BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 4,973: 196 1,045 136 3,895 3,480 4,227 4,661: 746 312
Old : 4,973: 196 1,045 136 3,895 3,480 4,227 4,661: 746 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 550: -5 14 -21 676 589 650 581: -100 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 21.0 2.7 78.3 70.0 85.0 93.7: 15.0 6.3
Old : 100.0: 3.9 21.0 2.7 78.3 70.0 85.0 93.7: 15.0 6.3
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 : 26: 1 4 2 15 11 18 15:
Old : 26: 1 4 2 15 11 18 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 : 52.9 55.3 73.0 73.9 51.4 52.0 66.3 66.7
Old : 52.9 55.3 73.0 73.9 51.4 52.0 66.3 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 58,898: 8,885 1,830 13,885 28,504 32,767 51,274 48,482: 7,624 10,416
Old : 58,898: 8,885 1,830 13,885 28,504 32,767 51,274 48,482: 7,624 10,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 2,008: 1,028 340 332 452 1,501 1,811 2,173: 197 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 3.1 23.6 48.4 55.6 87.1 82.3: 12.9 17.7
Old : 100.0: 15.1 3.1 23.6 48.4 55.6 87.1 82.3: 12.9 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 28 7 23 42 41 78 64:
Old : 90: 28 7 23 42 41 78 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 : 31.1 31.3 43.6 45.8 30.2 29.6 36.7 40.8
Old : 31.1 31.3 43.6 45.8 30.2 29.6 36.7 40.8
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 28, 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 : 4,697: 2,430 0 40 2,053 3,733 4,523 3,774: 174 923
Old : 4,697: 2,430 0 40 2,053 3,733 4,523 3,774: 174 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 99: 9 0 40 76 60 126 101: -27 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 0.0 0.9 43.7 79.5 96.3 80.3: 3.7 19.7
Old : 100.0: 51.7 0.0 0.9 43.7 79.5 96.3 80.3: 3.7 19.7
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 : 22: 5 0 1 6 12 11 13:
Old : 22: 5 0 1 6 12 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 53.7 91.1 73.2 72.2 53.7 91.1 73.2
Old : 72.2 53.7 91.1 73.2 72.2 53.7 91.1 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 277,599: 61,034 36,699 77,545 116,153 126,236 254,732 240,481: 22,866 37,118
Old : 179,564: 52,111 50,387 36,533 77,893 70,533 166,536 157,453: 13,028 22,111
Other: 98,035: 28,947 6,335 20,990 38,260 55,703 88,197 83,028: 9,838 15,007
: : :
: : Changes in Commitments from: June 21, 2011 :
: 18,460: 5,791 -2,830 9,494 3,490 10,331 18,775 16,995: -315 1,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 13.2 27.9 41.8 45.5 91.8 86.6: 8.2 13.4
Old : 100.0: 29.0 28.1 20.3 43.4 39.3 92.7 87.7: 7.3 12.3
Other: 100.0: 29.5 6.5 21.4 39.0 56.8 90.0 84.7: 10.0 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 100 64 111 57 74 214 212:
Old : 262: 89 87 88 41 69 176 203:
Other: 165: 56 27 39 48 62 128 110:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 20.9 32.0 30.5 19.0 18.4 30.8 26.2
Old : 22.9 20.5 33.4 28.6 22.2 18.4 32.3 25.7
Other: 21.3 24.9 36.2 39.2 20.9 21.6 34.7 32.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 427,589: 94,217 35,882 128,325 179,539 192,912 402,081 357,119: 25,508 70,470
Old : 427,589: 94,217 35,882 128,325 179,539 192,912 402,081 357,119: 25,508 70,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 8,417: -1,657 -5,685 9,133 1,884 4,346 9,361 7,794: -944 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.4 30.0 42.0 45.1 94.0 83.5: 6.0 16.5
Old : 100.0: 22.0 8.4 30.0 42.0 45.1 94.0 83.5: 6.0 16.5
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 : 404: 105 100 144 97 169 288 346:
Old : 404: 105 100 144 97 169 288 346:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 14.9 33.4 21.4 22.1 12.6 32.6 17.1
Old : 22.5 14.9 33.4 21.4 22.1 12.6 32.6 17.1
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 28, 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 : 9,823: 3,955 4,722 737 3,103 2,032 7,795 7,490: 2,029 2,333
Old : 9,823: 3,955 4,722 737 3,103 2,032 7,795 7,490: 2,029 2,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -631: -82 -170 -184 10 -227 -256 -580: -376 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 48.1 7.5 31.6 20.7 79.3 76.2: 20.7 23.8
Old : 100.0: 40.3 48.1 7.5 31.6 20.7 79.3 76.2: 20.7 23.8
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 : 91: 26 34 16 16 19 53 63:
Old : 91: 26 34 16 16 19 53 63:
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 : 39.2 23.9 53.1 38.8 39.2 23.9 53.1 38.0
Old : 39.2 23.9 53.1 38.8 39.2 23.9 53.1 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 42,785: 13,338 3,469 9,608 12,937 9,411 35,884 22,487: 6,901 20,298
Old : 42,785: 13,338 3,469 9,608 12,937 9,411 35,884 22,487: 6,901 20,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 1,238: 670 -866 796 -675 472 790 403: 448 836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 8.1 22.5 30.2 22.0 83.9 52.6: 16.1 47.4
Old : 100.0: 31.2 8.1 22.5 30.2 22.0 83.9 52.6: 16.1 47.4
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 : 159: 46 26 43 45 64 113 118:
Old : 159: 46 26 43 45 64 113 118:
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 : 17.4 11.0 32.1 17.6 17.4 6.2 30.7 9.8
Old : 17.4 11.0 32.1 17.6 17.4 6.2 30.7 9.8
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 28, 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 : 102,193: 13,155 527 375 87,096 100,174 100,626 101,076: 1,567 1,117
Old : 102,193: 13,155 527 375 87,096 100,174 100,626 101,076: 1,567 1,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 2,509: 768 527 0 3,231 3,578 3,999 4,105: -1,490 -1,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.5 0.4 85.2 98.0 98.5 98.9: 1.5 1.1
Old : 100.0: 12.9 0.5 0.4 85.2 98.0 98.5 98.9: 1.5 1.1
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 : 28: 7 2 2 17 16 24 20:
Old : 28: 7 2 2 17 16 24 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 : 73.7 68.9 86.9 86.3 66.0 56.8 71.5 68.0
Old : 73.7 68.9 86.9 86.3 66.0 56.8 71.5 68.0
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 28, 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 : 101,301: 21,873 23,748 2,512 31,772 51,463 56,157 77,723: 45,144 23,579
Old : 101,301: 21,873 23,748 2,512 31,772 51,463 56,157 77,723: 45,144 23,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 5,608: 2,184 5,867 237 4,735 -3,822 7,155 2,282: -1,548 3,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 23.4 2.5 31.4 50.8 55.4 76.7: 44.6 23.3
Old : 100.0: 21.6 23.4 2.5 31.4 50.8 55.4 76.7: 44.6 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 : 79: 30 14 9 26 22 59 42:
Old : 79: 30 14 9 26 22 59 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 : 17.0 32.1 24.9 47.3 16.8 32.0 22.8 47.1
Old : 17.0 32.1 24.9 47.3 16.8 32.0 22.8 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 54,099: 21,494 11,497 724 5,587 28,671 27,805 40,892: 26,293 13,207
Old : 54,099: 21,494 11,497 724 5,587 28,671 27,805 40,892: 26,293 13,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 452: -2,242 -435 174 1,651 -138 -416 -399: 869 851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 21.3 1.3 10.3 53.0 51.4 75.6: 48.6 24.4
Old : 100.0: 39.7 21.3 1.3 10.3 53.0 51.4 75.6: 48.6 24.4
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 : 46: 20 9 4 10 12 33 22:
Old : 46: 20 9 4 10 12 33 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 : 19.4 49.2 28.7 64.7 19.4 49.2 28.6 64.0
Old : 19.4 49.2 28.7 64.7 19.4 49.2 28.6 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 98,930: 59,833 13,756 246 32,363 82,558 92,442 96,560: 6,488 2,370
Old : 98,930: 59,833 13,756 246 32,363 82,558 92,442 96,560: 6,488 2,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 547: 1,305 -3,349 -79 -1,062 4,134 164 706: 383 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 13.9 0.2 32.7 83.5 93.4 97.6: 6.6 2.4
Old : 100.0: 60.5 13.9 0.2 32.7 83.5 93.4 97.6: 6.6 2.4
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 : 105: 53 17 1 20 18 74 35:
Old : 105: 53 17 1 20 18 74 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 : 42.4 64.3 58.7 81.5 42.4 64.3 58.7 81.5
Old : 42.4 64.3 58.7 81.5 42.4 64.3 58.7 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 110,231: 28,345 46,107 3,454 55,417 35,017 87,216 84,579: 23,015 25,653
Old : 110,231: 28,345 46,107 3,454 55,417 35,017 87,216 84,579: 23,015 25,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 11,533: 1,740 8,173 92 10,553 455 12,385 8,720: -851 2,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 41.8 3.1 50.3 31.8 79.1 76.7: 20.9 23.3
Old : 100.0: 25.7 41.8 3.1 50.3 31.8 79.1 76.7: 20.9 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 : 92: 26 29 11 28 25 58 61:
Old : 92: 26 29 11 28 25 58 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 34.0 42.7 42.6 27.1 33.5 41.1 42.1
Old : 27.1 34.0 42.7 42.6 27.1 33.5 41.1 42.1
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 28, 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 : 102,225: 34,345 20,995 3,357 40,280 43,401 77,982 67,753: 24,243 34,472
Old : 102,225: 34,345 20,995 3,357 40,280 43,401 77,982 67,753: 24,243 34,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -5,225: -12,963 5,686 408 13,411 -13,951 856 -7,857: -6,081 2,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 20.5 3.3 39.4 42.5 76.3 66.3: 23.7 33.7
Old : 100.0: 33.6 20.5 3.3 39.4 42.5 76.3 66.3: 23.7 33.7
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 : 107: 35 34 17 28 23 69 68:
Old : 107: 35 34 17 28 23 69 68:
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 : 24.2 25.2 35.5 36.0 23.5 24.7 34.4 35.5
Old : 24.2 25.2 35.5 36.0 23.5 24.7 34.4 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 227,458: 67,991 33,235 28,677 70,373 113,808 167,040 175,720: 60,417 51,738
Old : 227,458: 67,991 33,235 28,677 70,373 113,808 167,040 175,720: 60,417 51,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -2,656: -3,571 -6,483 1,890 -3,167 -615 -4,848 -5,209: 2,193 2,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 14.6 12.6 30.9 50.0 73.4 77.3: 26.6 22.7
Old : 100.0: 29.9 14.6 12.6 30.9 50.0 73.4 77.3: 26.6 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 : 181: 46 65 54 45 54 121 143:
Old : 181: 46 65 54 45 54 121 143:
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 19.3 31.0 27.8 21.1 18.4 29.7 26.9
Old : 21.9 19.3 31.0 27.8 21.1 18.4 29.7 26.9
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 28, 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 : 38,644: 30,195 27,209 4,900 2,122 6,140 37,217 38,249: 1,427 395
Old : 38,644: 30,195 27,209 4,900 2,122 6,140 37,217 38,249: 1,427 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 139: 121 0 0 0 -85 121 -85: 18 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 70.4 12.7 5.5 15.9 96.3 99.0: 3.7 1.0
Old : 100.0: 78.1 70.4 12.7 5.5 15.9 96.3 99.0: 3.7 1.0
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 : 20: 12 2 3 2 5 15 9:
Old : 20: 12 2 3 2 5 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.2 90.3 92.8 98.8 77.2 82.9 81.0 86.3
Old : 88.2 90.3 92.8 98.8 77.2 82.9 81.0 86.3
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 28, 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 : 29,652: 22,242 3,878 0 2,998 24,437 25,240 28,315: 4,412 1,337
Old : 29,652: 22,242 3,878 0 2,998 24,437 25,240 28,315: 4,412 1,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -609: -700 -215 0 28 -505 -672 -720: 63 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 13.1 0.0 10.1 82.4 85.1 95.5: 14.9 4.5
Old : 100.0: 75.0 13.1 0.0 10.1 82.4 85.1 95.5: 14.9 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 17 11 0 5 8 22 19:
Old : 40: 17 11 0 5 8 22 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 : 59.7 70.3 73.2 87.0 59.7 70.3 73.2 87.0
Old : 59.7 70.3 73.2 87.0 59.7 70.3 73.2 87.0
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 28, 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 :16,194,502: 1,181,412 547,412 5,333,672 8,730,384 9,260,617 15,245,468 15,141,701: 949,034 1,052,801
Old :16,194,502: 1,181,412 547,412 5,333,672 8,730,384 9,260,617 15,245,468 15,141,701: 949,034 1,052,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 230,582: -69,934 12,695 119,727 207,964 120,543 257,757 252,964: -27,175 -22,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 3.4 32.9 53.9 57.2 94.1 93.5: 5.9 6.5
Old : 100.0: 7.3 3.4 32.9 53.9 57.2 94.1 93.5: 5.9 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 62 65 114 161 167 289 289:
Old : 309: 62 65 114 161 167 289 289:
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 : 32.9 20.6 41.3 34.8 24.8 14.1 28.3 20.2
Old : 32.9 20.6 41.3 34.8 24.8 14.1 28.3 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 28, 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 : 895,730: 68,280 82,904 63,664 637,973 652,606 769,917 799,174: 125,813 96,556
Old : 895,730: 68,280 82,904 63,664 637,973 652,606 769,917 799,174: 125,813 96,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 3,429: -2,762 -1,756 1,361 14,838 7,723 13,438 7,328: -10,008 -3,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 9.3 7.1 71.2 72.9 86.0 89.2: 14.0 10.8
Old : 100.0: 7.6 9.3 7.1 71.2 72.9 86.0 89.2: 14.0 10.8
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 : 561: 104 125 104 230 229 395 397:
Old : 561: 104 125 104 230 229 395 397:
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 : 15.5 15.5 22.8 23.7 12.2 14.0 18.4 21.1
Old : 15.5 15.5 22.8 23.7 12.2 14.0 18.4 21.1
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 28, 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 : 340,642: 19,823 24,754 28,325 216,055 247,101 264,203 300,180: 76,439 40,461
Old : 340,642: 19,823 24,754 28,325 216,055 247,101 264,203 300,180: 76,439 40,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 1,303: -6,512 631 1,312 5,953 6,580 753 8,523: 549 -7,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 7.3 8.3 63.4 72.5 77.6 88.1: 22.4 11.9
Old : 100.0: 5.8 7.3 8.3 63.4 72.5 77.6 88.1: 22.4 11.9
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 : 131: 21 25 33 68 60 109 98:
Old : 131: 21 25 33 68 60 109 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 23.3 28.6 35.0 18.5 19.5 26.1 31.1
Old : 19.9 23.3 28.6 35.0 18.5 19.5 26.1 31.1
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 28, 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 : 2,775,441: 285,031 333,495 133,949 2,109,591 2,027,525 2,528,571 2,494,969: 246,870 280,472
Old : 2,775,441: 285,031 333,495 133,949 2,109,591 2,027,525 2,528,571 2,494,969: 246,870 280,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 10,634: 3,158 -27,531 15,837 44,428 5,718 63,422 -5,976: -52,788 16,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 12.0 4.8 76.0 73.1 91.1 89.9: 8.9 10.1
Old : 100.0: 10.3 12.0 4.8 76.0 73.1 91.1 89.9: 8.9 10.1
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 : 513: 94 111 87 207 210 350 359:
Old : 513: 94 111 87 207 210 350 359:
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 : 19.5 14.0 28.2 23.1 16.7 13.8 24.8 21.5
Old : 19.5 14.0 28.2 23.1 16.7 13.8 24.8 21.5
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 28, 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 : 106,750: 10,060 5,538 0 87,614 95,196 97,674 100,734: 9,076 6,016
Old : 106,750: 10,060 5,538 0 87,614 95,196 97,674 100,734: 9,076 6,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -97: 532 8 -714 -617 -496 -799 -1,202: 701 1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 5.2 0.0 82.1 89.2 91.5 94.4: 8.5 5.6
Old : 100.0: 9.4 5.2 0.0 82.1 89.2 91.5 94.4: 8.5 5.6
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 : 90: 8 4 0 52 38 60 42:
Old : 90: 8 4 0 52 38 60 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 : 33.6 40.1 51.7 57.9 33.3 40.1 49.9 57.7
Old : 33.6 40.1 51.7 57.9 33.3 40.1 49.9 57.7
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 28, 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 : 54,977: 7,079 8,958 1,332 41,661 41,094 50,071 51,384: 4,906 3,593
Old : 54,977: 7,079 8,958 1,332 41,661 41,094 50,071 51,384: 4,906 3,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -104: -588 -1,982 135 281 -1,487 -172 -3,334: 67 3,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 16.3 2.4 75.8 74.7 91.1 93.5: 8.9 6.5
Old : 100.0: 12.9 16.3 2.4 75.8 74.7 91.1 93.5: 8.9 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 42 43 15 78 78 128 128:
Old : 222: 42 43 15 78 78 128 128:
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 : 32.0 20.5 42.3 32.2 32.0 20.5 41.7 32.1
Old : 32.0 20.5 42.3 32.2 32.0 20.5 41.7 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 274,887: 35,394 44,791 6,660 208,303 205,470 250,357 256,921: 24,530 17,966
Old : 274,887: 35,394 44,791 6,660 208,303 205,470 250,357 256,921: 24,530 17,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -522: -2,940 -9,909 677 1,405 -7,437 -859 -16,669: 337 16,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 16.3 2.4 75.8 74.7 91.1 93.5: 8.9 6.5
Old : 100.0: 12.9 16.3 2.4 75.8 74.7 91.1 93.5: 8.9 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 42 43 15 78 78 128 128:
Old : 222: 42 43 15 78 78 128 128:
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 : 32.0 20.5 42.3 32.2 32.0 20.5 41.7 32.1
Old : 32.0 20.5 42.3 32.2 32.0 20.5 41.7 32.1
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 28, 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 : 100,215: 59,103 12,434 2,624 8,847 64,052 70,575 79,110: 29,640 21,106
Old : 100,215: 59,103 12,434 2,624 8,847 64,052 70,575 79,110: 29,640 21,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -5,815: -7,956 -99 236 2,003 -9,475 -5,717 -9,338: -98 3,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 12.4 2.6 8.8 63.9 70.4 78.9: 29.6 21.1
Old : 100.0: 59.0 12.4 2.6 8.8 63.9 70.4 78.9: 29.6 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 26 20 15 14 23 48 50:
Old : 74: 26 20 15 14 23 48 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 : 43.2 39.5 50.9 56.8 43.2 39.2 50.7 56.5
Old : 43.2 39.5 50.9 56.8 43.2 39.2 50.7 56.5
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 28, 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 : 31,013: 8,626 8,335 1 15,600 15,384 24,227 23,720: 6,786 7,293
Old : 31,013: 8,626 8,335 1 15,600 15,384 24,227 23,720: 6,786 7,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 2,295: -530 1,879 1 2,531 448 2,002 2,328: 293 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 26.9 0.0 50.3 49.6 78.1 76.5: 21.9 23.5
Old : 100.0: 27.8 26.9 0.0 50.3 49.6 78.1 76.5: 21.9 23.5
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 : 48: 13 9 1 16 13 30 22:
Old : 48: 13 9 1 16 13 30 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 : 33.1 41.0 49.2 61.9 30.7 40.9 44.5 55.9
Old : 33.1 41.0 49.2 61.9 30.7 40.9 44.5 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 40,839: 12,115 3,242 381 22,072 23,740 34,568 27,363: 6,271 13,476
Old : 40,839: 12,115 3,242 381 22,072 23,740 34,568 27,363: 6,271 13,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -914: 3,991 230 62 -4,775 4,846 -722 5,138: -192 -6,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 7.9 0.9 54.0 58.1 84.6 67.0: 15.4 33.0
Old : 100.0: 29.7 7.9 0.9 54.0 58.1 84.6 67.0: 15.4 33.0
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 : 62: 15 7 2 23 22 39 30:
Old : 62: 15 7 2 23 22 39 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 : 29.0 31.3 43.7 44.4 28.2 29.8 42.8 42.3
Old : 29.0 31.3 43.7 44.4 28.2 29.8 42.8 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 10,595: 4,882 715 10 4,226 9,493 9,118 10,218: 1,477 377
Old : 10,595: 4,882 715 10 4,226 9,493 9,118 10,218: 1,477 377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: 384: 267 307 10 64 27 341 344: 43 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 6.7 0.1 39.9 89.6 86.1 96.4: 13.9 3.6
Old : 100.0: 46.1 6.7 0.1 39.9 89.6 86.1 96.4: 13.9 3.6
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 : 22: 8 4 2 8 4 16 10:
Old : 22: 8 4 2 8 4 16 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 : 52.3 93.7 69.3 96.4 52.2 93.7 69.3 96.1
Old : 52.3 93.7 69.3 96.4 52.2 93.7 69.3 96.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2011