BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,309: 60 0 0 3,244 4,082 3,304 4,082: 1,005 227
Old : 4,309: 60 0 0 3,244 4,082 3,304 4,082: 1,005 227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 60: 0 0 0 -36 40 -36 40: 96 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 75.3 94.7 76.7 94.7: 23.3 5.3
Old : 100.0: 1.4 0.0 0.0 75.3 94.7 76.7 94.7: 23.3 5.3
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 : 21: 1 0 0 14 9 15 9:
Old : 21: 1 0 0 14 9 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 88.9 64.8 94.6 48.8 88.1 63.6 92.6
Old : 49.2 88.9 64.8 94.6 48.8 88.1 63.6 92.6
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 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 42,105: 666 4,773 8,333 28,472 19,265 37,471 32,371: 4,634 9,734
Old : 42,105: 666 4,773 8,333 28,472 19,265 37,471 32,371: 4,634 9,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 126: -460 -106 179 469 106 188 180: -63 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 11.3 19.8 67.6 45.8 89.0 76.9: 11.0 23.1
Old : 100.0: 1.6 11.3 19.8 67.6 45.8 89.0 76.9: 11.0 23.1
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 : 75: 7 19 19 42 31 62 56:
Old : 75: 7 19 19 42 31 62 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 : 40.5 32.1 51.8 45.1 40.5 30.6 50.1 40.8
Old : 40.5 32.1 51.8 45.1 40.5 30.6 50.1 40.8
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 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 222,640: 50,746 17,969 55,788 94,415 114,258 200,950 188,015: 21,691 34,625
Old : 154,515: 42,799 27,446 28,780 69,255 75,837 140,833 132,062: 13,682 22,453
Other: 68,125: 19,987 2,563 14,968 25,161 38,422 60,116 55,953: 8,009 12,172
: : :
: : Changes in Commitments from: June 22, 2010 :
: 5,794: 2,988 -1,437 3,641 398 2,864 7,028 5,068: -1,234 726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 8.1 25.1 42.4 51.3 90.3 84.4: 9.7 15.6
Old : 100.0: 27.7 17.8 18.6 44.8 49.1 91.1 85.5: 8.9 14.5
Other: 100.0: 29.3 3.8 22.0 36.9 56.4 88.2 82.1: 11.8 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 93 52 89 61 69 200 180:
Old : 236: 85 69 73 49 64 178 165:
Other: 142: 56 20 40 42 52 115 97:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 25.2 31.6 33.9 18.9 23.5 30.1 30.5
Old : 23.5 27.8 35.6 36.0 21.7 26.9 33.7 34.3
Other: 31.0 26.8 43.8 38.2 29.5 22.5 39.1 31.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 386,939: 111,062 37,795 100,069 146,778 181,014 357,909 318,877: 29,030 68,062
Old : 386,939: 111,062 37,795 100,069 146,778 181,014 357,909 318,877: 29,030 68,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -1,965: -4,173 1,368 1,907 3,352 -3,452 1,086 -177: -3,051 -1,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 9.8 25.9 37.9 46.8 92.5 82.4: 7.5 17.6
Old : 100.0: 28.7 9.8 25.9 37.9 46.8 92.5 82.4: 7.5 17.6
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 : 386: 127 71 119 90 162 268 312:
Old : 386: 127 71 119 90 162 268 312:
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 : 17.7 15.7 28.2 23.0 16.8 12.8 26.7 18.9
Old : 17.7 15.7 28.2 23.0 16.8 12.8 26.7 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,693: 3,719 3,625 985 2,891 3,143 7,595 7,753: 2,098 1,941
Old : 9,693: 3,719 3,625 985 2,891 3,143 7,595 7,753: 2,098 1,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -151: 226 355 -419 56 -222 -137 -286: -14 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 37.4 10.2 29.8 32.4 78.4 80.0: 21.6 20.0
Old : 100.0: 38.4 37.4 10.2 29.8 32.4 78.4 80.0: 21.6 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 25 27 16 19 18 53 53:
Old : 78: 25 27 16 19 18 53 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 : 37.3 26.2 51.1 41.5 37.3 26.2 49.2 39.4
Old : 37.3 26.2 51.1 41.5 37.3 26.2 49.2 39.4
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 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 40,989: 14,827 5,239 6,286 12,568 9,827 33,680 21,352: 7,309 19,637
Old : 40,989: 14,827 5,239 6,286 12,568 9,827 33,680 21,352: 7,309 19,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 1,760: 862 93 467 788 1,026 2,117 1,586: -357 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 12.8 15.3 30.7 24.0 82.2 52.1: 17.8 47.9
Old : 100.0: 36.2 12.8 15.3 30.7 24.0 82.2 52.1: 17.8 47.9
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 : 160: 40 28 27 53 60 108 102:
Old : 160: 40 28 27 53 60 108 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 15.4 30.9 22.4 18.6 11.7 29.3 16.7
Old : 18.6 15.4 30.9 22.4 18.6 11.7 29.3 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 27,056: 4,071 1,155 602 17,721 25,115 22,394 26,872: 4,662 184
Old : 27,056: 4,071 1,155 602 17,721 25,115 22,394 26,872: 4,662 184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -79: 0 -259 0 -88 164 -88 -95: 9 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 4.3 2.2 65.5 92.8 82.8 99.3: 17.2 0.7
Old : 100.0: 15.0 4.3 2.2 65.5 92.8 82.8 99.3: 17.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 3 1 13 9 19 12:
Old : 23: 5 3 1 13 9 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 76.2 70.6 93.8 31.4 60.1 40.5 62.5
Old : 53.3 76.2 70.6 93.8 31.4 60.1 40.5 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 106,508: 33,644 14,013 7,458 25,104 68,510 66,206 89,981: 40,302 16,527
Old : 106,508: 33,644 14,013 7,458 25,104 68,510 66,206 89,981: 40,302 16,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 5,316: -4,883 3,160 532 6,712 1,323 2,361 5,014: 2,955 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 13.2 7.0 23.6 64.3 62.2 84.5: 37.8 15.5
Old : 100.0: 31.6 13.2 7.0 23.6 64.3 62.2 84.5: 37.8 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 : 67: 26 13 17 23 19 56 42:
Old : 67: 26 13 17 23 19 56 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 : 24.8 43.4 31.9 63.1 24.8 42.2 30.7 60.2
Old : 24.8 43.4 31.9 63.1 24.8 42.2 30.7 60.2
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 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 47,191: 7,716 20,690 2,402 28,037 9,298 38,155 32,389: 9,037 14,802
Old : 47,191: 7,716 20,690 2,402 28,037 9,298 38,155 32,389: 9,037 14,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 268: -1,920 714 501 -74 -1,061 -1,493 154: 1,761 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 43.8 5.1 59.4 19.7 80.9 68.6: 19.1 31.4
Old : 100.0: 16.4 43.8 5.1 59.4 19.7 80.9 68.6: 19.1 31.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 10 16 9 10 10 26 29:
Old : 41: 10 16 9 10 10 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 27.9 65.5 42.4 53.0 27.8 63.8 42.3
Old : 53.9 27.9 65.5 42.4 53.0 27.8 63.8 42.3
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 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 66,846: 45,712 3,216 1 15,277 62,175 60,990 65,392: 5,856 1,454
Old : 66,846: 45,712 3,216 1 15,277 62,175 60,990 65,392: 5,856 1,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 6,190: 4,915 -1,942 -30 1,061 7,761 5,946 5,789: 244 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 4.8 0.0 22.9 93.0 91.2 97.8: 8.8 2.2
Old : 100.0: 68.4 4.8 0.0 22.9 93.0 91.2 97.8: 8.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 37 12 1 14 18 51 31:
Old : 79: 37 12 1 14 18 51 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 65.5 69.0 85.3 53.9 65.1 69.0 84.9
Old : 53.9 65.5 69.0 85.3 53.9 65.1 69.0 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 142,961: 18,905 53,818 13,268 95,036 41,357 127,208 108,443: 15,752 34,518
Old : 142,961: 18,905 53,818 13,268 95,036 41,357 127,208 108,443: 15,752 34,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 43: 1,634 -9,829 2,298 -2,933 6,279 998 -1,252: -955 1,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 37.6 9.3 66.5 28.9 89.0 75.9: 11.0 24.1
Old : 100.0: 13.2 37.6 9.3 66.5 28.9 89.0 75.9: 11.0 24.1
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 : 100: 17 46 26 18 31 50 88:
Old : 100: 17 46 26 18 31 50 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 : 52.2 23.2 65.1 32.6 50.4 22.9 62.8 32.3
Old : 52.2 23.2 65.1 32.6 50.4 22.9 62.8 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 137,810: 51,526 21,861 13,436 45,933 77,467 110,895 112,764: 26,915 25,046
Old : 137,810: 51,526 21,861 13,436 45,933 77,467 110,895 112,764: 26,915 25,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 33,457: 21,905 -3,038 3,689 404 35,793 25,999 36,444: 7,458 -2,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 15.9 9.7 33.3 56.2 80.5 81.8: 19.5 18.2
Old : 100.0: 37.4 15.9 9.7 33.3 56.2 80.5 81.8: 19.5 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 : 112: 31 35 18 25 35 68 76:
Old : 112: 31 35 18 25 35 68 76:
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 : 29.3 33.2 40.5 47.2 29.3 32.6 39.1 45.0
Old : 29.3 33.2 40.5 47.2 29.3 32.6 39.1 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 302,735: 42,689 109,498 58,143 154,028 76,330 254,860 243,970: 47,875 58,765
Old : 302,735: 42,689 109,498 58,143 154,028 76,330 254,860 243,970: 47,875 58,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 5,495: 2,258 4,558 3,536 1,313 -160 7,107 7,935: -1,613 -2,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 36.2 19.2 50.9 25.2 84.2 80.6: 15.8 19.4
Old : 100.0: 14.1 36.2 19.2 50.9 25.2 84.2 80.6: 15.8 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 46 73 59 42 48 122 146:
Old : 185: 46 73 59 42 48 122 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 23.0 42.1 31.6 30.0 22.0 35.3 27.9
Old : 32.7 23.0 42.1 31.6 30.0 22.0 35.3 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 12,880: 8,459 5,973 0 1,957 5,511 10,416 11,484: 2,464 1,396
Old : 12,880: 8,459 5,973 0 1,957 5,511 10,416 11,484: 2,464 1,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 2,404: 1,738 74 0 763 2,239 2,501 2,313: -97 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 46.4 0.0 15.2 42.8 80.9 89.2: 19.1 10.8
Old : 100.0: 65.7 46.4 0.0 15.2 42.8 80.9 89.2: 19.1 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 9 12 0 6 10 15 22:
Old : 35: 9 12 0 6 10 15 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 53.6 70.1 70.7 55.4 53.6 70.1 70.7
Old : 55.4 53.6 70.1 70.7 55.4 53.6 70.1 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,116,318: 992,454 288,119 4,118,591 6,072,196 6,705,138 11,183,240 11,111,848: 933,077 1,004,469
Old :12,116,318: 992,454 288,119 4,118,591 6,072,196 6,705,138 11,183,240 11,111,848: 933,077 1,004,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 260,799: -37,457 40,967 167,585 76,059 71,664 206,187 280,216: 54,612 -19,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 2.4 34.0 50.1 55.3 92.3 91.7: 7.7 8.3
Old : 100.0: 8.2 2.4 34.0 50.1 55.3 92.3 91.7: 7.7 8.3
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 : 283: 61 67 114 140 145 270 261:
Old : 283: 61 67 114 140 145 270 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 24.0 34.0 35.1 19.0 16.1 24.7 20.0
Old : 22.5 24.0 34.0 35.1 19.0 16.1 24.7 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,006,178: 72,021 73,942 75,006 698,782 724,016 845,808 872,964: 160,370 133,214
Old : 1,006,178: 72,021 73,942 75,006 698,782 724,016 845,808 872,964: 160,370 133,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 77,510: 2,273 -5,719 29,168 42,022 51,717 73,462 75,165: 4,048 2,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 7.3 7.5 69.4 72.0 84.1 86.8: 15.9 13.2
Old : 100.0: 7.2 7.3 7.5 69.4 72.0 84.1 86.8: 15.9 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 533: 107 106 87 219 220 372 368:
Old : 533: 107 106 87 219 220 372 368:
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 : 15.6 10.7 23.8 18.5 13.4 9.8 20.5 16.9
Old : 15.6 10.7 23.8 18.5 13.4 9.8 20.5 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 410,825: 23,765 39,624 39,769 270,725 246,978 334,259 326,372: 76,566 84,453
Old : 410,825: 23,765 39,624 39,769 270,725 246,978 334,259 326,372: 76,566 84,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 33,271: 1,378 10,355 11,300 16,010 12,982 28,688 34,637: 4,583 -1,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 9.6 9.7 65.9 60.1 81.4 79.4: 18.6 20.6
Old : 100.0: 5.8 9.6 9.7 65.9 60.1 81.4 79.4: 18.6 20.6
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 : 147: 25 23 31 77 68 117 107:
Old : 147: 25 23 31 77 68 117 107:
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 : 18.1 17.9 26.2 27.9 17.0 17.2 24.8 25.4
Old : 18.1 17.9 26.2 27.9 17.0 17.2 24.8 25.4
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 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,976,767: 319,825 250,134 97,638 2,140,286 2,385,189 2,557,748 2,732,961: 419,019 243,807
Old : 2,976,767: 319,825 250,134 97,638 2,140,286 2,385,189 2,557,748 2,732,961: 419,019 243,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 221,196: 63,207 -21,638 30,604 130,058 193,675 223,869 202,642: -2,673 18,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 8.4 3.3 71.9 80.1 85.9 91.8: 14.1 8.2
Old : 100.0: 10.7 8.4 3.3 71.9 80.1 85.9 91.8: 14.1 8.2
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 : 469: 93 95 70 187 198 318 325:
Old : 469: 93 95 70 187 198 318 325:
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 : 19.8 11.6 29.8 20.0 16.4 9.7 25.4 17.5
Old : 19.8 11.6 29.8 20.0 16.4 9.7 25.4 17.5
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 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 93,225: 9,981 7,631 0 73,407 82,111 83,388 89,742: 9,837 3,483
Old : 93,225: 9,981 7,631 0 73,407 82,111 83,388 89,742: 9,837 3,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 3,069: -164 -186 -967 5,289 4,044 4,158 2,891: -1,089 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 8.2 0.0 78.7 88.1 89.4 96.3: 10.6 3.7
Old : 100.0: 10.7 8.2 0.0 78.7 88.1 89.4 96.3: 10.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 9 2 0 48 39 57 41:
Old : 85: 9 2 0 48 39 57 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 48.1 50.9 65.2 33.1 48.1 47.4 63.7
Old : 34.0 48.1 50.9 65.2 33.1 48.1 47.4 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 61,033: 9,271 11,833 627 46,191 44,063 56,089 56,523: 4,943 4,509
Old : 61,033: 9,271 11,833 627 46,191 44,063 56,089 56,523: 4,943 4,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 2,194: -4,013 897 -4 5,627 438 1,611 1,331: 584 863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 19.4 1.0 75.7 72.2 91.9 92.6: 8.1 7.4
Old : 100.0: 15.2 19.4 1.0 75.7 72.2 91.9 92.6: 8.1 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 58 46 18 64 77 134 129:
Old : 220: 58 46 18 64 77 134 129:
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 : 31.2 25.6 45.5 38.8 30.6 25.6 43.4 38.6
Old : 31.2 25.6 45.5 38.8 30.6 25.6 43.4 38.6
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 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 305,163: 46,355 59,165 3,136 230,957 220,314 280,447 282,615: 24,716 22,547
Old : 305,163: 46,355 59,165 3,136 230,957 220,314 280,447 282,615: 24,716 22,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 10,972: -20,064 4,484 -18 28,136 2,191 8,055 6,657: 2,918 4,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 19.4 1.0 75.7 72.2 91.9 92.6: 8.1 7.4
Old : 100.0: 15.2 19.4 1.0 75.7 72.2 91.9 92.6: 8.1 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 58 46 18 64 77 134 129:
Old : 220: 58 46 18 64 77 134 129:
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 : 31.2 25.6 45.5 38.8 30.6 25.6 43.4 38.6
Old : 31.2 25.6 45.5 38.8 30.6 25.6 43.4 38.6
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 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 68,867: 28,304 14,929 5,621 12,869 30,404 46,794 50,954: 22,073 17,913
Old : 68,867: 28,304 14,929 5,621 12,869 30,404 46,794 50,954: 22,073 17,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 29: -1,696 -2,769 1,561 -398 957 -534 -251: 563 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 21.7 8.2 18.7 44.1 67.9 74.0: 32.1 26.0
Old : 100.0: 41.1 21.7 8.2 18.7 44.1 67.9 74.0: 32.1 26.0
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 : 58: 23 12 12 15 19 44 37:
Old : 58: 23 12 12 15 19 44 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 : 17.2 34.1 29.3 49.2 16.6 32.6 27.9 44.1
Old : 17.2 34.1 29.3 49.2 16.6 32.6 27.9 44.1
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 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 30,292: 10,916 4,804 8 12,207 9,434 23,131 14,246: 7,161 16,046
Old : 30,292: 10,916 4,804 8 12,207 9,434 23,131 14,246: 7,161 16,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -549: 702 -83 0 1,377 538 2,079 455: -2,628 -1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 15.9 0.0 40.3 31.1 76.4 47.0: 23.6 53.0
Old : 100.0: 36.0 15.9 0.0 40.3 31.1 76.4 47.0: 23.6 53.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 14 9 1 15 11 29 21:
Old : 45: 14 9 1 15 11 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 26.2 48.1 34.1 34.6 26.2 48.1 33.9
Old : 34.6 26.2 48.1 34.1 34.6 26.2 48.1 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 39,754: 5,483 5,845 277 24,864 22,990 30,624 29,112: 9,130 10,642
Old : 39,754: 5,483 5,845 277 24,864 22,990 30,624 29,112: 9,130 10,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 1,710: -828 1,797 118 1,310 1,899 600 3,814: 1,110 -2,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 14.7 0.7 62.5 57.8 77.0 73.2: 23.0 26.8
Old : 100.0: 13.8 14.7 0.7 62.5 57.8 77.0 73.2: 23.0 26.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 6 11 1 16 22 23 33:
Old : 51: 6 11 1 16 22 23 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 27.9 62.0 40.1 44.5 27.9 56.8 38.6
Old : 47.5 27.9 62.0 40.1 44.5 27.9 56.8 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 39,813: 9,113 212 300 27,100 37,472 36,513 37,984: 3,300 1,829
Old : 39,813: 9,113 212 300 27,100 37,472 36,513 37,984: 3,300 1,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 5,385: 2,794 212 0 3,171 5,547 5,965 5,759: -580 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 0.5 0.8 68.1 94.1 91.7 95.4: 8.3 4.6
Old : 100.0: 22.9 0.5 0.8 68.1 94.1 91.7 95.4: 8.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 10 1 1 25 22 35 24:
Old : 50: 10 1 1 25 22 35 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 61.1 62.0 76.2 48.6 60.2 60.2 74.9
Old : 50.0 61.1 62.0 76.2 48.6 60.2 60.2 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 25,519: 6,115 713 0 13,497 23,146 19,612 23,859: 5,907 1,660
Old : 25,519: 6,115 713 0 13,497 23,146 19,612 23,859: 5,907 1,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 503: 315 478 0 628 115 943 593: -440 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 2.8 0.0 52.9 90.7 76.9 93.5: 23.1 6.5
Old : 100.0: 24.0 2.8 0.0 52.9 90.7 76.9 93.5: 23.1 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 2 0 17 15 28 17:
Old : 40: 11 2 0 17 15 28 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 66.8 54.2 83.0 38.4 66.8 53.3 82.9
Old : 39.3 66.8 54.2 83.0 38.4 66.8 53.3 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 16,251: 2,725 5,142 226 9,903 10,302 12,854 15,670: 3,397 581
Old : 16,251: 2,725 5,142 226 9,903 10,302 12,854 15,670: 3,397 581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -171: -241 -165 226 -126 -23 -141 38: -30 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 31.6 1.4 60.9 63.4 79.1 96.4: 20.9 3.6
Old : 100.0: 16.8 31.6 1.4 60.9 63.4 79.1 96.4: 20.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 7 1 6 2 14 10:
Old : 22: 8 7 1 6 2 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 90.0 71.2 95.0 60.9 90.0 70.8 94.2
Old : 60.9 90.0 71.2 95.0 60.9 90.0 70.8 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 2, 2010