BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 4,538: 60 78 0 3,461 4,205 3,521 4,283: 1,017 255
Old : 4,538: 60 78 0 3,461 4,205 3,521 4,283: 1,017 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 172: 0 -34 0 135 201 135 167: 37 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.7 0.0 76.3 92.7 77.6 94.4: 22.4 5.6
Old : 100.0: 1.3 1.7 0.0 76.3 92.7 77.6 94.4: 22.4 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 14 7 15 8:
Old : 21: 1 1 0 14 7 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 89.5 66.0 94.4 51.0 89.0 65.6 93.5
Old : 51.0 89.5 66.0 94.4 51.0 89.0 65.6 93.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 46,615: 1,330 5,676 9,476 30,862 21,539 41,668 36,691: 4,947 9,924
Old : 46,615: 1,330 5,676 9,476 30,862 21,539 41,668 36,691: 4,947 9,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 1,205: -163 373 455 458 340 750 1,168: 455 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 12.2 20.3 66.2 46.2 89.4 78.7: 10.6 21.3
Old : 100.0: 2.9 12.2 20.3 66.2 46.2 89.4 78.7: 10.6 21.3
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 : 74: 10 15 17 42 32 60 56:
Old : 74: 10 15 17 42 32 60 56:
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 : 42.0 31.4 54.3 47.3 41.4 30.1 48.5 42.6
Old : 42.0 31.4 54.3 47.3 41.4 30.1 48.5 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 235,800: 55,037 12,040 59,719 95,774 123,905 210,530 195,664: 25,270 40,136
Old : 190,283: 42,567 17,973 44,216 84,742 97,792 171,526 159,982: 18,757 30,301
Other: 45,517: 19,555 1,151 8,418 11,031 26,113 39,004 35,682: 6,513 9,835
: : :
: : Changes in Commitments from: May 25, 2010 :
: -2,029: 88 -381 -1,256 544 967 -625 -670: -1,404 -1,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 5.1 25.3 40.6 52.5 89.3 83.0: 10.7 17.0
Old : 100.0: 22.4 9.4 23.2 44.5 51.4 90.1 84.1: 9.9 15.9
Other: 100.0: 43.0 2.5 18.5 24.2 57.4 85.7 78.4: 14.3 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 104 50 107 58 65 218 182:
Old : 243: 105 55 102 50 63 206 177:
Other: 123: 44 15 36 35 47 98 86:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 28.6 30.9 35.5 17.6 27.2 28.3 32.6
Old : 21.4 29.1 34.4 37.1 19.8 28.3 32.2 34.5
Other: 27.7 30.7 39.8 39.1 27.6 27.2 38.6 34.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 428,621: 128,911 24,250 122,972 147,700 208,711 399,583 355,932: 29,038 72,689
Old : 428,621: 128,911 24,250 122,972 147,700 208,711 399,583 355,932: 29,038 72,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -9,642: -4,880 2,916 -5,124 1,621 -4,406 -8,383 -6,613: -1,259 -3,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 5.7 28.7 34.5 48.7 93.2 83.0: 6.8 17.0
Old : 100.0: 30.1 5.7 28.7 34.5 48.7 93.2 83.0: 6.8 17.0
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 : 407: 154 50 121 105 178 299 318:
Old : 407: 154 50 121 105 178 299 318:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 15.9 26.0 24.6 14.2 12.7 23.0 19.2
Old : 15.8 15.9 26.0 24.6 14.2 12.7 23.0 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 with Delta-adjusted Options and Futures Combined, June 1, 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 : 9,394: 3,239 1,831 1,681 2,558 4,034 7,478 7,545: 1,916 1,849
Old : 9,394: 3,239 1,831 1,681 2,558 4,034 7,478 7,545: 1,916 1,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 1,388: 81 398 488 369 169 938 1,055: 451 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 19.5 17.9 27.2 42.9 79.6 80.3: 20.4 19.7
Old : 100.0: 34.5 19.5 17.9 27.2 42.9 79.6 80.3: 20.4 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 19 20 20 17 18 48 53:
Old : 69: 19 20 20 17 18 48 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 25.1 51.1 39.7 36.2 25.0 47.2 37.5
Old : 36.2 25.1 51.1 39.7 36.2 25.0 47.2 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 36,615: 14,896 4,652 4,898 10,058 8,164 29,852 17,715: 6,762 18,900
Old : 36,615: 14,896 4,652 4,898 10,058 8,164 29,852 17,715: 6,762 18,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -3,584: -737 1,408 -1,806 -243 -1,131 -2,786 -1,529: -798 -2,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 12.7 13.4 27.5 22.3 81.5 48.4: 18.5 51.6
Old : 100.0: 40.7 12.7 13.4 27.5 22.3 81.5 48.4: 18.5 51.6
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 : 148: 41 23 25 48 53 99 93:
Old : 148: 41 23 25 48 53 99 93:
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 : 17.9 13.5 32.0 20.7 17.8 11.4 31.6 17.0
Old : 17.9 13.5 32.0 20.7 17.8 11.4 31.6 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 31,052: 3,810 1,042 717 20,938 28,815 25,465 30,574: 5,587 478
Old : 31,052: 3,810 1,042 717 20,938 28,815 25,465 30,574: 5,587 478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 2,292: 659 257 0 1,573 2,085 2,232 2,342: 60 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 3.4 2.3 67.4 92.8 82.0 98.5: 18.0 1.5
Old : 100.0: 12.3 3.4 2.3 67.4 92.8 82.0 98.5: 18.0 1.5
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 : 29: 7 5 3 14 13 23 19:
Old : 29: 7 5 3 14 13 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 72.3 67.4 88.3 35.9 61.6 44.9 65.2
Old : 52.3 72.3 67.4 88.3 35.9 61.6 44.9 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 138,224: 37,631 12,249 10,680 48,466 94,897 96,777 117,826: 41,447 20,398
Old : 138,224: 37,631 12,249 10,680 48,466 94,897 96,777 117,826: 41,447 20,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -6,458: -3,132 -776 270 -968 -7,273 -3,830 -7,778: -2,628 1,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 8.9 7.7 35.1 68.7 70.0 85.2: 30.0 14.8
Old : 100.0: 27.2 8.9 7.7 35.1 68.7 70.0 85.2: 30.0 14.8
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 : 75: 24 16 16 29 20 61 45:
Old : 75: 24 16 16 29 20 61 45:
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 : 29.4 37.5 40.1 58.1 29.3 34.9 37.7 52.4
Old : 29.4 37.5 40.1 58.1 29.3 34.9 37.7 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 55,600: 10,646 25,799 4,667 30,616 4,682 45,928 35,148: 9,672 20,452
Old : 55,600: 10,646 25,799 4,667 30,616 4,682 45,928 35,148: 9,672 20,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 1,865: -479 1,724 424 2,176 -1,924 2,121 224: -256 1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 46.4 8.4 55.1 8.4 82.6 63.2: 17.4 36.8
Old : 100.0: 19.1 46.4 8.4 55.1 8.4 82.6 63.2: 17.4 36.8
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 : 43: 10 18 10 12 8 26 33:
Old : 43: 10 18 10 12 8 26 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 : 40.2 26.3 60.8 38.4 36.7 26.3 55.1 36.8
Old : 40.2 26.3 60.8 38.4 36.7 26.3 55.1 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 79,114: 26,142 6,369 0 48,892 70,442 75,034 76,811: 4,080 2,303
Old : 79,114: 26,142 6,369 0 48,892 70,442 75,034 76,811: 4,080 2,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -6,124: -8,061 1,023 -141 2,719 -6,644 -5,483 -5,762: -641 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 8.1 0.0 61.8 89.0 94.8 97.1: 5.2 2.9
Old : 100.0: 33.0 8.1 0.0 61.8 89.0 94.8 97.1: 5.2 2.9
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 : 75: 23 16 0 23 19 46 35:
Old : 75: 23 16 0 23 19 46 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 72.9 67.6 85.1 49.3 70.5 67.5 81.9
Old : 49.3 72.9 67.6 85.1 49.3 70.5 67.5 81.9
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 with Delta-adjusted Options and Futures Combined, June 1, 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 : 177,280: 12,619 82,874 18,785 130,336 36,623 161,739 138,281: 15,541 38,999
Old : 177,280: 12,619 82,874 18,785 130,336 36,623 161,739 138,281: 15,541 38,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -5,427: 1,584 -1,560 -3,214 -2,938 -1,918 -4,568 -6,692: -859 1,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 46.7 10.6 73.5 20.7 91.2 78.0: 8.8 22.0
Old : 100.0: 7.1 46.7 10.6 73.5 20.7 91.2 78.0: 8.8 22.0
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 : 104: 18 51 26 22 28 57 88:
Old : 104: 18 51 26 22 28 57 88:
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 : 47.1 25.0 59.5 34.9 45.8 24.8 57.4 32.9
Old : 47.1 25.0 59.5 34.9 45.8 24.8 57.4 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 153,108: 33,851 38,233 12,846 83,735 70,925 130,432 122,004: 22,676 31,104
Old : 153,108: 33,851 38,233 12,846 83,735 70,925 130,432 122,004: 22,676 31,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -8,782: 1,782 -2,216 -688 -9,767 -1,948 -8,673 -4,852: -109 -3,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 25.0 8.4 54.7 46.3 85.2 79.7: 14.8 20.3
Old : 100.0: 22.1 25.0 8.4 54.7 46.3 85.2 79.7: 14.8 20.3
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 : 111: 27 41 20 29 30 67 80:
Old : 111: 27 41 20 29 30 67 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 33.1 48.2 45.2 35.4 26.3 45.2 36.8
Old : 36.7 33.1 48.2 45.2 35.4 26.3 45.2 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 406,070: 47,413 127,219 95,787 200,995 117,311 344,195 340,317: 61,875 65,753
Old : 406,070: 47,413 127,219 95,787 200,995 117,311 344,195 340,317: 61,875 65,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -3,605: -113 -12,389 2,963 -11,715 7,784 -8,865 -1,642: 5,260 -1,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 31.3 23.6 49.5 28.9 84.8 83.8: 15.2 16.2
Old : 100.0: 11.7 31.3 23.6 49.5 28.9 84.8 83.8: 15.2 16.2
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 : 202: 48 82 62 47 52 136 155:
Old : 202: 48 82 62 47 52 136 155:
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 : 26.2 20.5 37.7 32.0 23.2 18.6 31.7 24.3
Old : 26.2 20.5 37.7 32.0 23.2 18.6 31.7 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 15,586: 7,622 5,418 39 6,403 8,285 14,064 13,742: 1,522 1,844
Old : 15,586: 7,622 5,418 39 6,403 8,285 14,064 13,742: 1,522 1,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -2,174: -3,720 1,738 39 1,058 -3,804 -2,623 -2,027: 449 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 34.8 0.3 41.1 53.2 90.2 88.2: 9.8 11.8
Old : 100.0: 48.9 34.8 0.3 41.1 53.2 90.2 88.2: 9.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 10 1 9 9 19 20:
Old : 34: 10 10 1 9 9 19 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 : 55.7 59.7 73.8 79.4 55.7 58.4 73.5 77.9
Old : 55.7 59.7 73.8 79.4 55.7 58.4 73.5 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 :13,211,842: 739,111 354,143 4,520,510 7,161,586 7,313,508 12,421,207 12,188,161: 790,635 1,023,681
Old :13,211,842: 739,111 354,143 4,520,510 7,161,586 7,313,508 12,421,207 12,188,161: 790,635 1,023,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -544,334: -84,546 -27,718 -340,239 -48,494 -149,986 -473,279 -517,943: -71,054 -26,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.7 34.2 54.2 55.4 94.0 92.3: 6.0 7.7
Old : 100.0: 5.6 2.7 34.2 54.2 55.4 94.0 92.3: 6.0 7.7
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 : 293: 58 68 117 149 155 275 278:
Old : 293: 58 68 117 149 155 275 278:
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 : 25.2 23.9 36.6 36.2 21.7 16.4 26.3 20.3
Old : 25.2 23.9 36.6 36.2 21.7 16.4 26.3 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 443,162: 24,207 38,530 40,052 289,768 291,252 354,027 369,834: 89,135 73,328
Old : 443,162: 24,207 38,530 40,052 289,768 291,252 354,027 369,834: 89,135 73,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -379: -109 -872 3,090 -2,392 5,558 589 7,777: -969 -8,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 8.7 9.0 65.4 65.7 79.9 83.5: 20.1 16.5
Old : 100.0: 5.5 8.7 9.0 65.4 65.7 79.9 83.5: 20.1 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 25 27 34 80 70 123 113:
Old : 149: 25 27 34 80 70 123 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 16.5 25.8 28.4 15.4 15.7 22.7 26.5
Old : 17.2 16.5 25.8 28.4 15.4 15.7 22.7 26.5
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, June 1, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,095,821: 328,705 348,096 146,326 2,288,137 2,339,554 2,763,168 2,833,976: 332,653 261,845
Old : 3,095,821: 328,705 348,096 146,326 2,288,137 2,339,554 2,763,168 2,833,976: 332,653 261,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 93,579: -19,664 10,183 6,223 133,459 50,677 120,018 67,083: -26,439 26,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.2 4.7 73.9 75.6 89.3 91.5: 10.7 8.5
Old : 100.0: 10.6 11.2 4.7 73.9 75.6 89.3 91.5: 10.7 8.5
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 : 495: 104 103 83 197 201 343 346:
Old : 495: 104 103 83 197 201 343 346:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 13.0 28.7 20.3 15.8 8.8 24.3 15.2
Old : 19.2 13.0 28.7 20.3 15.8 8.8 24.3 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 98,399: 11,766 8,890 13 76,727 82,883 88,506 91,786: 9,894 6,614
Old : 98,399: 11,766 8,890 13 76,727 82,883 88,506 91,786: 9,894 6,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 1,931: -2,823 792 -65 2,797 -1,970 -91 -1,243: 2,022 3,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 9.0 0.0 78.0 84.2 89.9 93.3: 10.1 6.7
Old : 100.0: 12.0 9.0 0.0 78.0 84.2 89.9 93.3: 10.1 6.7
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 : 81: 11 3 1 46 35 57 39:
Old : 81: 11 3 1 46 35 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 : 35.1 49.7 52.6 65.5 30.3 41.0 44.2 56.8
Old : 35.1 49.7 52.6 65.5 30.3 41.0 44.2 56.8
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, June 1, 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 : 24,073: 4,065 1,468 149 15,384 10,136 19,598 11,753: 4,475 12,320
Old : 24,073: 4,065 1,468 149 15,384 10,136 19,598 11,753: 4,475 12,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 2,400: -154 176 149 1,395 1,653 1,390 1,978: 1,010 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 6.1 0.6 63.9 42.1 81.4 48.8: 18.6 51.2
Old : 100.0: 16.9 6.1 0.6 63.9 42.1 81.4 48.8: 18.6 51.2
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 : 26: 2 2 1 13 11 16 13:
Old : 26: 2 2 1 13 11 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 : 52.7 31.4 69.9 43.1 51.9 31.4 67.0 40.6
Old : 52.7 31.4 69.9 43.1 51.9 31.4 67.0 40.6
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, June 1, 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 : 356,067: 60,518 89,263 6,904 214,820 240,656 282,242 336,823: 73,825 19,245
Old : 356,067: 60,518 89,263 6,904 214,820 240,656 282,242 336,823: 73,825 19,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -3,455: -18,525 8,763 -1,290 15,088 -16,371 -4,728 -8,898: 1,272 5,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 25.1 1.9 60.3 67.6 79.3 94.6: 20.7 5.4
Old : 100.0: 17.0 25.1 1.9 60.3 67.6 79.3 94.6: 20.7 5.4
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 : 219: 55 39 21 70 77 135 127:
Old : 219: 55 39 21 70 77 135 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 21.7 27.5 38.0 14.8 20.7 24.7 36.1
Old : 16.3 21.7 27.5 38.0 14.8 20.7 24.7 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 125,308: 37,402 22,207 9,600 56,467 70,721 103,469 102,527: 21,840 22,781
Old : 125,308: 37,402 22,207 9,600 56,467 70,721 103,469 102,527: 21,840 22,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 4,281: -2,708 2,100 1,682 7,871 -3,001 6,844 780: -2,563 3,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 17.7 7.7 45.1 56.4 82.6 81.8: 17.4 18.2
Old : 100.0: 29.8 17.7 7.7 45.1 56.4 82.6 81.8: 17.4 18.2
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: 26 20 15 24 22 56 51:
Old : 79: 26 20 15 24 22 56 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 37.2 47.2 52.2 29.5 34.6 40.1 45.4
Old : 32.5 37.2 47.2 52.2 29.5 34.6 40.1 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 42,504: 13,664 7,903 6 19,277 21,871 32,947 29,780: 9,557 12,724
Old : 42,504: 13,664 7,903 6 19,277 21,871 32,947 29,780: 9,557 12,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -3,970: -535 -503 6 -1,607 941 -2,136 444: -1,834 -4,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 18.6 0.0 45.4 51.5 77.5 70.1: 22.5 29.9
Old : 100.0: 32.1 18.6 0.0 45.4 51.5 77.5 70.1: 22.5 29.9
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 : 57: 15 13 1 14 20 29 34:
Old : 57: 15 13 1 14 20 29 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 : 32.6 32.9 48.2 41.8 31.6 27.6 45.9 36.6
Old : 32.6 32.9 48.2 41.8 31.6 27.6 45.9 36.6
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, June 1, 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 : 61,213: 7,891 13,463 738 33,529 37,372 42,158 51,573: 19,055 9,640
Old : 61,213: 7,891 13,463 738 33,529 37,372 42,158 51,573: 19,055 9,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 4,401: -7,655 2,035 -80 11,795 -1,526 4,060 429: 341 3,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 22.0 1.2 54.8 61.1 68.9 84.3: 31.1 15.7
Old : 100.0: 12.9 22.0 1.2 54.8 61.1 68.9 84.3: 31.1 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 11 15 3 23 26 35 43:
Old : 68: 11 15 3 23 26 35 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 30.9 40.8 43.5 28.6 28.5 40.8 39.8
Old : 28.6 30.9 40.8 43.5 28.6 28.5 40.8 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 36,472: 7,551 0 80 25,060 34,386 32,691 34,466: 3,781 2,006
Old : 36,472: 7,551 0 80 25,060 34,386 32,691 34,466: 3,781 2,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 4,144: 3,266 0 0 1,168 3,959 4,434 3,959: -290 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 0.0 0.2 68.7 94.3 89.6 94.5: 10.4 5.5
Old : 100.0: 20.7 0.0 0.2 68.7 94.3 89.6 94.5: 10.4 5.5
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 : 46: 8 0 1 25 21 33 22:
Old : 46: 8 0 1 25 21 33 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 61.8 64.0 77.3 50.8 59.1 62.4 74.6
Old : 52.4 61.8 64.0 77.3 50.8 59.1 62.4 74.6
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, June 1, 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 : 23,705: 6,846 235 0 11,101 21,043 17,947 21,278: 5,758 2,427
Old : 23,705: 6,846 235 0 11,101 21,043 17,947 21,278: 5,758 2,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 875: 694 0 0 -155 708 539 708: 336 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 1.0 0.0 46.8 88.8 75.7 89.8: 24.3 10.2
Old : 100.0: 28.9 1.0 0.0 46.8 88.8 75.7 89.8: 24.3 10.2
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 : 34: 13 1 0 11 13 24 14:
Old : 34: 13 1 0 11 13 24 14:
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 : 41.1 69.2 55.4 83.5 40.1 69.2 54.4 83.1
Old : 41.1 69.2 55.4 83.5 40.1 69.2 54.4 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 17,159: 3,445 7,535 0 10,080 8,648 13,525 16,183: 3,634 976
Old : 17,159: 3,445 7,535 0 10,080 8,648 13,525 16,183: 3,634 976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 50: -198 330 -135 43 -119 -290 76: 340 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 43.9 0.0 58.7 50.4 78.8 94.3: 21.2 5.7
Old : 100.0: 20.1 43.9 0.0 58.7 50.4 78.8 94.3: 21.2 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 6 0 5 1 14 7:
Old : 21: 9 6 0 5 1 14 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 91.0 69.1 94.3 58.8 91.0 69.1 94.3
Old : 58.8 91.0 69.1 94.3 58.8 91.0 69.1 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 4, 2010