BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,129: 71 126 88 4,415 4,516 4,574 4,730: 556 399
Old : 5,129: 71 126 88 4,415 4,516 4,574 4,730: 556 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -681: -121 -42 -20 -477 -458 -617 -521: -64 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.5 1.7 86.1 88.0 89.2 92.2: 10.8 7.8
Old : 100.0: 1.4 2.5 1.7 86.1 88.0 89.2 92.2: 10.8 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 : 24: 2 2 2 14 13 17 16:
Old : 24: 2 2 2 14 13 17 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 : 70.2 65.5 82.7 82.4 70.2 65.1 80.9 79.6
Old : 70.2 65.5 82.7 82.4 70.2 65.1 80.9 79.6
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,534: 5,527 3,159 9,062 20,731 19,198 35,319 31,419: 5,215 9,115
Old : 40,534: 5,527 3,159 9,062 20,731 19,198 35,319 31,419: 5,215 9,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -6,869: -1,292 -540 -1,958 -3,837 -3,221 -7,086 -5,719: 217 -1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 7.8 22.4 51.1 47.4 87.1 77.5: 12.9 22.5
Old : 100.0: 13.6 7.8 22.4 51.1 47.4 87.1 77.5: 12.9 22.5
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 : 72: 14 14 21 36 30 61 54:
Old : 72: 14 14 21 36 30 61 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 29.3 50.3 42.8 34.4 27.9 45.7 36.9
Old : 35.8 29.3 50.3 42.8 34.4 27.9 45.7 36.9
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 332,349: 60,245 45,901 120,958 120,770 119,229 301,973 286,089: 30,376 46,260
Old : 237,672: 51,511 52,363 88,586 79,575 67,125 219,672 208,074: 18,000 29,598
Other: 94,677: 21,288 6,092 19,819 41,195 52,104 82,301 78,014: 12,376 16,662
: : :
: : Changes in Commitments from: May 29, 2012 :
: -2,979: -5,242 -16,963 9,198 -4,891 3,019 -934 -4,746: -2,045 1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 13.8 36.4 36.3 35.9 90.9 86.1: 9.1 13.9
Old : 100.0: 21.7 22.0 37.3 33.5 28.2 92.4 87.5: 7.6 12.5
Other: 100.0: 22.5 6.4 20.9 43.5 55.0 86.9 82.4: 13.1 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 89 104 131 78 86 246 253:
Old : 295: 76 118 116 67 82 220 246:
Other: 166: 56 18 44 63 66 136 119:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 10.1 25.6 16.9 12.5 8.7 21.9 13.7
Old : 16.1 9.6 24.5 17.4 15.3 8.4 22.6 12.6
Other: 28.3 17.7 42.3 29.7 28.3 16.0 41.4 26.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 405,340: 109,112 42,475 103,989 160,309 195,741 373,410 342,204: 31,930 63,136
Old : 405,340: 109,112 42,475 103,989 160,309 195,741 373,410 342,204: 31,930 63,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -41,282: -6,988 -1,644 -33,311 -3,027 -5,365 -43,326 -40,319: 2,043 -963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 10.5 25.7 39.5 48.3 92.1 84.4: 7.9 15.6
Old : 100.0: 26.9 10.5 25.7 39.5 48.3 92.1 84.4: 7.9 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 : 393: 117 94 148 102 150 292 337:
Old : 393: 117 94 148 102 150 292 337:
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 : 17.9 15.6 28.4 21.7 17.6 11.5 28.1 16.4
Old : 17.9 15.6 28.4 21.7 17.6 11.5 28.1 16.4
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,874: 3,493 2,639 1,154 2,325 3,680 6,972 7,472: 1,902 1,401
Old : 8,874: 3,493 2,639 1,154 2,325 3,680 6,972 7,472: 1,902 1,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -1,007: -516 -583 -357 -272 -184 -1,146 -1,124: 139 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 29.7 13.0 26.2 41.5 78.6 84.2: 21.4 15.8
Old : 100.0: 39.4 29.7 13.0 26.2 41.5 78.6 84.2: 21.4 15.8
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 : 80: 31 14 15 22 27 62 50:
Old : 80: 31 14 15 22 27 62 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 34.4 45.8 50.0 28.1 32.5 39.9 47.0
Old : 28.8 34.4 45.8 50.0 28.1 32.5 39.9 47.0
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,435: 14,324 6,444 10,398 12,488 10,165 37,209 27,007: 8,226 18,428
Old : 45,435: 14,324 6,444 10,398 12,488 10,165 37,209 27,007: 8,226 18,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 51: -458 -528 483 -55 79 -31 34: 82 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 14.2 22.9 27.5 22.4 81.9 59.4: 18.1 40.6
Old : 100.0: 31.5 14.2 22.9 27.5 22.4 81.9 59.4: 18.1 40.6
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 : 201: 63 39 44 51 75 137 139:
Old : 201: 63 39 44 51 75 137 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 15.9 26.6 22.7 14.1 10.1 23.3 14.0
Old : 15.8 15.9 26.6 22.7 14.1 10.1 23.3 14.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,692: 170 4,033 246 8,424 5,124 8,840 9,403: 851 289
Old : 9,692: 170 4,033 246 8,424 5,124 8,840 9,403: 851 289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -1,557: -58 -901 -41 -1,600 -512 -1,699 -1,455: 142 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 41.6 2.5 86.9 52.9 91.2 97.0: 8.8 3.0
Old : 100.0: 1.8 41.6 2.5 86.9 52.9 91.2 97.0: 8.8 3.0
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 : 36: 2 12 11 16 15 27 29:
Old : 36: 2 12 11 16 15 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 65.0 84.5 83.2 74.9 64.7 81.4 82.4
Old : 75.3 65.0 84.5 83.2 74.9 64.7 81.4 82.4
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 109,679: 6,081 5,578 5,051 98,318 98,560 109,450 109,189: 229 490
Old : 109,679: 6,081 5,578 5,051 98,318 98,560 109,450 109,189: 229 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 655: -21 58 17 642 349 638 424: 17 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 5.1 4.6 89.6 89.9 99.8 99.6: 0.2 0.4
Old : 100.0: 5.5 5.1 4.6 89.6 89.9 99.8 99.6: 0.2 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 : 25: 3 3 3 16 16 19 22:
Old : 25: 3 3 3 16 16 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 68.3 86.4 84.9 49.9 49.4 55.9 55.4
Old : 71.3 68.3 86.4 84.9 49.9 49.4 55.9 55.4
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 159,108: 40,110 22,953 8,881 71,670 94,515 120,661 126,349: 38,447 32,759
Old : 159,108: 40,110 22,953 8,881 71,670 94,515 120,661 126,349: 38,447 32,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 15,699: -8,756 9,821 1,633 20,289 -370 13,166 11,084: 2,532 4,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 14.4 5.6 45.0 59.4 75.8 79.4: 24.2 20.6
Old : 100.0: 25.2 14.4 5.6 45.0 59.4 75.8 79.4: 24.2 20.6
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 : 89: 25 28 18 27 28 60 66:
Old : 89: 25 28 18 27 28 60 66:
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 : 30.8 45.4 43.3 52.7 29.2 39.5 39.9 45.8
Old : 30.8 45.4 43.3 52.7 29.2 39.5 39.9 45.8
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 74,304: 5,459 39,353 1,217 59,465 5,010 66,141 45,580: 8,163 28,724
Old : 74,304: 5,459 39,353 1,217 59,465 5,010 66,141 45,580: 8,163 28,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 343: -1,335 1,943 488 935 -220 88 2,211: 255 -1,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 53.0 1.6 80.0 6.7 89.0 61.3: 11.0 38.7
Old : 100.0: 7.3 53.0 1.6 80.0 6.7 89.0 61.3: 11.0 38.7
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 : 45: 6 23 6 13 11 23 36:
Old : 45: 6 23 6 13 11 23 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 : 67.5 28.6 78.8 39.9 67.4 28.6 78.3 39.9
Old : 67.5 28.6 78.8 39.9 67.4 28.6 78.3 39.9
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 192,370: 10,998 41,394 11,191 167,225 131,874 189,414 184,459: 2,956 7,911
Old : 192,370: 10,998 41,394 11,191 167,225 131,874 189,414 184,459: 2,956 7,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 4,912: -13,874 3,527 5,704 10,226 -7,892 2,056 1,339: 2,856 3,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 21.5 5.8 86.9 68.6 98.5 95.9: 1.5 4.1
Old : 100.0: 5.7 21.5 5.8 86.9 68.6 98.5 95.9: 1.5 4.1
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 : 120: 22 57 8 25 20 52 83:
Old : 120: 22 57 8 25 20 52 83:
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 49.1 80.0 64.4 58.8 45.4 69.7 56.0
Old : 60.5 49.1 80.0 64.4 58.8 45.4 69.7 56.0
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 199,170: 39,537 41,480 8,922 131,275 114,342 179,733 164,743: 19,437 34,427
Old : 199,170: 39,537 41,480 8,922 131,275 114,342 179,733 164,743: 19,437 34,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 9,484: 3,369 8,140 4,737 8,826 -13,843 16,933 -966: -7,449 10,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 20.8 4.5 65.9 57.4 90.2 82.7: 9.8 17.3
Old : 100.0: 19.9 20.8 4.5 65.9 57.4 90.2 82.7: 9.8 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 22 34 16 29 32 62 71:
Old : 99: 22 34 16 29 32 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 : 41.3 41.3 53.9 49.6 41.3 36.7 52.0 44.4
Old : 41.3 41.3 53.9 49.6 41.3 36.7 52.0 44.4
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 185,878: 37,163 24,880 10,326 111,686 110,082 159,175 145,289: 26,703 40,589
Old : 185,878: 37,163 24,880 10,326 111,686 110,082 159,175 145,289: 26,703 40,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 32,221: 15,455 -8,085 5,017 2,853 36,890 23,325 33,822: 8,896 -1,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 13.4 5.6 60.1 59.2 85.6 78.2: 14.4 21.8
Old : 100.0: 20.0 13.4 5.6 60.1 59.2 85.6 78.2: 14.4 21.8
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 : 91: 22 33 19 25 27 60 66:
Old : 91: 22 33 19 25 27 60 66:
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 : 42.0 41.3 54.6 51.8 40.5 41.1 51.9 51.4
Old : 42.0 41.3 54.6 51.8 40.5 41.1 51.9 51.4
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 497,323: 37,560 250,620 65,420 352,607 96,137 455,586 412,177: 41,737 85,147
Old : 497,323: 37,560 250,620 65,420 352,607 96,137 455,586 412,177: 41,737 85,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 12,893: -4,397 8,536 4,756 13,318 -101 13,677 13,192: -784 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 50.4 13.2 70.9 19.3 91.6 82.9: 8.4 17.1
Old : 100.0: 7.6 50.4 13.2 70.9 19.3 91.6 82.9: 8.4 17.1
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 : 210: 35 97 56 55 56 129 170:
Old : 210: 35 97 56 55 56 129 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 32.5 50.1 39.6 36.2 31.9 48.4 37.1
Old : 37.5 32.5 50.1 39.6 36.2 31.9 48.4 37.1
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,747: 14,382 14,948 118 4,892 3,794 19,392 18,860: 355 887
Old : 19,747: 14,382 14,948 118 4,892 3,794 19,392 18,860: 355 887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -1,294: -19 635 -1,476 255 -636 -1,240 -1,477: -54 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 75.7 0.6 24.8 19.2 98.2 95.5: 1.8 4.5
Old : 100.0: 72.8 75.7 0.6 24.8 19.2 98.2 95.5: 1.8 4.5
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 : 21: 6 6 2 7 3 14 10:
Old : 21: 6 6 2 7 3 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 : 86.9 89.3 94.5 94.6 86.6 89.3 94.2 93.9
Old : 86.9 89.3 94.5 94.6 86.6 89.3 94.2 93.9
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,530: 6,575 12,105 152 13,207 6,024 19,934 18,281: 1,596 3,249
Old : 21,530: 6,575 12,105 152 13,207 6,024 19,934 18,281: 1,596 3,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 77: 777 1,099 -6 -610 -988 161 105: -84 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 56.2 0.7 61.3 28.0 92.6 84.9: 7.4 15.1
Old : 100.0: 30.5 56.2 0.7 61.3 28.0 92.6 84.9: 7.4 15.1
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 : 45: 10 21 1 10 4 21 25:
Old : 45: 10 21 1 10 4 21 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 : 50.2 47.8 75.3 68.5 50.2 47.8 75.3 68.5
Old : 50.2 47.8 75.3 68.5 50.2 47.8 75.3 68.5
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 :14,131,988: 677,609 824,873 5,440,279 7,183,635 6,827,367 13,301,523 13,092,518: 830,465 1,039,470
Old :14,131,988: 677,609 824,873 5,440,279 7,183,635 6,827,367 13,301,523 13,092,518: 830,465 1,039,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 431,152: 8,408 25,950 244,716 154,155 178,215 407,279 448,880: 23,873 -17,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.8 38.5 50.8 48.3 94.1 92.6: 5.9 7.4
Old : 100.0: 4.8 5.8 38.5 50.8 48.3 94.1 92.6: 5.9 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 : 280: 46 75 102 145 148 259 263:
Old : 280: 46 75 102 145 148 259 263:
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 : 18.9 22.6 32.0 34.8 11.9 11.2 17.1 13.8
Old : 18.9 22.6 32.0 34.8 11.9 11.2 17.1 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,128,233: 67,167 99,847 92,259 774,287 767,554 933,713 959,660: 194,519 168,573
Old : 1,128,233: 67,167 99,847 92,259 774,287 767,554 933,713 959,660: 194,519 168,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 86,713: -4,491 -9,685 21,510 55,487 62,824 72,506 74,648: 14,207 12,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 8.8 8.2 68.6 68.0 82.8 85.1: 17.2 14.9
Old : 100.0: 6.0 8.8 8.2 68.6 68.0 82.8 85.1: 17.2 14.9
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 : 590: 108 133 112 247 253 424 433:
Old : 590: 108 133 112 247 253 424 433:
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 : 11.2 10.2 18.8 18.7 8.9 8.6 14.5 13.9
Old : 11.2 10.2 18.8 18.7 8.9 8.6 14.5 13.9
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 404,241: 14,439 10,951 40,341 271,503 238,606 326,282 289,898: 77,959 114,343
Old : 404,241: 14,439 10,951 40,341 271,503 238,606 326,282 289,898: 77,959 114,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 44,480: 2,075 2,620 8,761 31,361 23,664 42,198 35,046: 2,282 9,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 2.7 10.0 67.2 59.0 80.7 71.7: 19.3 28.3
Old : 100.0: 3.6 2.7 10.0 67.2 59.0 80.7 71.7: 19.3 28.3
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 : 131: 16 20 29 79 64 113 98:
Old : 131: 16 20 29 79 64 113 98:
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 : 17.6 18.5 28.5 28.7 14.8 16.8 21.6 23.0
Old : 17.6 18.5 28.5 28.7 14.8 16.8 21.6 23.0
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,619,959: 318,622 499,458 204,615 2,513,919 2,644,738 3,037,156 3,348,810: 582,803 271,149
Old : 3,619,959: 318,622 499,458 204,615 2,513,919 2,644,738 3,037,156 3,348,810: 582,803 271,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 211,167: -6,381 -35,082 37,298 120,626 195,797 151,543 198,012: 59,624 13,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 13.8 5.7 69.4 73.1 83.9 92.5: 16.1 7.5
Old : 100.0: 8.8 13.8 5.7 69.4 73.1 83.9 92.5: 16.1 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 : 554: 103 124 100 226 236 390 401:
Old : 554: 103 124 100 226 236 390 401:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 11.7 23.9 20.9 14.0 11.3 21.8 19.2
Old : 15.6 11.7 23.9 20.9 14.0 11.3 21.8 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 107,184: 6,261 5,684 1,702 91,221 96,083 99,184 103,469: 7,999 3,714
Old : 107,184: 6,261 5,684 1,702 91,221 96,083 99,184 103,469: 7,999 3,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 3,310: -1,966 -1,458 1,056 4,985 4,598 4,075 4,196: -765 -886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 5.3 1.6 85.1 89.6 92.5 96.5: 7.5 3.5
Old : 100.0: 5.8 5.3 1.6 85.1 89.6 92.5 96.5: 7.5 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: 5 6 2 59 37 65 44:
Old : 93: 5 6 2 59 37 65 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 47.0 46.3 66.1 32.9 47.0 46.3 66.0
Old : 32.9 47.0 46.3 66.1 32.9 47.0 46.3 66.0
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 101,063: 15,561 11,643 4,210 73,547 80,024 93,317 95,876: 7,746 5,187
Old : 101,063: 15,561 11,643 4,210 73,547 80,024 93,317 95,876: 7,746 5,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 888: 500 2,157 -373 1,420 -660 1,547 1,125: -659 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 11.5 4.2 72.8 79.2 92.3 94.9: 7.7 5.1
Old : 100.0: 15.4 11.5 4.2 72.8 79.2 92.3 94.9: 7.7 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 : 220: 48 36 18 74 95 132 140:
Old : 220: 48 36 18 74 95 132 140:
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 : 30.1 28.4 45.9 42.9 24.4 16.5 31.4 25.9
Old : 30.1 28.4 45.9 42.9 24.4 16.5 31.4 25.9
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,749: 846 1,856 745 17,989 19,072 19,580 21,673: 3,169 1,076
Old : 22,749: 846 1,856 745 17,989 19,072 19,580 21,673: 3,169 1,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -60: -317 0 79 242 -373 4 -294: -64 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 8.2 3.3 79.1 83.8 86.1 95.3: 13.9 4.7
Old : 100.0: 3.7 8.2 3.3 79.1 83.8 86.1 95.3: 13.9 4.7
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 : 24: 1 2 1 13 7 15 10:
Old : 24: 1 2 1 13 7 15 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 : 50.4 80.1 69.3 91.2 50.4 80.1 69.3 90.1
Old : 50.4 80.1 69.3 91.2 50.4 80.1 69.3 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 391,575: 84,655 60,013 6,244 277,788 304,759 368,687 371,016: 22,888 20,559
Old : 391,575: 84,655 60,013 6,244 277,788 304,759 368,687 371,016: 22,888 20,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 4,738: 2,499 9,200 -674 5,889 -1,433 7,714 7,093: -2,976 -2,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 15.3 1.6 70.9 77.8 94.2 94.7: 5.8 5.3
Old : 100.0: 21.6 15.3 1.6 70.9 77.8 94.2 94.7: 5.8 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 : 219: 48 35 17 67 92 125 135:
Old : 219: 48 35 17 67 92 125 135:
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 : 36.5 29.0 51.7 44.0 36.5 29.0 51.7 43.7
Old : 36.5 29.0 51.7 44.0 36.5 29.0 51.7 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 180,480: 11,683 63,130 11,438 140,060 75,190 163,181 149,758: 17,298 30,722
Old : 180,480: 11,683 63,130 11,438 140,060 75,190 163,181 149,758: 17,298 30,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 18,452: -2,534 12,752 1,829 20,160 5,251 19,454 19,832: -1,003 -1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 35.0 6.3 77.6 41.7 90.4 83.0: 9.6 17.0
Old : 100.0: 6.5 35.0 6.3 77.6 41.7 90.4 83.0: 9.6 17.0
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 : 96: 22 39 19 26 29 56 79:
Old : 96: 22 39 19 26 29 56 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 36.8 65.2 47.9 56.5 34.8 63.6 45.7
Old : 57.0 36.8 65.2 47.9 56.5 34.8 63.6 45.7
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,501: 4,483 6,828 4,371 24,372 6,916 33,226 18,115: 8,275 23,386
Old : 41,501: 4,483 6,828 4,371 24,372 6,916 33,226 18,115: 8,275 23,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 6,553: 529 -54 4,304 1,134 1,548 5,967 5,798: 586 755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 16.5 10.5 58.7 16.7 80.1 43.6: 19.9 56.4
Old : 100.0: 10.8 16.5 10.5 58.7 16.7 80.1 43.6: 19.9 56.4
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 : 44: 11 9 3 21 9 33 20:
Old : 44: 11 9 3 21 9 33 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 29.8 54.1 35.7 35.0 20.7 45.5 25.6
Old : 43.3 29.8 54.1 35.7 35.0 20.7 45.5 25.6
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, June 5, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,827: 10,776 4,333 8,204 42,152 19,402 61,132 31,939: 7,695 36,888
Old : 68,827: 10,776 4,333 8,204 42,152 19,402 61,132 31,939: 7,695 36,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: -2,408: -2,005 1,135 1,895 2,338 6,505 2,228 9,535: -4,636 -11,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 6.3 11.9 61.2 28.2 88.8 46.4: 11.2 53.6
Old : 100.0: 15.7 6.3 11.9 61.2 28.2 88.8 46.4: 11.2 53.6
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 : 61: 14 9 5 27 20 43 32:
Old : 61: 14 9 5 27 20 43 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 : 38.9 24.7 55.0 32.5 30.9 11.3 41.5 15.7
Old : 38.9 24.7 55.0 32.5 30.9 11.3 41.5 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2012