BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,982: 347 1,185 3 1,887 1,475 2,237 2,663: 745 319
Old : 2,982: 347 1,185 3 1,887 1,475 2,237 2,663: 745 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 206: 3 4 2 172 263 177 269: 29 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 39.7 0.1 63.3 49.5 75.0 89.3: 25.0 10.7
Old : 100.0: 11.6 39.7 0.1 63.3 49.5 75.0 89.3: 25.0 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 : 22: 2 4 1 9 10 12 14:
Old : 22: 2 4 1 9 10 12 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 : 55.1 56.1 69.9 75.7 54.9 56.0 69.0 74.0
Old : 55.1 56.1 69.9 75.7 54.9 56.0 69.0 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,287: 4,296 4,104 386 22,646 22,555 27,328 27,045: 3,959 4,242
Old : 31,287: 4,296 4,104 386 22,646 22,555 27,328 27,045: 3,959 4,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 212: 154 -268 -20 -13 485 121 197: 91 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 13.1 1.2 72.4 72.1 87.3 86.4: 12.7 13.6
Old : 100.0: 13.7 13.1 1.2 72.4 72.1 87.3 86.4: 12.7 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 14 11 13 30 30 50 48:
Old : 71: 14 11 13 30 30 50 48:
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 : 47.6 46.0 58.9 61.4 47.6 43.1 57.8 58.5
Old : 47.6 46.0 58.9 61.4 47.6 43.1 57.8 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 219,122: 54,400 39,979 36,126 105,035 110,496 195,561 186,601: 23,561 32,521
Old : 176,048: 47,129 46,481 19,091 92,586 84,993 158,806 150,565: 17,242 25,483
Other: 43,074: 20,306 6,533 4,000 12,449 25,503 36,755 36,036: 6,319 7,038
: : :
: : Changes in Commitments from: May 3, 2011 :
: -2,449: -2,505 9,486 -5,082 5,720 -7,529 -1,867 -3,125: -582 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 18.2 16.5 47.9 50.4 89.2 85.2: 10.8 14.8
Old : 100.0: 26.8 26.4 10.8 52.6 48.3 90.2 85.5: 9.8 14.5
Other: 100.0: 47.1 15.2 9.3 28.9 59.2 85.3 83.7: 14.7 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 85 74 101 51 69 189 206:
Old : 252: 76 85 94 41 61 173 196:
Other: 124: 39 17 15 31 51 79 79:
:----------------------------------------------------------------------------------------------------
: 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 25.5 37.6 33.7 22.1 25.1 36.6 31.8
Old : 25.3 26.4 41.1 34.4 24.9 26.2 40.0 33.6
Other: 30.7 30.8 50.6 44.1 30.7 26.1 48.8 38.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 351,657: 115,803 58,516 51,997 158,294 171,669 326,094 282,182: 25,563 69,475
Old : 351,657: 115,803 58,516 51,997 158,294 171,669 326,094 282,182: 25,563 69,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -3,148: -4,686 1,583 -1,731 -1,749 -6,603 -8,166 -6,751: 5,018 3,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 16.6 14.8 45.0 48.8 92.7 80.2: 7.3 19.8
Old : 100.0: 32.9 16.6 14.8 45.0 48.8 92.7 80.2: 7.3 19.8
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 : 388: 96 95 124 64 158 242 318:
Old : 388: 96 95 124 64 158 242 318:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 14.3 37.3 21.6 24.6 14.0 37.1 20.7
Old : 24.6 14.3 37.3 21.6 24.6 14.0 37.1 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,862: 4,389 4,367 287 3,284 3,041 7,960 7,695: 1,902 2,167
Old : 9,862: 4,389 4,367 287 3,284 3,041 7,960 7,695: 1,902 2,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -138: 127 266 23 -257 -416 -107 -127: -31 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 44.3 2.9 33.3 30.8 80.7 78.0: 19.3 22.0
Old : 100.0: 44.5 44.3 2.9 33.3 30.8 80.7 78.0: 19.3 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 31 39 7 11 17 44 61:
Old : 92: 31 39 7 11 17 44 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 25.7 59.5 39.8 42.9 25.7 59.5 39.8
Old : 42.9 25.7 59.5 39.8 42.9 25.7 59.5 39.8
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 - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,933: 16,846 4,665 3,956 12,289 9,662 33,091 18,283: 5,842 20,650
Old : 38,933: 16,846 4,665 3,956 12,289 9,662 33,091 18,283: 5,842 20,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -2,920: -2,779 -1,184 265 -209 -1,286 -2,723 -2,205: -197 -715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 12.0 10.2 31.6 24.8 85.0 47.0: 15.0 53.0
Old : 100.0: 43.3 12.0 10.2 31.6 24.8 85.0 47.0: 15.0 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 : 161: 40 34 36 39 66 99 119:
Old : 161: 40 34 36 39 66 99 119:
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 : 19.5 10.3 34.5 15.3 19.3 8.2 34.3 11.8
Old : 19.5 10.3 34.5 15.3 19.3 8.2 34.3 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 99,220: 7,423 355 0 91,215 98,608 98,638 98,963: 582 257
Old : 99,220: 7,423 355 0 91,215 98,608 98,638 98,963: 582 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -3,048: -1,347 355 0 -1,659 -3,249 -3,006 -2,894: -42 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.4 0.0 91.9 99.4 99.4 99.7: 0.6 0.3
Old : 100.0: 7.5 0.4 0.0 91.9 99.4 99.4 99.7: 0.6 0.3
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 : 24: 6 1 0 16 15 22 16:
Old : 24: 6 1 0 16 15 22 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 : 82.5 72.8 91.6 90.6 41.0 31.2 44.3 41.3
Old : 82.5 72.8 91.6 90.6 41.0 31.2 44.3 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 121,478: 42,698 5,495 154 30,104 99,527 72,956 105,176: 48,522 16,302
Old : 121,478: 42,698 5,495 154 30,104 99,527 72,956 105,176: 48,522 16,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -18,441: -17,165 -327 -46 -636 -18,811 -17,847 -19,184: -594 743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 4.5 0.1 24.8 81.9 60.1 86.6: 39.9 13.4
Old : 100.0: 35.1 4.5 0.1 24.8 81.9 60.1 86.6: 39.9 13.4
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 : 84: 38 10 2 26 23 65 34:
Old : 84: 38 10 2 26 23 65 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 : 18.2 58.8 26.5 74.0 17.3 58.3 25.7 72.6
Old : 18.2 58.8 26.5 74.0 17.3 58.3 25.7 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,312: 27,905 11,569 280 16,576 49,849 44,761 61,698: 27,551 10,614
Old : 72,312: 27,905 11,569 280 16,576 49,849 44,761 61,698: 27,551 10,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -466: -646 1,399 277 1,485 -1,528 1,116 148: -1,582 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 16.0 0.4 22.9 68.9 61.9 85.3: 38.1 14.7
Old : 100.0: 38.6 16.0 0.4 22.9 68.9 61.9 85.3: 38.1 14.7
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 : 47: 20 7 3 14 11 35 20:
Old : 47: 20 7 3 14 11 35 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 63.0 40.9 79.4 29.6 62.9 40.8 79.3
Old : 29.6 63.0 40.9 79.4 29.6 62.9 40.8 79.3
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 - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 158,386: 123,092 5,027 246 26,631 151,220 149,969 156,493: 8,417 1,893
Old : 158,386: 123,092 5,027 246 26,631 151,220 149,969 156,493: 8,417 1,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -4,577: -4,903 1,292 246 372 -6,059 -4,285 -4,521: -292 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 3.2 0.2 16.8 95.5 94.7 98.8: 5.3 1.2
Old : 100.0: 77.7 3.2 0.2 16.8 95.5 94.7 98.8: 5.3 1.2
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 : 130: 81 13 3 20 22 102 37:
Old : 130: 81 13 3 20 22 102 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 : 39.8 67.9 55.1 81.5 39.8 67.8 55.1 81.3
Old : 39.8 67.9 55.1 81.5 39.8 67.8 55.1 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 108,117: 41,368 23,250 22 30,739 65,923 72,129 89,195: 35,988 18,922
Old : 108,117: 41,368 23,250 22 30,739 65,923 72,129 89,195: 35,988 18,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -15,886: -18,367 -5,678 -152 5,405 -12,871 -13,114 -18,701: -2,772 2,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 21.5 0.0 28.4 61.0 66.7 82.5: 33.3 17.5
Old : 100.0: 38.3 21.5 0.0 28.4 61.0 66.7 82.5: 33.3 17.5
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 : 96: 29 23 2 27 30 58 53:
Old : 96: 29 23 2 27 30 58 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 : 23.5 34.2 34.1 49.0 23.2 33.0 33.8 47.7
Old : 23.5 34.2 34.1 49.0 23.2 33.0 33.8 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 102,289: 36,100 23,046 190 40,579 41,896 76,869 65,132: 25,420 37,157
Old : 102,289: 36,100 23,046 190 40,579 41,896 76,869 65,132: 25,420 37,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -2,301: 16,321 -15,552 74 -18,380 14,377 -1,985 -1,101: -316 -1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 22.5 0.2 39.7 41.0 75.1 63.7: 24.9 36.3
Old : 100.0: 35.3 22.5 0.2 39.7 41.0 75.1 63.7: 24.9 36.3
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 : 96: 23 32 7 21 26 49 60:
Old : 96: 23 32 7 21 26 49 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 23.7 33.8 33.4 20.5 23.7 32.1 33.0
Old : 21.6 23.7 33.8 33.4 20.5 23.7 32.1 33.0
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 - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 242,927: 98,054 36,607 1,214 83,295 163,027 182,563 200,848: 60,364 42,079
Old : 242,927: 98,054 36,607 1,214 83,295 163,027 182,563 200,848: 60,364 42,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -21,410: -30,406 7,663 -1,653 21,220 -23,903 -10,839 -17,893: -10,571 -3,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 15.1 0.5 34.3 67.1 75.2 82.7: 24.8 17.3
Old : 100.0: 40.4 15.1 0.5 34.3 67.1 75.2 82.7: 24.8 17.3
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 : 167: 51 47 18 38 49 98 105:
Old : 167: 51 47 18 38 49 98 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 37.3 38.5 49.2 28.9 37.2 38.3 49.1
Old : 28.9 37.3 38.5 49.2 28.9 37.2 38.3 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,504: 22,828 9,114 5 3,826 20,049 26,659 29,168: 3,845 1,336
Old : 30,504: 22,828 9,114 5 3,826 20,049 26,659 29,168: 3,845 1,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -1,116: 306 -608 -235 -767 -331 -696 -1,174: -420 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 29.9 0.0 12.5 65.7 87.4 95.6: 12.6 4.4
Old : 100.0: 74.8 29.9 0.0 12.5 65.7 87.4 95.6: 12.6 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 : 47: 17 10 1 5 16 23 26:
Old : 47: 17 10 1 5 16 23 26:
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 : 60.5 46.8 76.5 78.1 60.5 46.8 76.5 78.0
Old : 60.5 46.8 76.5 78.1 60.5 46.8 76.5 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,973,664: 1,281,566 993,309 953,440 6,771,186 6,963,780 9,006,192 8,910,529: 967,472 1,063,135
Old : 9,973,664: 1,281,566 993,309 953,440 6,771,186 6,963,780 9,006,192 8,910,529: 967,472 1,063,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -145,637: 37,587 197,524 -23,367 -124,932 -284,109 -110,712 -109,952: -34,925 -35,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 10.0 9.6 67.9 69.8 90.3 89.3: 9.7 10.7
Old : 100.0: 12.8 10.0 9.6 67.9 69.8 90.3 89.3: 9.7 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 : 289: 51 67 89 137 147 253 249:
Old : 289: 51 67 89 137 147 253 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 23.7 52.4 37.0 40.2 21.1 47.5 32.0
Old : 42.7 23.7 52.4 37.0 40.2 21.1 47.5 32.0
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 - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 863,175: 82,166 87,896 17,336 591,556 636,735 691,058 741,968: 172,117 121,208
Old : 863,175: 82,166 87,896 17,336 591,556 636,735 691,058 741,968: 172,117 121,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -21,903: -11,316 -3,839 -6,804 -13,726 -16,038 -31,846 -26,681: 9,944 4,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 10.2 2.0 68.5 73.8 80.1 86.0: 19.9 14.0
Old : 100.0: 9.5 10.2 2.0 68.5 73.8 80.1 86.0: 19.9 14.0
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 : 539: 105 98 49 219 217 348 342:
Old : 539: 105 98 49 219 217 348 342:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 16.5 23.9 23.5 14.0 15.9 19.9 22.6
Old : 16.4 16.5 23.9 23.5 14.0 15.9 19.9 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 321,634: 16,195 24,078 1,662 185,407 255,577 203,264 281,317: 118,370 40,317
Old : 321,634: 16,195 24,078 1,662 185,407 255,577 203,264 281,317: 118,370 40,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -68: -4,626 1,492 610 2,509 -1,074 -1,507 1,028: 1,439 -1,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.5 0.5 57.6 79.5 63.2 87.5: 36.8 12.5
Old : 100.0: 5.0 7.5 0.5 57.6 79.5 63.2 87.5: 36.8 12.5
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 : 126: 12 21 7 56 56 71 81:
Old : 126: 12 21 7 56 56 71 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 31.2 28.9 46.0 19.9 29.5 27.7 44.3
Old : 21.1 31.2 28.9 46.0 19.9 29.5 27.7 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,707,707: 382,180 371,415 26,047 2,030,743 1,905,792 2,438,970 2,303,254: 268,737 404,453
Old : 2,707,707: 382,180 371,415 26,047 2,030,743 1,905,792 2,438,970 2,303,254: 268,737 404,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -109,174: -56,503 -49,706 -14,018 -81,176 -74,820 -151,697 -138,544: 42,523 29,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 13.7 1.0 75.0 70.4 90.1 85.1: 9.9 14.9
Old : 100.0: 14.1 13.7 1.0 75.0 70.4 90.1 85.1: 9.9 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 : 498: 102 92 34 187 197 306 307:
Old : 498: 102 92 34 187 197 306 307:
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 : 18.9 12.0 28.8 19.5 17.8 12.0 26.1 19.1
Old : 18.9 12.0 28.8 19.5 17.8 12.0 26.1 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 115,028: 13,042 8,913 7 92,649 103,039 105,698 111,959: 9,330 3,069
Old : 115,028: 13,042 8,913 7 92,649 103,039 105,698 111,959: 9,330 3,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -4,562: 552 28 -44 -5,332 -4,363 -4,824 -4,379: 262 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 7.7 0.0 80.5 89.6 91.9 97.3: 8.1 2.7
Old : 100.0: 11.3 7.7 0.0 80.5 89.6 91.9 97.3: 8.1 2.7
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 : 97: 13 7 1 50 38 63 46:
Old : 97: 13 7 1 50 38 63 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 : 38.1 40.8 53.8 58.6 37.1 40.8 51.9 58.6
Old : 38.1 40.8 53.8 58.6 37.1 40.8 51.9 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 104,332: 29,101 6,552 8,495 56,952 85,598 94,547 100,645: 9,784 3,687
Old : 104,332: 29,101 6,552 8,495 56,952 85,598 94,547 100,645: 9,784 3,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -2,304: -3,279 -1,156 294 412 -1,246 -2,572 -2,108: 269 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 6.3 8.1 54.6 82.0 90.6 96.5: 9.4 3.5
Old : 100.0: 27.9 6.3 8.1 54.6 82.0 90.6 96.5: 9.4 3.5
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 : 254: 85 26 13 85 89 175 125:
Old : 254: 85 26 13 85 89 175 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 25.3 35.1 43.0 20.2 23.6 30.5 38.0
Old : 22.9 25.3 35.1 43.0 20.2 23.6 30.5 38.0
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 - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 24,455: 8,051 997 0 12,525 22,515 20,576 23,512: 3,879 943
Old : 24,455: 8,051 997 0 12,525 22,515 20,576 23,512: 3,879 943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 335: 75 -393 0 -262 715 -187 322: 522 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 4.1 0.0 51.2 92.1 84.1 96.1: 15.9 3.9
Old : 100.0: 32.9 4.1 0.0 51.2 92.1 84.1 96.1: 15.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 2 0 11 14 16 16:
Old : 29: 5 2 0 11 14 16 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 : 52.1 54.3 74.0 79.7 52.1 54.3 74.0 79.5
Old : 52.1 54.3 74.0 79.7 52.1 54.3 74.0 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 399,383: 145,379 67,902 2,345 222,133 315,416 369,857 385,663: 29,526 13,720
Old : 399,383: 145,379 67,902 2,345 222,133 315,416 369,857 385,663: 29,526 13,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -13,193: -15,218 -2,266 -80 3,372 -9,804 -11,926 -12,150: -1,267 -1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 17.0 0.6 55.6 79.0 92.6 96.6: 7.4 3.4
Old : 100.0: 36.4 17.0 0.6 55.6 79.0 92.6 96.6: 7.4 3.4
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 : 251: 83 28 10 79 84 164 120:
Old : 251: 83 28 10 79 84 164 120:
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 : 25.8 29.3 39.3 46.1 25.6 29.3 39.1 46.1
Old : 25.8 29.3 39.3 46.1 25.6 29.3 39.1 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 128,314: 72,871 12,550 356 22,128 96,866 95,355 109,772: 32,959 18,542
Old : 128,314: 72,871 12,550 356 22,128 96,866 95,355 109,772: 32,959 18,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -14,014: -14,455 -1,355 89 3,200 -12,911 -11,166 -14,177: -2,848 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 9.8 0.3 17.2 75.5 74.3 85.5: 25.7 14.5
Old : 100.0: 56.8 9.8 0.3 17.2 75.5 74.3 85.5: 25.7 14.5
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 : 74: 34 14 4 12 18 48 34:
Old : 74: 34 14 4 12 18 48 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 : 31.6 54.2 46.5 69.9 31.6 53.8 46.5 69.2
Old : 31.6 54.2 46.5 69.9 31.6 53.8 46.5 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,692: 17,592 6,005 3,622 21,682 23,408 42,896 33,035: 6,796 16,657
Old : 49,692: 17,592 6,005 3,622 21,682 23,408 42,896 33,035: 6,796 16,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -5,501: -547 -1,042 30 -4,899 -4,414 -5,416 -5,426: -85 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 12.1 7.3 43.6 47.1 86.3 66.5: 13.7 33.5
Old : 100.0: 35.4 12.1 7.3 43.6 47.1 86.3 66.5: 13.7 33.5
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 : 65: 19 12 3 21 18 41 32:
Old : 65: 19 12 3 21 18 41 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 37.1 55.3 46.7 31.4 29.7 47.8 38.4
Old : 33.1 37.1 55.3 46.7 31.4 29.7 47.8 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 60,337: 11,847 16,290 3,129 35,744 35,725 50,720 55,144: 9,617 5,193
Old : 60,337: 11,847 16,290 3,129 35,744 35,725 50,720 55,144: 9,617 5,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -4,399: 210 -1,324 819 -6,497 -4,247 -5,468 -4,752: 1,069 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 27.0 5.2 59.2 59.2 84.1 91.4: 15.9 8.6
Old : 100.0: 19.6 27.0 5.2 59.2 59.2 84.1 91.4: 15.9 8.6
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 : 80: 17 16 5 25 26 46 43:
Old : 80: 17 16 5 25 26 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 32.3 39.9 52.0 27.8 32.3 38.7 49.6
Old : 28.4 32.3 39.9 52.0 27.8 32.3 38.7 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,418: 4,410 1,165 270 22,958 27,655 27,638 29,090: 3,780 2,328
Old : 31,418: 4,410 1,165 270 22,958 27,655 27,638 29,090: 3,780 2,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -1,470: -839 -1,089 10 -720 -482 -1,549 -1,561: 79 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 3.7 0.9 73.1 88.0 88.0 92.6: 12.0 7.4
Old : 100.0: 14.0 3.7 0.9 73.1 88.0 88.0 92.6: 12.0 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 : 51: 6 2 1 25 25 31 28:
Old : 51: 6 2 1 25 25 31 28:
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 : 44.7 43.2 59.6 65.1 40.5 42.5 54.0 60.1
Old : 44.7 43.2 59.6 65.1 40.5 42.5 54.0 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,234: 11,875 2,124 17 20,839 35,587 32,731 37,728: 7,503 2,506
Old : 40,234: 11,875 2,124 17 20,839 35,587 32,731 37,728: 7,503 2,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -1,673: -1,353 -464 0 22 -816 -1,331 -1,280: -342 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 5.3 0.0 51.8 88.5 81.4 93.8: 18.6 6.2
Old : 100.0: 29.5 5.3 0.0 51.8 88.5 81.4 93.8: 18.6 6.2
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 : 59: 18 6 1 23 17 41 24:
Old : 59: 18 6 1 23 17 41 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 : 36.6 59.5 50.1 77.3 34.2 57.6 47.8 75.1
Old : 36.6 59.5 50.1 77.3 34.2 57.6 47.8 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 13,184: 5,537 819 883 4,876 10,719 11,296 12,421: 1,888 763
Old : 13,184: 5,537 819 883 4,876 10,719 11,296 12,421: 1,888 763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 6.2 6.7 37.0 81.3 85.7 94.2: 14.3 5.8
Old : 100.0: 42.0 6.2 6.7 37.0 81.3 85.7 94.2: 14.3 5.8
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 : 24: 10 4 4 9 4 21 10:
Old : 24: 10 4 4 9 4 21 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 : 47.2 92.1 63.6 94.2 44.9 85.5 60.2 86.4
Old : 47.2 92.1 63.6 94.2 44.9 85.5 60.2 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2010