BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 31, 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 : 3,492: 362 1,213 2 2,256 1,968 2,620 3,183: 872 309
Old : 3,492: 362 1,213 2 2,256 1,968 2,620 3,183: 872 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 141: 9 -1 0 85 188 94 187: 47 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 34.7 0.1 64.6 56.4 75.0 91.2: 25.0 8.8
Old : 100.0: 10.4 34.7 0.1 64.6 56.4 75.0 91.2: 25.0 8.8
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 : 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 : 53.6 53.6 66.1 76.8 53.2 51.9 65.7 72.4
Old : 53.6 53.6 66.1 76.8 53.2 51.9 65.7 72.4
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 31, 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 : 36,608: 6,004 4,516 1,126 24,049 25,588 31,179 31,230: 5,429 5,378
Old : 36,608: 6,004 4,516 1,126 24,049 25,588 31,179 31,230: 5,429 5,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 1,424: 942 282 -6 115 719 1,051 995: 373 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.3 3.1 65.7 69.9 85.2 85.3: 14.8 14.7
Old : 100.0: 16.4 12.3 3.1 65.7 69.9 85.2 85.3: 14.8 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 21 10 16 32 30 60 50:
Old : 78: 21 10 16 32 30 60 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 : 43.4 43.6 53.5 60.8 43.4 40.9 52.7 58.0
Old : 43.4 43.6 53.5 60.8 43.4 40.9 52.7 58.0
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 31, 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 : 222,640: 48,835 58,633 41,699 110,249 92,097 200,783 192,429: 21,857 30,211
Old : 171,941: 40,110 62,503 23,556 92,371 63,139 156,037 149,198: 15,904 22,743
Other: 50,699: 21,715 9,120 5,153 17,878 28,958 44,746 43,231: 5,953 7,468
: : :
: : Changes in Commitments from: May 24, 2011 :
: 2,573: -31 8,201 1,554 686 -5,944 2,209 3,811: 364 -1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 26.3 18.7 49.5 41.4 90.2 86.4: 9.8 13.6
Old : 100.0: 23.3 36.4 13.7 53.7 36.7 90.8 86.8: 9.2 13.2
Other: 100.0: 42.8 18.0 10.2 35.3 57.1 88.3 85.3: 11.7 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 77 87 100 48 67 181 216:
Old : 255: 71 97 88 40 57 164 202:
Other: 125: 36 22 19 27 55 77 84:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 20.5 39.3 28.5 23.9 19.2 38.5 26.7
Old : 27.7 19.0 41.9 27.4 27.7 18.6 41.6 26.5
Other: 29.1 29.8 51.5 42.3 29.1 24.5 51.3 37.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 31, 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 : 336,780: 107,161 68,570 42,312 161,670 163,698 311,143 274,580: 25,637 62,200
Old : 336,780: 107,161 68,570 42,312 161,670 163,698 311,143 274,580: 25,637 62,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -2,436: -2,844 3,593 -2,032 1,960 -3,232 -2,916 -1,671: 480 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 20.4 12.6 48.0 48.6 92.4 81.5: 7.6 18.5
Old : 100.0: 31.8 20.4 12.6 48.0 48.6 92.4 81.5: 7.6 18.5
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 : 384: 85 109 119 89 152 246 326:
Old : 384: 85 109 119 89 152 246 326:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 14.3 38.8 21.9 25.7 13.7 38.5 20.9
Old : 25.8 14.3 38.8 21.9 25.7 13.7 38.5 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, May 31, 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 : 10,823: 4,440 4,846 903 3,297 2,859 8,640 8,608: 2,183 2,215
Old : 10,823: 4,440 4,846 903 3,297 2,859 8,640 8,608: 2,183 2,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 521: -45 -151 356 191 374 502 579: 19 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 44.8 8.3 30.5 26.4 79.8 79.5: 20.2 20.5
Old : 100.0: 41.0 44.8 8.3 30.5 26.4 79.8 79.5: 20.2 20.5
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 : 104: 35 41 13 15 20 57 69:
Old : 104: 35 41 13 15 20 57 69:
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 : 38.2 25.1 52.5 37.5 38.2 25.1 52.5 37.5
Old : 38.2 25.1 52.5 37.5 38.2 25.1 52.5 37.5
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 31, 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 : 34,259: 12,985 6,048 3,340 11,643 7,605 27,968 16,993: 6,291 17,266
Old : 34,259: 12,985 6,048 3,340 11,643 7,605 27,968 16,993: 6,291 17,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -1,770: -1,774 648 -751 729 -566 -1,796 -669: 26 -1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 17.7 9.7 34.0 22.2 81.6 49.6: 18.4 50.4
Old : 100.0: 37.9 17.7 9.7 34.0 22.2 81.6 49.6: 18.4 50.4
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 : 146: 32 36 30 39 55 88 107:
Old : 146: 32 36 30 39 55 88 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 10.9 35.5 16.3 19.5 8.3 35.0 13.1
Old : 19.7 10.9 35.5 16.3 19.5 8.3 35.0 13.1
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 31, 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 : 105,271: 8,879 0 404 94,872 104,051 104,155 104,455: 1,116 816
Old : 105,271: 8,879 0 404 94,872 104,051 104,155 104,455: 1,116 816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 2,402: 655 0 404 1,595 1,613 2,654 2,017: -252 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.0 0.4 90.1 98.8 98.9 99.2: 1.1 0.8
Old : 100.0: 8.4 0.0 0.4 90.1 98.8 98.9 99.2: 1.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 0 1 17 14 24 15:
Old : 25: 7 0 1 17 14 24 15:
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 : 77.8 71.3 89.3 88.2 39.1 31.9 42.8 39.7
Old : 77.8 71.3 89.3 88.2 39.1 31.9 42.8 39.7
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 31, 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 : 125,654: 35,657 9,255 154 41,643 100,975 77,454 110,384: 48,200 15,270
Old : 125,654: 35,657 9,255 154 41,643 100,975 77,454 110,384: 48,200 15,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 5,409: 4,438 -687 -14 155 6,212 4,579 5,511: 830 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 7.4 0.1 33.1 80.4 61.6 87.8: 38.4 12.2
Old : 100.0: 28.4 7.4 0.1 33.1 80.4 61.6 87.8: 38.4 12.2
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 : 83: 33 10 2 26 27 60 38:
Old : 83: 33 10 2 26 27 60 38:
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 54.1 29.4 69.4 17.7 53.7 27.7 67.4
Old : 18.3 54.1 29.4 69.4 17.7 53.7 27.7 67.4
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 31, 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 : 67,713: 27,846 6,727 3 14,502 47,623 42,351 54,353: 25,362 13,360
Old : 67,713: 27,846 6,727 3 14,502 47,623 42,351 54,353: 25,362 13,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 937: 4,758 -1,636 1 -3,810 1,048 949 -587: -12 1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 9.9 0.0 21.4 70.3 62.5 80.3: 37.5 19.7
Old : 100.0: 41.1 9.9 0.0 21.4 70.3 62.5 80.3: 37.5 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 20 7 1 13 14 33 22:
Old : 47: 20 7 1 13 14 33 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 60.3 41.3 73.8 28.8 60.2 40.2 73.7
Old : 29.0 60.3 41.3 73.8 28.8 60.2 40.2 73.7
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 31, 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 : 142,530: 111,814 3,546 189 21,879 137,202 133,882 140,937: 8,648 1,593
Old : 142,530: 111,814 3,546 189 21,879 137,202 133,882 140,937: 8,648 1,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -4,880: -1,405 -992 -53 -4,781 -3,437 -6,239 -4,482: 1,359 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 2.5 0.1 15.4 96.3 93.9 98.9: 6.1 1.1
Old : 100.0: 78.4 2.5 0.1 15.4 96.3 93.9 98.9: 6.1 1.1
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 : 122: 77 9 3 17 22 95 33:
Old : 122: 77 9 3 17 22 95 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 72.3 51.6 84.9 38.3 72.1 51.6 84.7
Old : 38.3 72.3 51.6 84.9 38.3 72.1 51.6 84.7
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 31, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 108,085: 32,284 34,113 262 49,191 53,028 81,737 87,403: 26,348 20,682
Old : 108,085: 32,284 34,113 262 49,191 53,028 81,737 87,403: 26,348 20,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -2,251: 4,194 -8,120 -31 -10,266 5,800 -6,103 -2,351: 3,852 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 31.6 0.2 45.5 49.1 75.6 80.9: 24.4 19.1
Old : 100.0: 29.9 31.6 0.2 45.5 49.1 75.6 80.9: 24.4 19.1
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 : 91: 26 24 6 26 28 55 55:
Old : 91: 26 24 6 26 28 55 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 31.2 35.7 44.3 21.7 30.0 35.4 41.3
Old : 21.7 31.2 35.7 44.3 21.7 30.0 35.4 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, May 31, 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 : 95,929: 24,186 25,834 217 44,221 35,534 68,624 61,585: 27,305 34,344
Old : 95,929: 24,186 25,834 217 44,221 35,534 68,624 61,585: 27,305 34,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -3,335: -8,002 1,652 96 2,633 -6,337 -5,273 -4,589: 1,938 1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 26.9 0.2 46.1 37.0 71.5 64.2: 28.5 35.8
Old : 100.0: 25.2 26.9 0.2 46.1 37.0 71.5 64.2: 28.5 35.8
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 : 97: 25 32 8 23 24 52 60:
Old : 97: 25 32 8 23 24 52 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 24.2 33.5 35.1 19.9 23.9 32.1 34.8
Old : 20.9 24.2 33.5 35.1 19.9 23.9 32.1 34.8
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 31, 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 : 270,101: 80,494 58,524 1,719 136,097 164,386 218,310 224,629: 51,791 45,472
Old : 270,101: 80,494 58,524 1,719 136,097 164,386 218,310 224,629: 51,791 45,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 11,438: 5,312 2,471 823 2,029 7,500 8,164 10,794: 3,274 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 21.7 0.6 50.4 60.9 80.8 83.2: 19.2 16.8
Old : 100.0: 29.8 21.7 0.6 50.4 60.9 80.8 83.2: 19.2 16.8
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 : 176: 48 51 17 44 54 99 115:
Old : 176: 48 51 17 44 54 99 115:
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 : 37.4 32.7 47.0 43.9 37.3 32.6 46.8 43.7
Old : 37.4 32.7 47.0 43.9 37.3 32.6 46.8 43.7
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 31, 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 : 41,221: 29,743 27,129 4,980 4,763 8,778 39,486 40,887: 1,735 334
Old : 41,221: 29,743 27,129 4,980 4,763 8,778 39,486 40,887: 1,735 334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 8,723: 946 928 4,914 2,324 2,676 8,184 8,518: 539 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 65.8 12.1 11.6 21.3 95.8 99.2: 4.2 0.8
Old : 100.0: 72.2 65.8 12.1 11.6 21.3 95.8 99.2: 4.2 0.8
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 : 21: 11 2 3 7 6 19 10:
Old : 21: 11 2 3 7 6 19 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 : 82.7 84.4 90.5 97.8 71.8 76.3 75.4 80.8
Old : 82.7 84.4 90.5 97.8 71.8 76.3 75.4 80.8
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 31, 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 : 30,915: 23,579 7,855 16 3,089 21,686 26,684 29,557: 4,231 1,358
Old : 30,915: 23,579 7,855 16 3,089 21,686 26,684 29,557: 4,231 1,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -15: 345 -1,503 16 -934 1,548 -573 61: 558 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 25.4 0.1 10.0 70.1 86.3 95.6: 13.7 4.4
Old : 100.0: 76.3 25.4 0.1 10.0 70.1 86.3 95.6: 13.7 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 : 50: 22 10 1 4 15 26 26:
Old : 50: 22 10 1 4 15 26 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 : 58.4 46.4 72.7 76.2 58.4 46.4 72.7 76.2
Old : 58.4 46.4 72.7 76.2 58.4 46.4 72.7 76.2
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 31, 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 :10,202,720: 1,410,278 1,082,540 1,101,506 6,672,515 6,934,457 9,184,299 9,118,503: 1,018,421 1,084,217
Old :10,202,720: 1,410,278 1,082,540 1,101,506 6,672,515 6,934,457 9,184,299 9,118,503: 1,018,421 1,084,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 34,458: 35,601 -42,747 41,845 -76,147 977 1,299 75: 33,159 34,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 10.6 10.8 65.4 68.0 90.0 89.4: 10.0 10.6
Old : 100.0: 13.8 10.6 10.8 65.4 68.0 90.0 89.4: 10.0 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 : 295: 51 74 81 143 155 254 256:
Old : 295: 51 74 81 143 155 254 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 24.9 50.5 38.0 38.9 22.4 45.2 31.5
Old : 40.5 24.9 50.5 38.0 38.9 22.4 45.2 31.5
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 31, 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 : 905,541: 86,812 106,898 23,440 616,517 637,786 726,769 768,124: 178,771 137,417
Old : 905,541: 86,812 106,898 23,440 616,517 637,786 726,769 768,124: 178,771 137,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 9,284: 3,205 7,064 -1,583 7,376 5,515 8,999 10,997: 285 -1,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.8 2.6 68.1 70.4 80.3 84.8: 19.7 15.2
Old : 100.0: 9.6 11.8 2.6 68.1 70.4 80.3 84.8: 19.7 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 : 566: 103 117 58 234 222 373 362:
Old : 566: 103 117 58 234 222 373 362:
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 : 15.4 16.0 22.6 22.8 12.6 15.0 18.7 21.1
Old : 15.4 16.0 22.6 22.8 12.6 15.0 18.7 21.1
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 31, 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 : 332,153: 15,288 27,399 4,236 181,976 259,449 201,500 291,084: 130,653 41,069
Old : 332,153: 15,288 27,399 4,236 181,976 259,449 201,500 291,084: 130,653 41,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -3,380: 522 -1,528 71 -6,441 2,358 -5,848 901: 2,468 -4,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.2 1.3 54.8 78.1 60.7 87.6: 39.3 12.4
Old : 100.0: 4.6 8.2 1.3 54.8 78.1 60.7 87.6: 39.3 12.4
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 : 119: 9 19 7 61 56 74 78:
Old : 119: 9 19 7 61 56 74 78:
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 32.3 28.5 45.9 19.2 30.0 27.3 43.4
Old : 20.4 32.3 28.5 45.9 19.2 30.0 27.3 43.4
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 31, 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 : 2,866,938: 427,011 466,885 26,629 2,172,707 1,891,686 2,626,347 2,385,200: 240,591 481,738
Old : 2,866,938: 427,011 466,885 26,629 2,172,707 1,891,686 2,626,347 2,385,200: 240,591 481,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 63,320: 12,720 42,264 -7,573 69,086 15,787 74,233 50,478: -10,913 12,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 16.3 0.9 75.8 66.0 91.6 83.2: 8.4 16.8
Old : 100.0: 14.9 16.3 0.9 75.8 66.0 91.6 83.2: 8.4 16.8
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 : 532: 103 109 46 205 201 335 330:
Old : 532: 103 109 46 205 201 335 330:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 10.8 27.4 18.3 16.5 10.7 24.9 17.4
Old : 18.2 10.8 27.4 18.3 16.5 10.7 24.9 17.4
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 31, 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 : 113,869: 12,152 7,100 0 92,948 102,887 105,100 109,987: 8,769 3,882
Old : 113,869: 12,152 7,100 0 92,948 102,887 105,100 109,987: 8,769 3,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 3,858: 2,280 -318 0 1,506 4,162 3,786 3,844: 72 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 6.2 0.0 81.6 90.4 92.3 96.6: 7.7 3.4
Old : 100.0: 10.7 6.2 0.0 81.6 90.4 92.3 96.6: 7.7 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 : 100: 14 7 0 52 38 66 45:
Old : 100: 14 7 0 52 38 66 45:
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 : 38.3 41.3 54.2 58.4 37.1 41.3 52.4 58.3
Old : 38.3 41.3 54.2 58.4 37.1 41.3 52.4 58.3
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 31, 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 : 88,383: 18,823 6,005 3,325 56,249 74,252 78,398 83,582: 9,986 4,802
Old : 88,383: 18,823 6,005 3,325 56,249 74,252 78,398 83,582: 9,986 4,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 801: -167 -418 24 924 968 780 573: 21 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 6.8 3.8 63.6 84.0 88.7 94.6: 11.3 5.4
Old : 100.0: 21.3 6.8 3.8 63.6 84.0 88.7 94.6: 11.3 5.4
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 : 231: 61 33 15 79 88 145 132:
Old : 231: 61 33 15 79 88 145 132:
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 24.3 33.7 38.8 20.9 24.0 32.9 37.4
Old : 21.5 24.3 33.7 38.8 20.9 24.0 32.9 37.4
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 31, 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 : 18,137: 932 1,879 0 12,512 15,285 13,444 17,164: 4,693 973
Old : 18,137: 932 1,879 0 12,512 15,285 13,444 17,164: 4,693 973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -497: -635 4 0 265 -378 -370 -374: -127 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 10.4 0.0 69.0 84.3 74.1 94.6: 25.9 5.4
Old : 100.0: 5.1 10.4 0.0 69.0 84.3 74.1 94.6: 25.9 5.4
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 : 27: 2 2 0 14 12 16 14:
Old : 27: 2 2 0 14 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 : 41.2 52.0 59.4 83.6 41.2 51.8 59.4 83.3
Old : 41.2 52.0 59.4 83.6 41.2 51.8 59.4 83.3
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 31, 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 : 351,232: 99,829 31,001 6,253 218,687 294,834 324,769 332,088: 26,463 19,144
Old : 351,232: 99,829 31,001 6,253 218,687 294,834 324,769 332,088: 26,463 19,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 6,492: -1,110 -5,560 3,566 3,295 6,730 5,751 4,736: 741 1,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 8.8 1.8 62.3 83.9 92.5 94.5: 7.5 5.5
Old : 100.0: 28.4 8.8 1.8 62.3 83.9 92.5 94.5: 7.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 62 33 13 72 82 136 126:
Old : 230: 62 33 13 72 82 136 126:
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 : 24.1 28.3 39.4 43.3 24.0 28.3 39.2 43.2
Old : 24.1 28.3 39.4 43.3 24.0 28.3 39.2 43.2
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 31, 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 : 117,502: 72,030 12,015 5 12,100 90,293 84,135 102,313: 33,367 15,189
Old : 117,502: 72,030 12,015 5 12,100 90,293 84,135 102,313: 33,367 15,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 6,534: 9,028 2,056 -2 -4,451 5,922 4,575 7,976: 1,959 -1,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 10.2 0.0 10.3 76.8 71.6 87.1: 28.4 12.9
Old : 100.0: 61.3 10.2 0.0 10.3 76.8 71.6 87.1: 28.4 12.9
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 : 72: 31 13 1 13 21 44 35:
Old : 72: 31 13 1 13 21 44 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 : 38.8 55.4 46.9 68.4 38.8 55.2 46.8 68.2
Old : 38.8 55.4 46.9 68.4 38.8 55.2 46.8 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, May 31, 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 : 46,773: 15,696 7,124 4,074 19,440 19,040 39,210 30,238: 7,563 16,535
Old : 46,773: 15,696 7,124 4,074 19,440 19,040 39,210 30,238: 7,563 16,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 98: -47 61 378 -757 -508 -426 -69: 524 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 15.2 8.7 41.6 40.7 83.8 64.6: 16.2 35.4
Old : 100.0: 33.6 15.2 8.7 41.6 40.7 83.8 64.6: 16.2 35.4
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 : 59: 17 11 3 18 16 35 30:
Old : 59: 17 11 3 18 16 35 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 : 31.6 28.8 53.3 41.8 29.2 19.6 46.2 29.1
Old : 31.6 28.8 53.3 41.8 29.2 19.6 46.2 29.1
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 31, 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 : 59,936: 11,033 10,649 3,189 32,849 39,409 47,071 53,247: 12,865 6,689
Old : 59,936: 11,033 10,649 3,189 32,849 39,409 47,071 53,247: 12,865 6,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 4,559: -171 -731 322 -1,046 2,608 -895 2,199: 5,454 2,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 17.8 5.3 54.8 65.8 78.5 88.8: 21.5 11.2
Old : 100.0: 18.4 17.8 5.3 54.8 65.8 78.5 88.8: 21.5 11.2
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 : 76: 14 12 4 26 31 42 45:
Old : 76: 14 12 4 26 31 42 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 35.3 35.4 51.4 22.0 32.7 32.7 47.5
Old : 23.1 35.3 35.4 51.4 22.0 32.7 32.7 47.5
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 31, 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 : 29,567: 2,679 639 300 22,091 26,899 25,070 27,838: 4,497 1,729
Old : 29,567: 2,679 639 300 22,091 26,899 25,070 27,838: 4,497 1,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: -1,342: -373 -459 0 -1,158 -705 -1,531 -1,164: 189 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 2.2 1.0 74.7 91.0 84.8 94.2: 15.2 5.8
Old : 100.0: 9.1 2.2 1.0 74.7 91.0 84.8 94.2: 15.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 2 1 22 23 28 26:
Old : 46: 6 2 1 22 23 28 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 : 49.0 46.7 62.4 68.8 43.7 44.7 54.6 63.7
Old : 49.0 46.7 62.4 68.8 43.7 44.7 54.6 63.7
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 31, 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 : 39,853: 10,741 1,857 189 20,855 35,153 31,785 37,199: 8,068 2,654
Old : 39,853: 10,741 1,857 189 20,855 35,153 31,785 37,199: 8,068 2,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 788: -432 0 172 846 901 586 1,073: 202 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.7 0.5 52.3 88.2 79.8 93.3: 20.2 6.7
Old : 100.0: 27.0 4.7 0.5 52.3 88.2 79.8 93.3: 20.2 6.7
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 : 57: 17 5 2 21 19 38 26:
Old : 57: 17 5 2 21 19 38 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 : 39.9 58.4 51.9 76.7 37.6 56.8 49.2 75.2
Old : 39.9 58.4 51.9 76.7 37.6 56.8 49.2 75.2
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 31, 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 : 10,685: 5,044 2,165 11 4,237 8,106 9,292 10,282: 1,393 403
Old : 10,685: 5,044 2,165 11 4,237 8,106 9,292 10,282: 1,393 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 14: 65 5 -66 -2 35 -3 -26: 17 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 20.3 0.1 39.7 75.9 87.0 96.2: 13.0 3.8
Old : 100.0: 47.2 20.3 0.1 39.7 75.9 87.0 96.2: 13.0 3.8
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 : 22: 11 4 1 5 2 17 6:
Old : 22: 11 4 1 5 2 17 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 94.2 71.2 96.2 55.0 94.2 71.2 96.1
Old : 55.0 94.2 71.2 96.2 55.0 94.2 71.2 96.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2011