BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,185: 60 0 0 3,225 4,016 3,285 4,016: 900 169
Old : 4,185: 60 0 0 3,225 4,016 3,285 4,016: 900 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 84: 0 0 0 129 84 129 84: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 77.1 96.0 78.5 96.0: 21.5 4.0
Old : 100.0: 1.4 0.0 0.0 77.1 96.0 78.5 96.0: 21.5 4.0
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 : 22: 1 0 0 15 8 16 8:
Old : 22: 1 0 0 15 8 16 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 90.5 65.1 96.0 48.3 89.8 64.1 94.2
Old : 49.3 90.5 65.1 96.0 48.3 89.8 64.1 94.2
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 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 28,243: 416 8,385 212 24,211 14,162 24,839 22,759: 3,404 5,484
Old : 28,243: 416 8,385 212 24,211 14,162 24,839 22,759: 3,404 5,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 482: 115 31 -98 323 262 340 195: 142 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 29.7 0.8 85.7 50.1 87.9 80.6: 12.1 19.4
Old : 100.0: 1.5 29.7 0.8 85.7 50.1 87.9 80.6: 12.1 19.4
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 : 63: 3 20 6 29 22 37 43:
Old : 63: 3 20 6 29 22 37 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 38.3 64.3 54.9 52.5 35.9 64.2 52.5
Old : 52.5 38.3 64.3 54.9 52.5 35.9 64.2 52.5
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 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 182,151: 44,290 29,781 27,979 88,994 96,891 161,263 154,651: 20,888 27,500
Old : 136,340: 35,141 31,613 15,845 70,931 70,191 121,917 117,649: 14,423 18,691
Other: 45,811: 17,333 6,352 3,950 18,063 26,700 39,346 37,002: 6,465 8,809
: : :
: : Changes in Commitments from: June 8, 2010 :
: -2,099: 1,040 3,253 -743 -1,696 1,388 -1,399 3,898: -700 -5,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 16.3 15.4 48.9 53.2 88.5 84.9: 11.5 15.1
Old : 100.0: 25.8 23.2 11.6 52.0 51.5 89.4 86.3: 10.6 13.7
Other: 100.0: 37.8 13.9 8.6 39.4 58.3 85.9 80.8: 14.1 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 70 66 82 45 60 166 173:
Old : 218: 72 70 62 36 52 140 159:
Other: 123: 29 31 22 33 44 79 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 27.6 37.6 36.7 22.3 26.9 36.1 34.0
Old : 26.7 30.3 42.8 40.4 24.7 30.3 40.7 39.6
Other: 31.7 25.8 46.3 36.1 31.4 24.4 45.7 31.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 325,154: 113,490 53,433 52,811 132,770 158,503 299,071 264,747: 26,083 60,407
Old : 325,154: 113,490 53,433 52,811 132,770 158,503 299,071 264,747: 26,083 60,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -5,670: -3,959 5,742 -2,201 14 -7,616 -6,146 -4,075: 476 -1,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 16.4 16.2 40.8 48.7 92.0 81.4: 8.0 18.6
Old : 100.0: 34.9 16.4 16.2 40.8 48.7 92.0 81.4: 8.0 18.6
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 : 375: 117 70 101 74 159 240 291:
Old : 375: 117 70 101 74 159 240 291:
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 : 19.6 13.4 31.8 21.0 18.6 12.2 30.1 18.9
Old : 19.6 13.4 31.8 21.0 18.6 12.2 30.1 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, June 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,361: 3,458 2,754 1,331 2,715 3,458 7,504 7,543: 1,857 1,818
Old : 9,361: 3,458 2,754 1,331 2,715 3,458 7,504 7,543: 1,857 1,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -295: 81 512 -363 -82 -221 -364 -72: 69 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 29.4 14.2 29.0 36.9 80.2 80.6: 19.8 19.4
Old : 100.0: 36.9 29.4 14.2 29.0 36.9 80.2 80.6: 19.8 19.4
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 : 69: 17 26 11 16 16 41 48:
Old : 69: 17 26 11 16 16 41 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 : 37.2 25.1 52.7 39.2 37.2 25.0 49.1 37.0
Old : 37.2 25.1 52.7 39.2 37.2 25.0 49.1 37.0
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 - Futures Only, June 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 33,485: 14,155 6,590 2,395 10,509 7,114 27,059 16,099: 6,426 17,386
Old : 33,485: 14,155 6,590 2,395 10,509 7,114 27,059 16,099: 6,426 17,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 946: -100 -210 362 404 10 666 162: 280 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 19.7 7.2 31.4 21.2 80.8 48.1: 19.2 51.9
Old : 100.0: 42.3 19.7 7.2 31.4 21.2 80.8 48.1: 19.2 51.9
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 : 137: 35 24 20 37 50 83 84:
Old : 137: 35 24 20 37 50 83 84:
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 : 21.8 14.5 35.4 21.4 21.8 12.0 34.9 18.1
Old : 21.8 14.5 35.4 21.4 21.8 12.0 34.9 18.1
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 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 31,282: 3,699 982 721 21,232 26,567 25,652 28,270: 5,630 3,012
Old : 31,282: 3,699 982 721 21,232 26,567 25,652 28,270: 5,630 3,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 2,020: 0 17 4 2,010 -629 2,014 -608: 6 2,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 3.1 2.3 67.9 84.9 82.0 90.4: 18.0 9.6
Old : 100.0: 11.8 3.1 2.3 67.9 84.9 82.0 90.4: 18.0 9.6
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 : 26: 6 3 2 14 11 21 15:
Old : 26: 6 3 2 14 11 21 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 : 53.2 68.7 69.0 83.4 30.4 53.3 40.3 56.3
Old : 53.2 68.7 69.0 83.4 30.4 53.3 40.3 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, June 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 127,919: 37,460 10,106 7,558 47,624 95,293 92,642 112,957: 35,277 14,962
Old : 127,919: 37,460 10,106 7,558 47,624 95,293 92,642 112,957: 35,277 14,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 6,481: 685 -4,159 2,887 2,681 6,816 6,253 5,544: 228 937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 7.9 5.9 37.2 74.5 72.4 88.3: 27.6 11.7
Old : 100.0: 29.3 7.9 5.9 37.2 74.5 72.4 88.3: 27.6 11.7
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 : 65: 22 12 6 21 23 46 38:
Old : 65: 22 12 6 21 23 46 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 43.6 49.0 67.9 29.3 36.9 37.2 55.3
Old : 35.0 43.6 49.0 67.9 29.3 36.9 37.2 55.3
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 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 44,092: 8,852 25,328 1 27,792 4,332 36,645 29,661: 7,447 14,431
Old : 44,092: 8,852 25,328 1 27,792 4,332 36,645 29,661: 7,447 14,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -15,530: -5,259 -198 -343 -8,308 -11,652 -13,910 -12,193: -1,620 -3,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 57.4 0.0 63.0 9.8 83.1 67.3: 16.9 32.7
Old : 100.0: 20.1 57.4 0.0 63.0 9.8 83.1 67.3: 16.9 32.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 8 18 1 9 7 18 25:
Old : 40: 8 18 1 9 7 18 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 : 58.1 35.6 72.8 48.1 58.1 35.6 72.5 48.1
Old : 58.1 35.6 72.8 48.1 58.1 35.6 72.5 48.1
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 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 52,676: 33,414 5,117 28 14,151 46,245 47,593 51,390: 5,083 1,286
Old : 52,676: 33,414 5,117 28 14,151 46,245 47,593 51,390: 5,083 1,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -35,586: 9,165 -1,706 -423 -45,472 -32,745 -36,730 -34,874: 1,144 -712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 9.7 0.1 26.9 87.8 90.4 97.6: 9.6 2.4
Old : 100.0: 63.4 9.7 0.1 26.9 87.8 90.4 97.6: 9.6 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 : 69: 26 17 1 13 16 39 34:
Old : 69: 26 17 1 13 16 39 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 64.7 69.4 82.7 58.8 63.9 69.2 81.8
Old : 58.8 64.7 69.4 82.7 58.8 63.9 69.2 81.8
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 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 119,301: 13,081 61,215 491 91,566 25,052 105,138 86,758: 14,163 32,543
Old : 119,301: 13,081 61,215 491 91,566 25,052 105,138 86,758: 14,163 32,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -47,775: -1,065 -27,611 -2,533 -42,857 -12,160 -46,455 -42,304: -1,320 -5,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 51.3 0.4 76.8 21.0 88.1 72.7: 11.9 27.3
Old : 100.0: 11.0 51.3 0.4 76.8 21.0 88.1 72.7: 11.9 27.3
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 : 90: 14 43 3 12 24 29 67:
Old : 90: 14 43 3 12 24 29 67:
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 : 63.5 25.1 77.4 35.6 63.5 24.8 77.1 35.3
Old : 63.5 25.1 77.4 35.6 63.5 24.8 77.1 35.3
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 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 82,217: 23,304 26,984 0 43,467 26,882 66,771 53,866: 15,446 28,351
Old : 82,217: 23,304 26,984 0 43,467 26,882 66,771 53,866: 15,446 28,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -50,793: -5,215 -14,082 -234 -41,545 -36,713 -46,994 -51,029: -3,799 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 32.8 0.0 52.9 32.7 81.2 65.5: 18.8 34.5
Old : 100.0: 28.3 32.8 0.0 52.9 32.7 81.2 65.5: 18.8 34.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 18 28 0 19 23 37 51:
Old : 83: 18 28 0 19 23 37 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 32.9 54.1 40.5 40.3 32.1 53.6 39.8
Old : 40.7 32.9 54.1 40.5 40.3 32.1 53.6 39.8
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 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 227,632: 49,526 111,886 1,855 133,605 58,614 184,986 172,355: 42,646 55,277
Old : 227,632: 49,526 111,886 1,855 133,605 58,614 184,986 172,355: 42,646 55,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -77,428: 3,588 -45,997 -8,040 -64,953 -28,558 -69,405 -82,595: -8,023 5,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 49.2 0.8 58.7 25.7 81.3 75.7: 18.7 24.3
Old : 100.0: 21.8 49.2 0.8 58.7 25.7 81.3 75.7: 18.7 24.3
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 : 161: 43 57 14 33 35 85 98:
Old : 161: 43 57 14 33 35 85 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 : 40.6 29.5 49.2 37.6 40.6 28.5 48.5 36.6
Old : 40.6 29.5 49.2 37.6 40.6 28.5 48.5 36.6
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 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 9,089: 4,329 6,458 0 2,855 1,261 7,184 7,719: 1,905 1,370
Old : 9,089: 4,329 6,458 0 2,855 1,261 7,184 7,719: 1,905 1,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -8,873: -1,901 -641 -39 -7,446 -7,641 -9,386 -8,321: 513 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 71.1 0.0 31.4 13.9 79.0 84.9: 21.0 15.1
Old : 100.0: 47.6 71.1 0.0 31.4 13.9 79.0 84.9: 21.0 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 : 24: 8 7 0 6 3 14 10:
Old : 24: 8 7 0 6 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 : 42.7 74.5 63.5 82.3 42.7 74.5 63.5 82.3
Old : 42.7 74.5 63.5 82.3 42.7 74.5 63.5 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, June 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 6,922,716: 882,505 305,276 739,409 4,543,675 4,991,656 6,165,589 6,036,341: 757,127 886,375
Old : 6,922,716: 882,505 305,276 739,409 4,543,675 4,991,656 6,165,589 6,036,341: 757,127 886,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -698,142: 163,449 -183,187 -22,006 -832,821 -453,117 -691,378 -658,310: -6,764 -39,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 4.4 10.7 65.6 72.1 89.1 87.2: 10.9 12.8
Old : 100.0: 12.7 4.4 10.7 65.6 72.1 89.1 87.2: 10.9 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 52 48 77 120 133 217 221:
Old : 246: 52 48 77 120 133 217 221:
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 : 34.0 32.6 47.1 41.5 33.5 27.4 43.4 33.9
Old : 34.0 32.6 47.1 41.5 33.5 27.4 43.4 33.9
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 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,132,309: 67,613 83,149 45,466 819,504 825,894 932,584 954,509: 199,725 177,801
Old : 1,132,309: 67,613 83,149 45,466 819,504 825,894 932,584 954,509: 199,725 177,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.3 4.0 72.4 72.9 82.4 84.3: 17.6 15.7
Old : 100.0: 6.0 7.3 4.0 72.4 72.9 82.4 84.3: 17.6 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 : 539: 100 118 81 227 231 377 383:
Old : 539: 100 118 81 227 231 377 383:
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 : 17.2 15.7 25.3 23.0 11.7 7.6 17.6 12.6
Old : 17.2 15.7 25.3 23.0 11.7 7.6 17.6 12.6
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 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 447,022: 23,800 35,838 10,474 306,299 303,674 340,573 349,986: 106,449 97,036
Old : 447,022: 23,800 35,838 10,474 306,299 303,674 340,573 349,986: 106,449 97,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 69,780: 1,851 -14,178 1,449 38,024 51,340 41,324 38,611: 28,456 31,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 8.0 2.3 68.5 67.9 76.2 78.3: 23.8 21.7
Old : 100.0: 5.3 8.0 2.3 68.5 67.9 76.2 78.3: 23.8 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 19 23 16 68 66 97 95:
Old : 138: 19 23 16 68 66 97 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 20.5 36.0 34.4 17.3 15.5 25.2 28.0
Old : 24.9 20.5 36.0 34.4 17.3 15.5 25.2 28.0
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 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,426,436: 315,215 332,701 78,814 2,566,027 2,611,098 2,960,056 3,022,613: 466,380 403,823
Old : 3,426,436: 315,215 332,701 78,814 2,566,027 2,611,098 2,960,056 3,022,613: 466,380 403,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 380,014: -96,735 -28,511 31,698 336,663 264,082 271,626 267,269: 108,388 112,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 9.7 2.3 74.9 76.2 86.4 88.2: 13.6 11.8
Old : 100.0: 9.2 9.7 2.3 74.9 76.2 86.4 88.2: 13.6 11.8
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 : 496: 97 107 68 197 216 331 356:
Old : 496: 97 107 68 197 216 331 356:
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 : 18.6 14.9 27.3 22.0 14.4 9.1 22.1 15.3
Old : 18.6 14.9 27.3 22.0 14.4 9.1 22.1 15.3
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 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 106,814: 12,613 8,105 393 82,192 92,241 95,198 100,739: 11,616 6,075
Old : 106,814: 12,613 8,105 393 82,192 92,241 95,198 100,739: 11,616 6,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 7,396: -1,043 -938 193 3,839 6,103 2,989 5,358: 4,407 2,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 7.6 0.4 76.9 86.4 89.1 94.3: 10.9 5.7
Old : 100.0: 11.8 7.6 0.4 76.9 86.4 89.1 94.3: 10.9 5.7
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 : 83: 8 3 3 51 44 61 48:
Old : 83: 8 3 3 51 44 61 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 : 32.7 47.0 48.8 64.0 27.5 39.3 40.3 55.2
Old : 32.7 47.0 48.8 64.0 27.5 39.3 40.3 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, June 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 121,827: 11,012 13,265 6,674 83,683 85,568 101,368 105,507: 20,459 16,320
Old : 121,827: 11,012 13,265 6,674 83,683 85,568 101,368 105,507: 20,459 16,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 10.9 5.5 68.7 70.2 83.2 86.6: 16.8 13.4
Old : 100.0: 9.0 10.9 5.5 68.7 70.2 83.2 86.6: 16.8 13.4
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 : 221: 62 31 16 90 92 158 133:
Old : 221: 62 31 16 90 92 158 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 21.4 32.6 36.0 10.4 14.8 17.2 24.2
Old : 19.3 21.4 32.6 36.0 10.4 14.8 17.2 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, June 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 30,128: 3,859 2,210 353 21,621 15,154 25,833 17,717: 4,295 12,411
Old : 30,128: 3,859 2,210 353 21,621 15,154 25,833 17,717: 4,295 12,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 4,341: 48 371 204 3,431 3,619 3,683 4,194: 658 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.3 1.2 71.8 50.3 85.7 58.8: 14.3 41.2
Old : 100.0: 12.8 7.3 1.2 71.8 50.3 85.7 58.8: 14.3 41.2
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 : 29: 2 2 1 18 16 21 18:
Old : 29: 2 2 1 18 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 40.1 66.6 49.9 48.5 40.1 63.7 46.2
Old : 50.0 40.1 66.6 49.9 48.5 40.1 63.7 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, June 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 458,495: 63,958 83,471 3,409 310,308 352,071 377,675 438,951: 80,820 19,544
Old : 458,495: 63,958 83,471 3,409 310,308 352,071 377,675 438,951: 80,820 19,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 90,315: 6,718 694 2,022 77,415 83,582 86,155 86,298: 4,160 4,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 18.2 0.7 67.7 76.8 82.4 95.7: 17.6 4.3
Old : 100.0: 13.9 18.2 0.7 67.7 76.8 82.4 95.7: 17.6 4.3
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 : 218: 61 32 13 82 88 148 128:
Old : 218: 61 32 13 82 88 148 128:
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 : 21.8 24.9 33.3 41.0 12.9 21.1 22.1 35.5
Old : 21.8 24.9 33.3 41.0 12.9 21.1 22.1 35.5
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 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 57,653: 27,729 15,323 1,576 10,978 24,015 40,283 40,914: 17,370 16,739
Old : 57,653: 27,729 15,323 1,576 10,978 24,015 40,283 40,914: 17,370 16,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -51,303: -2,017 -5,988 1,091 -46,219 -45,563 -47,145 -50,460: -4,158 -843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 26.6 2.7 19.0 41.7 69.9 71.0: 30.1 29.0
Old : 100.0: 48.1 26.6 2.7 19.0 41.7 69.9 71.0: 30.1 29.0
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 : 54: 20 13 4 12 14 35 28:
Old : 54: 20 13 4 12 14 35 28:
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 : 22.4 33.3 36.1 49.3 22.0 32.1 35.8 45.9
Old : 22.4 33.3 36.1 49.3 22.0 32.1 35.8 45.9
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 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 30,572: 10,479 4,582 0 11,614 7,714 22,093 12,296: 8,479 18,276
Old : 30,572: 10,479 4,582 0 11,614 7,714 22,093 12,296: 8,479 18,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -24,102: -5,793 -1,836 -1,946 -10,047 -18,975 -17,786 -22,757: -6,316 -1,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 15.0 0.0 38.0 25.2 72.3 40.2: 27.7 59.8
Old : 100.0: 34.3 15.0 0.0 38.0 25.2 72.3 40.2: 27.7 59.8
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 : 40: 13 8 0 12 8 25 16:
Old : 40: 13 8 0 12 8 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 24.3 49.5 31.5 36.7 24.3 49.2 31.5
Old : 36.7 24.3 49.5 31.5 36.7 24.3 49.2 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, June 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 33,333: 5,423 3,866 97 21,165 18,501 26,685 22,464: 6,648 10,869
Old : 33,333: 5,423 3,866 97 21,165 18,501 26,685 22,464: 6,648 10,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -43,104: 39 -13,424 -883 -18,385 -28,207 -19,229 -42,514: -23,875 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.6 0.3 63.5 55.5 80.1 67.4: 19.9 32.6
Old : 100.0: 16.3 11.6 0.3 63.5 55.5 80.1 67.4: 19.9 32.6
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 : 43: 6 9 1 15 18 22 27:
Old : 43: 6 9 1 15 18 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 33.0 60.9 44.4 44.6 32.4 58.1 41.8
Old : 45.5 33.0 60.9 44.4 44.6 32.4 58.1 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, June 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 39,543: 7,200 269 300 26,459 34,981 33,959 35,550: 5,584 3,993
Old : 39,543: 7,200 269 300 26,459 34,981 33,959 35,550: 5,584 3,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -246: -583 269 220 -1,795 -2,536 -2,158 -2,047: 1,912 1,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 0.7 0.8 66.9 88.5 85.9 89.9: 14.1 10.1
Old : 100.0: 18.2 0.7 0.8 66.9 88.5 85.9 89.9: 14.1 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 : 45: 7 1 1 24 26 31 28:
Old : 45: 7 1 1 24 26 31 28:
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 : 50.7 54.3 62.3 69.6 49.3 51.8 60.8 66.1
Old : 50.7 54.3 62.3 69.6 49.3 51.8 60.8 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, June 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 28,971: 5,287 235 89 14,114 23,622 19,490 23,946: 9,481 5,025
Old : 28,971: 5,287 235 89 14,114 23,622 19,490 23,946: 9,481 5,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 4,198: -728 0 89 1,209 1,637 570 1,726: 3,628 2,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 0.8 0.3 48.7 81.5 67.3 82.7: 32.7 17.3
Old : 100.0: 18.2 0.8 0.3 48.7 81.5 67.3 82.7: 32.7 17.3
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 : 32: 8 1 1 15 15 23 17:
Old : 32: 8 1 1 15 15 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 58.1 51.3 74.4 34.9 58.1 49.6 71.5
Old : 36.3 58.1 51.3 74.4 34.9 58.1 49.6 71.5
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 - Futures Only, June 15, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 19,765: 3,802 7,441 737 11,375 10,279 15,914 18,457: 3,851 1,308
Old : 19,765: 3,802 7,441 737 11,375 10,279 15,914 18,457: 3,851 1,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 1,004: 12 -632 736 1,131 1,618 1,879 1,722: -875 -718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 37.6 3.7 57.6 52.0 80.5 93.4: 19.5 6.6
Old : 100.0: 19.2 37.6 3.7 57.6 52.0 80.5 93.4: 19.5 6.6
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 : 25: 10 7 2 7 2 17 11:
Old : 25: 10 7 2 7 2 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 86.4 67.0 91.6 51.0 79.3 60.0 83.0
Old : 55.2 86.4 67.0 91.6 51.0 79.3 60.0 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 18, 2010