BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,384: 246 1,247 165 3,091 2,595 3,503 4,008: 881 376
Old : 4,384: 246 1,247 165 3,091 2,595 3,503 4,008: 881 376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 402: 0 24 28 311 314 339 366: 63 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 28.5 3.8 70.5 59.2 79.9 91.4: 20.1 8.6
Old : 100.0: 5.6 28.5 3.8 70.5 59.2 79.9 91.4: 20.1 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 : 24: 1 5 2 14 10 17 15:
Old : 24: 1 5 2 14 10 17 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 : 55.4 52.6 70.0 73.2 52.9 45.5 62.2 62.0
Old : 55.4 52.6 70.0 73.2 52.9 45.5 62.2 62.0
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 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 54,652: 5,917 1,435 11,770 29,618 31,140 47,304 44,344: 7,348 10,308
Old : 54,652: 5,917 1,435 11,770 29,618 31,140 47,304 44,344: 7,348 10,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 4,643: 1,305 9 1,538 1,919 2,621 4,762 4,167: -118 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 2.6 21.5 54.2 57.0 86.6 81.1: 13.4 18.9
Old : 100.0: 10.8 2.6 21.5 54.2 57.0 86.6 81.1: 13.4 18.9
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 : 81: 24 6 23 41 39 72 62:
Old : 81: 24 6 23 41 39 72 62:
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 : 33.9 34.8 46.1 48.4 33.7 33.0 40.9 44.0
Old : 33.9 34.8 46.1 48.4 33.7 33.0 40.9 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 261,950: 49,655 40,745 70,071 117,972 115,225 237,697 226,041: 24,253 35,909
Old : 203,374: 39,744 50,173 46,333 99,955 79,856 186,031 176,361: 17,343 27,012
Other: 58,577: 21,549 2,210 12,101 18,017 35,369 51,666 49,680: 6,910 8,897
: : :
: : Changes in Commitments from: May 17, 2011 :
: -516: -2,868 8,645 -202 3,866 -7,641 797 802: -1,313 -1,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 15.6 26.7 45.0 44.0 90.7 86.3: 9.3 13.7
Old : 100.0: 19.5 24.7 22.8 49.1 39.3 91.5 86.7: 8.5 13.3
Other: 100.0: 36.8 3.8 20.7 30.8 60.4 88.2 84.8: 11.8 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 95 71 110 55 73 194 223:
Old : 256: 83 83 104 50 67 183 214:
Other: 122: 43 9 28 36 56 90 86:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 21.6 34.2 30.8 20.5 18.6 32.7 25.4
Old : 24.0 20.8 36.8 29.0 23.6 18.0 35.9 25.0
Other: 23.7 29.5 43.2 44.7 23.7 25.1 41.5 35.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 460,444: 98,090 32,155 153,021 177,448 198,906 428,560 384,082: 31,885 76,363
Old : 460,444: 98,090 32,155 153,021 177,448 198,906 428,560 384,082: 31,885 76,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 6,965: -11,103 2,066 11,234 5,529 -2,311 5,660 10,989: 1,305 -4,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 7.0 33.2 38.5 43.2 93.1 83.4: 6.9 16.6
Old : 100.0: 21.3 7.0 33.2 38.5 43.2 93.1 83.4: 6.9 16.6
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 : 403: 110 92 141 113 174 290 353:
Old : 403: 110 92 141 113 174 290 353:
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 : 19.6 16.2 30.3 23.1 19.6 12.3 28.6 16.9
Old : 19.6 16.2 30.3 23.1 19.6 12.3 28.6 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,523: 4,464 4,961 701 3,115 2,519 8,279 8,181: 2,243 2,342
Old : 10,523: 4,464 4,961 701 3,115 2,519 8,279 8,181: 2,243 2,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 315: 76 21 226 -103 -73 199 173: 116 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 47.1 6.7 29.6 23.9 78.7 77.7: 21.3 22.3
Old : 100.0: 42.4 47.1 6.7 29.6 23.9 78.7 77.7: 21.3 22.3
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 : 94: 28 42 11 11 16 48 62:
Old : 94: 28 42 11 11 16 48 62:
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 : 39.1 26.0 54.4 39.0 39.1 26.0 54.4 39.0
Old : 39.1 26.0 54.4 39.0 39.1 26.0 54.4 39.0
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 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 42,709: 14,696 3,905 8,697 12,063 8,928 35,456 21,529: 7,253 21,181
Old : 42,709: 14,696 3,905 8,697 12,063 8,928 35,456 21,529: 7,253 21,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -987: -2,363 849 920 -295 -1,019 -1,738 750: 751 -1,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 9.1 20.4 28.2 20.9 83.0 50.4: 17.0 49.6
Old : 100.0: 34.4 9.1 20.4 28.2 20.9 83.0 50.4: 17.0 49.6
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 : 166: 44 30 39 48 67 109 124:
Old : 166: 44 30 39 48 67 109 124:
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 : 17.3 11.5 30.9 17.3 16.5 5.8 29.2 9.2
Old : 17.3 11.5 30.9 17.3 16.5 5.8 29.2 9.2
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 with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 103,845: 8,211 0 13 94,253 103,402 102,477 103,414: 1,368 431
Old : 103,845: 8,211 0 13 94,253 103,402 102,477 103,414: 1,368 431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 3,096: 1,784 0 0 620 2,996 2,404 2,997: 692 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 0.0 90.8 99.6 98.7 99.6: 1.3 0.4
Old : 100.0: 7.9 0.0 0.0 90.8 99.6 98.7 99.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 0 1 16 15 22 16:
Old : 23: 6 0 1 16 15 22 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 : 80.2 71.9 90.1 88.9 40.4 31.8 44.0 40.1
Old : 80.2 71.9 90.1 88.9 40.4 31.8 44.0 40.1
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 with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 129,337: 30,698 9,604 3,096 44,526 99,181 78,321 111,882: 51,016 17,455
Old : 129,337: 30,698 9,604 3,096 44,526 99,181 78,321 111,882: 51,016 17,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -2,583: -4,861 269 139 1,126 -2,410 -3,597 -2,002: 1,014 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 7.4 2.4 34.4 76.7 60.6 86.5: 39.4 13.5
Old : 100.0: 23.7 7.4 2.4 34.4 76.7 60.6 86.5: 39.4 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 30 13 11 25 26 61 44:
Old : 79: 30 13 11 25 26 61 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 : 19.6 50.3 29.0 64.4 17.9 49.9 27.2 63.4
Old : 19.6 50.3 29.0 64.4 17.9 49.9 27.2 63.4
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 with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 69,223: 23,127 8,139 831 18,991 47,314 42,950 56,284: 26,273 12,939
Old : 69,223: 23,127 8,139 831 18,991 47,314 42,950 56,284: 26,273 12,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -1,706: -1,353 -427 -66 3,009 -2,622 1,591 -3,114: -3,296 1,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 11.8 1.2 27.4 68.3 62.0 81.3: 38.0 18.7
Old : 100.0: 33.4 11.8 1.2 27.4 68.3 62.0 81.3: 38.0 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 9 5 13 13 32 24:
Old : 43: 16 9 5 13 13 32 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 : 30.5 60.2 41.0 73.2 30.5 60.1 41.0 73.1
Old : 30.5 60.2 41.0 73.2 30.5 60.1 41.0 73.1
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 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 147,410: 113,219 4,538 242 26,660 140,639 140,121 145,419: 7,289 1,991
Old : 147,410: 113,219 4,538 242 26,660 140,639 140,121 145,419: 7,289 1,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -172: 908 -2,861 108 -941 2,559 75 -194: -247 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 3.1 0.2 18.1 95.4 95.1 98.6: 4.9 1.4
Old : 100.0: 76.8 3.1 0.2 18.1 95.4 95.1 98.6: 4.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 72 12 3 20 22 94 36:
Old : 122: 72 12 3 20 22 94 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 70.8 57.0 83.3 41.9 70.6 57.0 83.1
Old : 41.9 70.8 57.0 83.3 41.9 70.6 57.0 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 118,492: 27,893 42,359 3,588 62,721 50,481 94,201 96,428: 24,291 22,064
Old : 118,492: 27,893 42,359 3,588 62,721 50,481 94,201 96,428: 24,291 22,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 7,125: -2,790 10,980 431 17,759 -2,475 15,400 8,936: -8,275 -1,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 35.7 3.0 52.9 42.6 79.5 81.4: 20.5 18.6
Old : 100.0: 23.5 35.7 3.0 52.9 42.6 79.5 81.4: 20.5 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 24 25 12 29 30 62 58:
Old : 91: 24 25 12 29 30 62 58:
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 34.8 36.0 46.8 20.3 33.5 35.6 45.3
Old : 20.4 34.8 36.0 46.8 20.3 33.5 35.6 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 112,501: 32,607 25,400 5,465 47,080 45,462 85,152 76,327: 27,349 36,174
Old : 112,501: 32,607 25,400 5,465 47,080 45,462 85,152 76,327: 27,349 36,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -3,779: -5,657 1,237 87 718 -1,215 -4,851 109: 1,072 -3,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 22.6 4.9 41.8 40.4 75.7 67.8: 24.3 32.2
Old : 100.0: 29.0 22.6 4.9 41.8 40.4 75.7 67.8: 24.3 32.2
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 : 107: 29 38 20 26 27 66 74:
Old : 107: 29 38 20 26 27 66 74:
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 : 18.6 24.0 29.7 32.2 17.5 23.2 28.2 31.4
Old : 18.6 24.0 29.7 32.2 17.5 23.2 28.2 31.4
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 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 309,166: 74,201 51,892 35,214 145,532 170,650 254,947 257,756: 54,219 51,410
Old : 309,166: 74,201 51,892 35,214 145,532 170,650 254,947 257,756: 54,219 51,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 12,111: -14,069 7,943 2,019 28,526 636 16,475 10,598: -4,365 1,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 16.8 11.4 47.1 55.2 82.5 83.4: 17.5 16.6
Old : 100.0: 24.0 16.8 11.4 47.1 55.2 82.5 83.4: 17.5 16.6
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 : 199: 56 66 61 48 56 135 152:
Old : 199: 56 66 61 48 56 135 152:
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 : 29.4 26.7 37.8 36.9 29.4 26.6 37.5 36.4
Old : 29.4 26.7 37.8 36.9 29.4 26.6 37.5 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 32,498: 28,797 26,201 66 2,439 6,102 31,302 32,369: 1,196 129
Old : 32,498: 28,797 26,201 66 2,439 6,102 31,302 32,369: 1,196 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 80.6 0.2 7.5 18.8 96.3 99.6: 3.7 0.4
Old : 100.0: 88.6 80.6 0.2 7.5 18.8 96.3 99.6: 3.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 2 1 4 7 14 10:
Old : 21: 10 2 1 4 7 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.7 92.6 93.8 99.1 89.5 92.6 93.5 98.2
Old : 89.7 92.6 93.8 99.1 89.5 92.6 93.5 98.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 30,930: 23,234 9,358 0 4,023 20,138 27,257 29,496: 3,673 1,434
Old : 30,930: 23,234 9,358 0 4,023 20,138 27,257 29,496: 3,673 1,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 1,294: 716 -536 0 196 1,695 912 1,159: 382 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 30.3 0.0 13.0 65.1 88.1 95.4: 11.9 4.6
Old : 100.0: 75.1 30.3 0.0 13.0 65.1 88.1 95.4: 11.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 17 10 0 3 13 20 23:
Old : 43: 17 10 0 3 13 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 44.7 79.0 76.9 62.7 44.7 79.0 76.9
Old : 62.7 44.7 79.0 76.9 62.7 44.7 79.0 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :16,539,588: 1,316,603 730,847 5,316,464 8,848,407 9,338,953 15,481,473 15,386,264: 1,058,115 1,153,324
Old :16,539,588: 1,316,603 730,847 5,316,464 8,848,407 9,338,953 15,481,473 15,386,264: 1,058,115 1,153,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 310,157: -32,601 56,938 115,703 217,466 135,127 300,568 307,767: 9,590 2,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 4.4 32.1 53.5 56.5 93.6 93.0: 6.4 7.0
Old : 100.0: 8.0 4.4 32.1 53.5 56.5 93.6 93.0: 6.4 7.0
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 : 323: 57 83 113 163 173 299 295:
Old : 323: 57 83 113 163 173 299 295:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 18.8 41.5 33.2 24.4 12.9 28.5 18.5
Old : 30.7 18.8 41.5 33.2 24.4 12.9 28.5 18.5
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 with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,012,001: 81,936 98,319 68,983 669,945 692,937 820,864 860,239: 191,137 151,762
Old : 1,012,001: 81,936 98,319 68,983 669,945 692,937 820,864 860,239: 191,137 151,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 557: 3,977 13,052 -9,765 -3,793 -18,224 -9,581 -14,938: 10,137 15,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 9.7 6.8 66.2 68.5 81.1 85.0: 18.9 15.0
Old : 100.0: 8.1 9.7 6.8 66.2 68.5 81.1 85.0: 18.9 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 578: 120 114 92 242 233 411 391:
Old : 578: 120 114 92 242 233 411 391:
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 : 13.7 14.3 20.5 21.5 11.5 13.5 16.9 19.2
Old : 13.7 14.3 20.5 21.5 11.5 13.5 16.9 19.2
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 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 411,576: 16,714 28,659 29,544 228,361 299,190 274,620 357,394: 136,956 54,183
Old : 411,576: 16,714 28,659 29,544 228,361 299,190 274,620 357,394: 136,956 54,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -8,317: -528 787 -6,434 -10,277 -7,218 -17,239 -12,864: 8,921 4,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 7.0 7.2 55.5 72.7 66.7 86.8: 33.3 13.2
Old : 100.0: 4.1 7.0 7.2 55.5 72.7 66.7 86.8: 33.3 13.2
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 : 135: 18 23 29 73 65 107 101:
Old : 135: 18 23 29 73 65 107 101:
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 : 16.5 25.6 23.7 36.4 15.5 23.7 21.7 34.6
Old : 16.5 25.6 23.7 36.4 15.5 23.7 21.7 34.6
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 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,002,123: 403,062 425,253 120,241 2,207,916 1,968,736 2,731,218 2,514,230: 270,905 487,894
Old : 3,002,123: 403,062 425,253 120,241 2,207,916 1,968,736 2,731,218 2,514,230: 270,905 487,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 44,370: 23,936 62,734 -18,068 32,423 -55,033 38,290 -10,367: 6,080 54,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 14.2 4.0 73.5 65.6 91.0 83.7: 9.0 16.3
Old : 100.0: 13.4 14.2 4.0 73.5 65.6 91.0 83.7: 9.0 16.3
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 : 530: 115 100 79 212 214 365 355:
Old : 530: 115 100 79 212 214 365 355:
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 : 17.1 10.6 25.8 18.3 15.5 10.4 23.3 17.1
Old : 17.1 10.6 25.8 18.3 15.5 10.4 23.3 17.1
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 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 110,015: 9,872 7,418 0 91,443 98,728 101,315 106,146: 8,700 3,869
Old : 110,015: 9,872 7,418 0 91,443 98,728 101,315 106,146: 8,700 3,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -4,139: 158 -1,440 -621 -4,062 -2,283 -4,525 -4,344: 386 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 6.7 0.0 83.1 89.7 92.1 96.5: 7.9 3.5
Old : 100.0: 9.0 6.7 0.0 83.1 89.7 92.1 96.5: 7.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 12 6 0 50 37 62 43:
Old : 93: 12 6 0 50 37 62 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 40.7 55.5 58.1 37.7 40.6 53.4 58.0
Old : 38.9 40.7 55.5 58.1 37.7 40.6 53.4 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 88,960: 19,143 6,315 3,736 55,924 74,184 78,802 84,236: 10,158 4,725
Old : 88,960: 19,143 6,315 3,736 55,924 74,184 78,802 84,236: 10,158 4,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -6,634: -3,360 764 -1,430 -2,119 -6,390 -6,909 -7,055: 275 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 7.1 4.2 62.9 83.4 88.6 94.7: 11.4 5.3
Old : 100.0: 21.5 7.1 4.2 62.9 83.4 88.6 94.7: 11.4 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 : 236: 66 32 21 80 93 153 141:
Old : 236: 66 32 21 80 93 153 141:
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 : 21.2 24.2 32.2 37.8 20.5 23.6 30.4 36.2
Old : 21.2 24.2 32.2 37.8 20.5 23.6 30.4 36.2
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 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 18,650: 1,567 1,875 0 12,253 15,663 13,820 17,538: 4,830 1,112
Old : 18,650: 1,567 1,875 0 12,253 15,663 13,820 17,538: 4,830 1,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -2,213: -2,000 848 0 -743 -3,197 -2,743 -2,349: 530 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.1 0.0 65.7 84.0 74.1 94.0: 25.9 6.0
Old : 100.0: 8.4 10.1 0.0 65.7 84.0 74.1 94.0: 25.9 6.0
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 : 28: 3 2 0 14 12 17 14:
Old : 28: 3 2 0 14 12 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 50.6 58.3 81.3 40.1 50.3 58.3 81.0
Old : 40.1 50.6 58.3 81.3 40.1 50.3 58.3 81.0
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 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 351,551: 102,215 36,538 4,343 218,352 292,606 324,910 333,488: 26,640 18,063
Old : 351,551: 102,215 36,538 4,343 218,352 292,606 324,910 333,488: 26,640 18,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -22,109: -12,634 -6,252 -1,315 -6,882 -15,963 -20,830 -23,531: -1,278 1,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 10.4 1.2 62.1 83.2 92.4 94.9: 7.6 5.1
Old : 100.0: 29.1 10.4 1.2 62.1 83.2 92.4 94.9: 7.6 5.1
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 : 235: 67 33 17 76 88 146 135:
Old : 235: 67 33 17 76 88 146 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 28.3 37.3 42.0 23.9 28.3 37.0 41.9
Old : 24.1 28.3 37.3 42.0 23.9 28.3 37.0 41.9
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 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 121,505: 63,588 10,437 4,277 19,865 87,428 87,731 102,142: 33,774 19,363
Old : 121,505: 63,588 10,437 4,277 19,865 87,428 87,731 102,142: 33,774 19,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -4,051: 1,853 -398 -375 -3,895 -3,690 -2,417 -4,463: -1,633 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 8.6 3.5 16.3 72.0 72.2 84.1: 27.8 15.9
Old : 100.0: 52.3 8.6 3.5 16.3 72.0 72.2 84.1: 27.8 15.9
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 : 75: 27 19 11 18 21 51 45:
Old : 75: 27 19 11 18 21 51 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 : 32.9 50.4 45.7 61.9 32.9 50.0 45.7 61.6
Old : 32.9 50.4 45.7 61.9 32.9 50.0 45.7 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 46,675: 15,743 7,063 3,696 20,197 19,548 39,636 30,307: 7,039 16,368
Old : 46,675: 15,743 7,063 3,696 20,197 19,548 39,636 30,307: 7,039 16,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -1,536: 243 -535 62 -1,461 496 -1,156 23: -380 -1,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 15.1 7.9 43.3 41.9 84.9 64.9: 15.1 35.1
Old : 100.0: 33.7 15.1 7.9 43.3 41.9 84.9 64.9: 15.1 35.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 17 11 3 18 17 35 31:
Old : 59: 17 11 3 18 17 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 28.7 55.2 41.2 29.8 19.2 47.9 28.7
Old : 32.3 28.7 55.2 41.2 29.8 19.2 47.9 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 55,377: 11,204 11,380 2,867 33,895 36,801 47,966 51,048: 7,411 4,329
Old : 55,377: 11,204 11,380 2,867 33,895 36,801 47,966 51,048: 7,411 4,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -1,895: 180 1,347 -1,084 -1,735 159 -2,639 422: 744 -2,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 20.6 5.2 61.2 66.5 86.6 92.2: 13.4 7.8
Old : 100.0: 20.2 20.6 5.2 61.2 66.5 86.6 92.2: 13.4 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 16 13 4 24 27 42 42:
Old : 74: 16 13 4 24 27 42 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 37.0 40.8 54.7 27.2 33.7 39.1 50.9
Old : 28.2 37.0 40.8 54.7 27.2 33.7 39.1 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 30,909: 3,052 1,098 300 23,249 27,604 26,601 29,002: 4,308 1,907
Old : 30,909: 3,052 1,098 300 23,249 27,604 26,601 29,002: 4,308 1,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 181: -664 152 0 220 67 -444 219: 625 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 3.6 1.0 75.2 89.3 86.1 93.8: 13.9 6.2
Old : 100.0: 9.9 3.6 1.0 75.2 89.3 86.1 93.8: 13.9 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 6 3 1 22 23 28 27:
Old : 47: 6 3 1 22 23 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 44.6 62.7 66.7 42.3 43.0 53.3 61.5
Old : 49.0 44.6 62.7 66.7 42.3 43.0 53.3 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 39,065: 11,173 1,857 17 20,009 34,252 31,199 36,126: 7,866 2,939
Old : 39,065: 11,173 1,857 17 20,009 34,252 31,199 36,126: 7,866 2,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -753: 91 -267 0 -1,270 -611 -1,179 -878: 426 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 4.8 0.0 51.2 87.7 79.9 92.5: 20.1 7.5
Old : 100.0: 28.6 4.8 0.0 51.2 87.7 79.9 92.5: 20.1 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 18 5 1 21 19 39 25:
Old : 58: 18 5 1 21 19 39 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 58.4 51.4 76.7 37.1 56.8 49.1 75.0
Old : 39.3 58.4 51.4 76.7 37.1 56.8 49.1 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 10,671: 4,979 2,160 77 4,239 8,071 9,295 10,308: 1,376 363
Old : 10,671: 4,979 2,160 77 4,239 8,071 9,295 10,308: 1,376 363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: 74: 95 62 64 -8 29 151 155: -77 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 20.2 0.7 39.7 75.6 87.1 96.6: 12.9 3.4
Old : 100.0: 46.7 20.2 0.7 39.7 75.6 87.1 96.6: 12.9 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 4 1 5 2 16 6:
Old : 21: 10 4 1 5 2 16 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 93.9 71.3 96.6 55.0 93.9 71.3 95.9
Old : 55.0 93.9 71.3 96.6 55.0 93.9 71.3 95.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2011