MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 39,182: 1,012 4,246 7,547 26,463 18,977 35,022 30,770: 4,160 8,412
Old : 39,182: 1,012 4,246 7,547 26,463 18,977 35,022 30,770: 4,160 8,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -6,383: -187 -1,133 -1,985 -3,835 -2,275 -6,007 -5,393: -376 -991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 10.8 19.3 67.5 48.4 89.4 78.5: 10.6 21.5
Old : 100.0: 2.6 10.8 19.3 67.5 48.4 89.4 78.5: 10.6 21.5
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 : 71: 10 14 17 38 32 57 55:
Old : 71: 10 14 17 38 32 57 55:
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 : 41.0 33.8 52.1 47.6 41.0 32.8 49.1 45.7
Old : 41.0 33.8 52.1 47.6 41.0 32.8 49.1 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 253,650: 73,792 13,528 59,745 92,723 138,517 226,260 211,790: 27,391 41,860
Old : 216,867: 66,292 18,839 45,848 83,160 118,673 195,300 183,360: 21,567 33,507
Other: 36,783: 14,168 1,358 7,228 9,563 19,844 30,959 28,430: 5,824 8,353
: : :
: : Changes in Commitments from: April 27, 2010 :
: 6,691: 2,029 -2,340 3,619 32 -2,506 5,679 -1,227: 1,011 7,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 5.3 23.6 36.6 54.6 89.2 83.5: 10.8 16.5
Old : 100.0: 30.6 8.7 21.1 38.3 54.7 90.1 84.5: 9.9 15.5
Other: 100.0: 38.5 3.7 19.6 26.0 53.9 84.2 77.3: 15.8 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 131 45 102 52 63 224 178:
Old : 258: 123 57 99 46 63 216 177:
Other: 108: 43 13 28 27 40 79 73:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 31.4 29.7 39.4 16.3 30.5 26.8 36.5
Old : 19.5 33.3 32.1 40.2 18.2 32.6 29.6 38.0
Other: 25.9 31.1 40.5 40.3 25.5 27.3 38.6 35.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 459,254: 154,617 16,446 132,891 137,702 224,970 425,210 374,307: 34,044 84,947
Old : 459,254: 154,617 16,446 132,891 137,702 224,970 425,210 374,307: 34,044 84,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 14,173: 6,035 6,376 2,134 2,767 2,829 10,935 11,338: 3,238 2,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 3.6 28.9 30.0 49.0 92.6 81.5: 7.4 18.5
Old : 100.0: 33.7 3.6 28.9 30.0 49.0 92.6 81.5: 7.4 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 174 62 124 96 186 329 327:
Old : 450: 174 62 124 96 186 329 327:
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 : 14.8 15.6 24.9 24.1 13.8 14.9 22.7 21.0
Old : 14.8 15.6 24.9 24.1 13.8 14.9 22.7 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 10,894: 4,999 698 1,397 2,319 7,026 8,715 9,121: 2,179 1,774
Old : 10,894: 4,999 698 1,397 2,319 7,026 8,715 9,121: 2,179 1,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -574: -566 -119 -230 194 -89 -602 -439: 28 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 6.4 12.8 21.3 64.5 80.0 83.7: 20.0 16.3
Old : 100.0: 45.9 6.4 12.8 21.3 64.5 80.0 83.7: 20.0 16.3
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 : 75: 33 8 12 22 25 61 41:
Old : 75: 33 8 12 22 25 61 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 : 28.1 38.8 43.5 53.2 28.1 38.8 43.5 52.1
Old : 28.1 38.8 43.5 53.2 28.1 38.8 43.5 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 48,768: 23,638 3,799 6,444 11,535 14,571 41,618 24,813: 7,150 23,954
Old : 48,768: 23,638 3,799 6,444 11,535 14,571 41,618 24,813: 7,150 23,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,562: -496 295 -932 -59 -854 -1,486 -1,491: -75 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 7.8 13.2 23.7 29.9 85.3 50.9: 14.7 49.1
Old : 100.0: 48.5 7.8 13.2 23.7 29.9 85.3 50.9: 14.7 49.1
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 : 187: 52 29 24 45 85 113 125:
Old : 187: 52 29 24 45 85 113 125:
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 : 17.8 8.6 30.1 15.3 17.7 8.0 29.5 13.1
Old : 17.8 8.6 30.1 15.3 17.7 8.0 29.5 13.1
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 with Delta-adjusted Options and Futures Combined, May 4, 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 : 30,226: 8,393 205 236 15,596 29,465 24,225 29,906: 6,001 320
Old : 30,226: 8,393 205 236 15,596 29,465 24,225 29,906: 6,001 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 1,175: -40 0 0 1,050 996 1,010 996: 165 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 0.7 0.8 51.6 97.5 80.1 98.9: 19.9 1.1
Old : 100.0: 27.8 0.7 0.8 51.6 97.5 80.1 98.9: 19.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 2 2 11 14 20 17:
Old : 27: 8 2 2 11 14 20 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 : 50.4 79.1 69.0 93.6 46.4 71.4 55.6 76.5
Old : 50.4 79.1 69.0 93.6 46.4 71.4 55.6 76.5
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 with Delta-adjusted Options and Futures Combined, May 4, 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 : 153,718: 67,161 11,863 5,375 30,522 116,234 103,057 133,472: 50,661 20,246
Old : 153,718: 67,161 11,863 5,375 30,522 116,234 103,057 133,472: 50,661 20,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -3,463: -5,932 -242 684 2,243 -4,859 -3,006 -4,418: -458 954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 7.7 3.5 19.9 75.6 67.0 86.8: 33.0 13.2
Old : 100.0: 43.7 7.7 3.5 19.9 75.6 67.0 86.8: 33.0 13.2
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 : 85: 39 11 14 27 25 69 47:
Old : 85: 39 11 14 27 25 69 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 : 27.1 45.5 35.4 63.8 27.1 44.4 35.2 60.1
Old : 27.1 45.5 35.4 63.8 27.1 44.4 35.2 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 54,704: 12,918 29,300 1,817 27,861 5,891 42,596 37,008: 12,108 17,697
Old : 54,704: 12,918 29,300 1,817 27,861 5,891 42,596 37,008: 12,108 17,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 2,716: -220 2,696 286 2,767 -1,920 2,833 1,063: -117 1,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 53.6 3.3 50.9 10.8 77.9 67.7: 22.1 32.3
Old : 100.0: 23.6 53.6 3.3 50.9 10.8 77.9 67.7: 22.1 32.3
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 : 46: 11 19 7 13 9 27 32:
Old : 46: 11 19 7 13 9 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 31.0 58.8 42.9 38.8 31.0 57.6 42.9
Old : 40.1 31.0 58.8 42.9 38.8 31.0 57.6 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 118,216: 91,669 8,626 128 19,957 107,529 111,754 116,283: 6,462 1,933
Old : 118,216: 91,669 8,626 128 19,957 107,529 111,754 116,283: 6,462 1,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -9,710: -15,887 -889 128 6,308 -8,435 -9,451 -9,196: -259 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 7.3 0.1 16.9 91.0 94.5 98.4: 5.5 1.6
Old : 100.0: 77.5 7.3 0.1 16.9 91.0 94.5 98.4: 5.5 1.6
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 : 103: 52 16 2 19 19 72 36:
Old : 103: 52 16 2 19 19 72 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 68.2 70.4 83.4 57.5 68.0 70.4 83.2
Old : 57.5 68.2 70.4 83.4 57.5 68.0 70.4 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 151,952: 13,152 78,650 12,119 106,681 25,089 131,952 115,859: 19,999 36,093
Old : 151,952: 13,152 78,650 12,119 106,681 25,089 131,952 115,859: 19,999 36,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 14,669: -55 10,597 2,398 12,689 -1,884 15,032 11,112: -363 3,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 51.8 8.0 70.2 16.5 86.8 76.2: 13.2 23.8
Old : 100.0: 8.7 51.8 8.0 70.2 16.5 86.8 76.2: 13.2 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 19 46 25 24 26 58 82:
Old : 101: 19 46 25 24 26 58 82:
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 : 48.8 27.4 62.8 36.4 48.3 27.2 59.1 36.0
Old : 48.8 27.4 62.8 36.4 48.3 27.2 59.1 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 166,851: 14,644 78,848 12,584 122,731 30,062 149,960 121,495: 16,891 45,356
Old : 166,851: 14,644 78,848 12,584 122,731 30,062 149,960 121,495: 16,891 45,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 13,077: -1,413 14,945 1,891 13,069 -5,719 13,546 11,117: -469 1,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 47.3 7.5 73.6 18.0 89.9 72.8: 10.1 27.2
Old : 100.0: 8.8 47.3 7.5 73.6 18.0 89.9 72.8: 10.1 27.2
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 : 115: 20 57 31 26 25 68 91:
Old : 115: 20 57 31 26 25 68 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 : 55.7 24.5 64.6 34.5 52.7 21.0 59.9 29.0
Old : 55.7 24.5 64.6 34.5 52.7 21.0 59.9 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 359,421: 42,936 135,761 69,385 191,232 90,025 303,553 295,172: 55,867 64,249
Old : 359,421: 42,936 135,761 69,385 191,232 90,025 303,553 295,172: 55,867 64,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 46,201: 5,648 14,978 11,345 24,875 15,432 41,867 41,754: 4,334 4,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 37.8 19.3 53.2 25.0 84.5 82.1: 15.5 17.9
Old : 100.0: 11.9 37.8 19.3 53.2 25.0 84.5 82.1: 15.5 17.9
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 : 215: 61 91 69 42 47 138 172:
Old : 215: 61 91 69 42 47 138 172:
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 : 32.8 20.4 43.4 29.9 30.4 18.4 38.0 24.9
Old : 32.8 20.4 43.4 29.9 30.4 18.4 38.0 24.9
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 with Delta-adjusted Options and Futures Combined, May 4, 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 : 23,312: 18,961 3,985 0 888 17,835 19,849 21,820: 3,463 1,492
Old : 23,312: 18,961 3,985 0 888 17,835 19,849 21,820: 3,463 1,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 1,515: 1,407 -660 0 -230 2,016 1,177 1,356: 338 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 17.1 0.0 3.8 76.5 85.1 93.6: 14.9 6.4
Old : 100.0: 81.3 17.1 0.0 3.8 76.5 85.1 93.6: 14.9 6.4
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 : 41: 18 8 0 4 12 22 20:
Old : 41: 18 8 0 4 12 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 46.3 73.0 73.0 61.0 45.7 73.0 72.4
Old : 61.0 46.3 73.0 73.0 61.0 45.7 73.0 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 :13,608,142: 1,342,002 393,370 4,700,809 6,682,172 7,411,831 12,724,982 12,506,009: 883,159 1,102,132
Old :13,608,142: 1,342,002 393,370 4,700,809 6,682,172 7,411,831 12,724,982 12,506,009: 883,159 1,102,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 103,322: -179,112 37,906 72,037 221,379 1,045 114,304 110,988: -10,983 -7,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 2.9 34.5 49.1 54.5 93.5 91.9: 6.5 8.1
Old : 100.0: 9.9 2.9 34.5 49.1 54.5 93.5 91.9: 6.5 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 : 304: 56 77 119 150 161 279 290:
Old : 304: 56 77 119 150 161 279 290:
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 : 22.7 22.4 32.6 33.9 17.6 14.6 23.2 18.5
Old : 22.7 22.4 32.6 33.9 17.6 14.6 23.2 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 413,884: 19,089 43,514 30,751 276,965 277,294 326,805 351,559: 87,079 62,324
Old : 413,884: 19,089 43,514 30,751 276,965 277,294 326,805 351,559: 87,079 62,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 8,878: 2,637 6,542 2,914 1,442 2,093 6,993 11,548: 1,885 -2,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 10.5 7.4 66.9 67.0 79.0 84.9: 21.0 15.1
Old : 100.0: 4.6 10.5 7.4 66.9 67.0 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 : 160: 27 32 42 80 70 130 121:
Old : 160: 27 32 42 80 70 130 121:
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 : 19.4 17.7 27.7 29.3 17.0 17.2 25.1 28.5
Old : 19.4 17.7 27.7 29.3 17.0 17.2 25.1 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 2,789,458: 349,471 403,229 134,126 1,972,101 1,971,150 2,455,698 2,508,505: 333,761 280,953
Old : 2,789,458: 349,471 403,229 134,126 1,972,101 1,971,150 2,455,698 2,508,505: 333,761 280,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 21,078: 12,455 14,191 19,166 -33,304 -41,139 -1,683 -7,782: 22,761 28,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 14.5 4.8 70.7 70.7 88.0 89.9: 12.0 10.1
Old : 100.0: 12.5 14.5 4.8 70.7 70.7 88.0 89.9: 12.0 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 : 505: 97 129 87 179 205 320 377:
Old : 505: 97 129 87 179 205 320 377:
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 12.7 28.8 20.2 17.1 8.6 24.5 15.6
Old : 19.3 12.7 28.8 20.2 17.1 8.6 24.5 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 97,282: 12,164 8,664 650 75,938 84,168 88,752 93,482: 8,530 3,799
Old : 97,282: 12,164 8,664 650 75,938 84,168 88,752 93,482: 8,530 3,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -5,976: 1,523 56 92 -3,886 -5,848 -2,271 -5,700: -3,704 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 8.9 0.7 78.1 86.5 91.2 96.1: 8.8 3.9
Old : 100.0: 12.5 8.9 0.7 78.1 86.5 91.2 96.1: 8.8 3.9
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 : 87: 12 2 1 49 39 61 42:
Old : 87: 12 2 1 49 39 61 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 47.1 52.4 65.5 30.1 39.5 41.8 55.5
Old : 36.0 47.1 52.4 65.5 30.1 39.5 41.8 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 22,087: 6,785 2,277 0 11,776 14,547 18,561 16,824: 3,526 5,263
Old : 22,087: 6,785 2,277 0 11,776 14,547 18,561 16,824: 3,526 5,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 3,266: 1,028 -246 0 2,976 3,046 4,004 2,800: -737 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 10.3 0.0 53.3 65.9 84.0 76.2: 16.0 23.8
Old : 100.0: 30.7 10.3 0.0 53.3 65.9 84.0 76.2: 16.0 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 0 14 10 16 13:
Old : 26: 2 3 0 14 10 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 51.8 72.4 68.6 54.7 51.8 68.1 66.6
Old : 58.1 51.8 72.4 68.6 54.7 51.8 68.1 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 383,478: 121,443 106,999 5,894 209,762 253,276 337,099 366,169: 46,379 17,309
Old : 383,478: 121,443 106,999 5,894 209,762 253,276 337,099 366,169: 46,379 17,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 2,013: -9,475 -2,727 -3,520 8,282 8,665 -4,714 2,418: 6,727 -404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 27.9 1.5 54.7 66.0 87.9 95.5: 12.1 4.5
Old : 100.0: 31.7 27.9 1.5 54.7 66.0 87.9 95.5: 12.1 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 83 43 24 71 82 163 141:
Old : 258: 83 43 24 71 82 163 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 26.5 36.5 41.5 21.9 25.6 34.8 40.3
Old : 22.4 26.5 36.5 41.5 21.9 25.6 34.8 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 142,707: 68,342 11,095 2,592 37,516 109,589 108,451 123,277: 34,256 19,430
Old : 142,707: 68,342 11,095 2,592 37,516 109,589 108,451 123,277: 34,256 19,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -2,449: -7,412 2,025 517 6,528 -5,290 -366 -2,748: -2,083 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 7.8 1.8 26.3 76.8 76.0 86.4: 24.0 13.6
Old : 100.0: 47.9 7.8 1.8 26.3 76.8 76.0 86.4: 24.0 13.6
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 : 77: 36 15 12 15 18 57 39:
Old : 77: 36 15 12 15 18 57 39:
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 : 33.2 56.3 46.9 72.6 33.2 56.2 43.6 68.6
Old : 33.2 56.3 46.9 72.6 33.2 56.2 43.6 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 43,422: 14,448 6,122 0 17,320 20,228 31,768 26,350: 11,654 17,072
Old : 43,422: 14,448 6,122 0 17,320 20,228 31,768 26,350: 11,654 17,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -4,276: -515 -5,229 0 -4,580 183 -5,095 -5,046: 819 770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 14.1 0.0 39.9 46.6 73.2 60.7: 26.8 39.3
Old : 100.0: 33.3 14.1 0.0 39.9 46.6 73.2 60.7: 26.8 39.3
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 : 59: 16 14 0 15 18 31 32:
Old : 59: 16 14 0 15 18 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 28.6 46.2 36.5 31.5 23.7 43.2 31.6
Old : 32.5 28.6 46.2 36.5 31.5 23.7 43.2 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 47,166: 12,458 6,624 1,350 15,962 35,023 29,770 42,997: 17,396 4,169
Old : 47,166: 12,458 6,624 1,350 15,962 35,023 29,770 42,997: 17,396 4,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 866: -4,502 2,846 -168 1,374 5,753 -3,296 8,431: 4,162 -7,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 14.0 2.9 33.8 74.3 63.1 91.2: 36.9 8.8
Old : 100.0: 26.4 14.0 2.9 33.8 74.3 63.1 91.2: 36.9 8.8
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 : 65: 18 12 2 17 23 36 36:
Old : 65: 18 12 2 17 23 36 36:
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 : 20.1 42.8 34.6 56.8 19.5 38.4 27.5 51.3
Old : 20.1 42.8 34.6 56.8 19.5 38.4 27.5 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 30,136: 3,916 0 80 22,250 28,686 26,246 28,766: 3,890 1,370
Old : 30,136: 3,916 0 80 22,250 28,686 26,246 28,766: 3,890 1,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 904: 136 0 0 189 1,122 325 1,122: 579 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 0.0 0.3 73.8 95.2 87.1 95.5: 12.9 4.5
Old : 100.0: 13.0 0.0 0.3 73.8 95.2 87.1 95.5: 12.9 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 7 0 1 21 19 28 20:
Old : 40: 7 0 1 21 19 28 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 66.8 64.7 81.5 49.9 66.7 61.7 81.5
Old : 52.0 66.8 64.7 81.5 49.9 66.7 61.7 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 22,103: 5,676 0 0 10,299 19,990 15,975 19,990: 6,128 2,113
Old : 22,103: 5,676 0 0 10,299 19,990 15,975 19,990: 6,128 2,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 559: -238 0 0 -36 440 -274 440: 833 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 0.0 0.0 46.6 90.4 72.3 90.4: 27.7 9.6
Old : 100.0: 25.7 0.0 0.0 46.6 90.4 72.3 90.4: 27.7 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 : 30: 10 0 0 12 11 22 11:
Old : 30: 10 0 0 12 11 22 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 : 39.1 75.0 53.7 88.5 38.1 75.0 52.7 88.4
Old : 39.1 75.0 53.7 88.5 38.1 75.0 52.7 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 19,599: 5,002 5,740 113 10,551 13,371 15,666 19,224: 3,933 375
Old : 19,599: 5,002 5,740 113 10,551 13,371 15,666 19,224: 3,933 375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -63: 99 -41 113 9 -96 221 -24: -284 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 29.3 0.6 53.8 68.2 79.9 98.1: 20.1 1.9
Old : 100.0: 25.5 29.3 0.6 53.8 68.2 79.9 98.1: 20.1 1.9
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 : 27: 13 6 2 7 2 21 9:
Old : 27: 13 6 2 7 2 21 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 : 53.9 95.9 64.8 98.1 53.5 95.9 64.3 97.5
Old : 53.9 95.9 64.8 98.1 53.5 95.9 64.3 97.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 7, 2010