BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,818: 246 1,190 144 2,658 2,150 3,048 3,485: 771 334
Old : 3,818: 246 1,190 144 2,658 2,150 3,048 3,485: 771 334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 193: 0 -1 9 154 253 163 261: 30 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 31.2 3.8 69.6 56.3 79.8 91.3: 20.2 8.7
Old : 100.0: 6.4 31.2 3.8 69.6 56.3 79.8 91.3: 20.2 8.7
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 : 23: 1 5 2 12 10 15 15:
Old : 23: 1 5 2 12 10 15 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 : 56.3 55.9 72.9 73.7 54.6 49.3 64.5 64.7
Old : 56.3 55.9 72.9 73.7 54.6 49.3 64.5 64.7
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 with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 48,502: 4,608 1,433 9,930 27,629 28,007 42,167 39,370: 6,335 9,131
Old : 48,502: 4,608 1,433 9,930 27,629 28,007 42,167 39,370: 6,335 9,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 215: 147 -271 71 -57 384 161 183: 54 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 3.0 20.5 57.0 57.7 86.9 81.2: 13.1 18.8
Old : 100.0: 9.5 3.0 20.5 57.0 57.7 86.9 81.2: 13.1 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 20 9 18 39 36 66 56:
Old : 77: 20 9 18 39 36 66 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 35.7 47.9 48.8 35.8 33.8 43.8 44.5
Old : 36.0 35.7 47.9 48.8 35.8 33.8 43.8 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 255,796: 54,891 27,720 63,961 111,318 127,373 230,170 219,054: 25,626 36,742
Old : 203,840: 47,171 38,897 40,227 97,662 96,165 185,060 175,289: 18,780 28,550
Other: 51,956: 21,208 2,310 10,247 13,656 31,208 45,110 43,764: 6,846 8,192
: : :
: : Changes in Commitments from: May 3, 2011 :
: -803: -3,136 8,548 -2,706 5,710 -7,174 -131 -1,331: -672 528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 10.8 25.0 43.5 49.8 90.0 85.6: 10.0 14.4
Old : 100.0: 23.1 19.1 19.7 47.9 47.2 90.8 86.0: 9.2 14.0
Other: 100.0: 40.8 4.4 19.7 26.3 60.1 86.8 84.2: 13.2 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 99 63 105 58 73 201 211:
Old : 254: 86 78 100 51 68 190 204:
Other: 127: 47 9 26 37 54 94 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 : 19.4 25.4 32.3 33.7 19.0 23.4 31.3 29.7
Old : 21.9 24.8 35.6 33.4 21.4 23.0 34.5 30.2
Other: 25.4 30.9 42.9 44.8 25.4 25.6 40.5 36.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 456,000: 111,324 26,887 143,030 171,675 203,899 426,029 373,816: 29,970 82,184
Old : 456,000: 111,324 26,887 143,030 171,675 203,899 426,029 373,816: 29,970 82,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 7,203: -3,310 2,858 6,472 -937 -5,838 2,225 3,492: 4,978 3,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 5.9 31.4 37.6 44.7 93.4 82.0: 6.6 18.0
Old : 100.0: 24.4 5.9 31.4 37.6 44.7 93.4 82.0: 6.6 18.0
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 : 407: 109 93 145 86 175 280 349:
Old : 407: 109 93 145 86 175 280 349:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 16.0 30.7 22.6 20.1 13.5 30.0 18.2
Old : 20.2 16.0 30.7 22.6 20.1 13.5 30.0 18.2
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 with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,098: 4,394 4,292 438 3,293 3,105 8,125 7,835: 1,974 2,264
Old : 10,098: 4,394 4,292 438 3,293 3,105 8,125 7,835: 1,974 2,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -123: 124 280 29 -250 -414 -97 -106: -26 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 42.5 4.3 32.6 30.7 80.5 77.6: 19.5 22.4
Old : 100.0: 43.5 42.5 4.3 32.6 30.7 80.5 77.6: 19.5 22.4
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 : 93: 32 38 10 12 17 46 63:
Old : 93: 32 38 10 12 17 46 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 25.1 58.1 38.9 41.9 25.1 58.1 38.9
Old : 41.9 25.1 58.1 38.9 41.9 25.1 58.1 38.9
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 with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 44,283: 16,993 2,687 7,835 13,088 10,665 37,916 21,187: 6,367 23,096
Old : 44,283: 16,993 2,687 7,835 13,088 10,665 37,916 21,187: 6,367 23,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -2,657: -2,661 -711 187 -54 -1,447 -2,528 -1,971: -128 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 6.1 17.7 29.6 24.1 85.6 47.8: 14.4 52.2
Old : 100.0: 38.4 6.1 17.7 29.6 24.1 85.6 47.8: 14.4 52.2
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 : 170: 45 31 40 49 72 113 127:
Old : 170: 45 31 40 49 72 113 127:
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 : 17.2 10.1 30.9 16.4 17.0 6.2 30.1 9.1
Old : 17.2 10.1 30.9 16.4 17.0 6.2 30.1 9.1
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 with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 100,005: 7,415 355 8 92,000 99,385 99,423 99,748: 582 257
Old : 100,005: 7,415 355 8 92,000 99,385 99,423 99,748: 582 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -2,728: -1,350 355 4 -1,339 -2,933 -2,686 -2,574: -42 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.4 0.0 92.0 99.4 99.4 99.7: 0.6 0.3
Old : 100.0: 7.4 0.4 0.0 92.0 99.4 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 1 1 16 15 22 17:
Old : 24: 6 1 1 16 15 22 17:
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 : 82.6 73.0 91.7 90.7 41.5 31.7 44.7 41.8
Old : 82.6 73.0 91.7 90.7 41.5 31.7 44.7 41.8
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 with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 128,601: 42,424 5,149 2,524 32,922 102,151 77,870 109,825: 50,732 18,777
Old : 128,601: 42,424 5,149 2,524 32,922 102,151 77,870 109,825: 50,732 18,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -24,702: -16,815 -479 -2,896 -3,583 -21,062 -23,293 -24,437: -1,408 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 4.0 2.0 25.6 79.4 60.6 85.4: 39.4 14.6
Old : 100.0: 33.0 4.0 2.0 25.6 79.4 60.6 85.4: 39.4 14.6
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 : 86: 38 12 9 26 23 68 40:
Old : 86: 38 12 9 26 23 68 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 : 17.4 55.6 25.4 69.9 16.0 55.1 23.9 68.5
Old : 17.4 55.6 25.4 69.9 16.0 55.1 23.9 68.5
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 with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 74,622: 27,850 11,400 1,115 17,316 50,461 46,281 62,977: 28,341 11,646
Old : 74,622: 27,850 11,400 1,115 17,316 50,461 46,281 62,977: 28,341 11,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -2,655: -437 1,365 -687 326 -1,895 -798 -1,217: -1,856 -1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 15.3 1.5 23.2 67.6 62.0 84.4: 38.0 15.6
Old : 100.0: 37.3 15.3 1.5 23.2 67.6 62.0 84.4: 38.0 15.6
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 : 48: 20 8 6 14 15 37 26:
Old : 48: 20 8 6 14 15 37 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 : 28.6 61.1 39.6 76.9 28.6 61.0 39.5 76.8
Old : 28.6 61.1 39.6 76.9 28.6 61.0 39.5 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 158,386: 123,092 5,027 246 26,631 151,220 149,969 156,493: 8,417 1,893
Old : 158,386: 123,092 5,027 246 26,631 151,220 149,969 156,493: 8,417 1,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -4,577: -4,903 1,292 246 372 -6,059 -4,285 -4,521: -292 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 3.2 0.2 16.8 95.5 94.7 98.8: 5.3 1.2
Old : 100.0: 77.7 3.2 0.2 16.8 95.5 94.7 98.8: 5.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 81 13 3 20 22 102 37:
Old : 130: 81 13 3 20 22 102 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 67.9 55.1 81.5 39.8 67.8 55.1 81.3
Old : 39.8 67.9 55.1 81.5 39.8 67.8 55.1 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 115,315: 41,304 23,110 3,102 33,464 68,831 77,870 95,042: 37,445 20,273
Old : 115,315: 41,304 23,110 3,102 33,464 68,831 77,870 95,042: 37,445 20,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -19,695: -17,029 -6,175 -2,436 2,486 -13,340 -16,979 -21,951: -2,715 2,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 20.0 2.7 29.0 59.7 67.5 82.4: 32.5 17.6
Old : 100.0: 35.8 20.0 2.7 29.0 59.7 67.5 82.4: 32.5 17.6
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 : 98: 29 25 8 28 33 63 60:
Old : 98: 29 25 8 28 33 63 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 : 22.0 32.4 32.0 46.2 21.7 31.2 31.7 45.0
Old : 22.0 32.4 32.0 46.2 21.7 31.2 31.7 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 115,716: 36,340 24,622 5,434 47,059 45,341 88,833 75,398: 26,883 40,319
Old : 115,716: 36,340 24,622 5,434 47,059 45,341 88,833 75,398: 26,883 40,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -9,551: 16,065 -15,609 -3,479 -21,272 12,344 -8,685 -6,743: -866 -2,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 21.3 4.7 40.7 39.2 76.8 65.2: 23.2 34.8
Old : 100.0: 31.4 21.3 4.7 40.7 39.2 76.8 65.2: 23.2 34.8
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 : 103: 31 31 18 25 28 62 71:
Old : 103: 31 31 18 25 28 62 71:
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 : 19.1 21.2 29.9 30.1 18.1 20.3 28.4 28.6
Old : 19.1 21.2 29.9 30.1 18.1 20.3 28.4 28.6
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 with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 283,522: 95,793 32,526 28,752 93,377 172,862 217,921 234,139: 65,601 49,383
Old : 283,522: 95,793 32,526 28,752 93,377 172,862 217,921 234,139: 65,601 49,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -47,642: -30,164 2,787 -15,070 7,759 -28,588 -37,475 -40,870: -10,167 -6,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 11.5 10.1 32.9 61.0 76.9 82.6: 23.1 17.4
Old : 100.0: 33.8 11.5 10.1 32.9 61.0 76.9 82.6: 23.1 17.4
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 : 181: 52 60 49 42 53 123 133:
Old : 181: 52 60 49 42 53 123 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 32.0 33.0 42.3 24.8 31.8 32.8 42.0
Old : 24.8 32.0 33.0 42.3 24.8 31.8 32.8 42.0
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 with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 30,504: 22,828 9,114 5 3,826 20,049 26,659 29,168: 3,845 1,336
Old : 30,504: 22,828 9,114 5 3,826 20,049 26,659 29,168: 3,845 1,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -1,116: 306 -608 -235 -767 -331 -696 -1,174: -420 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 29.9 0.0 12.5 65.7 87.4 95.6: 12.6 4.4
Old : 100.0: 74.8 29.9 0.0 12.5 65.7 87.4 95.6: 12.6 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 17 10 1 5 16 23 26:
Old : 47: 17 10 1 5 16 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 46.8 76.5 78.1 60.5 46.8 76.5 78.0
Old : 60.5 46.8 76.5 78.1 60.5 46.8 76.5 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :16,013,826: 1,224,937 640,064 5,012,698 8,731,286 9,184,891 14,968,921 14,837,652: 1,044,906 1,176,174
Old :16,013,826: 1,224,937 640,064 5,012,698 8,731,286 9,184,891 14,968,921 14,837,652: 1,044,906 1,176,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 126,581: 9,974 124,730 234,465 -82,171 -203,331 162,268 155,864: -35,687 -29,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 4.0 31.3 54.5 57.4 93.5 92.7: 6.5 7.3
Old : 100.0: 7.6 4.0 31.3 54.5 57.4 93.5 92.7: 6.5 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 : 312: 59 76 112 158 162 291 282:
Old : 312: 59 76 112 158 162 291 282:
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 : 31.0 18.3 42.1 32.4 25.0 13.0 29.8 19.9
Old : 31.0 18.3 42.1 32.4 25.0 13.0 29.8 19.9
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 with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,008,433: 80,453 88,995 73,714 672,115 711,422 826,281 874,131: 182,152 134,303
Old : 1,008,433: 80,453 88,995 73,714 672,115 711,422 826,281 874,131: 182,152 134,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -23,556: -11,345 -2,177 -7,927 -12,675 -17,749 -31,948 -27,853: 8,391 4,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 8.8 7.3 66.6 70.5 81.9 86.7: 18.1 13.3
Old : 100.0: 8.0 8.8 7.3 66.6 70.5 81.9 86.7: 18.1 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 : 571: 110 123 96 238 233 403 398:
Old : 571: 110 123 96 238 233 403 398:
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 : 14.0 14.3 20.5 21.2 12.0 13.7 17.0 19.4
Old : 14.0 14.3 20.5 21.2 12.0 13.7 17.0 19.4
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 with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 420,857: 17,966 24,687 37,924 239,976 310,022 295,867 372,633: 124,990 48,224
Old : 420,857: 17,966 24,687 37,924 239,976 310,022 295,867 372,633: 124,990 48,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -2,963: -4,766 2,213 -488 2,204 -2,865 -3,050 -1,140: 87 -1,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 5.9 9.0 57.0 73.7 70.3 88.5: 29.7 11.5
Old : 100.0: 4.3 5.9 9.0 57.0 73.7 70.3 88.5: 29.7 11.5
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 : 141: 16 30 35 74 65 115 105:
Old : 141: 16 30 35 74 65 115 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 24.0 22.7 35.4 15.2 22.7 21.1 34.0
Old : 16.1 24.0 22.7 35.4 15.2 22.7 21.1 34.0
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 with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,937,880: 368,316 377,424 123,063 2,160,695 2,007,001 2,652,073 2,507,488: 285,807 430,392
Old : 2,937,880: 368,316 377,424 123,063 2,160,695 2,007,001 2,652,073 2,507,488: 285,807 430,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -102,964: -56,335 -45,389 -13,754 -74,398 -74,422 -144,487 -133,565: 41,523 30,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 12.8 4.2 73.5 68.3 90.3 85.4: 9.7 14.6
Old : 100.0: 12.5 12.8 4.2 73.5 68.3 90.3 85.4: 9.7 14.6
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 : 516: 105 107 82 205 211 351 359:
Old : 516: 105 107 82 205 211 351 359:
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 : 17.5 11.4 26.7 18.7 16.4 11.0 24.0 17.7
Old : 17.5 11.4 26.7 18.7 16.4 11.0 24.0 17.7
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 with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 115,034: 13,042 8,913 7 92,653 103,041 105,702 111,961: 9,332 3,073
Old : 115,034: 13,042 8,913 7 92,653 103,041 105,702 111,961: 9,332 3,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -4,562: 552 28 -44 -5,332 -4,363 -4,824 -4,379: 262 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 7.7 0.0 80.5 89.6 91.9 97.3: 8.1 2.7
Old : 100.0: 11.3 7.7 0.0 80.5 89.6 91.9 97.3: 8.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 13 7 1 51 38 64 46:
Old : 97: 13 7 1 51 38 64 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 40.8 53.8 58.6 37.1 40.8 51.9 58.6
Old : 38.1 40.8 53.8 58.6 37.1 40.8 51.9 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 106,712: 29,111 6,556 9,092 58,464 87,129 96,667 102,777: 10,045 3,935
Old : 106,712: 29,111 6,556 9,092 58,464 87,129 96,667 102,777: 10,045 3,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -2,424: -2,964 -1,053 -302 479 -903 -2,787 -2,259: 363 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 6.1 8.5 54.8 81.6 90.6 96.3: 9.4 3.7
Old : 100.0: 27.3 6.1 8.5 54.8 81.6 90.6 96.3: 9.4 3.7
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 : 260: 86 30 22 89 91 187 133:
Old : 260: 86 30 22 89 91 187 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 24.7 34.3 42.1 19.7 23.0 29.8 37.1
Old : 22.4 24.7 34.3 42.1 19.7 23.0 29.8 37.1
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 with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 24,614: 8,051 1,018 0 12,525 22,644 20,576 23,662: 4,038 952
Old : 24,614: 8,051 1,018 0 12,525 22,644 20,576 23,662: 4,038 952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 135: -231 -720 -7 -262 844 -500 117: 635 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 4.1 0.0 50.9 92.0 83.6 96.1: 16.4 3.9
Old : 100.0: 32.7 4.1 0.0 50.9 92.0 83.6 96.1: 16.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 2 0 11 16 16 18:
Old : 30: 5 2 0 11 16 16 18:
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 : 51.7 53.9 73.5 79.1 51.6 53.9 73.5 78.9
Old : 51.7 53.9 73.5 79.1 51.6 53.9 73.5 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 410,490: 146,024 68,411 4,736 229,694 322,427 380,454 395,574: 30,036 14,915
Old : 410,490: 146,024 68,411 4,736 229,694 322,427 380,454 395,574: 30,036 14,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -12,794: -15,259 -3,258 118 3,706 -8,736 -11,435 -11,876: -1,359 -918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 16.7 1.2 56.0 78.5 92.7 96.4: 7.3 3.6
Old : 100.0: 35.6 16.7 1.2 56.0 78.5 92.7 96.4: 7.3 3.6
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 : 257: 84 32 19 85 86 178 128:
Old : 257: 84 32 19 85 86 178 128:
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 : 25.1 28.5 38.2 44.9 24.9 28.5 38.0 44.8
Old : 25.1 28.5 38.2 44.9 24.9 28.5 38.0 44.8
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 with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 136,944: 73,436 12,592 3,735 25,091 99,721 102,261 116,047: 34,683 20,897
Old : 136,944: 73,436 12,592 3,735 25,091 99,721 102,261 116,047: 34,683 20,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -17,642: -14,028 -1,296 -871 1,074 -14,273 -13,825 -16,440: -3,817 -1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 9.2 2.7 18.3 72.8 74.7 84.7: 25.3 15.3
Old : 100.0: 53.6 9.2 2.7 18.3 72.8 74.7 84.7: 25.3 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 : 80: 37 17 12 17 18 60 41:
Old : 80: 37 17 12 17 18 60 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 50.7 43.9 65.5 29.6 50.2 43.9 64.7
Old : 29.6 50.7 43.9 65.5 29.6 50.2 43.9 64.7
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 with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 49,692: 17,592 6,005 3,622 21,682 23,408 42,896 33,035: 6,796 16,657
Old : 49,692: 17,592 6,005 3,622 21,682 23,408 42,896 33,035: 6,796 16,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -5,501: -547 -1,042 30 -4,899 -4,414 -5,416 -5,426: -85 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 12.1 7.3 43.6 47.1 86.3 66.5: 13.7 33.5
Old : 100.0: 35.4 12.1 7.3 43.6 47.1 86.3 66.5: 13.7 33.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 19 12 3 21 18 41 32:
Old : 65: 19 12 3 21 18 41 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 37.1 55.3 46.7 31.4 29.7 47.8 38.4
Old : 33.1 37.1 55.3 46.7 31.4 29.7 47.8 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 60,337: 11,847 16,290 3,129 35,744 35,725 50,720 55,144: 9,617 5,193
Old : 60,337: 11,847 16,290 3,129 35,744 35,725 50,720 55,144: 9,617 5,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -4,399: 210 -1,324 819 -6,497 -4,247 -5,468 -4,752: 1,069 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 27.0 5.2 59.2 59.2 84.1 91.4: 15.9 8.6
Old : 100.0: 19.6 27.0 5.2 59.2 59.2 84.1 91.4: 15.9 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 17 16 5 25 26 46 43:
Old : 80: 17 16 5 25 26 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 32.3 39.9 52.0 27.8 32.3 38.7 49.6
Old : 28.4 32.3 39.9 52.0 27.8 32.3 38.7 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 31,418: 4,410 1,165 270 22,958 27,655 27,638 29,090: 3,780 2,328
Old : 31,418: 4,410 1,165 270 22,958 27,655 27,638 29,090: 3,780 2,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -1,470: -839 -1,089 10 -720 -482 -1,549 -1,561: 79 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 3.7 0.9 73.1 88.0 88.0 92.6: 12.0 7.4
Old : 100.0: 14.0 3.7 0.9 73.1 88.0 88.0 92.6: 12.0 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 6 2 1 25 25 31 28:
Old : 51: 6 2 1 25 25 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 43.2 59.6 65.1 40.5 42.5 54.0 60.1
Old : 44.7 43.2 59.6 65.1 40.5 42.5 54.0 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 40,234: 11,875 2,124 17 20,839 35,587 32,731 37,728: 7,503 2,506
Old : 40,234: 11,875 2,124 17 20,839 35,587 32,731 37,728: 7,503 2,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: -1,673: -1,353 -464 0 22 -816 -1,331 -1,280: -342 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 5.3 0.0 51.8 88.5 81.4 93.8: 18.6 6.2
Old : 100.0: 29.5 5.3 0.0 51.8 88.5 81.4 93.8: 18.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 18 6 1 23 17 41 24:
Old : 59: 18 6 1 23 17 41 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 59.5 50.1 77.3 34.2 57.6 47.8 75.1
Old : 36.6 59.5 50.1 77.3 34.2 57.6 47.8 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 13,184: 5,537 819 883 4,876 10,719 11,296 12,421: 1,888 763
Old : 13,184: 5,537 819 883 4,876 10,719 11,296 12,421: 1,888 763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 6.2 6.7 37.0 81.3 85.7 94.2: 14.3 5.8
Old : 100.0: 42.0 6.2 6.7 37.0 81.3 85.7 94.2: 14.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 4 4 9 4 21 10:
Old : 24: 10 4 4 9 4 21 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 92.1 63.6 94.2 44.9 85.5 60.2 86.4
Old : 47.2 92.1 63.6 94.2 44.9 85.5 60.2 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2010