BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 24, 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 : 3,351: 353 1,214 2 2,171 1,780 2,526 2,996: 825 355
Old : 3,351: 353 1,214 2 2,171 1,780 2,526 2,996: 825 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 191: 9 7 -1 144 156 152 162: 39 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 36.2 0.1 64.8 53.1 75.4 89.4: 24.6 10.6
Old : 100.0: 10.5 36.2 0.1 64.8 53.1 75.4 89.4: 24.6 10.6
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 : 23: 2 4 1 11 10 14 14:
Old : 23: 2 4 1 11 10 14 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 52.4 65.9 76.0 52.7 50.5 65.4 71.2
Old : 53.1 52.4 65.9 76.0 52.7 50.5 65.4 71.2
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 24, 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 : 35,184: 5,062 4,234 1,132 23,934 24,869 30,128 30,235: 5,056 4,949
Old : 35,184: 5,062 4,234 1,132 23,934 24,869 30,128 30,235: 5,056 4,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 2,426: 793 208 505 1,189 1,756 2,487 2,469: -61 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 12.0 3.2 68.0 70.7 85.6 85.9: 14.4 14.1
Old : 100.0: 14.4 12.0 3.2 68.0 70.7 85.6 85.9: 14.4 14.1
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 : 77: 18 9 16 34 33 59 52:
Old : 77: 18 9 16 34 33 59 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 : 44.7 44.7 55.1 61.3 44.7 41.9 54.0 58.5
Old : 44.7 44.7 55.1 61.3 44.7 41.9 54.0 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 24, 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 : 220,067: 48,866 50,432 40,145 109,563 98,041 198,574 188,618: 21,493 31,449
Old : 172,029: 39,456 54,933 24,069 93,344 69,193 156,869 148,195: 15,160 23,834
Other: 48,038: 20,906 6,995 4,580 16,219 28,848 41,705 40,423: 6,333 7,615
: : :
: : Changes in Commitments from: May 17, 2011 :
: -4,534: -3,494 5,616 -668 1,764 -7,980 -2,398 -3,032: -2,136 -1,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 22.9 18.2 49.8 44.6 90.2 85.7: 9.8 14.3
Old : 100.0: 22.9 31.9 14.0 54.3 40.2 91.2 86.1: 8.8 13.9
Other: 100.0: 43.5 14.6 9.5 33.8 60.1 86.8 84.1: 13.2 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 79 81 100 42 69 171 214:
Old : 247: 70 92 94 34 59 158 201:
Other: 117: 33 17 15 27 54 69 81:
:----------------------------------------------------------------------------------------------------
: 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 22.0 40.1 30.5 24.6 21.5 39.2 28.5
Old : 28.4 22.3 43.3 30.2 28.4 22.1 42.8 29.6
Other: 28.9 30.0 51.5 43.0 28.9 24.9 50.6 37.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 24, 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 : 339,216: 110,005 64,977 44,344 159,710 166,930 314,059 276,251: 25,157 62,965
Old : 339,216: 110,005 64,977 44,344 159,710 166,930 314,059 276,251: 25,157 62,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -6,163: -5,008 2,251 -2,202 1,662 -1,506 -5,548 -1,457: -615 -4,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 19.2 13.1 47.1 49.2 92.6 81.4: 7.4 18.6
Old : 100.0: 32.4 19.2 13.1 47.1 49.2 92.6 81.4: 7.4 18.6
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 : 384: 87 100 116 90 156 249 318:
Old : 384: 87 100 116 90 156 249 318:
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 : 25.2 14.7 37.6 22.6 25.2 14.3 37.6 21.8
Old : 25.2 14.7 37.6 22.6 25.2 14.3 37.6 21.8
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 24, 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 : 10,302: 4,485 4,997 547 3,106 2,485 8,138 8,029: 2,164 2,273
Old : 10,302: 4,485 4,997 547 3,106 2,485 8,138 8,029: 2,164 2,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 336: 72 -2 243 -103 -73 212 168: 124 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 48.5 5.3 30.1 24.1 79.0 77.9: 21.0 22.1
Old : 100.0: 43.5 48.5 5.3 30.1 24.1 79.0 77.9: 21.0 22.1
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 : 93: 28 42 9 10 16 46 61:
Old : 93: 28 42 9 10 16 46 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 : 39.9 26.5 55.6 39.7 39.9 26.5 55.6 39.7
Old : 39.9 26.5 55.6 39.7 39.9 26.5 55.6 39.7
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 24, 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 : 36,029: 14,759 5,400 4,091 10,914 8,171 29,764 17,662: 6,265 18,367
Old : 36,029: 14,759 5,400 4,091 10,914 8,171 29,764 17,662: 6,265 18,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -2,099: -2,243 435 385 -637 -859 -2,495 -39: 396 -2,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 15.0 11.4 30.3 22.7 82.6 49.0: 17.4 51.0
Old : 100.0: 41.0 15.0 11.4 30.3 22.7 82.6 49.0: 17.4 51.0
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 : 153: 40 32 38 38 58 96 115:
Old : 153: 40 32 38 38 58 96 115:
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 : 19.7 10.7 35.0 15.9 19.6 8.2 34.6 12.6
Old : 19.7 10.7 35.0 15.9 19.6 8.2 34.6 12.6
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 24, 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 : 102,869: 8,224 0 0 93,277 102,438 101,501 102,438: 1,368 431
Old : 102,869: 8,224 0 0 93,277 102,438 101,501 102,438: 1,368 431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 3,050: 1,784 0 0 574 2,951 2,358 2,951: 692 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 0.0 90.7 99.6 98.7 99.6: 1.3 0.4
Old : 100.0: 8.0 0.0 0.0 90.7 99.6 98.7 99.6: 1.3 0.4
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 : 23: 6 0 0 16 14 22 14:
Old : 23: 6 0 0 16 14 22 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 : 80.0 71.7 90.0 88.9 39.9 31.4 43.4 39.6
Old : 80.0 71.7 90.0 88.9 39.9 31.4 43.4 39.6
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 24, 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 : 120,245: 31,219 9,942 168 41,488 94,763 72,875 104,873: 47,370 15,372
Old : 120,245: 31,219 9,942 168 41,488 94,763 72,875 104,873: 47,370 15,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -3,141: -4,789 225 14 1,174 -2,964 -3,601 -2,725: 460 -416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 8.3 0.1 34.5 78.8 60.6 87.2: 39.4 12.8
Old : 100.0: 26.0 8.3 0.1 34.5 78.8 60.6 87.2: 39.4 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 : 77: 31 10 4 25 23 58 35:
Old : 77: 31 10 4 25 23 58 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 54.0 30.9 69.2 19.5 53.5 29.6 68.1
Old : 20.7 54.0 30.9 69.2 19.5 53.5 29.6 68.1
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 24, 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 : 66,776: 23,088 8,363 2 18,312 46,575 41,402 54,940: 25,374 11,836
Old : 66,776: 23,088 8,363 2 18,312 46,575 41,402 54,940: 25,374 11,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -1,528: -1,321 -385 2 3,080 -2,649 1,761 -3,032: -3,289 1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 12.5 0.0 27.4 69.7 62.0 82.3: 38.0 17.7
Old : 100.0: 34.6 12.5 0.0 27.4 69.7 62.0 82.3: 38.0 17.7
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 : 42: 15 9 1 12 10 28 19:
Old : 42: 15 9 1 12 10 28 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 : 31.6 62.4 42.5 75.9 31.6 62.3 42.5 75.8
Old : 31.6 62.4 42.5 75.9 31.6 62.3 42.5 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, May 24, 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 : 147,410: 113,219 4,538 242 26,660 140,639 140,121 145,419: 7,289 1,991
Old : 147,410: 113,219 4,538 242 26,660 140,639 140,121 145,419: 7,289 1,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -172: 908 -2,861 108 -941 2,559 75 -194: -247 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 3.1 0.2 18.1 95.4 95.1 98.6: 4.9 1.4
Old : 100.0: 76.8 3.1 0.2 18.1 95.4 95.1 98.6: 4.9 1.4
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 : 122: 72 12 3 20 22 94 36:
Old : 122: 72 12 3 20 22 94 36:
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 70.8 57.0 83.3 41.9 70.6 57.0 83.1
Old : 41.9 70.8 57.0 83.3 41.9 70.6 57.0 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, May 24, 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 : 110,336: 28,090 42,233 293 59,457 47,228 87,840 89,754: 22,496 20,582
Old : 110,336: 28,090 42,233 293 59,457 47,228 87,840 89,754: 22,496 20,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 6,583: -2,237 10,978 -3 17,220 -2,464 14,980 8,511: -8,397 -1,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 38.3 0.3 53.9 42.8 79.6 81.3: 20.4 18.7
Old : 100.0: 25.5 38.3 0.3 53.9 42.8 79.6 81.3: 20.4 18.7
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 : 89: 25 22 5 28 26 56 50:
Old : 89: 25 22 5 28 26 56 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 37.1 38.7 50.1 21.8 35.9 38.4 48.5
Old : 21.8 37.1 38.7 50.1 21.8 35.9 38.4 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, May 24, 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 : 99,264: 32,188 24,182 121 41,588 41,871 73,897 66,174: 25,367 33,090
Old : 99,264: 32,188 24,182 121 41,588 41,871 73,897 66,174: 25,367 33,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -4,189: -5,828 1,539 -121 971 -1,538 -4,978 -120: 789 -4,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 24.4 0.1 41.9 42.2 74.4 66.7: 25.6 33.3
Old : 100.0: 32.4 24.4 0.1 41.9 42.2 74.4 66.7: 25.6 33.3
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 : 97: 22 34 7 23 25 51 61:
Old : 97: 22 34 7 23 25 51 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 : 21.0 26.8 33.7 36.1 19.9 26.5 31.9 35.8
Old : 21.0 26.8 33.7 36.1 19.9 26.5 31.9 35.8
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 24, 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 : 258,663: 75,182 56,053 896 134,068 156,886 210,146 213,835: 48,517 44,828
Old : 258,663: 75,182 56,053 896 134,068 156,886 210,146 213,835: 48,517 44,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 8,130: -14,759 7,757 -237 28,115 -870 13,119 6,650: -4,989 1,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 21.7 0.3 51.8 60.7 81.2 82.7: 18.8 17.3
Old : 100.0: 29.1 21.7 0.3 51.8 60.7 81.2 82.7: 18.8 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 : 182: 49 56 18 45 53 104 117:
Old : 182: 49 56 18 45 53 104 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 31.8 45.0 43.5 35.1 31.7 44.8 43.4
Old : 35.1 31.8 45.0 43.5 35.1 31.7 44.8 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 32,498: 28,797 26,201 66 2,439 6,102 31,302 32,369: 1,196 129
Old : 32,498: 28,797 26,201 66 2,439 6,102 31,302 32,369: 1,196 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 80.6 0.2 7.5 18.8 96.3 99.6: 3.7 0.4
Old : 100.0: 88.6 80.6 0.2 7.5 18.8 96.3 99.6: 3.7 0.4
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 : 21: 10 2 1 4 7 14 10:
Old : 21: 10 2 1 4 7 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.7 92.6 93.8 99.1 89.5 92.6 93.5 98.2
Old : 89.7 92.6 93.8 99.1 89.5 92.6 93.5 98.2
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 24, 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 : 30,930: 23,234 9,358 0 4,023 20,138 27,257 29,496: 3,673 1,434
Old : 30,930: 23,234 9,358 0 4,023 20,138 27,257 29,496: 3,673 1,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 1,294: 716 -536 0 196 1,695 912 1,159: 382 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 30.3 0.0 13.0 65.1 88.1 95.4: 11.9 4.6
Old : 100.0: 75.1 30.3 0.0 13.0 65.1 88.1 95.4: 11.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 17 10 0 3 13 20 23:
Old : 43: 17 10 0 3 13 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 44.7 79.0 76.9 62.7 44.7 79.0 76.9
Old : 62.7 44.7 79.0 76.9 62.7 44.7 79.0 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, May 24, 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 :10,168,262: 1,374,677 1,125,287 1,059,661 6,748,662 6,933,480 9,183,000 9,118,428: 985,262 1,049,834
Old :10,168,262: 1,374,677 1,125,287 1,059,661 6,748,662 6,933,480 9,183,000 9,118,428: 985,262 1,049,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 136,281: -14,533 99,941 26,584 113,619 4,920 125,670 131,445: 10,611 4,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 11.1 10.4 66.4 68.2 90.3 89.7: 9.7 10.3
Old : 100.0: 13.5 11.1 10.4 66.4 68.2 90.3 89.7: 9.7 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 : 299: 52 73 85 141 158 255 261:
Old : 299: 52 73 85 141 158 255 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 23.6 51.0 36.4 39.6 20.8 45.7 29.8
Old : 41.8 23.6 51.0 36.4 39.6 20.8 45.7 29.8
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 24, 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 : 896,257: 83,607 99,834 25,022 609,141 632,271 717,771 757,127: 178,486 139,129
Old : 896,257: 83,607 99,834 25,022 609,141 632,271 717,771 757,127: 178,486 139,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 25,788: 2,670 13,973 955 13,270 -3,579 16,895 11,349: 8,892 14,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 11.1 2.8 68.0 70.5 80.1 84.5: 19.9 15.5
Old : 100.0: 9.3 11.1 2.8 68.0 70.5 80.1 84.5: 19.9 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 550: 103 104 49 227 220 360 344:
Old : 550: 103 104 49 227 220 360 344:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 16.1 23.1 23.3 13.0 15.2 19.2 21.7
Old : 15.5 16.1 23.1 23.3 13.0 15.2 19.2 21.7
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 24, 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 : 335,533: 14,766 28,927 4,165 188,417 257,091 207,348 290,183: 128,185 45,350
Old : 335,533: 14,766 28,927 4,165 188,417 257,091 207,348 290,183: 128,185 45,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 10,173: -1,186 1,442 1,838 2,168 4,096 2,820 7,376: 7,353 2,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 8.6 1.2 56.2 76.6 61.8 86.5: 38.2 13.5
Old : 100.0: 4.4 8.6 1.2 56.2 76.6 61.8 86.5: 38.2 13.5
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 : 120: 10 18 7 58 56 72 77:
Old : 120: 10 18 7 58 56 72 77:
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 : 20.2 31.3 27.9 44.7 19.1 29.1 26.7 42.4
Old : 20.2 31.3 27.9 44.7 19.1 29.1 26.7 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, May 24, 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 : 2,803,618: 414,291 424,621 34,202 2,103,621 1,875,899 2,552,114 2,334,722: 251,504 468,896
Old : 2,803,618: 414,291 424,621 34,202 2,103,621 1,875,899 2,552,114 2,334,722: 251,504 468,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 78,074: 19,882 63,257 -5,017 55,512 -38,377 70,377 19,863: 7,697 58,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 15.1 1.2 75.0 66.9 91.0 83.3: 9.0 16.7
Old : 100.0: 14.8 15.1 1.2 75.0 66.9 91.0 83.3: 9.0 16.7
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 : 515: 103 97 38 198 202 322 316:
Old : 515: 103 97 38 198 202 322 316:
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 : 18.3 11.2 27.6 18.9 16.6 11.1 25.0 18.2
Old : 18.3 11.2 27.6 18.9 16.6 11.1 25.0 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, May 24, 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 : 110,011: 9,872 7,418 0 91,442 98,725 101,314 106,143: 8,697 3,868
Old : 110,011: 9,872 7,418 0 91,442 98,725 101,314 106,143: 8,697 3,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -4,135: 158 -1,440 -621 -4,060 -2,281 -4,523 -4,342: 388 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 6.7 0.0 83.1 89.7 92.1 96.5: 7.9 3.5
Old : 100.0: 9.0 6.7 0.0 83.1 89.7 92.1 96.5: 7.9 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 : 93: 12 6 0 49 37 61 43:
Old : 93: 12 6 0 49 37 61 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 : 38.9 40.7 55.5 58.1 37.7 40.6 53.4 58.0
Old : 38.9 40.7 55.5 58.1 37.7 40.6 53.4 58.0
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 24, 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 : 87,582: 18,991 6,423 3,302 55,325 73,284 77,618 83,008: 9,964 4,574
Old : 87,582: 18,991 6,423 3,302 55,325 73,284 77,618 83,008: 9,964 4,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -5,496: -3,340 1,099 -1,346 -1,405 -5,723 -6,091 -5,969: 595 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 7.3 3.8 63.2 83.7 88.6 94.8: 11.4 5.2
Old : 100.0: 21.7 7.3 3.8 63.2 83.7 88.6 94.8: 11.4 5.2
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 : 234: 64 32 18 79 91 149 137:
Old : 234: 64 32 18 79 91 149 137:
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 : 21.5 24.6 32.7 38.4 20.8 24.0 30.9 36.8
Old : 21.5 24.6 32.7 38.4 20.8 24.0 30.9 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, May 24, 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 : 18,634: 1,567 1,875 0 12,247 15,663 13,814 17,538: 4,820 1,096
Old : 18,634: 1,567 1,875 0 12,247 15,663 13,814 17,538: 4,820 1,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -1,879: -2,000 897 0 -749 -2,907 -2,749 -2,010: 870 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.1 0.0 65.7 84.1 74.1 94.1: 25.9 5.9
Old : 100.0: 8.4 10.1 0.0 65.7 84.1 74.1 94.1: 25.9 5.9
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 : 28: 3 2 0 13 12 16 14:
Old : 28: 3 2 0 13 12 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 50.7 58.3 81.3 40.1 50.4 58.3 81.1
Old : 40.1 50.7 58.3 81.3 40.1 50.4 58.3 81.1
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 24, 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 : 344,740: 100,939 36,561 2,687 215,392 288,104 319,018 327,352: 25,722 17,388
Old : 344,740: 100,939 36,561 2,687 215,392 288,104 319,018 327,352: 25,722 17,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -18,083: -12,525 -4,815 -902 -3,282 -14,079 -16,709 -19,796: -1,374 1,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 10.6 0.8 62.5 83.6 92.5 95.0: 7.5 5.0
Old : 100.0: 29.3 10.6 0.8 62.5 83.6 92.5 95.0: 7.5 5.0
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 : 233: 65 33 14 72 85 139 130:
Old : 233: 65 33 14 72 85 139 130:
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 : 24.5 28.9 38.1 42.9 24.4 28.8 37.7 42.7
Old : 24.5 28.9 38.1 42.9 24.4 28.8 37.7 42.7
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 24, 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 : 110,968: 63,002 9,959 7 16,551 84,371 79,560 94,337: 31,408 16,631
Old : 110,968: 63,002 9,959 7 16,551 84,371 79,560 94,337: 31,408 16,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -4,122: 1,823 -301 -127 -3,937 -3,753 -2,241 -4,181: -1,881 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 9.0 0.0 14.9 76.0 71.7 85.0: 28.3 15.0
Old : 100.0: 56.8 9.0 0.0 14.9 76.0 71.7 85.0: 28.3 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 25 14 2 14 21 39 37:
Old : 68: 25 14 2 14 21 39 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 : 36.0 55.2 49.2 67.8 36.0 55.0 49.2 67.6
Old : 36.0 55.2 49.2 67.8 36.0 55.0 49.2 67.6
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 24, 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 : 46,675: 15,743 7,063 3,696 20,197 19,548 39,636 30,307: 7,039 16,368
Old : 46,675: 15,743 7,063 3,696 20,197 19,548 39,636 30,307: 7,039 16,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -1,536: 243 -535 62 -1,461 496 -1,156 23: -380 -1,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 15.1 7.9 43.3 41.9 84.9 64.9: 15.1 35.1
Old : 100.0: 33.7 15.1 7.9 43.3 41.9 84.9 64.9: 15.1 35.1
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 : 59: 17 11 3 18 17 35 31:
Old : 59: 17 11 3 18 17 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 28.7 55.2 41.2 29.8 19.2 47.9 28.7
Old : 32.3 28.7 55.2 41.2 29.8 19.2 47.9 28.7
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 24, 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 : 55,377: 11,204 11,380 2,867 33,895 36,801 47,966 51,048: 7,411 4,329
Old : 55,377: 11,204 11,380 2,867 33,895 36,801 47,966 51,048: 7,411 4,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -1,895: 180 1,347 -1,084 -1,735 159 -2,639 422: 744 -2,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 20.6 5.2 61.2 66.5 86.6 92.2: 13.4 7.8
Old : 100.0: 20.2 20.6 5.2 61.2 66.5 86.6 92.2: 13.4 7.8
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 : 74: 16 13 4 24 27 42 42:
Old : 74: 16 13 4 24 27 42 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 37.0 40.8 54.7 27.2 33.7 39.1 50.9
Old : 28.2 37.0 40.8 54.7 27.2 33.7 39.1 50.9
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 24, 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 : 30,909: 3,052 1,098 300 23,249 27,604 26,601 29,002: 4,308 1,907
Old : 30,909: 3,052 1,098 300 23,249 27,604 26,601 29,002: 4,308 1,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 181: -664 152 0 220 67 -444 219: 625 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 3.6 1.0 75.2 89.3 86.1 93.8: 13.9 6.2
Old : 100.0: 9.9 3.6 1.0 75.2 89.3 86.1 93.8: 13.9 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 : 47: 6 3 1 22 23 28 27:
Old : 47: 6 3 1 22 23 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 44.6 62.7 66.7 42.3 43.0 53.3 61.5
Old : 49.0 44.6 62.7 66.7 42.3 43.0 53.3 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 24, 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 : 39,065: 11,173 1,857 17 20,009 34,252 31,199 36,126: 7,866 2,939
Old : 39,065: 11,173 1,857 17 20,009 34,252 31,199 36,126: 7,866 2,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -753: 91 -267 0 -1,270 -611 -1,179 -878: 426 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 4.8 0.0 51.2 87.7 79.9 92.5: 20.1 7.5
Old : 100.0: 28.6 4.8 0.0 51.2 87.7 79.9 92.5: 20.1 7.5
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 : 58: 18 5 1 21 19 39 25:
Old : 58: 18 5 1 21 19 39 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 : 39.3 58.4 51.4 76.7 37.1 56.8 49.1 75.0
Old : 39.3 58.4 51.4 76.7 37.1 56.8 49.1 75.0
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 24, 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 : 10,671: 4,979 2,160 77 4,239 8,071 9,295 10,308: 1,376 363
Old : 10,671: 4,979 2,160 77 4,239 8,071 9,295 10,308: 1,376 363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 74: 95 62 64 -8 29 151 155: -77 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 20.2 0.7 39.7 75.6 87.1 96.6: 12.9 3.4
Old : 100.0: 46.7 20.2 0.7 39.7 75.6 87.1 96.6: 12.9 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 : 21: 10 4 1 5 2 16 6:
Old : 21: 10 4 1 5 2 16 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 : 55.0 93.9 71.3 96.6 55.0 93.9 71.3 95.9
Old : 55.0 93.9 71.3 96.6 55.0 93.9 71.3 95.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2011