BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 29, 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 : 4,268: 60 0 0 3,211 4,062 3,271 4,062: 997 206
Old : 4,268: 60 0 0 3,211 4,062 3,271 4,062: 997 206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 60: 0 0 0 -36 40 -36 40: 96 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 75.2 95.2 76.6 95.2: 23.4 4.8
Old : 100.0: 1.4 0.0 0.0 75.2 95.2 76.6 95.2: 23.4 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 14 9 15 9:
Old : 21: 1 0 0 14 9 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 89.3 64.7 95.1 48.5 88.4 63.5 93.0
Old : 48.9 89.3 64.7 95.1 48.5 88.4 63.5 93.0
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 29, 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 : 29,705: 332 8,970 547 25,355 14,400 26,234 23,917: 3,471 5,788
Old : 29,705: 332 8,970 547 25,355 14,400 26,234 23,917: 3,471 5,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 760: -7 164 127 653 274 773 565: -13 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 30.2 1.8 85.4 48.5 88.3 80.5: 11.7 19.5
Old : 100.0: 1.1 30.2 1.8 85.4 48.5 88.3 80.5: 11.7 19.5
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 : 66: 3 22 10 30 24 42 47:
Old : 66: 3 22 10 30 24 42 47:
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 : 50.9 36.4 64.7 51.2 50.9 34.2 64.2 48.0
Old : 50.9 36.4 64.7 51.2 50.9 34.2 64.2 48.0
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 29, 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 : 195,408: 49,435 30,323 34,008 91,800 100,679 175,243 165,010: 20,165 30,398
Old : 139,013: 41,829 32,571 16,727 67,820 69,480 126,376 118,778: 12,637 20,235
Other: 56,395: 18,582 8,728 6,305 23,980 31,199 48,867 46,232: 7,528 10,163
: : :
: : Changes in Commitments from: June 22, 2010 :
: 4,842: 3,804 72 2,126 293 2,029 6,223 4,227: -1,381 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 15.5 17.4 47.0 51.5 89.7 84.4: 10.3 15.6
Old : 100.0: 30.1 23.4 12.0 48.8 50.0 90.9 85.4: 9.1 14.6
Other: 100.0: 32.9 15.5 11.2 42.5 55.3 86.7 82.0: 13.3 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 80 63 78 52 67 180 177:
Old : 233: 77 76 57 40 61 153 161:
Other: 139: 43 30 22 36 49 92 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 26.5 35.9 34.8 21.5 25.1 34.3 32.0
Old : 26.1 29.5 39.6 38.2 24.1 28.8 37.5 36.9
Other: 37.0 26.5 51.9 38.3 35.2 24.0 46.8 33.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 29, 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 : 321,443: 112,597 60,782 48,712 133,402 151,579 294,711 261,073: 26,732 60,370
Old : 321,443: 112,597 60,782 48,712 133,402 151,579 294,711 261,073: 26,732 60,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -1,750: -2,967 2,838 933 3,248 -3,959 1,214 -188: -2,964 -1,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 18.9 15.2 41.5 47.2 91.7 81.2: 8.3 18.8
Old : 100.0: 35.0 18.9 15.2 41.5 47.2 91.7 81.2: 8.3 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 : 368: 104 81 95 67 154 222 291:
Old : 368: 104 81 95 67 154 222 291:
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 : 20.0 13.7 32.6 20.8 19.5 12.8 31.2 19.2
Old : 20.0 13.7 32.6 20.8 19.5 12.8 31.2 19.2
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 29, 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 : 9,384: 3,768 3,617 825 2,766 3,064 7,359 7,506: 2,025 1,878
Old : 9,384: 3,768 3,617 825 2,766 3,064 7,359 7,506: 2,025 1,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -58: 258 274 -353 45 -159 -50 -238: -8 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 38.5 8.8 29.5 32.7 78.4 80.0: 21.6 20.0
Old : 100.0: 40.2 38.5 8.8 29.5 32.7 78.4 80.0: 21.6 20.0
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 : 76: 27 25 14 16 16 50 49:
Old : 76: 27 25 14 16 16 50 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 27.0 52.8 42.6 38.5 27.0 50.9 41.0
Old : 38.5 27.0 52.8 42.6 38.5 27.0 50.9 41.0
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 29, 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 : 36,920: 14,767 7,175 3,257 12,106 8,764 30,130 19,196: 6,790 17,724
Old : 36,920: 14,767 7,175 3,257 12,106 8,764 30,130 19,196: 6,790 17,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 1,835: 888 233 407 784 912 2,079 1,552: -244 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 19.4 8.8 32.8 23.7 81.6 52.0: 18.4 48.0
Old : 100.0: 40.0 19.4 8.8 32.8 23.7 81.6 52.0: 18.4 48.0
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 : 147: 39 23 22 42 54 91 91:
Old : 147: 39 23 22 42 54 91 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 17.1 34.3 23.9 20.6 12.8 32.5 18.7
Old : 20.6 17.1 34.3 23.9 20.6 12.8 32.5 18.7
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 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 27,056: 4,071 1,155 602 17,721 25,115 22,394 26,872: 4,662 184
Old : 27,056: 4,071 1,155 602 17,721 25,115 22,394 26,872: 4,662 184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -79: 0 -259 0 -88 164 -88 -95: 9 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 4.3 2.2 65.5 92.8 82.8 99.3: 17.2 0.7
Old : 100.0: 15.0 4.3 2.2 65.5 92.8 82.8 99.3: 17.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 3 1 13 9 19 12:
Old : 23: 5 3 1 13 9 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 76.2 70.6 93.8 31.4 60.1 40.5 62.5
Old : 53.3 76.2 70.6 93.8 31.4 60.1 40.5 62.5
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 29, 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 : 88,461: 31,575 15,681 27 20,026 58,490 51,628 74,198: 36,833 14,263
Old : 88,461: 31,575 15,681 27 20,026 58,490 51,628 74,198: 36,833 14,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 2,064: -6,924 3,535 12 6,863 -2,289 -49 1,258: 2,113 806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 17.7 0.0 22.6 66.1 58.4 83.9: 41.6 16.1
Old : 100.0: 35.7 17.7 0.0 22.6 66.1 58.4 83.9: 41.6 16.1
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 : 64: 22 15 4 19 16 42 34:
Old : 64: 22 15 4 19 16 42 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 : 29.8 50.7 37.4 70.4 29.8 50.6 37.0 70.3
Old : 29.8 50.7 37.4 70.4 29.8 50.6 37.0 70.3
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 29, 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 : 42,840: 7,647 20,495 2 26,887 8,205 34,536 28,702: 8,304 14,138
Old : 42,840: 7,647 20,495 2 26,887 8,205 34,536 28,702: 8,304 14,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -721: -1,973 610 0 -316 -1,265 -2,289 -655: 1,568 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 47.8 0.0 62.8 19.2 80.6 67.0: 19.4 33.0
Old : 100.0: 17.9 47.8 0.0 62.8 19.2 80.6 67.0: 19.4 33.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 11 13 1 8 10 20 23:
Old : 39: 11 13 1 8 10 20 23:
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 : 56.9 30.0 69.5 46.0 56.9 30.0 68.7 46.0
Old : 56.9 30.0 69.5 46.0 56.9 30.0 68.7 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, June 29, 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 : 66,846: 45,712 3,216 1 15,277 62,175 60,990 65,392: 5,856 1,454
Old : 66,846: 45,712 3,216 1 15,277 62,175 60,990 65,392: 5,856 1,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 6,190: 4,915 -1,942 -30 1,061 7,761 5,946 5,789: 244 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 4.8 0.0 22.9 93.0 91.2 97.8: 8.8 2.2
Old : 100.0: 68.4 4.8 0.0 22.9 93.0 91.2 97.8: 8.8 2.2
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 : 79: 37 12 1 14 18 51 31:
Old : 79: 37 12 1 14 18 51 31:
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 : 53.9 65.5 69.0 85.3 53.9 65.1 69.0 84.9
Old : 53.9 65.5 69.0 85.3 53.9 65.1 69.0 84.9
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 29, 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 : 121,233: 17,626 52,397 580 88,635 36,665 106,841 89,642: 14,392 31,591
Old : 121,233: 17,626 52,397 580 88,635 36,665 106,841 89,642: 14,392 31,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -4,238: 1,705 -9,870 83 -5,010 5,136 -3,222 -4,651: -1,016 413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 43.2 0.5 73.1 30.2 88.1 73.9: 11.9 26.1
Old : 100.0: 14.5 43.2 0.5 73.1 30.2 88.1 73.9: 11.9 26.1
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 : 93: 18 38 4 14 28 36 66:
Old : 93: 18 38 4 14 28 36 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 : 59.1 27.3 72.5 38.4 59.0 27.0 71.9 38.1
Old : 59.1 27.3 72.5 38.4 59.0 27.0 71.9 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, June 29, 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 : 120,484: 51,721 24,294 0 43,161 74,113 94,882 98,407: 25,602 22,077
Old : 120,484: 51,721 24,294 0 43,161 74,113 94,882 98,407: 25,602 22,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 29,069: 22,464 -1,333 -483 -356 34,677 21,625 32,861: 7,444 -3,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 20.2 0.0 35.8 61.5 78.8 81.7: 21.2 18.3
Old : 100.0: 42.9 20.2 0.0 35.8 61.5 78.8 81.7: 21.2 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 30 30 0 18 33 48 63:
Old : 105: 30 30 0 18 33 48 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 37.9 45.4 53.2 33.5 37.6 44.8 52.9
Old : 33.6 37.9 45.4 53.2 33.5 37.6 44.8 52.9
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 29, 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 : 225,752: 43,357 117,027 961 140,113 56,627 184,431 174,615: 41,321 51,137
Old : 225,752: 43,357 117,027 961 140,113 56,627 184,431 174,615: 41,321 51,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 1,702: 2,344 5,040 197 696 -1,570 3,237 3,667: -1,535 -1,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 51.8 0.4 62.1 25.1 81.7 77.3: 18.3 22.7
Old : 100.0: 19.2 51.8 0.4 62.1 25.1 81.7 77.3: 18.3 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 40 65 15 36 40 84 112:
Old : 169: 40 65 15 36 40 84 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 29.6 50.4 38.5 42.2 29.5 49.3 37.9
Old : 42.2 29.6 50.4 38.5 42.2 29.5 49.3 37.9
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 29, 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 : 12,880: 8,459 5,973 0 1,957 5,511 10,416 11,484: 2,464 1,396
Old : 12,880: 8,459 5,973 0 1,957 5,511 10,416 11,484: 2,464 1,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 2,404: 1,738 74 0 763 2,239 2,501 2,313: -97 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 46.4 0.0 15.2 42.8 80.9 89.2: 19.1 10.8
Old : 100.0: 65.7 46.4 0.0 15.2 42.8 80.9 89.2: 19.1 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 9 12 0 6 10 15 22:
Old : 35: 9 12 0 6 10 15 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 : 55.4 53.6 70.1 70.7 55.4 53.6 70.1 70.7
Old : 55.4 53.6 70.1 70.7 55.4 53.6 70.1 70.7
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 29, 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 : 7,217,903: 969,617 518,865 783,639 4,605,455 5,018,014 6,358,711 6,320,518: 859,192 897,385
Old : 7,217,903: 969,617 518,865 783,639 4,605,455 5,018,014 6,358,711 6,320,518: 859,192 897,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 149,591: 1,634 101,934 59,113 11,359 2,514 72,106 163,561: 77,485 -13,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 7.2 10.9 63.8 69.5 88.1 87.6: 11.9 12.4
Old : 100.0: 13.4 7.2 10.9 63.8 69.5 88.1 87.6: 11.9 12.4
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 : 254: 51 55 73 124 132 224 218:
Old : 254: 51 55 73 124 132 224 218:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 30.5 46.0 40.6 32.5 25.7 42.0 32.6
Old : 33.0 30.5 46.0 40.6 32.5 25.7 42.0 32.6
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 29, 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 : 850,401: 69,820 70,834 18,957 613,773 639,288 702,550 729,079: 147,851 121,322
Old : 850,401: 69,820 70,834 18,957 613,773 639,288 702,550 729,079: 147,851 121,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 28,309: 2,054 -2,065 7,576 19,139 23,798 28,769 29,309: -460 -1,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 8.3 2.2 72.2 75.2 82.6 85.7: 17.4 14.3
Old : 100.0: 8.2 8.3 2.2 72.2 75.2 82.6 85.7: 17.4 14.3
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 : 513: 91 105 38 201 210 314 332:
Old : 513: 91 105 38 201 210 314 332:
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 12.5 28.0 21.7 15.8 11.5 24.1 19.9
Old : 18.4 12.5 28.0 21.7 15.8 11.5 24.1 19.9
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 29, 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 : 299,932: 20,627 34,920 581 210,294 187,800 231,502 223,301: 68,430 76,631
Old : 299,932: 20,627 34,920 581 210,294 187,800 231,502 223,301: 68,430 76,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -711: -2,468 9,064 -455 449 -5,534 -2,474 3,075: 1,763 -3,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 11.6 0.2 70.1 62.6 77.2 74.5: 22.8 25.5
Old : 100.0: 6.9 11.6 0.2 70.1 62.6 77.2 74.5: 22.8 25.5
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 : 132: 14 22 7 63 58 81 83:
Old : 132: 14 22 7 63 58 81 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 : 24.6 23.6 35.2 35.8 23.2 23.5 33.7 34.6
Old : 24.6 23.6 35.2 35.8 23.2 23.5 33.7 34.6
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 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,752,345: 308,407 242,012 29,438 2,017,397 2,257,440 2,355,242 2,528,890: 397,103 223,455
Old : 2,752,345: 308,407 242,012 29,438 2,017,397 2,257,440 2,355,242 2,528,890: 397,103 223,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 145,100: 54,222 -24,033 8,542 93,450 146,659 156,214 131,168: -11,114 13,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.8 1.1 73.3 82.0 85.6 91.9: 14.4 8.1
Old : 100.0: 11.2 8.8 1.1 73.3 82.0 85.6 91.9: 14.4 8.1
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 : 461: 84 97 30 165 188 268 296:
Old : 461: 84 97 30 165 188 268 296:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 12.5 32.2 21.6 17.8 10.4 27.5 18.9
Old : 21.4 12.5 32.2 21.6 17.8 10.4 27.5 18.9
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 29, 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 : 93,219: 9,981 7,631 0 73,407 82,110 83,388 89,741: 9,831 3,478
Old : 93,219: 9,981 7,631 0 73,407 82,110 83,388 89,741: 9,831 3,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 3,070: -164 -186 -967 5,292 4,043 4,161 2,890: -1,091 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 8.2 0.0 78.7 88.1 89.5 96.3: 10.5 3.7
Old : 100.0: 10.7 8.2 0.0 78.7 88.1 89.5 96.3: 10.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 9 2 0 47 39 56 41:
Old : 85: 9 2 0 47 39 56 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 48.1 50.9 65.2 33.1 48.1 47.4 63.7
Old : 34.0 48.1 50.9 65.2 33.1 48.1 47.4 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, June 29, 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 : 59,605: 9,173 11,680 280 45,452 43,248 54,905 55,208: 4,700 4,397
Old : 59,605: 9,173 11,680 280 45,452 43,248 54,905 55,208: 4,700 4,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 1,760: -4,055 777 -116 5,433 214 1,261 875: 498 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 19.6 0.5 76.3 72.6 92.1 92.6: 7.9 7.4
Old : 100.0: 15.4 19.6 0.5 76.3 72.6 92.1 92.6: 7.9 7.4
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 : 214: 53 45 8 60 73 118 121:
Old : 214: 53 45 8 60 73 118 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 26.3 46.5 39.2 31.3 26.3 44.4 39.2
Old : 32.0 26.3 46.5 39.2 31.3 26.3 44.4 39.2
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 29, 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 : 298,025: 45,867 58,402 1,399 227,258 216,240 274,524 276,041: 23,501 21,984
Old : 298,025: 45,867 58,402 1,399 227,258 216,240 274,524 276,041: 23,501 21,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 8,798: -20,275 3,887 -582 27,164 1,070 6,307 4,375: 2,491 4,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 19.6 0.5 76.3 72.6 92.1 92.6: 7.9 7.4
Old : 100.0: 15.4 19.6 0.5 76.3 72.6 92.1 92.6: 7.9 7.4
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 : 214: 53 45 8 60 73 118 121:
Old : 214: 53 45 8 60 73 118 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 26.3 46.5 39.2 31.3 26.3 44.4 39.2
Old : 32.0 26.3 46.5 39.2 31.3 26.3 44.4 39.2
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 29, 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 : 59,657: 28,105 15,251 783 11,191 27,689 40,079 43,723: 19,578 15,934
Old : 59,657: 28,105 15,251 783 11,191 27,689 40,079 43,723: 19,578 15,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -683: -1,704 -2,752 702 -434 470 -1,436 -1,580: 753 897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 25.6 1.3 18.8 46.4 67.2 73.3: 32.8 26.7
Old : 100.0: 47.1 25.6 1.3 18.8 46.4 67.2 73.3: 32.8 26.7
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 : 54: 19 12 4 14 17 36 30:
Old : 54: 19 12 4 14 17 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 37.3 32.8 53.0 19.2 36.3 32.2 49.5
Old : 19.9 37.3 32.8 53.0 19.2 36.3 32.2 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, June 29, 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 : 30,291: 10,916 4,804 8 12,206 9,434 23,130 14,246: 7,161 16,045
Old : 30,291: 10,916 4,804 8 12,206 9,434 23,130 14,246: 7,161 16,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -549: 702 -83 0 1,377 538 2,079 455: -2,628 -1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 15.9 0.0 40.3 31.1 76.4 47.0: 23.6 53.0
Old : 100.0: 36.0 15.9 0.0 40.3 31.1 76.4 47.0: 23.6 53.0
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 : 45: 14 9 1 15 11 29 21:
Old : 45: 14 9 1 15 11 29 21:
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 : 34.6 26.2 48.1 34.1 34.6 26.2 48.1 33.9
Old : 34.6 26.2 48.1 34.1 34.6 26.2 48.1 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, June 29, 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 : 39,754: 5,483 5,845 277 24,864 22,990 30,624 29,112: 9,130 10,642
Old : 39,754: 5,483 5,845 277 24,864 22,990 30,624 29,112: 9,130 10,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 1,710: -828 1,797 118 1,310 1,899 600 3,814: 1,110 -2,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 14.7 0.7 62.5 57.8 77.0 73.2: 23.0 26.8
Old : 100.0: 13.8 14.7 0.7 62.5 57.8 77.0 73.2: 23.0 26.8
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 : 51: 6 11 1 16 22 23 33:
Old : 51: 6 11 1 16 22 23 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 : 47.5 27.9 62.0 40.1 44.5 27.9 56.8 38.6
Old : 47.5 27.9 62.0 40.1 44.5 27.9 56.8 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, June 29, 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 : 39,813: 9,113 212 300 27,100 37,472 36,513 37,984: 3,300 1,829
Old : 39,813: 9,113 212 300 27,100 37,472 36,513 37,984: 3,300 1,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 5,385: 2,794 212 0 3,171 5,547 5,965 5,759: -580 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 0.5 0.8 68.1 94.1 91.7 95.4: 8.3 4.6
Old : 100.0: 22.9 0.5 0.8 68.1 94.1 91.7 95.4: 8.3 4.6
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 : 50: 10 1 1 25 22 35 24:
Old : 50: 10 1 1 25 22 35 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 61.1 62.0 76.2 48.6 60.2 60.2 74.9
Old : 50.0 61.1 62.0 76.2 48.6 60.2 60.2 74.9
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 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 25,519: 6,115 713 0 13,497 23,146 19,612 23,859: 5,907 1,660
Old : 25,519: 6,115 713 0 13,497 23,146 19,612 23,859: 5,907 1,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 503: 315 478 0 628 115 943 593: -440 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 2.8 0.0 52.9 90.7 76.9 93.5: 23.1 6.5
Old : 100.0: 24.0 2.8 0.0 52.9 90.7 76.9 93.5: 23.1 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 2 0 17 15 28 17:
Old : 40: 11 2 0 17 15 28 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 : 39.3 66.8 54.2 83.0 38.4 66.8 53.3 82.9
Old : 39.3 66.8 54.2 83.0 38.4 66.8 53.3 82.9
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 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 16,251: 2,725 5,142 226 9,903 10,302 12,854 15,670: 3,397 581
Old : 16,251: 2,725 5,142 226 9,903 10,302 12,854 15,670: 3,397 581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -171: -241 -165 226 -126 -23 -141 38: -30 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 31.6 1.4 60.9 63.4 79.1 96.4: 20.9 3.6
Old : 100.0: 16.8 31.6 1.4 60.9 63.4 79.1 96.4: 20.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 7 1 6 2 14 10:
Old : 22: 8 7 1 6 2 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 : 60.9 90.0 71.2 95.0 60.9 90.0 70.8 94.2
Old : 60.9 90.0 71.2 95.0 60.9 90.0 70.8 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 2, 2010