BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 17, 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 : 3,160: 344 1,207 3 2,027 1,624 2,374 2,834: 786 326
Old : 3,160: 344 1,207 3 2,027 1,624 2,374 2,834: 786 326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 178: -3 22 0 140 149 137 171: 41 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 38.2 0.1 64.1 51.4 75.1 89.7: 24.9 10.3
Old : 100.0: 10.9 38.2 0.1 64.1 51.4 75.1 89.7: 24.9 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 4 1 10 10 13 14:
Old : 23: 2 4 1 10 10 13 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 : 53.1 55.5 67.0 75.5 52.6 55.4 65.8 75.1
Old : 53.1 55.5 67.0 75.5 52.6 55.4 65.8 75.1
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 17, 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 : 32,758: 4,269 4,026 627 22,745 23,113 27,641 27,766: 5,117 4,992
Old : 32,758: 4,269 4,026 627 22,745 23,113 27,641 27,766: 5,117 4,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 1,471: -27 -78 241 99 558 313 721: 1,158 750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 12.3 1.9 69.4 70.6 84.4 84.8: 15.6 15.2
Old : 100.0: 13.0 12.3 1.9 69.4 70.6 84.4 84.8: 15.6 15.2
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 : 72: 15 10 16 32 32 54 52:
Old : 72: 15 10 16 32 32 54 52:
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 : 46.8 44.4 57.8 59.8 46.8 41.7 56.7 57.0
Old : 46.8 44.4 57.8 59.8 46.8 41.7 56.7 57.0
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 17, 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 : 224,601: 52,360 44,816 40,813 107,799 106,021 200,972 191,650: 23,629 32,951
Old : 178,798: 44,566 51,075 23,479 93,475 78,721 161,520 153,275: 17,278 25,523
Other: 45,803: 20,896 6,843 4,232 14,324 27,300 39,452 38,375: 6,351 7,428
: : :
: : Changes in Commitments from: May 10, 2011 :
: 5,479: -2,040 4,837 4,687 2,764 -4,475 5,411 5,049: 68 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 20.0 18.2 48.0 47.2 89.5 85.3: 10.5 14.7
Old : 100.0: 24.9 28.6 13.1 52.3 44.0 90.3 85.7: 9.7 14.3
Other: 100.0: 45.6 14.9 9.2 31.3 59.6 86.1 83.8: 13.9 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 85 81 101 51 69 188 215:
Old : 261: 75 93 93 45 59 175 203:
Other: 124: 39 18 13 30 53 76 80:
:----------------------------------------------------------------------------------------------------
: 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 37.4 32.1 22.5 23.6 36.7 30.2
Old : 25.4 24.8 40.4 32.7 25.4 24.5 40.0 32.0
Other: 28.5 30.6 50.3 43.9 28.4 25.2 49.4 38.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 17, 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 : 345,379: 115,013 62,726 46,546 158,048 168,436 319,607 277,708: 25,772 67,671
Old : 345,379: 115,013 62,726 46,546 158,048 168,436 319,607 277,708: 25,772 67,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -6,278: -790 4,210 -5,451 -246 -3,233 -6,487 -4,474: 209 -1,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 18.2 13.5 45.8 48.8 92.5 80.4: 7.5 19.6
Old : 100.0: 33.3 18.2 13.5 45.8 48.8 92.5 80.4: 7.5 19.6
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 : 383: 102 92 106 74 158 231 313:
Old : 383: 102 92 106 74 158 231 313:
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 : 24.9 14.3 37.8 22.2 24.9 13.8 37.4 21.0
Old : 24.9 14.3 37.8 22.2 24.9 13.8 37.4 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, May 17, 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 : 9,966: 4,413 4,999 304 3,209 2,558 7,926 7,861: 2,040 2,105
Old : 9,966: 4,413 4,999 304 3,209 2,558 7,926 7,861: 2,040 2,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 104: 24 632 17 -75 -483 -34 166: 138 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 50.2 3.1 32.2 25.7 79.5 78.9: 20.5 21.1
Old : 100.0: 44.3 50.2 3.1 32.2 25.7 79.5 78.9: 20.5 21.1
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 : 90: 29 40 7 11 16 42 61:
Old : 90: 29 40 7 11 16 42 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 : 42.0 27.6 58.1 41.4 42.0 27.6 58.1 41.4
Old : 42.0 27.6 58.1 41.4 42.0 27.6 58.1 41.4
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 - Futures Only, May 17, 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 : 38,128: 17,002 4,965 3,706 11,551 9,030 32,259 17,701: 5,869 20,427
Old : 38,128: 17,002 4,965 3,706 11,551 9,030 32,259 17,701: 5,869 20,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -805: 156 300 -250 -738 -632 -832 -582: 27 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 13.0 9.7 30.3 23.7 84.6 46.4: 15.4 53.6
Old : 100.0: 44.6 13.0 9.7 30.3 23.7 84.6 46.4: 15.4 53.6
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 : 155: 43 28 40 36 60 97 116:
Old : 155: 43 28 40 36 60 97 116:
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 : 19.9 10.5 34.9 15.5 19.8 8.1 34.7 11.7
Old : 19.9 10.5 34.9 15.5 19.8 8.1 34.7 11.7
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 - Futures Only, May 17, 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 : 99,819: 6,440 0 0 92,703 99,487 99,143 99,487: 676 332
Old : 99,819: 6,440 0 0 92,703 99,487 99,143 99,487: 676 332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 599: -983 -355 0 1,488 879 505 524: 94 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 0.0 92.9 99.7 99.3 99.7: 0.7 0.3
Old : 100.0: 6.5 0.0 0.0 92.9 99.7 99.3 99.7: 0.7 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 : 22: 5 0 0 16 14 21 14:
Old : 22: 5 0 0 16 14 21 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 : 82.4 72.5 91.5 89.8 40.7 31.1 43.7 40.3
Old : 82.4 72.5 91.5 89.8 40.7 31.1 43.7 40.3
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 17, 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 : 123,386: 36,008 9,717 154 40,314 97,727 76,476 107,598: 46,910 15,788
Old : 123,386: 36,008 9,717 154 40,314 97,727 76,476 107,598: 46,910 15,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 1,908: -6,690 4,222 0 10,210 -1,800 3,520 2,422: -1,612 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 7.9 0.1 32.7 79.2 62.0 87.2: 38.0 12.8
Old : 100.0: 29.2 7.9 0.1 32.7 79.2 62.0 87.2: 38.0 12.8
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 : 82: 33 12 2 25 24 59 37:
Old : 82: 33 12 2 25 24 59 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 : 20.6 55.3 30.1 70.2 19.7 54.9 29.2 69.7
Old : 20.6 55.3 30.1 70.2 19.7 54.9 29.2 69.7
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 17, 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 : 68,304: 24,409 8,748 0 15,232 49,224 39,641 57,972: 28,663 10,332
Old : 68,304: 24,409 8,748 0 15,232 49,224 39,641 57,972: 28,663 10,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -4,008: -3,496 -2,821 -280 -1,344 -625 -5,120 -3,726: 1,112 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 12.8 0.0 22.3 72.1 58.0 84.9: 42.0 15.1
Old : 100.0: 35.7 12.8 0.0 22.3 72.1 58.0 84.9: 42.0 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 15 8 0 10 11 25 19:
Old : 40: 15 8 0 10 11 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 64.0 42.6 79.0 31.7 64.0 42.5 78.9
Old : 31.7 64.0 42.6 79.0 31.7 64.0 42.5 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, May 17, 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 : 147,582: 112,311 7,399 134 27,601 138,080 140,046 145,613: 7,536 1,969
Old : 147,582: 112,311 7,399 134 27,601 138,080 140,046 145,613: 7,536 1,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -10,804: -10,781 2,372 -112 970 -13,140 -9,923 -10,880: -881 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 5.0 0.1 18.7 93.6 94.9 98.7: 5.1 1.3
Old : 100.0: 76.1 5.0 0.1 18.7 93.6 94.9 98.7: 5.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 71 15 1 20 21 91 37:
Old : 123: 71 15 1 20 21 91 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 : 42.0 69.3 58.1 81.8 42.0 69.1 58.1 81.6
Old : 42.0 69.3 58.1 81.8 42.0 69.1 58.1 81.6
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 17, 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 : 103,753: 30,327 31,255 296 42,237 49,692 72,860 81,243: 30,893 22,510
Old : 103,753: 30,327 31,255 296 42,237 49,692 72,860 81,243: 30,893 22,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -4,364: -11,041 8,005 274 11,498 -16,231 731 -7,952: -5,095 3,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 30.1 0.3 40.7 47.9 70.2 78.3: 29.8 21.7
Old : 100.0: 29.2 30.1 0.3 40.7 47.9 70.2 78.3: 29.8 21.7
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 : 94: 25 26 3 29 26 57 52:
Old : 94: 25 26 3 29 26 57 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 33.2 29.7 44.2 18.9 32.1 29.4 43.0
Old : 19.2 33.2 29.7 44.2 18.9 32.1 29.4 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, May 17, 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 : 103,453: 38,016 22,643 242 40,617 43,409 78,875 66,294: 24,578 37,159
Old : 103,453: 38,016 22,643 242 40,617 43,409 78,875 66,294: 24,578 37,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 1,164: 1,916 -403 52 38 1,513 2,006 1,162: -842 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 21.9 0.2 39.3 42.0 76.2 64.1: 23.8 35.9
Old : 100.0: 36.7 21.9 0.2 39.3 42.0 76.2 64.1: 23.8 35.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 22 32 8 20 26 47 61:
Old : 94: 22 32 8 20 26 47 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 : 24.8 25.5 39.5 34.2 24.7 25.3 37.6 33.8
Old : 24.8 25.5 39.5 34.2 24.7 25.3 37.6 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, May 17, 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 : 250,533: 89,941 48,296 1,133 105,953 157,756 197,027 207,185: 53,506 43,348
Old : 250,533: 89,941 48,296 1,133 105,953 157,756 197,027 207,185: 53,506 43,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 7,606: -8,113 11,689 -81 22,658 -5,271 14,464 6,337: -6,858 1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 19.3 0.5 42.3 63.0 78.6 82.7: 21.4 17.3
Old : 100.0: 35.9 19.3 0.5 42.3 63.0 78.6 82.7: 21.4 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 : 176: 50 51 20 44 50 104 111:
Old : 176: 50 51 20 44 50 104 111:
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 33.6 41.5 46.5 29.6 33.6 41.3 46.4
Old : 29.6 33.6 41.5 46.5 29.6 33.6 41.3 46.4
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 17, 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 : 29,636: 22,518 9,894 0 3,827 18,443 26,345 28,337: 3,291 1,299
Old : 29,636: 22,518 9,894 0 3,827 18,443 26,345 28,337: 3,291 1,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -868: -310 780 -5 1 -1,606 -314 -831: -554 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 33.4 0.0 12.9 62.2 88.9 95.6: 11.1 4.4
Old : 100.0: 76.0 33.4 0.0 12.9 62.2 88.9 95.6: 11.1 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 : 45: 16 11 0 4 15 20 26:
Old : 45: 16 11 0 4 15 20 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 : 64.3 47.7 79.1 76.6 64.3 47.7 79.1 76.6
Old : 64.3 47.7 79.1 76.6 64.3 47.7 79.1 76.6
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 17, 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 :10,031,981: 1,389,210 1,025,346 1,033,077 6,635,043 6,928,560 9,057,330 8,986,983: 974,651 1,044,998
Old :10,031,981: 1,389,210 1,025,346 1,033,077 6,635,043 6,928,560 9,057,330 8,986,983: 974,651 1,044,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 58,317: 107,644 32,037 79,637 -136,143 -35,220 51,138 76,454: 7,179 -18,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 10.2 10.3 66.1 69.1 90.3 89.6: 9.7 10.4
Old : 100.0: 13.8 10.2 10.3 66.1 69.1 90.3 89.6: 9.7 10.4
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 : 297: 56 72 90 137 151 260 255:
Old : 297: 56 72 90 137 151 260 255:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 23.4 51.0 35.8 39.6 20.8 45.8 30.1
Old : 41.9 23.4 51.0 35.8 39.6 20.8 45.8 30.1
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 17, 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 : 870,469: 80,938 85,862 24,067 595,871 635,850 700,875 745,779: 169,593 124,690
Old : 870,469: 80,938 85,862 24,067 595,871 635,850 700,875 745,779: 169,593 124,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 7,293: -1,228 -2,034 6,731 4,315 -885 9,817 3,811: -2,524 3,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 9.9 2.8 68.5 73.0 80.5 85.7: 19.5 14.3
Old : 100.0: 9.3 9.9 2.8 68.5 73.0 80.5 85.7: 19.5 14.3
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 : 555: 113 103 56 227 217 367 350:
Old : 555: 113 103 56 227 217 367 350:
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 : 16.0 16.3 23.6 23.7 13.6 15.5 19.8 22.3
Old : 16.0 16.3 23.6 23.7 13.6 15.5 19.8 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, May 17, 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 : 325,360: 15,952 27,485 2,327 186,249 252,995 204,528 282,807: 120,832 42,553
Old : 325,360: 15,952 27,485 2,327 186,249 252,995 204,528 282,807: 120,832 42,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 3,726: -243 3,407 665 842 -2,582 1,264 1,490: 2,462 2,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 8.4 0.7 57.2 77.8 62.9 86.9: 37.1 13.1
Old : 100.0: 4.9 8.4 0.7 57.2 77.8 62.9 86.9: 37.1 13.1
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 : 129: 12 22 7 59 57 74 83:
Old : 129: 12 22 7 59 57 74 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 31.1 28.2 45.1 19.7 29.1 27.0 43.1
Old : 20.9 31.1 28.2 45.1 19.7 29.1 27.0 43.1
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 17, 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 : 2,725,544: 394,409 361,364 39,219 2,048,109 1,914,276 2,481,737 2,314,859: 243,807 410,685
Old : 2,725,544: 394,409 361,364 39,219 2,048,109 1,914,276 2,481,737 2,314,859: 243,807 410,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 17,837: 12,229 -10,051 13,172 17,366 8,484 42,767 11,605: -24,930 6,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 13.3 1.4 75.1 70.2 91.1 84.9: 8.9 15.1
Old : 100.0: 14.5 13.3 1.4 75.1 70.2 91.1 84.9: 8.9 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 517: 112 95 41 198 198 328 316:
Old : 517: 112 95 41 198 198 328 316:
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 11.5 28.5 19.2 17.4 11.5 25.8 18.5
Old : 18.9 11.5 28.5 19.2 17.4 11.5 25.8 18.5
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 - Futures Only, May 17, 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 : 114,146: 9,714 8,858 621 95,502 101,006 105,837 110,485: 8,309 3,661
Old : 114,146: 9,714 8,858 621 95,502 101,006 105,837 110,485: 8,309 3,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -882: -3,328 -55 614 2,853 -2,033 139 -1,474: -1,021 592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 7.8 0.5 83.7 88.5 92.7 96.8: 7.3 3.2
Old : 100.0: 8.5 7.8 0.5 83.7 88.5 92.7 96.8: 7.3 3.2
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 : 98: 12 7 2 51 39 64 47:
Old : 98: 12 7 2 51 39 64 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 39.1 54.9 57.6 37.9 39.1 52.9 57.6
Old : 38.9 39.1 54.9 57.6 37.9 39.1 52.9 57.6
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 17, 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 : 93,078: 22,330 5,324 4,647 56,731 79,007 83,708 88,978: 9,369 4,100
Old : 93,078: 22,330 5,324 4,647 56,731 79,007 83,708 88,978: 9,369 4,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -11,254: -6,771 -1,228 -3,848 -221 -6,592 -10,839 -11,667: -415 413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 5.7 5.0 61.0 84.9 89.9 95.6: 10.1 4.4
Old : 100.0: 24.0 5.7 5.0 61.0 84.9 89.9 95.6: 10.1 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 : 240: 78 25 18 83 86 166 125:
Old : 240: 78 25 18 83 86 166 125:
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 : 20.4 25.2 32.4 40.7 19.8 24.7 30.6 39.0
Old : 20.4 25.2 32.4 40.7 19.8 24.7 30.6 39.0
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 17, 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 : 20,513: 3,567 978 0 12,996 18,570 16,563 19,548: 3,950 965
Old : 20,513: 3,567 978 0 12,996 18,570 16,563 19,548: 3,950 965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -3,942: -4,484 -19 0 471 -3,945 -4,013 -3,964: 71 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 4.8 0.0 63.4 90.5 80.7 95.3: 19.3 4.7
Old : 100.0: 17.4 4.8 0.0 63.4 90.5 80.7 95.3: 19.3 4.7
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 : 30: 5 2 0 14 12 19 14:
Old : 30: 5 2 0 14 12 19 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 : 42.3 53.0 62.6 82.2 42.3 52.7 62.6 81.9
Old : 42.3 53.0 62.6 82.2 42.3 52.7 62.6 81.9
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 17, 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 : 362,823: 113,464 41,376 3,589 218,674 302,183 335,727 347,148: 27,096 15,675
Old : 362,823: 113,464 41,376 3,589 218,674 302,183 335,727 347,148: 27,096 15,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -36,560: -31,915 -26,526 1,244 -3,459 -13,233 -34,130 -38,515: -2,430 1,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 11.4 1.0 60.3 83.3 92.5 95.7: 7.5 4.3
Old : 100.0: 31.3 11.4 1.0 60.3 83.3 92.5 95.7: 7.5 4.3
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 : 237: 75 27 15 75 81 154 119:
Old : 237: 75 27 15 75 81 154 119:
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 : 24.6 29.4 38.2 43.5 24.2 29.4 37.9 43.5
Old : 24.6 29.4 38.2 43.5 24.2 29.4 37.9 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, May 17, 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 : 115,090: 61,179 10,260 134 20,488 88,124 81,801 98,518: 33,289 16,572
Old : 115,090: 61,179 10,260 134 20,488 88,124 81,801 98,518: 33,289 16,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -13,224: -11,692 -2,290 -222 -1,640 -8,742 -13,554 -11,254: 330 -1,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 8.9 0.1 17.8 76.6 71.1 85.6: 28.9 14.4
Old : 100.0: 53.2 8.9 0.1 17.8 76.6 71.1 85.6: 28.9 14.4
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 : 76: 30 16 3 14 21 44 40:
Old : 76: 30 16 3 14 21 44 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 55.9 45.0 70.3 31.6 55.6 45.0 69.9
Old : 31.6 55.9 45.0 70.3 31.6 55.6 45.0 69.9
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 17, 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 : 48,211: 15,500 7,598 3,634 21,658 19,052 40,792 30,284: 7,419 17,927
Old : 48,211: 15,500 7,598 3,634 21,658 19,052 40,792 30,284: 7,419 17,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -1,481: -2,092 1,593 12 -24 -4,356 -2,104 -2,751: 623 1,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 15.8 7.5 44.9 39.5 84.6 62.8: 15.4 37.2
Old : 100.0: 32.2 15.8 7.5 44.9 39.5 84.6 62.8: 15.4 37.2
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 : 62: 16 12 1 21 17 37 30:
Old : 62: 16 12 1 21 17 37 30:
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 27.7 53.5 38.5 28.9 16.6 46.2 26.1
Old : 31.2 27.7 53.5 38.5 28.9 16.6 46.2 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, May 17, 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 : 57,272: 11,024 10,033 3,951 35,630 36,642 50,605 50,626: 6,667 6,646
Old : 57,272: 11,024 10,033 3,951 35,630 36,642 50,605 50,626: 6,667 6,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -3,065: -823 -6,257 822 -114 917 -115 -4,518: -2,950 1,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 17.5 6.9 62.2 64.0 88.4 88.4: 11.6 11.6
Old : 100.0: 19.2 17.5 6.9 62.2 64.0 88.4 88.4: 11.6 11.6
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 : 75: 16 14 6 24 27 44 43:
Old : 75: 16 14 6 24 27 44 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 : 30.5 33.8 43.0 50.1 29.9 32.9 41.3 48.0
Old : 30.5 33.8 43.0 50.1 29.9 32.9 41.3 48.0
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 17, 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 : 30,728: 3,716 946 300 23,029 27,537 27,045 28,783: 3,683 1,945
Old : 30,728: 3,716 946 300 23,029 27,537 27,045 28,783: 3,683 1,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -690: -694 -219 30 71 -118 -593 -307: -97 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 3.1 1.0 74.9 89.6 88.0 93.7: 12.0 6.3
Old : 100.0: 12.1 3.1 1.0 74.9 89.6 88.0 93.7: 12.0 6.3
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 : 50: 8 3 1 22 24 30 28:
Old : 50: 8 3 1 22 24 30 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 : 46.9 44.7 61.7 66.4 42.4 42.7 54.8 61.5
Old : 46.9 44.7 61.7 66.4 42.4 42.7 54.8 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, May 17, 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 : 39,818: 11,082 2,124 17 21,279 34,863 32,378 37,004: 7,440 2,814
Old : 39,818: 11,082 2,124 17 21,279 34,863 32,378 37,004: 7,440 2,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -416: -793 0 0 440 -724 -353 -724: -63 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 5.3 0.0 53.4 87.6 81.3 92.9: 18.7 7.1
Old : 100.0: 27.8 5.3 0.0 53.4 87.6 81.3 92.9: 18.7 7.1
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 : 56: 17 6 1 21 18 38 25:
Old : 56: 17 6 1 21 18 38 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 59.0 54.0 76.9 39.1 57.1 51.7 74.8
Old : 41.5 59.0 54.0 76.9 39.1 57.1 51.7 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, May 17, 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 : 10,597: 4,884 2,098 13 4,247 8,042 9,144 10,153: 1,453 444
Old : 10,597: 4,884 2,098 13 4,247 8,042 9,144 10,153: 1,453 444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: -2,587: -653 1,279 -870 -629 -2,677 -2,152 -2,268: -435 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 19.8 0.1 40.1 75.9 86.3 95.8: 13.7 4.2
Old : 100.0: 46.1 19.8 0.1 40.1 75.9 86.3 95.8: 13.7 4.2
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 : 20: 9 4 1 5 2 15 6:
Old : 20: 9 4 1 5 2 15 6:
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 : 55.5 93.8 72.3 95.8 55.5 93.7 72.3 95.7
Old : 55.5 93.8 72.3 95.8 55.5 93.7 72.3 95.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2011