BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 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 : 4,134: 60 0 0 3,124 3,949 3,184 3,949: 950 185
Old : 4,134: 60 0 0 3,124 3,949 3,184 3,949: 950 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -404: 0 -78 0 -338 -257 -338 -335: -66 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 75.6 95.5 77.0 95.5: 23.0 4.5
Old : 100.0: 1.5 0.0 0.0 75.6 95.5 77.0 95.5: 23.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 14 8 15 8:
Old : 21: 1 0 0 14 8 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 : 50.4 90.4 66.0 95.5 49.7 89.8 65.4 94.3
Old : 50.4 90.4 66.0 95.5 49.7 89.8 65.4 94.3
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 8, 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 : 40,327: 913 4,884 7,604 27,254 18,720 35,771 31,208: 4,556 9,119
Old : 40,327: 913 4,884 7,604 27,254 18,720 35,771 31,208: 4,556 9,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -6,288: -416 -792 -1,872 -3,608 -2,819 -5,897 -5,483: -391 -805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 12.1 18.9 67.6 46.4 88.7 77.4: 11.3 22.6
Old : 100.0: 2.3 12.1 18.9 67.6 46.4 88.7 77.4: 11.3 22.6
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 : 69: 9 13 15 40 30 56 51:
Old : 69: 9 13 15 40 30 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 : 43.0 33.0 54.7 48.3 42.0 31.3 49.7 43.6
Old : 43.0 33.0 54.7 48.3 42.0 31.3 49.7 43.6
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 8, 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 : 217,018: 44,231 14,962 54,529 94,900 110,249 193,660 179,739: 23,357 37,278
Old : 167,025: 33,226 21,645 37,325 80,113 81,444 150,663 140,414: 16,362 26,612
Other: 49,992: 18,535 846 9,674 14,788 28,804 42,997 39,325: 6,995 10,667
: : :
: : Changes in Commitments from: June 1, 2010 :
: -18,783: -10,807 2,922 -5,190 -873 -13,657 -16,870 -15,925: -1,913 -2,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 6.9 25.1 43.7 50.8 89.2 82.8: 10.8 17.2
Old : 100.0: 19.9 13.0 22.3 48.0 48.8 90.2 84.1: 9.8 15.9
Other: 100.0: 37.1 1.7 19.4 29.6 57.6 86.0 78.7: 14.0 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 80 66 102 55 62 191 186:
Old : 228: 76 74 95 47 58 179 177:
Other: 126: 45 19 38 37 45 101 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 : 19.8 27.1 32.0 35.3 18.7 25.3 30.2 31.1
Old : 22.8 28.4 37.1 37.0 21.0 27.0 35.0 34.3
Other: 26.5 28.3 39.2 36.8 26.5 24.8 38.1 31.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 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 : 389,314: 114,991 28,884 100,851 145,553 190,107 361,396 319,842: 27,918 69,471
Old : 389,314: 114,991 28,884 100,851 145,553 190,107 361,396 319,842: 27,918 69,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -39,307: -13,920 4,635 -22,121 -2,147 -18,603 -38,187 -36,090: -1,120 -3,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 7.4 25.9 37.4 48.8 92.8 82.2: 7.2 17.8
Old : 100.0: 29.5 7.4 25.9 37.4 48.8 92.8 82.2: 7.2 17.8
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 : 386: 142 54 113 94 166 272 304:
Old : 386: 142 54 113 94 166 272 304:
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 16.1 27.7 23.4 15.9 13.2 25.7 19.5
Old : 17.2 16.1 27.7 23.4 15.9 13.2 25.7 19.5
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 8, 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 : 10,188: 3,337 2,124 2,066 2,901 3,869 8,303 8,059: 1,885 2,129
Old : 10,188: 3,337 2,124 2,066 2,901 3,869 8,303 8,059: 1,885 2,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 794: 98 294 385 343 -164 826 514: -31 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 20.9 20.3 28.5 38.0 81.5 79.1: 18.5 20.9
Old : 100.0: 32.8 20.9 20.3 28.5 38.0 81.5 79.1: 18.5 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 19 26 21 19 16 52 55:
Old : 74: 19 26 21 19 16 52 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 : 34.0 23.1 48.8 35.9 34.0 21.5 44.8 31.8
Old : 34.0 23.1 48.8 35.9 34.0 21.5 44.8 31.8
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 8, 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 : 36,796: 14,374 5,112 4,894 10,571 7,968 29,839 17,974: 6,957 18,821
Old : 36,796: 14,374 5,112 4,894 10,571 7,968 29,839 17,974: 6,957 18,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 181: -522 460 -4 513 -196 -14 260: 195 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 13.9 13.3 28.7 21.7 81.1 48.8: 18.9 51.2
Old : 100.0: 39.1 13.9 13.3 28.7 21.7 81.1 48.8: 18.9 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 : 146: 37 26 25 46 53 97 92:
Old : 146: 37 26 25 46 53 97 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 13.9 31.5 21.2 18.4 11.7 31.1 17.3
Old : 18.4 13.9 31.5 21.2 18.4 11.7 31.1 17.3
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 8, 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 : 29,262: 3,699 965 717 19,222 27,196 23,638 28,878: 5,624 384
Old : 29,262: 3,699 965 717 19,222 27,196 23,638 28,878: 5,624 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -1,790: -111 -77 0 -1,716 -1,619 -1,827 -1,696: 37 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 3.3 2.5 65.7 92.9 80.8 98.7: 19.2 1.3
Old : 100.0: 12.6 3.3 2.5 65.7 92.9 80.8 98.7: 19.2 1.3
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 : 26: 6 3 2 14 12 21 16:
Old : 26: 6 3 2 14 12 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 71.6 66.2 89.2 28.5 58.8 39.8 62.1
Old : 50.7 71.6 66.2 89.2 28.5 58.8 39.8 62.1
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 8, 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 : 134,854: 36,984 12,435 10,649 49,346 95,416 96,978 118,500: 37,876 16,354
Old : 134,854: 36,984 12,435 10,649 49,346 95,416 96,978 118,500: 37,876 16,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -3,370: -647 186 -31 880 519 201 674: -3,571 -4,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 9.2 7.9 36.6 70.8 71.9 87.9: 28.1 12.1
Old : 100.0: 27.4 9.2 7.9 36.6 70.8 71.9 87.9: 28.1 12.1
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 : 72: 23 15 15 28 23 58 46:
Old : 72: 23 15 15 28 23 58 46:
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 : 33.3 38.6 45.7 60.1 30.8 37.1 39.7 53.9
Old : 33.3 38.6 45.7 60.1 30.8 37.1 39.7 53.9
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 8, 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 : 62,252: 14,028 25,386 1,819 36,569 16,631 52,416 43,836: 9,836 18,416
Old : 62,252: 14,028 25,386 1,819 36,569 16,631 52,416 43,836: 9,836 18,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 6,652: 3,382 -413 -2,848 5,953 11,949 6,487 8,688: 165 -2,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 40.8 2.9 58.7 26.7 84.2 70.4: 15.8 29.6
Old : 100.0: 22.5 40.8 2.9 58.7 26.7 84.2 70.4: 15.8 29.6
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 : 45: 11 16 7 14 14 28 34:
Old : 45: 11 16 7 14 14 28 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 : 41.5 34.7 60.0 45.0 28.8 26.7 44.1 35.5
Old : 41.5 34.7 60.0 45.0 28.8 26.7 44.1 35.5
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 8, 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 : 88,262: 24,249 6,823 451 59,623 78,990 84,323 86,264: 3,939 1,998
Old : 88,262: 24,249 6,823 451 59,623 78,990 84,323 86,264: 3,939 1,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 9,148: -1,893 454 451 10,731 8,548 9,289 9,453: -141 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 7.7 0.5 67.6 89.5 95.5 97.7: 4.5 2.3
Old : 100.0: 27.5 7.7 0.5 67.6 89.5 95.5 97.7: 4.5 2.3
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 : 73: 20 17 2 24 21 44 40:
Old : 73: 20 17 2 24 21 44 40:
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 : 53.8 66.6 71.8 83.6 44.2 61.4 60.9 72.1
Old : 53.8 66.6 71.8 83.6 44.2 61.4 60.9 72.1
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 8, 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 : 183,147: 15,818 90,179 12,695 137,497 40,710 166,010 143,584: 17,137 39,563
Old : 183,147: 15,818 90,179 12,695 137,497 40,710 166,010 143,584: 17,137 39,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 5,867: 3,200 7,306 -6,090 7,161 4,087 4,271 5,303: 1,596 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 49.2 6.9 75.1 22.2 90.6 78.4: 9.4 21.6
Old : 100.0: 8.6 49.2 6.9 75.1 22.2 90.6 78.4: 9.4 21.6
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: 14 52 22 25 27 53 87:
Old : 103: 14 52 22 25 27 53 87:
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 : 47.4 23.8 61.3 35.9 46.1 23.0 57.4 32.5
Old : 47.4 23.8 61.3 35.9 46.1 23.0 57.4 32.5
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 8, 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 : 146,045: 29,098 40,434 9,219 87,026 65,794 125,342 115,447: 20,702 30,597
Old : 146,045: 29,098 40,434 9,219 87,026 65,794 125,342 115,447: 20,702 30,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -7,063: -4,753 2,202 -3,628 3,291 -5,130 -5,089 -6,556: -1,973 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 27.7 6.3 59.6 45.1 85.8 79.0: 14.2 21.0
Old : 100.0: 19.9 27.7 6.3 59.6 45.1 85.8 79.0: 14.2 21.0
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 : 98: 23 32 18 28 31 59 73:
Old : 98: 23 32 18 28 31 59 73:
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 : 41.3 34.5 52.2 45.8 38.6 28.8 47.5 38.8
Old : 41.3 34.5 52.2 45.8 38.6 28.8 47.5 38.8
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 8, 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 : 384,422: 48,625 149,183 68,328 209,917 109,451 326,870 326,962: 57,553 57,461
Old : 384,422: 48,625 149,183 68,328 209,917 109,451 326,870 326,962: 57,553 57,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -21,648: 1,213 21,964 -27,459 8,922 -7,861 -17,325 -13,356: -4,323 -8,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 38.8 17.8 54.6 28.5 85.0 85.1: 15.0 14.9
Old : 100.0: 12.6 38.8 17.8 54.6 28.5 85.0 85.1: 15.0 14.9
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 : 192: 50 74 62 46 47 130 150:
Old : 192: 50 74 62 46 47 130 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 22.4 40.8 32.6 26.8 20.3 36.0 27.5
Old : 30.4 22.4 40.8 32.6 26.8 20.3 36.0 27.5
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 8, 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 : 17,962: 6,230 7,099 39 10,301 8,902 16,570 16,040: 1,392 1,922
Old : 17,962: 6,230 7,099 39 10,301 8,902 16,570 16,040: 1,392 1,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 2,376: -1,392 1,681 0 3,898 617 2,506 2,298: -130 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 39.5 0.2 57.3 49.6 92.3 89.3: 7.7 10.7
Old : 100.0: 34.7 39.5 0.2 57.3 49.6 92.3 89.3: 7.7 10.7
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 : 36: 10 11 1 11 12 21 24:
Old : 36: 10 11 1 11 12 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 50.8 72.2 75.2 43.7 49.6 64.6 69.3
Old : 51.1 50.8 72.2 75.2 43.7 49.6 64.6 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 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 :13,397,165: 852,770 354,322 4,567,271 7,121,117 7,447,354 12,541,158 12,368,947: 856,007 1,028,219
Old :13,397,165: 852,770 354,322 4,567,271 7,121,117 7,447,354 12,541,158 12,368,947: 856,007 1,028,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 185,324: 113,658 179 46,761 -40,468 133,846 119,951 180,786: 65,373 4,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 2.6 34.1 53.2 55.6 93.6 92.3: 6.4 7.7
Old : 100.0: 6.4 2.6 34.1 53.2 55.6 93.6 92.3: 6.4 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 : 292: 59 68 117 144 152 271 275:
Old : 292: 59 68 117 144 152 271 275:
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 : 25.3 24.2 37.2 36.4 21.8 16.3 26.6 20.3
Old : 25.3 24.2 37.2 36.4 21.8 16.3 26.6 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 8, 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 : 509,909: 22,705 47,755 53,497 344,396 329,768 420,598 431,021: 89,312 78,888
Old : 509,909: 22,705 47,755 53,497 344,396 329,768 420,598 431,021: 89,312 78,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 66,748: -1,502 9,226 13,445 54,627 38,517 66,570 61,188: 177 5,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 9.4 10.5 67.5 64.7 82.5 84.5: 17.5 15.5
Old : 100.0: 4.5 9.4 10.5 67.5 64.7 82.5 84.5: 17.5 15.5
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 : 150: 21 30 36 85 71 130 113:
Old : 150: 21 30 36 85 71 130 113:
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 : 18.7 16.5 28.4 29.4 15.7 15.7 23.3 27.4
Old : 18.7 16.5 28.4 29.4 15.7 15.7 23.3 27.4
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 8, 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 : 3,348,430: 395,885 357,680 157,647 2,410,537 2,515,386 2,964,069 3,030,713: 384,361 317,717
Old : 3,348,430: 395,885 357,680 157,647 2,410,537 2,515,386 2,964,069 3,030,713: 384,361 317,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 252,609: 67,180 9,584 11,321 122,400 175,832 200,901 196,737: 51,708 55,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 10.7 4.7 72.0 75.1 88.5 90.5: 11.5 9.5
Old : 100.0: 11.8 10.7 4.7 72.0 75.1 88.5 90.5: 11.5 9.5
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 : 508: 108 109 84 197 211 346 364:
Old : 508: 108 109 84 197 211 346 364:
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 12.4 27.5 19.1 15.0 8.0 23.5 14.0
Old : 17.9 12.4 27.5 19.1 15.0 8.0 23.5 14.0
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 8, 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 : 99,437: 13,656 9,043 200 78,353 86,138 92,209 95,381: 7,228 4,056
Old : 99,437: 13,656 9,043 200 78,353 86,138 92,209 95,381: 7,228 4,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 1,038: 1,890 153 187 1,626 3,255 3,703 3,595: -2,665 -2,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 9.1 0.2 78.8 86.6 92.7 95.9: 7.3 4.1
Old : 100.0: 13.7 9.1 0.2 78.8 86.6 92.7 95.9: 7.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 10 4 1 44 37 54 42:
Old : 83: 10 4 1 44 37 54 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 : 32.1 50.9 51.1 68.4 28.2 43.3 44.0 59.6
Old : 32.1 50.9 51.1 68.4 28.2 43.3 44.0 59.6
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 8, 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 : 25,825: 3,811 1,839 149 18,190 11,535 22,150 13,523: 3,675 12,302
Old : 25,825: 3,811 1,839 149 18,190 11,535 22,150 13,523: 3,675 12,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 1,752: -254 371 0 2,806 1,399 2,552 1,770: -800 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 7.1 0.6 70.4 44.7 85.8 52.4: 14.2 47.6
Old : 100.0: 14.8 7.1 0.6 70.4 44.7 85.8 52.4: 14.2 47.6
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 : 27: 2 2 1 15 10 18 12:
Old : 27: 2 2 1 15 10 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 38.5 71.1 48.7 52.2 38.5 68.5 45.6
Old : 53.0 38.5 71.1 48.7 52.2 38.5 68.5 45.6
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 8, 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 : 377,739: 56,994 82,890 4,418 238,325 273,903 299,738 361,211: 78,001 16,528
Old : 377,739: 56,994 82,890 4,418 238,325 273,903 299,738 361,211: 78,001 16,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 21,672: -3,524 -6,373 -2,485 23,505 33,247 17,496 24,388: 4,176 -2,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 21.9 1.2 63.1 72.5 79.4 95.6: 20.6 4.4
Old : 100.0: 15.1 21.9 1.2 63.1 72.5 79.4 95.6: 20.6 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 59 28 20 72 79 140 118:
Old : 214: 59 28 20 72 79 140 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 22.5 31.7 39.5 17.6 21.6 29.2 38.5
Old : 18.2 22.5 31.7 39.5 17.6 21.6 29.2 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 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 : 115,416: 30,254 21,493 3,000 58,788 71,948 92,043 96,441: 23,373 18,975
Old : 115,416: 30,254 21,493 3,000 58,788 71,948 92,043 96,441: 23,373 18,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -9,892: -7,147 -714 -6,599 2,321 1,227 -11,426 -6,086: 1,534 -3,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 18.6 2.6 50.9 62.3 79.7 83.6: 20.3 16.4
Old : 100.0: 26.2 18.6 2.6 50.9 62.3 79.7 83.6: 20.3 16.4
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 : 71: 22 15 9 26 22 52 42:
Old : 71: 22 15 9 26 22 52 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 : 35.4 40.0 46.7 56.9 29.1 36.7 39.5 49.3
Old : 35.4 40.0 46.7 56.9 29.1 36.7 39.5 49.3
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 8, 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 : 54,675: 16,272 6,419 1,946 21,662 26,689 39,880 35,054: 14,795 19,621
Old : 54,675: 16,272 6,419 1,946 21,662 26,689 39,880 35,054: 14,795 19,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 12,170: 2,608 -1,485 1,940 2,384 4,818 6,932 5,273: 5,238 6,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 11.7 3.6 39.6 48.8 72.9 64.1: 27.1 35.9
Old : 100.0: 29.8 11.7 3.6 39.6 48.8 72.9 64.1: 27.1 35.9
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 : 62: 17 10 6 17 21 36 37:
Old : 62: 17 10 6 17 21 36 37:
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 : 31.0 31.5 43.5 40.7 29.9 26.9 40.8 36.1
Old : 31.0 31.5 43.5 40.7 29.9 26.9 40.8 36.1
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 8, 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 : 76,437: 5,384 17,290 980 39,550 46,708 45,914 64,978: 30,523 11,459
Old : 76,437: 5,384 17,290 980 39,550 46,708 45,914 64,978: 30,523 11,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 15,224: -2,507 3,827 242 6,021 9,336 3,756 13,405: 11,468 1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 22.6 1.3 51.7 61.1 60.1 85.0: 39.9 15.0
Old : 100.0: 7.0 22.6 1.3 51.7 61.1 60.1 85.0: 39.9 15.0
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 : 70: 9 17 6 25 31 38 50:
Old : 70: 9 17 6 25 31 38 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 26.4 36.8 41.6 22.6 22.7 31.7 34.8
Old : 24.8 26.4 36.8 41.6 22.6 22.7 31.7 34.8
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 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 39,789: 7,783 0 80 28,254 37,517 36,117 37,597: 3,672 2,192
Old : 39,789: 7,783 0 80 28,254 37,517 36,117 37,597: 3,672 2,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 3,317: 232 0 0 3,194 3,131 3,426 3,131: -109 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 0.0 0.2 71.0 94.3 90.8 94.5: 9.2 5.5
Old : 100.0: 19.6 0.0 0.2 71.0 94.3 90.8 94.5: 9.2 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 24 22 32 23:
Old : 46: 8 0 1 24 22 32 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 62.1 65.1 76.6 51.7 59.5 63.4 73.8
Old : 53.1 62.1 65.1 76.6 51.7 59.5 63.4 73.8
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 8, 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 : 24,773: 6,015 235 0 12,905 21,985 18,920 22,220: 5,853 2,553
Old : 24,773: 6,015 235 0 12,905 21,985 18,920 22,220: 5,853 2,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 1,068: -831 0 0 1,804 942 973 942: 95 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 0.9 0.0 52.1 88.7 76.4 89.7: 23.6 10.3
Old : 100.0: 24.3 0.9 0.0 52.1 88.7 76.4 89.7: 23.6 10.3
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 : 34: 11 1 0 13 13 24 14:
Old : 34: 11 1 0 13 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 : 40.4 67.6 57.2 83.3 39.4 67.6 56.2 82.8
Old : 40.4 67.6 57.2 83.3 39.4 67.6 56.2 82.8
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 8, 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 : 18,761: 3,790 8,073 1 10,244 8,661 14,035 16,735: 4,726 2,026
Old : 18,761: 3,790 8,073 1 10,244 8,661 14,035 16,735: 4,726 2,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 1,602: 345 538 1 164 13 510 552: 1,092 1,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 43.0 0.0 54.6 46.2 74.8 89.2: 25.2 10.8
Old : 100.0: 20.2 43.0 0.0 54.6 46.2 74.8 89.2: 25.2 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 10 8 1 6 1 17 9:
Old : 25: 10 8 1 6 1 17 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 : 54.0 83.4 63.3 88.6 54.0 83.4 63.3 88.6
Old : 54.0 83.4 63.3 88.6 54.0 83.4 63.3 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 11, 2010