BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,375: 202 1,020 157 3,178 2,881 3,537 4,059: 838 317
Old : 4,375: 202 1,020 157 3,178 2,881 3,537 4,059: 838 317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 112: -12 27 9 88 64 85 100: 26 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 23.3 3.6 72.6 65.9 80.8 92.8: 19.2 7.2
Old : 100.0: 4.6 23.3 3.6 72.6 65.9 80.8 92.8: 19.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 2 12 10 15 14:
Old : 24: 2 3 2 12 10 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 53.6 72.3 72.5 53.6 48.0 65.5 64.9
Old : 54.0 53.6 72.3 72.5 53.6 48.0 65.5 64.9
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 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 55,092: 6,778 1,324 13,202 27,525 30,356 47,505 44,882: 7,587 10,210
Old : 55,092: 6,778 1,324 13,202 27,525 30,356 47,505 44,882: 7,587 10,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 2,280: 302 90 856 620 692 1,777 1,637: 503 643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 2.4 24.0 50.0 55.1 86.2 81.5: 13.8 18.5
Old : 100.0: 12.3 2.4 24.0 50.0 55.1 86.2 81.5: 13.8 18.5
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 : 83: 24 6 22 42 40 73 62:
Old : 83: 24 6 22 42 40 73 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 32.1 43.9 46.5 30.2 30.4 36.6 41.5
Old : 31.2 32.1 43.9 46.5 30.2 30.4 36.6 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,567: 2,390 0 0 1,977 3,645 4,368 3,645: 199 922
Old : 4,567: 2,390 0 0 1,977 3,645 4,368 3,645: 199 922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 0.0 0.0 43.3 79.8 95.6 79.8: 4.4 20.2
Old : 100.0: 52.3 0.0 0.0 43.3 79.8 95.6 79.8: 4.4 20.2
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 : 21: 4 0 0 6 12 10 12:
Old : 21: 4 0 0 6 12 10 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 : 72.6 54.3 91.6 74.1 72.6 54.3 91.6 74.1
Old : 72.6 54.3 91.6 74.1 72.6 54.3 91.6 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 262,866: 48,787 45,769 74,895 117,004 107,637 240,686 228,302: 22,180 34,564
Old : 187,829: 41,445 53,791 45,896 85,858 65,066 173,199 164,752: 14,630 23,077
Other: 75,036: 21,215 5,852 15,126 31,146 42,572 67,486 63,549: 7,550 11,487
: : :
: : Changes in Commitments from: June 7, 2011 :
: -5,963: -248 -1,506 -2,761 -451 -744 -3,460 -5,010: -2,503 -952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 17.4 28.5 44.5 40.9 91.6 86.9: 8.4 13.1
Old : 100.0: 22.1 28.6 24.4 45.7 34.6 92.2 87.7: 7.8 12.3
Other: 100.0: 28.3 7.8 20.2 41.5 56.7 89.9 84.7: 10.1 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 82 81 111 57 71 200 220:
Old : 258: 73 98 98 49 65 182 209:
Other: 144: 48 21 34 41 57 104 100:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 19.9 34.1 29.6 21.1 17.3 33.5 25.0
Old : 24.8 18.8 35.5 27.2 24.5 16.7 34.8 24.2
Other: 22.8 27.2 39.9 41.2 22.8 22.8 39.0 33.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 412,817: 94,299 46,533 110,357 177,899 183,763 382,555 340,653: 30,263 72,164
Old : 412,817: 94,299 46,533 110,357 177,899 183,763 382,555 340,653: 30,263 72,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 5,840: -2,800 1,812 8,027 199 -3,940 5,426 5,899: 414 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 11.3 26.7 43.1 44.5 92.7 82.5: 7.3 17.5
Old : 100.0: 22.8 11.3 26.7 43.1 44.5 92.7 82.5: 7.3 17.5
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 : 401: 103 107 135 108 159 285 343:
Old : 401: 103 107 135 108 159 285 343:
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 : 21.9 15.2 32.7 21.8 21.7 12.4 32.2 17.0
Old : 21.9 15.2 32.7 21.8 21.7 12.4 32.2 17.0
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, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,471: 4,150 5,126 707 3,091 2,400 7,948 8,233: 2,523 2,237
Old : 10,471: 4,150 5,126 707 3,091 2,400 7,948 8,233: 2,523 2,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -839: -12 270 -527 -394 -524 -933 -781: 94 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 49.0 6.8 29.5 22.9 75.9 78.6: 24.1 21.4
Old : 100.0: 39.6 49.0 6.8 29.5 22.9 75.9 78.6: 24.1 21.4
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 : 93: 33 33 14 15 20 52 65:
Old : 93: 33 33 14 15 20 52 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 26.4 50.4 40.4 37.7 26.4 50.2 39.5
Old : 37.7 26.4 50.4 40.4 37.7 26.4 50.2 39.5
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 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 40,875: 12,987 4,574 7,493 13,013 8,765 33,493 20,832: 7,383 20,043
Old : 40,875: 12,987 4,574 7,493 13,013 8,765 33,493 20,832: 7,383 20,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -34: 108 17 214 -170 -210 152 22: -187 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 11.2 18.3 31.8 21.4 81.9 51.0: 18.1 49.0
Old : 100.0: 31.8 11.2 18.3 31.8 21.4 81.9 51.0: 18.1 49.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 36 39 35 46 60 102 118:
Old : 158: 36 39 35 46 60 102 118:
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 : 18.0 10.4 31.8 16.0 17.0 6.5 30.2 9.9
Old : 18.0 10.4 31.8 16.0 17.0 6.5 30.2 9.9
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 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 111,595: 13,795 0 377 96,351 110,473 110,523 110,849: 1,072 746
Old : 111,595: 13,795 0 377 96,351 110,473 110,523 110,849: 1,072 746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 1,602: 995 0 -35 450 1,465 1,410 1,430: 192 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.0 0.3 86.3 99.0 99.0 99.3: 1.0 0.7
Old : 100.0: 12.4 0.0 0.3 86.3 99.0 99.0 99.3: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 0 2 17 16 24 18:
Old : 25: 7 0 2 17 16 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 68.6 87.8 87.2 38.2 30.7 43.1 39.2
Old : 75.1 68.6 87.8 87.2 38.2 30.7 43.1 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 148,819: 33,308 15,121 8,930 57,295 106,470 99,533 130,520: 49,285 18,298
Old : 148,819: 33,308 15,121 8,930 57,295 106,470 99,533 130,520: 49,285 18,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 12,960: 1,026 -4,054 5,761 3,389 14,464 10,176 16,171: 2,784 -3,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 10.2 6.0 38.5 71.5 66.9 87.7: 33.1 12.3
Old : 100.0: 22.4 10.2 6.0 38.5 71.5 66.9 87.7: 33.1 12.3
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 : 85: 38 8 10 27 29 67 45:
Old : 85: 38 8 10 27 29 67 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 43.8 32.2 59.1 18.8 43.6 25.2 57.5
Old : 21.4 43.8 32.2 59.1 18.8 43.6 25.2 57.5
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 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 56,001: 25,539 12,414 166 3,594 31,290 29,298 43,870: 26,703 12,131
Old : 56,001: 25,539 12,414 166 3,594 31,290 29,298 43,870: 26,703 12,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -20,100: -749 2,776 -786 -18,211 -19,822 -19,747 -17,833: -354 -2,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 22.2 0.3 6.4 55.9 52.3 78.3: 47.7 21.7
Old : 100.0: 45.6 22.2 0.3 6.4 55.9 52.3 78.3: 47.7 21.7
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 : 44: 20 7 3 8 13 29 22:
Old : 44: 20 7 3 8 13 29 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 : 22.9 47.5 34.6 65.0 22.9 47.5 34.5 64.6
Old : 22.9 47.5 34.6 65.0 22.9 47.5 34.5 64.6
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 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 110,231: 66,092 17,929 327 36,823 89,035 103,242 107,291: 6,989 2,940
Old : 110,231: 66,092 17,929 327 36,823 89,035 103,242 107,291: 6,989 2,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -39,836: -29,413 12,622 -2,123 -5,995 -50,178 -37,531 -39,679: -2,305 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 16.3 0.3 33.4 80.8 93.7 97.3: 6.3 2.7
Old : 100.0: 60.0 16.3 0.3 33.4 80.8 93.7 97.3: 6.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 52 21 2 19 15 72 37:
Old : 103: 52 21 2 19 15 72 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 61.7 60.7 77.4 42.4 61.6 60.7 77.3
Old : 42.4 61.7 60.7 77.4 42.4 61.6 60.7 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 96,320: 36,521 25,604 3,268 27,259 45,721 67,049 74,593: 29,271 21,727
Old : 96,320: 36,521 25,604 3,268 27,259 45,721 67,049 74,593: 29,271 21,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -22,668: 3,155 -9,946 417 -26,457 -14,820 -22,884 -24,348: 217 1,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 26.6 3.4 28.3 47.5 69.6 77.4: 30.4 22.6
Old : 100.0: 37.9 26.6 3.4 28.3 47.5 69.6 77.4: 30.4 22.6
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 : 78: 25 19 6 20 29 49 50:
Old : 78: 25 19 6 20 29 49 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 25.3 41.1 38.4 25.8 24.5 40.8 37.4
Old : 26.0 25.3 41.1 38.4 25.8 24.5 40.8 37.4
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 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 102,138: 38,686 14,670 2,769 30,844 48,868 72,299 66,307: 29,839 35,831
Old : 102,138: 38,686 14,670 2,769 30,844 48,868 72,299 66,307: 29,839 35,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -11,550: 2,648 -4,921 642 -13,543 -6,080 -10,254 -10,359: -1,296 -1,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 14.4 2.7 30.2 47.8 70.8 64.9: 29.2 35.1
Old : 100.0: 37.9 14.4 2.7 30.2 47.8 70.8 64.9: 29.2 35.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 34 25 14 21 23 61 56:
Old : 92: 34 25 14 21 23 61 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 : 18.4 28.6 30.0 40.6 18.4 28.0 29.8 40.0
Old : 18.4 28.6 30.0 40.6 18.4 28.0 29.8 40.0
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 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 224,792: 84,144 32,271 22,520 57,536 122,441 164,201 177,232: 60,591 47,560
Old : 224,792: 84,144 32,271 22,520 57,536 122,441 164,201 177,232: 60,591 47,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -101,249: -11,581 -10,832 2,762 -84,957 -77,787 -93,776 -85,857: -7,473 -15,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 14.4 10.0 25.6 54.5 73.0 78.8: 27.0 21.2
Old : 100.0: 37.4 14.4 10.0 25.6 54.5 73.0 78.8: 27.0 21.2
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 : 174: 51 58 50 39 53 118 133:
Old : 174: 51 58 50 39 53 118 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 25.0 34.9 33.5 24.8 24.9 34.1 33.4
Old : 24.9 25.0 34.9 33.5 24.8 24.9 34.1 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 38,596: 30,165 27,209 4,900 2,107 6,316 37,172 38,425: 1,424 171
Old : 38,596: 30,165 27,209 4,900 2,107 6,316 37,172 38,425: 1,424 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -2,625: 422 80 -80 -2,656 -2,462 -2,314 -2,462: -311 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 70.5 12.7 5.5 16.4 96.3 99.6: 3.7 0.4
Old : 100.0: 78.2 70.5 12.7 5.5 16.4 96.3 99.6: 3.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 2 3 2 6 15 10:
Old : 21: 12 2 3 2 6 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.2 90.6 92.8 99.1 77.2 83.2 81.0 86.8
Old : 88.2 90.6 92.8 99.1 77.2 83.2 81.0 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 31,432: 23,520 4,302 0 3,507 26,051 27,027 30,353: 4,405 1,079
Old : 31,432: 23,520 4,302 0 3,507 26,051 27,027 30,353: 4,405 1,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -5,795: -53 -3,267 -146 -5,066 -2,055 -5,265 -5,468: -530 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 13.7 0.0 11.2 82.9 86.0 96.6: 14.0 3.4
Old : 100.0: 74.8 13.7 0.0 11.2 82.9 86.0 96.6: 14.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 22 11 0 4 13 26 24:
Old : 50: 22 11 0 4 13 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 68.3 72.7 83.6 59.6 68.3 72.7 83.6
Old : 59.6 68.3 72.7 83.6 59.6 68.3 72.7 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :15,666,535: 1,399,722 578,541 5,030,831 8,196,369 8,911,420 14,626,922 14,520,792: 1,039,613 1,145,742
Old :15,666,535: 1,399,722 578,541 5,030,831 8,196,369 8,911,420 14,626,922 14,520,792: 1,039,613 1,145,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
:-1,767,066: -55,947 -4,198 -943,294 -754,966 -840,491 -1,754,206 -1,787,982: -12,860 20,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 3.7 32.1 52.3 56.9 93.4 92.7: 6.6 7.3
Old : 100.0: 8.9 3.7 32.1 52.3 56.9 93.4 92.7: 6.6 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 66 67 111 149 155 280 273:
Old : 299: 66 67 111 149 155 280 273:
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 : 32.4 20.0 41.5 35.0 26.0 14.5 28.9 20.3
Old : 32.4 20.0 41.5 35.0 26.0 14.5 28.9 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,233,493: 78,449 101,335 135,942 786,924 800,119 1,001,315 1,037,395: 232,178 196,097
Old : 1,233,493: 78,449 101,335 135,942 786,924 800,119 1,001,315 1,037,395: 232,178 196,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 129,526: -6,674 -7,549 28,786 80,080 71,637 102,192 92,874: 27,334 36,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 8.2 11.0 63.8 64.9 81.2 84.1: 18.8 15.9
Old : 100.0: 6.4 8.2 11.0 63.8 64.9 81.2 84.1: 18.8 15.9
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 : 600: 116 138 132 268 261 455 460:
Old : 600: 116 138 132 268 261 455 460:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 12.4 19.3 20.2 8.8 9.2 13.2 14.0
Old : 12.2 12.4 19.3 20.2 8.8 9.2 13.2 14.0
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, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 489,657: 20,187 54,714 52,267 256,414 299,850 328,868 406,831: 160,789 82,825
Old : 489,657: 20,187 54,714 52,267 256,414 299,850 328,868 406,831: 160,789 82,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 43,188: 953 5,478 13,544 18,620 4,094 33,118 23,116: 10,070 20,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 11.2 10.7 52.4 61.2 67.2 83.1: 32.8 16.9
Old : 100.0: 4.1 11.2 10.7 52.4 61.2 67.2 83.1: 32.8 16.9
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 : 144: 15 32 37 78 69 119 112:
Old : 144: 15 32 37 78 69 119 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 18.9 23.5 30.2 13.2 17.2 19.3 26.9
Old : 15.6 18.9 23.5 30.2 13.2 17.2 19.3 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,719,182: 480,177 421,975 229,505 2,652,553 2,501,342 3,362,235 3,152,821: 356,947 566,360
Old : 3,719,182: 480,177 421,975 229,505 2,652,553 2,501,342 3,362,235 3,152,821: 356,947 566,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 431,691: -27,775 -54,773 65,846 307,302 337,718 345,373 348,792: 86,318 82,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 11.3 6.2 71.3 67.3 90.4 84.8: 9.6 15.2
Old : 100.0: 12.9 11.3 6.2 71.3 67.3 90.4 84.8: 9.6 15.2
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 : 550: 111 118 115 241 243 407 421:
Old : 550: 111 118 115 241 243 407 421:
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 : 16.5 10.4 24.5 17.5 13.6 8.5 19.4 14.0
Old : 16.5 10.4 24.5 17.5 13.6 8.5 19.4 14.0
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 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 123,493: 7,514 6,943 1,284 104,300 109,015 113,098 117,242: 10,395 6,251
Old : 123,493: 7,514 6,943 1,284 104,300 109,015 113,098 117,242: 10,395 6,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 11,804: -212 -1,493 -61 10,982 10,903 10,709 9,349: 1,095 2,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 5.6 1.0 84.5 88.3 91.6 94.9: 8.4 5.1
Old : 100.0: 6.1 5.6 1.0 84.5 88.3 91.6 94.9: 8.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 8 6 2 54 42 63 49:
Old : 90: 8 6 2 54 42 63 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 36.2 53.9 51.7 35.4 36.1 51.4 51.2
Old : 35.8 36.2 53.9 51.7 35.4 36.1 51.4 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 102,782: 11,093 10,099 8,269 68,620 76,270 87,981 94,638: 14,800 8,144
Old : 102,782: 11,093 10,099 8,269 68,620 76,270 87,981 94,638: 14,800 8,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 14,931: -4,013 2,568 2,072 11,599 8,558 9,658 13,198: 5,273 1,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 9.8 8.0 66.8 74.2 85.6 92.1: 14.4 7.9
Old : 100.0: 10.8 9.8 8.0 66.8 74.2 85.6 92.1: 14.4 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 59 31 25 93 92 161 141:
Old : 225: 59 31 25 93 92 161 141:
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 : 22.1 23.7 32.3 36.2 17.0 22.9 25.0 32.1
Old : 22.1 23.7 32.3 36.2 17.0 22.9 25.0 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 20,332: 540 4,870 26 14,632 12,969 15,198 17,865: 5,134 2,467
Old : 20,332: 540 4,870 26 14,632 12,969 15,198 17,865: 5,134 2,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 2,606: 14 1,866 26 2,210 -105 2,250 1,787: 356 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 24.0 0.1 72.0 63.8 74.7 87.9: 25.3 12.1
Old : 100.0: 2.7 24.0 0.1 72.0 63.8 74.7 87.9: 25.3 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 1 14 13 15 17:
Old : 26: 1 3 1 14 13 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 43.4 57.5 70.6 36.9 43.4 55.6 68.9
Old : 37.3 43.4 57.5 70.6 36.9 43.4 55.6 68.9
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 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 412,248: 77,066 50,446 16,912 269,938 316,506 363,917 383,865: 48,331 28,383
Old : 412,248: 77,066 50,446 16,912 269,938 316,506 363,917 383,865: 48,331 28,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 61,625: -11,328 12,317 1,423 46,947 43,313 37,042 57,054: 24,582 4,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 12.2 4.1 65.5 76.8 88.3 93.1: 11.7 6.9
Old : 100.0: 18.7 12.2 4.1 65.5 76.8 88.3 93.1: 11.7 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 60 31 23 90 90 158 137:
Old : 225: 60 31 23 90 90 158 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 27.3 36.2 40.0 19.7 27.3 30.8 38.8
Old : 23.8 27.3 36.2 40.0 19.7 27.3 30.8 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 120,184: 80,078 12,487 1,732 6,320 89,330 88,130 103,548: 32,054 16,636
Old : 120,184: 80,078 12,487 1,732 6,320 89,330 88,130 103,548: 32,054 16,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -29,856: 946 -1,459 -28 -27,925 -24,507 -27,006 -25,994: -2,850 -3,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 10.4 1.4 5.3 74.3 73.3 86.2: 26.7 13.8
Old : 100.0: 66.6 10.4 1.4 5.3 74.3 73.3 86.2: 26.7 13.8
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 : 73: 31 16 13 12 22 49 45:
Old : 73: 31 16 13 12 22 49 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 39.3 53.8 60.1 43.0 39.1 53.7 60.0
Old : 43.0 39.3 53.8 60.1 43.0 39.1 53.7 60.0
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 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 27,641: 8,413 6,706 0 12,662 14,266 21,075 20,972: 6,566 6,669
Old : 27,641: 8,413 6,706 0 12,662 14,266 21,075 20,972: 6,566 6,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -33,430: -9,030 -530 -12,200 -9,576 -8,776 -30,806 -21,506: -2,624 -11,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 24.3 0.0 45.8 51.6 76.2 75.9: 23.8 24.1
Old : 100.0: 30.4 24.3 0.0 45.8 51.6 76.2 75.9: 23.8 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 15 8 0 17 11 32 19:
Old : 48: 15 8 0 17 11 32 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 45.8 46.2 63.6 31.6 44.7 42.6 57.8
Old : 32.6 45.8 46.2 63.6 31.6 44.7 42.6 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 40,774: 8,871 3,463 388 26,233 18,247 35,492 22,098: 5,282 18,676
Old : 40,774: 8,871 3,463 388 26,233 18,247 35,492 22,098: 5,282 18,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -41,053: -3,183 -7,053 -10,822 -9,649 -17,321 -23,654 -35,196: -17,399 -5,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 8.5 1.0 64.3 44.8 87.0 54.2: 13.0 45.8
Old : 100.0: 21.8 8.5 1.0 64.3 44.8 87.0 54.2: 13.0 45.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 11 8 2 24 21 36 30:
Old : 59: 11 8 2 24 21 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 24.5 48.9 34.0 31.3 24.5 48.1 34.0
Old : 32.2 24.5 48.9 34.0 31.3 24.5 48.1 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 21,786: 853 413 0 16,846 19,477 17,699 19,890: 4,087 1,896
Old : 21,786: 853 413 0 16,846 19,477 17,699 19,890: 4,087 1,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -8,874: -1,687 -554 -332 -6,596 -8,265 -8,615 -9,151: -259 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.9 0.0 77.3 89.4 81.2 91.3: 18.8 8.7
Old : 100.0: 3.9 1.9 0.0 77.3 89.4 81.2 91.3: 18.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 1 0 17 19 20 20:
Old : 35: 3 1 0 17 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 45.6 67.5 67.4 54.6 45.4 63.0 65.8
Old : 57.9 45.6 67.5 67.4 54.6 45.4 63.0 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 28,269: 6,096 1,309 0 16,449 24,957 22,545 26,266: 5,724 2,003
Old : 28,269: 6,096 1,309 0 16,449 24,957 22,545 26,266: 5,724 2,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: -10,531: -3,778 -1,149 -189 -4,435 -8,847 -8,402 -10,185: -2,129 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 4.6 0.0 58.2 88.3 79.8 92.9: 20.2 7.1
Old : 100.0: 21.6 4.6 0.0 58.2 88.3 79.8 92.9: 20.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 9 3 0 16 15 25 18:
Old : 39: 9 3 0 16 15 25 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 57.1 58.9 76.9 46.8 57.1 55.6 75.0
Old : 49.9 57.1 58.9 76.9 46.8 57.1 55.6 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated Jun 17, 2011