91.8: 15.3 8.2
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 : 469: 87 103 65 187 203 314 331:
Old : 469: 87 103 65 187 203 314 331:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 11.9 31.1 20.5 17.4 9.8 26.7 17.7
Old : 20.7 11.9 31.1 20.5 17.4 9.8 26.7 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 90,156: 10,145 7,817 967 68,118 78,067 79,230 86,851: 10,926 3,304
Old : 90,156: 10,145 7,817 967 68,118 78,067 79,230 86,851: 10,926 3,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -16,698: -2,468 -288 574 -14,103 -14,175 -15,997 -13,889: -700 -2,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 8.7 1.1 75.6 86.6 87.9 96.3: 12.1 3.7
Old : 100.0: 11.3 8.7 1.1 75.6 86.6 87.9 96.3: 12.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 9 2 1 45 38 54 41:
Old : 82: 9 2 1 45 38 54 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 : 33.8 46.0 51.3 62.8 32.7 45.9 47.2 61.1
Old : 33.8 46.0 51.3 62.8 32.7 45.9 47.2 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 58,838: 13,284 10,936 631 40,564 43,625 54,478 55,192: 4,360 3,646
Old : 58,838: 13,284 10,936 631 40,564 43,625 54,478 55,192: 4,360 3,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -64,662: 2,297 -2,271 -6,564 -44,079 -42,896 -48,346 -51,731: -16,316 -12,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 18.6 1.1 68.9 74.1 92.6 93.8: 7.4 6.2
Old : 100.0: 22.6 18.6 1.1 68.9 74.1 92.6 93.8: 7.4 6.2
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 : 213: 66 33 17 60 75 133 118:
Old : 213: 66 33 17 60 75 133 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 29.8 42.7 42.6 28.4 29.8 40.3 42.0
Old : 29.1 29.8 42.7 42.6 28.4 29.8 40.3 42.0
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 with Delta-adjusted Options and Futures Combined, June 22, 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 : 294,190: 66,419 54,682 3,153 202,820 218,123 272,392 275,958: 21,798 18,232
Old : 294,190: 66,419 54,682 3,153 202,820 218,123 272,392 275,958: 21,798 18,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -172,529: 2,588 -28,498 -2,863 -112,285 -138,707 -112,560 -170,068: -59,969 -2,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 18.6 1.1 68.9 74.1 92.6 93.8: 7.4 6.2
Old : 100.0: 22.6 18.6 1.1 68.9 74.1 92.6 93.8: 7.4 6.2
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 : 213: 66 33 17 60 75 133 118:
Old : 213: 66 33 17 60 75 133 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 29.8 42.7 42.6 28.4 29.8 40.3 42.0
Old : 29.1 29.8 42.7 42.6 28.4 29.8 40.3 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 68,838: 30,000 17,698 4,060 13,267 29,447 47,328 51,205: 21,510 17,633
Old : 68,838: 30,000 17,698 4,060 13,267 29,447 47,328 51,205: 21,510 17,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 3,553: 2,274 2,611 -647 702 3,278 2,329 5,242: 1,224 -1,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 25.7 5.9 19.3 42.8 68.8 74.4: 31.2 25.6
Old : 100.0: 43.6 25.7 5.9 19.3 42.8 68.8 74.4: 31.2 25.6
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 : 58: 19 16 10 15 18 39 39:
Old : 58: 19 16 10 15 18 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 31.6 34.0 46.7 21.2 29.9 33.4 43.0
Old : 21.2 31.6 34.0 46.7 21.2 29.9 33.4 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 30,841: 10,214 4,887 8 10,830 8,896 21,052 13,791: 9,789 17,050
Old : 30,841: 10,214 4,887 8 10,830 8,896 21,052 13,791: 9,789 17,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 266: -265 305 8 -787 1,182 -1,044 1,495: 1,310 -1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 15.8 0.0 35.1 28.8 68.3 44.7: 31.7 55.3
Old : 100.0: 33.1 15.8 0.0 35.1 28.8 68.3 44.7: 31.7 55.3
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 : 39: 13 9 1 11 7 24 17:
Old : 39: 13 9 1 11 7 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 27.8 47.9 35.5 35.0 27.8 47.9 35.5
Old : 35.0 27.8 47.9 35.5 35.0 27.8 47.9 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 38,044: 6,311 4,048 159 23,554 21,091 30,024 25,298: 8,020 12,746
Old : 38,044: 6,311 4,048 159 23,554 21,091 30,024 25,298: 8,020 12,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: 4,711: 888 182 62 2,389 2,590 3,339 2,834: 1,372 1,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 10.6 0.4 61.9 55.4 78.9 66.5: 21.1 33.5
Old : 100.0: 16.6 10.6 0.4 61.9 55.4 78.9 66.5: 21.1 33.5
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 : 45: 7 8 2 15 19 24 27:
Old : 45: 7 8 2 15 19 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 27.5 58.9 39.1 39.7 27.0 53.6 37.6
Old : 42.6 27.5 58.9 39.1 39.7 27.0 53.6 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 34,428: 6,319 0 300 23,929 31,925 30,548 32,225: 3,880 2,203
Old : 34,428: 6,319 0 300 23,929 31,925 30,548 32,225: 3,880 2,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -5,115: -881 -269 0 -2,530 -3,056 -3,411 -3,325: -1,704 -1,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 0.0 0.9 69.5 92.7 88.7 93.6: 11.3 6.4
Old : 100.0: 18.4 0.0 0.9 69.5 92.7 88.7 93.6: 11.3 6.4
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 : 38: 7 0 1 17 21 24 22:
Old : 38: 7 0 1 17 21 24 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 : 59.3 55.5 70.8 73.2 57.6 54.1 68.5 70.8
Old : 59.3 55.5 70.8 73.2 57.6 54.1 68.5 70.8
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 with Delta-adjusted Options and Futures Combined, June 22, 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 : 25,016: 5,800 235 0 12,869 23,031 18,669 23,266: 6,347 1,750
Old : 25,016: 5,800 235 0 12,869 23,031 18,669 23,266: 6,347 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -3,955: 513 0 -89 -1,245 -591 -821 -680: -3,134 -3,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 0.9 0.0 51.4 92.1 74.6 93.0: 25.4 7.0
Old : 100.0: 23.2 0.9 0.0 51.4 92.1 74.6 93.0: 25.4 7.0
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 : 34: 10 1 0 13 14 23 15:
Old : 34: 10 1 0 13 14 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 67.6 57.3 84.8 41.4 67.6 56.0 84.2
Old : 42.7 67.6 57.3 84.8 41.4 67.6 56.0 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 16,422: 2,966 5,307 0 10,029 10,325 12,995 15,632: 3,427 790
Old : 16,422: 2,966 5,307 0 10,029 10,325 12,995 15,632: 3,427 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -3,343: -836 -2,134 -737 -1,346 46 -2,919 -2,825: -424 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 32.3 0.0 61.1 62.9 79.1 95.2: 20.9 4.8
Old : 100.0: 18.1 32.3 0.0 61.1 62.9 79.1 95.2: 20.9 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 : 21: 8 6 0 6 2 14 8:
Old : 21: 8 6 0 6 2 14 8:
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 : 61.1 90.3 71.4 95.2 61.1 90.3 71.4 95.1
Old : 61.1 90.3 71.4 95.2 61.1 90.3 71.4 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 25, 2010