BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,498: 51 126 31 3,936 3,965 4,018 4,122: 480 376
Old : 4,498: 51 126 31 3,936 3,965 4,018 4,122: 480 376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -614: -96 -31 -19 -423 -405 -538 -455: -76 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.8 0.7 87.5 88.2 89.3 91.6: 10.7 8.4
Old : 100.0: 1.1 2.8 0.7 87.5 88.2 89.3 91.6: 10.7 8.4
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 : 22: 2 2 2 12 12 15 15:
Old : 22: 2 2 2 12 12 15 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 : 70.8 64.8 85.0 83.3 70.8 64.6 82.4 80.6
Old : 70.8 64.8 85.0 83.3 70.8 64.6 82.4 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,603: 4,952 5,962 731 14,114 12,795 19,797 19,488: 3,806 4,115
Old : 23,603: 4,952 5,962 731 14,114 12,795 19,797 19,488: 3,806 4,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -4,002: -1,016 -1,442 -312 -2,778 -1,858 -4,106 -3,612: 104 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 25.3 3.1 59.8 54.2 83.9 82.6: 16.1 17.4
Old : 100.0: 21.0 25.3 3.1 59.8 54.2 83.9 82.6: 16.1 17.4
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 : 66: 14 13 14 25 22 44 44:
Old : 66: 14 13 14 25 22 44 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 37.3 60.8 54.7 45.2 36.4 59.0 53.5
Old : 45.4 37.3 60.8 54.7 45.2 36.4 59.0 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 269,249: 62,260 64,176 65,223 113,991 100,364 241,474 229,763: 27,775 39,486
Old : 192,605: 53,745 62,825 45,877 76,906 57,978 176,528 166,680: 16,077 25,925
Other: 76,644: 20,452 13,288 7,409 37,085 42,386 64,946 63,083: 11,698 13,561
: : :
: : Changes in Commitments from: May 29, 2012 :
: -1,712: -4,903 -15,269 7,573 -3,227 4,435 -557 -3,261: -1,155 1,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 23.8 24.2 42.3 37.3 89.7 85.3: 10.3 14.7
Old : 100.0: 27.9 32.6 23.8 39.9 30.1 91.7 86.5: 8.3 13.5
Other: 100.0: 26.7 17.3 9.7 48.4 55.3 84.7 82.3: 15.3 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 87 88 111 64 84 216 239:
Old : 282: 77 103 92 44 75 178 226:
Other: 154: 39 27 31 53 63 110 111:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 9.8 30.8 16.2 15.4 9.5 27.0 15.0
Old : 19.8 10.7 30.1 18.5 19.7 10.0 28.8 15.4
Other: 34.9 15.8 51.0 28.0 34.9 15.8 50.6 26.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 326,300: 107,260 67,804 45,594 145,134 158,840 297,988 272,238: 28,312 54,062
Old : 326,300: 107,260 67,804 45,594 145,134 158,840 297,988 272,238: 28,312 54,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -3,517: -7,778 -5,566 222 1,228 1,333 -6,328 -4,011: 2,811 494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 20.8 14.0 44.5 48.7 91.3 83.4: 8.7 16.6
Old : 100.0: 32.9 20.8 14.0 44.5 48.7 91.3 83.4: 8.7 16.6
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 : 379: 103 97 124 80 144 249 319:
Old : 379: 103 97 124 80 144 249 319:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 13.8 35.0 20.6 22.0 13.6 34.9 19.9
Old : 22.0 13.8 35.0 20.6 22.0 13.6 34.9 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,589: 3,444 2,731 973 2,280 3,533 6,697 7,237: 1,892 1,352
Old : 8,589: 3,444 2,731 973 2,280 3,533 6,697 7,237: 1,892 1,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -1,011: -516 -617 -336 -298 -173 -1,150 -1,126: 139 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 31.8 11.3 26.5 41.1 78.0 84.3: 22.0 15.7
Old : 100.0: 40.1 31.8 11.3 26.5 41.1 78.0 84.3: 22.0 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 30 14 13 21 26 59 48:
Old : 79: 30 14 13 21 26 59 48:
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 : 29.7 35.5 46.4 51.6 29.1 33.5 40.2 48.7
Old : 29.7 35.5 46.4 51.6 29.1 33.5 40.2 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,923: 14,153 8,520 5,569 11,980 9,105 31,702 23,194: 7,221 15,729
Old : 38,923: 14,153 8,520 5,569 11,980 9,105 31,702 23,194: 7,221 15,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 49: -505 -537 486 18 63 -1 12: 50 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 21.9 14.3 30.8 23.4 81.4 59.6: 18.6 40.4
Old : 100.0: 36.4 21.9 14.3 30.8 23.4 81.4 59.6: 18.6 40.4
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 : 182: 57 40 32 35 60 110 118:
Old : 182: 57 40 32 35 60 110 118:
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 : 18.4 18.3 30.4 24.6 16.6 14.1 26.8 18.7
Old : 18.4 18.3 30.4 24.6 16.6 14.1 26.8 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,130: 112 4,131 51 8,244 4,792 8,407 8,974: 723 156
Old : 9,130: 112 4,131 51 8,244 4,792 8,407 8,974: 723 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -1,444: -35 -910 -16 -1,561 -425 -1,612 -1,351: 168 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 45.2 0.6 90.3 52.5 92.1 98.3: 7.9 1.7
Old : 100.0: 1.2 45.2 0.6 90.3 52.5 92.1 98.3: 7.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 11 8 15 12 23 25:
Old : 33: 2 11 8 15 12 23 25:
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 : 79.2 69.0 88.4 86.7 78.8 68.7 86.0 86.5
Old : 79.2 69.0 88.4 86.7 78.8 68.7 86.0 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 108,216: 6,081 5,578 5,051 96,855 97,097 107,987 107,726: 229 490
Old : 108,216: 6,081 5,578 5,051 96,855 97,097 107,987 107,726: 229 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 439: -21 58 17 426 133 422 208: 17 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 5.2 4.7 89.5 89.7 99.8 99.5: 0.2 0.5
Old : 100.0: 5.6 5.2 4.7 89.5 89.7 99.8 99.5: 0.2 0.5
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 : 25: 3 3 3 16 16 19 22:
Old : 25: 3 3 3 16 16 19 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 : 70.9 67.9 86.2 84.7 49.2 48.7 55.3 54.8
Old : 70.9 67.9 86.2 84.7 49.2 48.7 55.3 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 137,391: 39,559 24,653 1,222 63,694 81,024 104,475 106,899: 32,916 30,492
Old : 137,391: 39,559 24,653 1,222 63,694 81,024 104,475 106,899: 32,916 30,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 10,765: -9,234 9,945 209 18,564 -3,605 9,539 6,549: 1,226 4,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 17.9 0.9 46.4 59.0 76.0 77.8: 24.0 22.2
Old : 100.0: 28.8 17.9 0.9 46.4 59.0 76.0 77.8: 24.0 22.2
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 : 86: 19 32 11 24 25 51 60:
Old : 86: 19 32 11 24 25 51 60:
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 : 35.1 49.5 49.2 56.3 34.7 44.6 47.1 51.5
Old : 35.1 49.5 49.2 56.3 34.7 44.6 47.1 51.5
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 - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 71,967: 5,747 39,395 388 58,443 4,008 64,578 43,791: 7,389 28,176
Old : 71,967: 5,747 39,395 388 58,443 4,008 64,578 43,791: 7,389 28,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 72: -1,135 1,917 163 746 -347 -226 1,733: 298 -1,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 54.7 0.5 81.2 5.6 89.7 60.8: 10.3 39.2
Old : 100.0: 8.0 54.7 0.5 81.2 5.6 89.7 60.8: 10.3 39.2
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 : 45: 7 22 4 12 9 21 33:
Old : 45: 7 22 4 12 9 21 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 29.6 81.2 41.2 69.5 29.6 80.9 41.2
Old : 69.6 29.6 81.2 41.2 69.5 29.6 80.9 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 192,370: 10,998 41,394 11,191 167,225 131,874 189,414 184,459: 2,956 7,911
Old : 192,370: 10,998 41,394 11,191 167,225 131,874 189,414 184,459: 2,956 7,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 4,912: -13,874 3,527 5,704 10,226 -7,892 2,056 1,339: 2,856 3,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 21.5 5.8 86.9 68.6 98.5 95.9: 1.5 4.1
Old : 100.0: 5.7 21.5 5.8 86.9 68.6 98.5 95.9: 1.5 4.1
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 : 120: 22 57 8 25 20 52 83:
Old : 120: 22 57 8 25 20 52 83:
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 : 60.5 49.1 80.0 64.4 58.8 45.4 69.7 56.0
Old : 60.5 49.1 80.0 64.4 58.8 45.4 69.7 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 184,583: 39,042 41,909 2,648 126,489 107,399 168,179 151,956: 16,404 32,627
Old : 184,583: 39,042 41,909 2,648 126,489 107,399 168,179 151,956: 16,404 32,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 3,148: 2,990 7,332 1,794 6,360 -16,074 11,144 -6,948: -7,996 10,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 22.7 1.4 68.5 58.2 91.1 82.3: 8.9 17.7
Old : 100.0: 21.2 22.7 1.4 68.5 58.2 91.1 82.3: 8.9 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 : 96: 19 35 11 26 30 55 66:
Old : 96: 19 35 11 26 30 55 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 44.3 58.1 53.1 44.5 39.4 56.5 47.7
Old : 44.6 44.3 58.1 53.1 44.5 39.4 56.5 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 169,663: 37,376 25,303 3,350 104,807 105,560 145,533 134,213: 24,130 35,450
Old : 169,663: 37,376 25,303 3,350 104,807 105,560 145,533 134,213: 24,130 35,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 28,979: 15,756 -7,647 3,154 1,175 36,103 20,085 31,610: 8,894 -2,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 14.9 2.0 61.8 62.2 85.8 79.1: 14.2 20.9
Old : 100.0: 22.0 14.9 2.0 61.8 62.2 85.8 79.1: 14.2 20.9
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 : 83: 23 25 7 19 25 46 53:
Old : 83: 23 25 7 19 25 46 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 45.2 59.2 56.5 44.5 45.2 56.6 56.5
Old : 45.9 45.2 59.2 56.5 44.5 45.2 56.6 56.5
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 - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 401,812: 36,651 251,069 5,152 328,987 69,903 370,790 326,124: 31,022 75,688
Old : 401,812: 36,651 251,069 5,152 328,987 69,903 370,790 326,124: 31,022 75,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 7,652: -3,636 7,367 2,354 10,764 -1,422 9,482 8,299: -1,830 -647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 62.5 1.3 81.9 17.4 92.3 81.2: 7.7 18.8
Old : 100.0: 9.1 62.5 1.3 81.9 17.4 92.3 81.2: 7.7 18.8
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 : 195: 33 84 21 50 48 94 142:
Old : 195: 33 84 21 50 48 94 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 39.7 60.5 47.0 44.9 39.5 60.0 45.9
Old : 45.1 39.7 60.5 47.0 44.9 39.5 60.0 45.9
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 - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,747: 14,382 14,948 118 4,892 3,794 19,392 18,860: 355 887
Old : 19,747: 14,382 14,948 118 4,892 3,794 19,392 18,860: 355 887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -1,294: -19 635 -1,476 255 -636 -1,240 -1,477: -54 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 75.7 0.6 24.8 19.2 98.2 95.5: 1.8 4.5
Old : 100.0: 72.8 75.7 0.6 24.8 19.2 98.2 95.5: 1.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 6 2 7 3 14 10:
Old : 21: 6 6 2 7 3 14 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 : 86.9 89.3 94.5 94.6 86.6 89.3 94.2 93.9
Old : 86.9 89.3 94.5 94.6 86.6 89.3 94.2 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 21,530: 6,575 12,105 152 13,207 6,024 19,934 18,281: 1,596 3,249
Old : 21,530: 6,575 12,105 152 13,207 6,024 19,934 18,281: 1,596 3,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 77: 777 1,099 -6 -610 -988 161 105: -84 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 56.2 0.7 61.3 28.0 92.6 84.9: 7.4 15.1
Old : 100.0: 30.5 56.2 0.7 61.3 28.0 92.6 84.9: 7.4 15.1
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 : 45: 10 21 1 10 4 21 25:
Old : 45: 10 21 1 10 4 21 25:
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 : 50.2 47.8 75.3 68.5 50.2 47.8 75.3 68.5
Old : 50.2 47.8 75.3 68.5 50.2 47.8 75.3 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,593,930: 733,866 1,103,779 1,541,648 5,533,575 4,975,431 7,809,089 7,620,858: 784,841 973,072
Old : 8,593,930: 733,866 1,103,779 1,541,648 5,533,575 4,975,431 7,809,089 7,620,858: 784,841 973,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 23,069: 1,092 14,374 -111,349 104,750 127,072 -5,507 30,097: 28,576 -7,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 12.8 17.9 64.4 57.9 90.9 88.7: 9.1 11.3
Old : 100.0: 8.5 12.8 17.9 64.4 57.9 90.9 88.7: 9.1 11.3
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 : 256: 47 56 82 128 138 221 238:
Old : 256: 47 56 82 128 138 221 238:
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 : 22.2 24.8 38.0 36.8 19.6 18.5 28.9 22.4
Old : 22.2 24.8 38.0 36.8 19.6 18.5 28.9 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 933,308: 67,549 104,261 34,691 651,526 640,740 753,766 779,693: 179,542 153,615
Old : 933,308: 67,549 104,261 34,691 651,526 640,740 753,766 779,693: 179,542 153,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 52,119: -4,308 -8,912 12,312 32,934 38,505 40,938 41,905: 11,181 10,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 11.2 3.7 69.8 68.7 80.8 83.5: 19.2 16.5
Old : 100.0: 7.2 11.2 3.7 69.8 68.7 80.8 83.5: 19.2 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 : 555: 92 115 63 234 241 369 380:
Old : 555: 92 115 63 234 241 369 380:
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 : 12.6 11.2 20.9 20.2 10.8 10.4 17.5 17.6
Old : 12.6 11.2 20.9 20.2 10.8 10.4 17.5 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 300,032: 14,171 11,604 11,568 205,937 171,439 231,676 194,611: 68,356 105,421
Old : 300,032: 14,171 11,604 11,568 205,937 171,439 231,676 194,611: 68,356 105,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 26,919: 2,366 2,351 4,477 19,142 11,666 25,985 18,494: 934 8,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 3.9 3.9 68.6 57.1 77.2 64.9: 22.8 35.1
Old : 100.0: 4.7 3.9 3.9 68.6 57.1 77.2 64.9: 22.8 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 : 117: 13 12 10 63 53 83 71:
Old : 117: 13 12 10 63 53 83 71:
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 22.8 33.7 31.5 20.0 22.8 29.3 31.2
Old : 21.9 22.8 33.7 31.5 20.0 22.8 29.3 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,166,379: 318,787 515,182 63,719 2,227,943 2,346,507 2,610,449 2,925,408: 555,930 240,971
Old : 3,166,379: 318,787 515,182 63,719 2,227,943 2,346,507 2,610,449 2,925,408: 555,930 240,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 126,001: -5,418 -28,362 11,221 68,962 134,194 74,765 117,053: 51,236 8,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 16.3 2.0 70.4 74.1 82.4 92.4: 17.6 7.6
Old : 100.0: 10.1 16.3 2.0 70.4 74.1 82.4 92.4: 17.6 7.6
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 : 529: 90 112 54 215 223 340 356:
Old : 529: 90 112 54 215 223 340 356:
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 : 16.9 13.4 26.3 22.7 15.9 13.0 24.9 21.9
Old : 16.9 13.4 26.3 22.7 15.9 13.0 24.9 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 107,175: 6,261 5,684 1,702 91,219 96,077 99,182 103,463: 7,993 3,712
Old : 107,175: 6,261 5,684 1,702 91,219 96,077 99,182 103,463: 7,993 3,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 3,322: -1,966 -1,458 1,056 4,983 4,592 4,073 4,190: -751 -868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 5.3 1.6 85.1 89.6 92.5 96.5: 7.5 3.5
Old : 100.0: 5.8 5.3 1.6 85.1 89.6 92.5 96.5: 7.5 3.5
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 : 93: 5 6 2 59 37 65 44:
Old : 93: 5 6 2 59 37 65 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 47.0 46.3 66.1 32.9 47.0 46.3 66.0
Old : 32.9 47.0 46.3 66.1 32.9 47.0 46.3 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 99,322: 15,452 11,714 3,660 72,674 78,905 91,786 94,279: 7,536 5,043
Old : 99,322: 15,452 11,714 3,660 72,674 78,905 91,786 94,279: 7,536 5,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 611: 454 2,077 -432 1,296 -816 1,319 829: -708 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 11.8 3.7 73.2 79.4 92.4 94.9: 7.6 5.1
Old : 100.0: 15.6 11.8 3.7 73.2 79.4 92.4 94.9: 7.6 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 : 217: 45 35 12 70 94 122 136:
Old : 217: 45 35 12 70 94 122 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 28.9 46.7 43.5 24.8 17.0 31.9 26.5
Old : 30.6 28.9 46.7 43.5 24.8 17.0 31.9 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,740: 846 1,856 745 17,989 19,072 19,580 21,673: 3,160 1,067
Old : 22,740: 846 1,856 745 17,989 19,072 19,580 21,673: 3,160 1,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -58: -317 0 79 242 -373 4 -294: -62 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 8.2 3.3 79.1 83.9 86.1 95.3: 13.9 4.7
Old : 100.0: 3.7 8.2 3.3 79.1 83.9 86.1 95.3: 13.9 4.7
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 : 24: 1 2 1 13 7 15 10:
Old : 24: 1 2 1 13 7 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 : 50.4 80.1 69.4 91.2 50.4 80.1 69.4 90.1
Old : 50.4 80.1 69.4 91.2 50.4 80.1 69.4 90.1
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 - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 382,912: 84,112 60,371 3,495 273,423 299,164 361,030 363,030: 21,882 19,882
Old : 382,912: 84,112 60,371 3,495 273,423 299,164 361,030 363,030: 21,882 19,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 3,343: 2,272 8,798 -970 5,272 -2,214 6,574 5,614: -3,231 -2,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 15.8 0.9 71.4 78.1 94.3 94.8: 5.7 5.2
Old : 100.0: 22.0 15.8 0.9 71.4 78.1 94.3 94.8: 5.7 5.2
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 : 216: 45 34 11 62 90 114 130:
Old : 216: 45 34 11 62 90 114 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 29.6 52.8 44.8 37.3 29.6 52.8 44.8
Old : 37.3 29.6 52.8 44.8 37.3 29.6 52.8 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 158,833: 12,579 63,751 724 132,503 66,629 145,806 131,104: 13,027 27,729
Old : 158,833: 12,579 63,751 724 132,503 66,629 145,806 131,104: 13,027 27,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 16,217: -2,209 13,436 231 19,694 3,889 17,716 17,556: -1,499 -1,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 40.1 0.5 83.4 41.9 91.8 82.5: 8.2 17.5
Old : 100.0: 7.9 40.1 0.5 83.4 41.9 91.8 82.5: 8.2 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 : 90: 17 38 9 24 23 45 66:
Old : 90: 17 38 9 24 23 45 66:
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 : 64.0 41.8 72.9 54.4 63.8 39.5 72.7 51.9
Old : 64.0 41.8 72.9 54.4 63.8 39.5 72.7 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,501: 4,483 6,828 4,371 24,372 6,916 33,226 18,115: 8,275 23,386
Old : 41,501: 4,483 6,828 4,371 24,372 6,916 33,226 18,115: 8,275 23,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 6,553: 529 -54 4,304 1,134 1,548 5,967 5,798: 586 755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 16.5 10.5 58.7 16.7 80.1 43.6: 19.9 56.4
Old : 100.0: 10.8 16.5 10.5 58.7 16.7 80.1 43.6: 19.9 56.4
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 : 44: 11 9 3 21 9 33 20:
Old : 44: 11 9 3 21 9 33 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 : 43.3 29.8 54.1 35.7 35.0 20.7 45.5 25.6
Old : 43.3 29.8 54.1 35.7 35.0 20.7 45.5 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,827: 10,776 4,333 8,204 42,152 19,402 61,132 31,939: 7,695 36,888
Old : 68,827: 10,776 4,333 8,204 42,152 19,402 61,132 31,939: 7,695 36,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -2,408: -2,005 1,135 1,895 2,338 6,505 2,228 9,535: -4,636 -11,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 6.3 11.9 61.2 28.2 88.8 46.4: 11.2 53.6
Old : 100.0: 15.7 6.3 11.9 61.2 28.2 88.8 46.4: 11.2 53.6
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 : 61: 14 9 5 27 20 43 32:
Old : 61: 14 9 5 27 20 43 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 24.7 55.0 32.5 30.9 11.3 41.5 15.7
Old : 38.9 24.7 55.0 32.5 30.9 11.3 41.5 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2012