BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 7, 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 : 3,418: 308 993 2 2,353 2,141 2,663 3,136: 755 282
Old : 3,418: 308 993 2 2,353 2,141 2,663 3,136: 755 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -74: -54 -220 0 97 173 43 -47: -117 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 29.1 0.1 68.8 62.6 77.9 91.7: 22.1 8.3
Old : 100.0: 9.0 29.1 0.1 68.8 62.6 77.9 91.7: 22.1 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 3 1 11 10 14 13:
Old : 23: 2 3 1 11 10 14 13:
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 : 54.7 55.5 70.3 76.9 54.1 54.4 69.7 75.2
Old : 54.7 55.5 70.3 76.9 54.1 54.4 69.7 75.2
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, June 7, 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 : 33,193: 5,574 4,768 1,050 21,248 23,053 27,872 28,871: 5,321 4,322
Old : 33,193: 5,574 4,768 1,050 21,248 23,053 27,872 28,871: 5,321 4,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -3,415: -430 252 -76 -2,801 -2,535 -3,307 -2,359: -108 -1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 14.4 3.2 64.0 69.5 84.0 87.0: 16.0 13.0
Old : 100.0: 16.8 14.4 3.2 64.0 69.5 84.0 87.0: 16.0 13.0
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 : 82: 20 10 15 34 32 61 51:
Old : 82: 20 10 15 34 32 61 51:
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 42.6 50.6 61.1 40.5 39.8 49.7 58.2
Old : 40.5 42.6 50.6 61.1 40.5 39.8 49.7 58.2
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, June 7, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 224,702: 48,995 59,368 44,157 109,499 90,043 202,651 193,568: 22,051 31,134
Old : 169,589: 40,112 61,878 25,548 88,212 59,141 153,872 146,567: 15,717 23,022
Other: 55,113: 22,429 11,036 5,063 21,287 30,902 48,779 47,001: 6,334 8,112
: : :
: : Changes in Commitments from: May 31, 2011 :
: 2,062: 160 735 2,458 -750 -2,054 1,868 1,139: 194 923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 26.4 19.7 48.7 40.1 90.2 86.1: 9.8 13.9
Old : 100.0: 23.7 36.5 15.1 52.0 34.9 90.7 86.4: 9.3 13.6
Other: 100.0: 40.7 20.0 9.2 38.6 56.1 88.5 85.3: 11.5 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 81 79 101 46 63 177 211:
Old : 250: 70 95 89 38 57 159 202:
Other: 133: 40 23 18 31 52 85 83:
:----------------------------------------------------------------------------------------------------
: 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 : 23.8 19.8 38.7 27.8 23.7 18.6 37.9 26.1
Old : 27.1 18.3 40.8 26.8 27.0 18.0 40.4 26.0
Other: 27.9 27.4 47.6 39.9 27.9 22.8 47.6 34.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 7, 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 : 327,332: 96,621 61,970 41,519 162,248 160,202 300,388 263,691: 26,944 63,641
Old : 327,332: 96,621 61,970 41,519 162,248 160,202 300,388 263,691: 26,944 63,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -9,448: -10,540 -6,600 -793 578 -3,496 -10,755 -10,889: 1,307 1,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 18.9 12.7 49.6 48.9 91.8 80.6: 8.2 19.4
Old : 100.0: 29.5 18.9 12.7 49.6 48.9 91.8 80.6: 8.2 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 91 108 116 90 152 247 325:
Old : 385: 91 108 116 90 152 247 325:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 14.4 38.6 21.2 26.5 13.9 38.6 20.2
Old : 26.5 14.4 38.6 21.2 26.5 13.9 38.6 20.2
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, June 7, 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 : 11,067: 4,203 4,872 1,071 3,468 2,869 8,742 8,812: 2,325 2,255
Old : 11,067: 4,203 4,872 1,071 3,468 2,869 8,742 8,812: 2,325 2,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 244: -237 26 168 171 10 102 204: 142 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 44.0 9.7 31.3 25.9 79.0 79.6: 21.0 20.4
Old : 100.0: 38.0 44.0 9.7 31.3 25.9 79.0 79.6: 21.0 20.4
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 : 105: 35 34 15 20 25 62 73:
Old : 105: 35 34 15 20 25 62 73:
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 : 36.1 24.3 48.1 36.7 36.1 24.3 47.8 36.7
Old : 36.1 24.3 48.1 36.7 36.1 24.3 47.8 36.7
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, June 7, 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 : 35,302: 12,841 6,453 3,293 12,459 7,776 28,593 17,522: 6,709 17,780
Old : 35,302: 12,841 6,453 3,293 12,459 7,776 28,593 17,522: 6,709 17,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 1,043: -144 405 -47 816 171 625 529: 418 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 18.3 9.3 35.3 22.0 81.0 49.6: 19.0 50.4
Old : 100.0: 36.4 18.3 9.3 35.3 22.0 81.0 49.6: 19.0 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: 29 40 30 37 51 86 106:
Old : 146: 29 40 30 37 51 86 106:
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 10.2 35.8 15.5 20.2 8.5 35.2 13.2
Old : 20.4 10.2 35.8 15.5 20.2 8.5 35.2 13.2
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, June 7, 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 : 109,160: 12,808 0 404 95,068 108,182 108,280 108,586: 880 574
Old : 109,160: 12,808 0 404 95,068 108,182 108,280 108,586: 880 574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 3,889: 3,929 0 0 196 4,131 4,125 4,131: -236 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 0.0 0.4 87.1 99.1 99.2 99.5: 0.8 0.5
Old : 100.0: 11.7 0.0 0.4 87.1 99.1 99.2 99.5: 0.8 0.5
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 : 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 : 75.9 69.4 88.4 88.0 37.7 31.4 42.2 39.1
Old : 75.9 69.4 88.4 88.0 37.7 31.4 42.2 39.1
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, June 7, 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 : 129,110: 32,631 19,109 1,579 51,857 88,565 86,067 109,253: 43,043 19,857
Old : 129,110: 32,631 19,109 1,579 51,857 88,565 86,067 109,253: 43,043 19,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 3,456: -3,026 9,854 1,425 10,214 -12,410 8,613 -1,131: -5,157 4,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 14.8 1.2 40.2 68.6 66.7 84.6: 33.3 15.4
Old : 100.0: 25.3 14.8 1.2 40.2 68.6 66.7 84.6: 33.3 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 32 12 4 30 25 63 40:
Old : 84: 32 12 4 30 25 63 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 46.7 34.4 60.9 23.2 46.3 32.1 60.4
Old : 24.5 46.7 34.4 60.9 23.2 46.3 32.1 60.4
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, June 7, 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 : 74,339: 26,290 9,425 796 21,129 50,875 48,215 61,096: 26,124 13,243
Old : 74,339: 26,290 9,425 796 21,129 50,875 48,215 61,096: 26,124 13,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 6,626: -1,556 2,698 793 6,627 3,252 5,864 6,743: 762 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 12.7 1.1 28.4 68.4 64.9 82.2: 35.1 17.8
Old : 100.0: 35.4 12.7 1.1 28.4 68.4 64.9 82.2: 35.1 17.8
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 : 49: 20 7 3 17 18 38 27:
Old : 49: 20 7 3 17 18 38 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 : 26.9 58.6 38.9 72.8 24.2 58.3 34.9 70.3
Old : 26.9 58.6 38.9 72.8 24.2 58.3 34.9 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, June 7, 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 : 150,067: 95,505 5,307 2,450 42,818 139,213 140,773 146,970: 9,294 3,097
Old : 150,067: 95,505 5,307 2,450 42,818 139,213 140,773 146,970: 9,294 3,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 7,537: -16,309 1,761 2,261 20,939 2,011 6,891 6,033: 646 1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 3.5 1.6 28.5 92.8 93.8 97.9: 6.2 2.1
Old : 100.0: 63.6 3.5 1.6 28.5 92.8 93.8 97.9: 6.2 2.1
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 : 119: 67 14 7 19 23 89 44:
Old : 119: 67 14 7 19 23 89 44:
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 : 32.5 67.5 47.8 79.5 32.5 64.5 44.9 76.5
Old : 32.5 67.5 47.8 79.5 32.5 64.5 44.9 76.5
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, June 7, 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 : 113,641: 33,554 35,304 706 51,512 58,683 85,772 94,693: 27,869 18,948
Old : 113,641: 33,554 35,304 706 51,512 58,683 85,772 94,693: 27,869 18,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 5,556: 1,270 1,191 444 2,321 5,655 4,035 7,290: 1,521 -1,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 31.1 0.6 45.3 51.6 75.5 83.3: 24.5 16.7
Old : 100.0: 29.5 31.1 0.6 45.3 51.6 75.5 83.3: 24.5 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 : 94: 27 23 6 29 30 61 55:
Old : 94: 27 23 6 29 30 61 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 : 23.2 29.0 37.2 43.4 21.3 28.0 34.8 40.7
Old : 23.2 29.0 37.2 43.4 21.3 28.0 34.8 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, June 7, 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 : 106,199: 35,883 18,252 133 40,964 53,425 76,980 71,810: 29,219 34,389
Old : 106,199: 35,883 18,252 133 40,964 53,425 76,980 71,810: 29,219 34,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 10,270: 11,697 -7,582 -84 -3,257 17,891 8,356 10,225: 1,914 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 17.2 0.1 38.6 50.3 72.5 67.6: 27.5 32.4
Old : 100.0: 33.8 17.2 0.1 38.6 50.3 72.5 67.6: 27.5 32.4
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 : 94: 27 24 2 23 30 52 54:
Old : 94: 27 24 2 23 30 52 54:
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 26.9 32.1 37.2 20.3 26.8 30.7 37.0
Old : 20.7 26.9 32.1 37.2 20.3 26.8 30.7 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, June 7, 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 : 296,126: 96,555 44,719 1,155 133,843 193,019 231,553 238,893: 64,573 57,233
Old : 296,126: 96,555 44,719 1,155 133,843 193,019 231,553 238,893: 64,573 57,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 26,025: 16,061 -13,805 -564 -2,254 28,633 13,243 14,264: 12,782 11,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 15.1 0.4 45.2 65.2 78.2 80.7: 21.8 19.3
Old : 100.0: 32.6 15.1 0.4 45.2 65.2 78.2 80.7: 21.8 19.3
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 : 171: 46 49 21 47 56 102 118:
Old : 171: 46 49 21 47 56 102 118:
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 : 35.5 31.7 44.8 43.0 32.4 31.3 41.6 41.1
Old : 35.5 31.7 44.8 43.0 32.4 31.3 41.6 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, June 7, 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 : 37,227: 23,573 7,569 146 8,573 28,106 32,292 35,821: 4,935 1,406
Old : 37,227: 23,573 7,569 146 8,573 28,106 32,292 35,821: 4,935 1,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 6,312: -6 -286 130 5,484 6,420 5,608 6,264: 704 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 20.3 0.4 23.0 75.5 86.7 96.2: 13.3 3.8
Old : 100.0: 63.3 20.3 0.4 23.0 75.5 86.7 96.2: 13.3 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 : 55: 20 13 2 8 18 29 33:
Old : 55: 20 13 2 8 18 29 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 : 50.0 48.9 68.1 77.5 48.2 40.1 62.3 65.8
Old : 50.0 48.9 68.1 77.5 48.2 40.1 62.3 65.8
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, June 7, 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 :10,507,948: 1,512,957 1,079,496 1,252,821 6,762,650 7,155,132 9,528,428 9,487,449: 979,520 1,020,499
Old :10,507,948: 1,512,957 1,079,496 1,252,821 6,762,650 7,155,132 9,528,428 9,487,449: 979,520 1,020,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 305,228: 102,679 -3,044 151,315 90,135 220,675 344,129 368,946: -38,901 -63,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 10.3 11.9 64.4 68.1 90.7 90.3: 9.3 9.7
Old : 100.0: 14.4 10.3 11.9 64.4 68.1 90.7 90.3: 9.3 9.7
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 : 303: 61 67 90 146 159 265 265:
Old : 303: 61 67 90 146 159 265 265:
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 25.0 49.2 38.6 38.2 22.2 43.5 31.5
Old : 39.9 25.0 49.2 38.6 38.2 22.2 43.5 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, June 7, 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 : 948,917: 85,698 108,808 47,932 624,780 646,436 758,411 803,176: 190,506 145,741
Old : 948,917: 85,698 108,808 47,932 624,780 646,436 758,411 803,176: 190,506 145,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 43,377: -1,114 1,909 24,493 8,263 8,650 31,641 35,052: 11,735 8,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 11.5 5.1 65.8 68.1 79.9 84.6: 20.1 15.4
Old : 100.0: 9.0 11.5 5.1 65.8 68.1 79.9 84.6: 20.1 15.4
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 : 568: 106 118 62 239 226 377 374:
Old : 568: 106 118 62 239 226 377 374:
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 : 15.0 14.1 22.1 22.1 11.8 13.1 17.5 19.5
Old : 15.0 14.1 22.1 22.1 11.8 13.1 17.5 19.5
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, June 7, 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 : 347,103: 15,411 46,934 5,100 185,400 241,290 205,911 293,324: 141,192 53,779
Old : 347,103: 15,411 46,934 5,100 185,400 241,290 205,911 293,324: 141,192 53,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 14,950: 123 19,535 864 3,424 -18,159 4,411 2,240: 10,539 12,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 13.5 1.5 53.4 69.5 59.3 84.5: 40.7 15.5
Old : 100.0: 4.4 13.5 1.5 53.4 69.5 59.3 84.5: 40.7 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 : 120: 10 22 7 59 54 73 79:
Old : 120: 10 22 7 59 54 73 79:
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 : 20.0 28.1 27.8 42.4 18.8 26.0 26.5 40.3
Old : 20.0 28.1 27.8 42.4 18.8 26.0 26.5 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, June 7, 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 : 3,009,071: 523,960 481,892 41,637 2,196,902 2,025,732 2,762,499 2,549,261: 246,572 459,810
Old : 3,009,071: 523,960 481,892 41,637 2,196,902 2,025,732 2,762,499 2,549,261: 246,572 459,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 142,133: 96,949 15,007 15,008 24,195 134,046 136,152 164,061: 5,981 -21,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.0 1.4 73.0 67.3 91.8 84.7: 8.2 15.3
Old : 100.0: 17.4 16.0 1.4 73.0 67.3 91.8 84.7: 8.2 15.3
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 : 536: 107 107 50 211 204 339 340:
Old : 536: 107 107 50 211 204 339 340:
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 10.6 27.0 17.8 16.4 10.2 23.9 16.8
Old : 18.2 10.6 27.0 17.8 16.4 10.2 23.9 16.8
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, June 7, 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 : 111,680: 7,726 8,436 1,345 93,316 98,105 102,387 107,886: 9,293 3,794
Old : 111,680: 7,726 8,436 1,345 93,316 98,105 102,387 107,886: 9,293 3,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -2,189: -4,426 1,336 1,345 368 -4,782 -2,713 -2,101: 524 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 7.6 1.2 83.6 87.8 91.7 96.6: 8.3 3.4
Old : 100.0: 6.9 7.6 1.2 83.6 87.8 91.7 96.6: 8.3 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 : 97: 9 8 2 54 38 65 46:
Old : 97: 9 8 2 54 38 65 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 39.3 55.7 56.5 37.7 39.2 53.9 56.2
Old : 38.9 39.3 55.7 56.5 37.7 39.2 53.9 56.2
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, June 7, 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 : 85,862: 14,906 7,558 5,700 55,962 66,355 76,568 79,613: 9,294 6,249
Old : 85,862: 14,906 7,558 5,700 55,962 66,355 76,568 79,613: 9,294 6,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -2,521: -3,917 1,553 2,375 -288 -7,897 -1,830 -3,969: -691 1,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 8.8 6.6 65.2 77.3 89.2 92.7: 10.8 7.3
Old : 100.0: 17.4 8.8 6.6 65.2 77.3 89.2 92.7: 10.8 7.3
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 : 228: 61 33 16 81 85 149 128:
Old : 228: 61 33 16 81 85 149 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 24.8 32.1 38.4 20.9 24.5 30.7 36.4
Old : 21.6 24.8 32.1 38.4 20.9 24.5 30.7 36.4
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, June 7, 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 : 17,715: 526 3,004 0 12,422 13,074 12,948 16,078: 4,767 1,637
Old : 17,715: 526 3,004 0 12,422 13,074 12,948 16,078: 4,767 1,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -422: -406 1,125 0 -90 -2,211 -496 -1,086: 74 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 17.0 0.0 70.1 73.8 73.1 90.8: 26.9 9.2
Old : 100.0: 3.0 17.0 0.0 70.1 73.8 73.1 90.8: 26.9 9.2
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 : 27: 1 2 0 13 14 14 16:
Old : 27: 1 2 0 13 14 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 46.6 61.3 73.1 40.4 46.6 61.3 73.1
Old : 40.4 46.6 61.3 73.1 40.4 46.6 61.3 73.1
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, June 7, 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 : 340,737: 87,266 38,134 13,136 217,698 266,405 318,100 317,675: 22,637 23,062
Old : 340,737: 87,266 38,134 13,136 217,698 266,405 318,100 317,675: 22,637 23,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -10,495: -12,563 7,133 6,883 -989 -28,429 -6,669 -14,413: -3,826 3,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 11.2 3.9 63.9 78.2 93.4 93.2: 6.6 6.8
Old : 100.0: 25.6 11.2 3.9 63.9 78.2 93.4 93.2: 6.6 6.8
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 : 227: 62 33 14 75 79 142 121:
Old : 227: 62 33 14 75 79 142 121:
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 28.8 35.2 42.2 22.9 28.8 34.9 41.6
Old : 23.1 28.8 35.2 42.2 22.9 28.8 34.9 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, June 7, 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 : 145,346: 78,547 13,342 147 32,724 112,579 111,418 126,068: 33,928 19,278
Old : 145,346: 78,547 13,342 147 32,724 112,579 111,418 126,068: 33,928 19,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 27,844: 6,517 1,327 142 20,624 22,286 27,283 23,755: 561 4,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 9.2 0.1 22.5 77.5 76.7 86.7: 23.3 13.3
Old : 100.0: 54.0 9.2 0.1 22.5 77.5 76.7 86.7: 23.3 13.3
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 : 82: 36 16 6 19 22 57 42:
Old : 82: 36 16 6 19 22 57 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 : 33.8 52.3 49.0 64.6 33.8 47.5 42.8 57.7
Old : 33.8 52.3 49.0 64.6 33.8 47.5 42.8 57.7
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, June 7, 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 : 61,071: 17,443 7,236 12,200 22,238 23,042 51,881 42,478: 9,190 18,593
Old : 61,071: 17,443 7,236 12,200 22,238 23,042 51,881 42,478: 9,190 18,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 14,298: 1,747 112 8,126 2,798 4,002 12,671 12,240: 1,627 2,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 11.8 20.0 36.4 37.7 85.0 69.6: 15.0 30.4
Old : 100.0: 28.6 11.8 20.0 36.4 37.7 85.0 69.6: 15.0 30.4
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 : 60: 16 13 9 21 18 42 35:
Old : 60: 16 13 9 21 18 42 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 : 26.9 25.1 46.7 42.4 23.9 16.1 37.4 22.5
Old : 26.9 25.1 46.7 42.4 23.9 16.1 37.4 22.5
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, June 7, 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 : 81,827: 12,054 10,516 11,210 35,882 35,568 59,146 57,294: 22,681 24,533
Old : 81,827: 12,054 10,516 11,210 35,882 35,568 59,146 57,294: 22,681 24,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 21,891: 1,021 -133 8,021 3,033 -3,841 12,075 4,047: 9,816 17,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 12.9 13.7 43.9 43.5 72.3 70.0: 27.7 30.0
Old : 100.0: 14.7 12.9 13.7 43.9 43.5 72.3 70.0: 27.7 30.0
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 : 77: 18 12 10 32 26 53 45:
Old : 77: 18 12 10 32 26 53 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 : 18.3 22.7 30.3 36.3 16.1 22.1 24.1 32.1
Old : 18.3 22.7 30.3 36.3 16.1 22.1 24.1 32.1
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, June 7, 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 : 30,660: 2,540 967 332 23,442 27,742 26,314 29,041: 4,346 1,619
Old : 30,660: 2,540 967 332 23,442 27,742 26,314 29,041: 4,346 1,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 1,093: -139 328 32 1,351 843 1,244 1,203: -151 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 3.2 1.1 76.5 90.5 85.8 94.7: 14.2 5.3
Old : 100.0: 8.3 3.2 1.1 76.5 90.5 85.8 94.7: 14.2 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 4 2 22 24 29 28:
Old : 47: 5 4 2 22 24 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 44.4 61.6 67.4 43.9 44.4 54.8 61.7
Old : 48.9 44.4 61.6 67.4 43.9 44.4 54.8 61.7
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, June 7, 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 : 38,800: 9,874 2,458 189 20,884 33,804 30,947 36,451: 7,853 2,349
Old : 38,800: 9,874 2,458 189 20,884 33,804 30,947 36,451: 7,853 2,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -1,053: -867 601 0 29 -1,349 -838 -748: -215 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 6.3 0.5 53.8 87.1 79.8 93.9: 20.2 6.1
Old : 100.0: 25.4 6.3 0.5 53.8 87.1 79.8 93.9: 20.2 6.1
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 : 60: 15 7 2 23 21 38 30:
Old : 60: 15 7 2 23 21 38 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 : 41.2 52.3 52.8 72.6 38.9 50.7 50.1 71.1
Old : 41.2 52.3 52.8 72.6 38.9 50.7 50.1 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2011