MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,229: 503 8,284 10,444 36,709 21,760 47,656 40,487: 4,573 11,741
Old : 52,229: 503 8,284 10,444 36,709 21,760 47,656 40,487: 4,573 11,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -676: 481 778 -516 -179 -750 -214 -488: -462 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 15.9 20.0 70.3 41.7 91.2 77.5: 8.8 22.5
Old : 100.0: 1.0 15.9 20.0 70.3 41.7 91.2 77.5: 8.8 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 : 73: 5 31 19 30 24 51 59:
Old : 73: 5 31 19 30 24 51 59:
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 : 46.0 20.1 60.1 32.9 41.8 14.5 52.6 23.3
Old : 46.0 20.1 60.1 32.9 41.8 14.5 52.6 23.3
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, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 146,315: 25,003 26,104 36,282 62,680 56,189 123,965 118,575: 22,350 27,740
Old : 141,321: 24,088 26,487 34,780 61,348 53,672 120,217 114,938: 21,105 26,383
Other: 4,994: 1,339 42 1,078 1,332 2,517 3,748 3,637: 1,246 1,357
: : :
: : Changes in Commitments from: March 3, 2009 :
: 4,292: -1,657 1,070 647 2,850 -1,103 1,840 614: 2,452 3,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 17.8 24.8 42.8 38.4 84.7 81.0: 15.3 19.0
Old : 100.0: 17.0 18.7 24.6 43.4 38.0 85.1 81.3: 14.9 18.7
Other: 100.0: 26.8 0.8 21.6 26.7 50.4 75.1 72.8: 24.9 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 55 60 70 48 44 142 149:
Old : 188: 54 63 70 46 43 140 148:
Other: 43: 18 3 10 13 15 32 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 18.5 32.7 28.8 18.8 16.4 29.6 23.7
Old : 22.3 18.5 33.4 28.7 19.4 16.7 30.2 23.7
Other: 31.0 34.6 50.0 49.2 31.0 28.7 39.5 39.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 255,285: 50,771 42,993 62,733 117,247 102,511 230,751 208,237: 24,535 47,048
Old : 255,285: 50,771 42,993 62,733 117,247 102,511 230,751 208,237: 24,535 47,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 7,994: 465 3,839 -2,442 4,745 2,780 2,768 4,177: 5,226 3,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 16.8 24.6 45.9 40.2 90.4 81.6: 9.6 18.4
Old : 100.0: 19.9 16.8 24.6 45.9 40.2 90.4 81.6: 9.6 18.4
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 : 319: 68 81 88 106 134 223 267:
Old : 319: 68 81 88 106 134 223 267:
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 10.6 29.1 17.7 15.0 8.3 25.7 14.2
Old : 17.3 10.6 29.1 17.7 15.0 8.3 25.7 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,231: 2,205 3,191 767 2,823 1,537 5,795 5,494: 1,436 1,737
Old : 7,231: 2,205 3,191 767 2,823 1,537 5,795 5,494: 1,436 1,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -1,027: -5 -393 -161 -666 -232 -831 -786: -196 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 44.1 10.6 39.0 21.2 80.1 76.0: 19.9 24.0
Old : 100.0: 30.5 44.1 10.6 39.0 21.2 80.1 76.0: 19.9 24.0
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 : 70: 18 24 9 19 19 41 48:
Old : 70: 18 24 9 19 19 41 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 28.3 53.9 42.3 35.3 28.3 48.4 38.4
Old : 36.6 28.3 53.9 42.3 35.3 28.3 48.4 38.4
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, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,267: 6,325 4,317 4,974 7,671 4,242 18,970 13,533: 7,297 12,734
Old : 26,267: 6,325 4,317 4,974 7,671 4,242 18,970 13,533: 7,297 12,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 1,704: 112 179 661 87 536 860 1,377: 844 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 16.4 18.9 29.2 16.1 72.2 51.5: 27.8 48.5
Old : 100.0: 24.1 16.4 18.9 29.2 16.1 72.2 51.5: 27.8 48.5
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 : 114: 22 29 32 36 34 83 78:
Old : 114: 22 29 32 36 34 83 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 12.0 24.6 18.0 13.0 8.7 22.3 13.8
Old : 14.4 12.0 24.6 18.0 13.0 8.7 22.3 13.8
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, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,390: 387 1,154 0 19,660 18,642 20,047 19,796: 343 594
Old : 20,390: 387 1,154 0 19,660 18,642 20,047 19,796: 343 594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 2,401: -138 320 0 2,566 3,104 2,428 3,424: -27 -1,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 5.7 0.0 96.4 91.4 98.3 97.1: 1.7 2.9
Old : 100.0: 1.9 5.7 0.0 96.4 91.4 98.3 97.1: 1.7 2.9
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 : 22: 2 4 0 12 8 14 12:
Old : 22: 2 4 0 12 8 14 12:
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 : 81.4 88.7 93.0 95.1 79.8 88.7 91.5 94.5
Old : 81.4 88.7 93.0 95.1 79.8 88.7 91.5 94.5
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, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 93,662: 7,583 28,687 3,006 53,034 36,112 63,622 67,804: 30,039 25,857
Old : 93,662: 7,583 28,687 3,006 53,034 36,112 63,622 67,804: 30,039 25,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -1,300: -4,136 -2,265 -2,211 7,460 3,671 1,113 -805: -2,413 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 30.6 3.2 56.6 38.6 67.9 72.4: 32.1 27.6
Old : 100.0: 8.1 30.6 3.2 56.6 38.6 67.9 72.4: 32.1 27.6
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 : 56: 10 23 10 18 16 34 43:
Old : 56: 10 23 10 18 16 34 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 : 40.7 35.3 51.6 45.5 33.5 29.4 41.4 36.1
Old : 40.7 35.3 51.6 45.5 33.5 29.4 41.4 36.1
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, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,128: 4,627 15,028 3,354 21,421 10,054 29,402 28,436: 14,726 15,691
Old : 44,128: 4,627 15,028 3,354 21,421 10,054 29,402 28,436: 14,726 15,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 390: 222 -820 -1,567 -1,337 4,453 -2,682 2,066: 3,072 -1,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 34.1 7.6 48.5 22.8 66.6 64.4: 33.4 35.6
Old : 100.0: 10.5 34.1 7.6 48.5 22.8 66.6 64.4: 33.4 35.6
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 : 33: 10 11 5 8 10 21 23:
Old : 33: 10 11 5 8 10 21 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 : 39.9 28.2 52.1 42.2 36.3 23.4 42.5 34.8
Old : 39.9 28.2 52.1 42.2 36.3 23.4 42.5 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 60,408: 5,223 21,378 269 53,932 32,925 59,424 54,572: 984 5,836
Old : 60,408: 5,223 21,378 269 53,932 32,925 59,424 54,572: 984 5,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 11,573: 473 -633 72 11,887 12,007 12,432 11,446: -859 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 35.4 0.4 89.3 54.5 98.4 90.3: 1.6 9.7
Old : 100.0: 8.6 35.4 0.4 89.3 54.5 98.4 90.3: 1.6 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 7 41 3 17 13 26 56:
Old : 70: 7 41 3 17 13 26 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.4 40.8 89.4 56.6 65.8 28.4 71.5 40.7
Old : 78.4 40.8 89.4 56.6 65.8 28.4 71.5 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 122,155: 12,363 43,408 4,855 76,479 49,039 93,698 97,303: 28,457 24,852
Old : 122,155: 12,363 43,408 4,855 76,479 49,039 93,698 97,303: 28,457 24,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 9,972: -3,865 2,386 -5,581 20,758 14,589 11,311 11,393: -1,340 -1,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 35.5 4.0 62.6 40.1 76.7 79.7: 23.3 20.3
Old : 100.0: 10.1 35.5 4.0 62.6 40.1 76.7 79.7: 23.3 20.3
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 : 66: 14 29 9 18 15 37 48:
Old : 66: 14 29 9 18 15 37 48:
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 : 41.8 28.3 56.3 43.4 31.6 22.4 38.8 31.7
Old : 41.8 28.3 56.3 43.4 31.6 22.4 38.8 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 131,549: 47,773 24,699 9,741 58,125 66,079 115,639 100,520: 15,910 31,029
Old : 131,549: 47,773 24,699 9,741 58,125 66,079 115,639 100,520: 15,910 31,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -7,880: -2,692 151 -4,965 3,009 -2,014 -4,647 -6,828: -3,232 -1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 18.8 7.4 44.2 50.2 87.9 76.4: 12.1 23.6
Old : 100.0: 36.3 18.8 7.4 44.2 50.2 87.9 76.4: 12.1 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 24 26 12 25 19 55 51:
Old : 80: 24 26 12 25 19 55 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 40.5 48.6 51.9 26.2 39.8 44.3 48.1
Old : 29.9 40.5 48.6 51.9 26.2 39.8 44.3 48.1
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, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 197,911: 33,434 45,117 10,784 111,422 104,975 155,640 160,875: 42,272 37,036
Old : 197,911: 33,434 45,117 10,784 111,422 104,975 155,640 160,875: 42,272 37,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -22,955: -3,412 -8,656 -9,733 -10,752 -91 -23,897 -18,480: 942 -4,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 22.8 5.4 56.3 53.0 78.6 81.3: 21.4 18.7
Old : 100.0: 16.9 22.8 5.4 56.3 53.0 78.6 81.3: 21.4 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 : 114: 37 36 27 28 30 74 84:
Old : 114: 37 36 27 28 30 74 84:
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 40.7 48.8 51.3 39.0 38.6 46.0 46.3
Old : 39.3 40.7 48.8 51.3 39.0 38.6 46.0 46.3
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, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,991: 2,116 10,095 34 13,231 5,892 15,381 16,021: 2,610 1,970
Old : 17,991: 2,116 10,095 34 13,231 5,892 15,381 16,021: 2,610 1,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 2,121: -23 1,188 34 1,895 1,104 1,906 2,326: 215 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 56.1 0.2 73.5 32.7 85.5 89.1: 14.5 10.9
Old : 100.0: 11.8 56.1 0.2 73.5 32.7 85.5 89.1: 14.5 10.9
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 : 32: 2 15 1 11 7 14 22:
Old : 32: 2 15 1 11 7 14 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 : 50.6 54.6 74.1 71.9 50.3 54.6 71.4 70.2
Old : 50.6 54.6 74.1 71.9 50.3 54.6 71.4 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 :12,621,226: 442,925 384,637 4,272,072 7,032,997 7,116,406 11,747,993 11,773,115: 873,232 848,111
Old :12,621,226: 442,925 384,637 4,272,072 7,032,997 7,116,406 11,747,993 11,773,115: 873,232 848,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -297,060: -72,995 12,274 -98,937 -18,854 -247,162 -190,785 -333,825: -106,274 36,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 3.0 33.8 55.7 56.4 93.1 93.3: 6.9 6.7
Old : 100.0: 3.5 3.0 33.8 55.7 56.4 93.1 93.3: 6.9 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 72 45 104 118 118 233 229:
Old : 245: 72 45 104 118 118 233 229:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 28.8 39.0 44.4 16.8 18.1 20.1 21.5
Old : 26.2 28.8 39.0 44.4 16.8 18.1 20.1 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 887,430: 61,935 93,267 53,315 560,335 652,468 675,585 799,050: 211,846 88,381
Old : 887,430: 61,935 93,267 53,315 560,335 652,468 675,585 799,050: 211,846 88,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 49,795: -205 6,795 1,150 27,538 29,522 28,482 37,467: 21,312 12,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 10.5 6.0 63.1 73.5 76.1 90.0: 23.9 10.0
Old : 100.0: 7.0 10.5 6.0 63.1 73.5 76.1 90.0: 23.9 10.0
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 : 181: 43 26 46 89 77 152 130:
Old : 181: 43 26 46 89 77 152 130:
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 : 15.2 25.3 23.6 39.7 14.6 23.0 21.5 35.3
Old : 15.2 25.3 23.6 39.7 14.6 23.0 21.5 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,802,917: 720,186 397,663 142,372 2,670,162 2,660,256 3,532,720 3,200,291: 270,197 602,626
Old : 3,802,917: 720,186 397,663 142,372 2,670,162 2,660,256 3,532,720 3,200,291: 270,197 602,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 283,457: -4,084 66,837 13,147 243,115 90,740 252,178 170,724: 31,278 112,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 10.5 3.7 70.2 70.0 92.9 84.2: 7.1 15.8
Old : 100.0: 18.9 10.5 3.7 70.2 70.0 92.9 84.2: 7.1 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 : 421: 93 101 75 169 161 303 296:
Old : 421: 93 101 75 169 161 303 296:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 21.1 33.8 30.1 20.6 17.9 29.5 26.3
Old : 23.1 21.1 33.8 30.1 20.6 17.9 29.5 26.3
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, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 124,454: 14,512 9,624 0 103,510 110,163 118,022 119,787: 6,432 4,667
Old : 124,454: 14,512 9,624 0 103,510 110,163 118,022 119,787: 6,432 4,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 5,401: -518 -1,229 -792 7,056 6,280 5,746 4,259: -345 1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 7.7 0.0 83.2 88.5 94.8 96.3: 5.2 3.7
Old : 100.0: 11.7 7.7 0.0 83.2 88.5 94.8 96.3: 5.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 10 6 0 42 39 52 45:
Old : 83: 10 6 0 42 39 52 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 : 37.5 55.5 59.7 70.4 32.0 55.5 53.6 69.0
Old : 37.5 55.5 59.7 70.4 32.0 55.5 53.6 69.0
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, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,298: 1,739 4,846 215 22,359 25,786 24,313 30,847: 9,985 3,450
Old : 34,298: 1,739 4,846 215 22,359 25,786 24,313 30,847: 9,985 3,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 1,498: -521 -1,578 115 592 2,044 186 581: 1,312 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 14.1 0.6 65.2 75.2 70.9 89.9: 29.1 10.1
Old : 100.0: 5.1 14.1 0.6 65.2 75.2 70.9 89.9: 29.1 10.1
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 : 43: 4 8 1 15 26 19 35:
Old : 43: 4 8 1 15 26 19 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 48.2 60.0 62.2 40.9 48.2 58.4 62.2
Old : 41.2 48.2 60.0 62.2 40.9 48.2 58.4 62.2
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, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 334,633: 52,925 81,661 8,040 246,638 187,764 307,603 277,465: 27,030 57,168
Old : 334,633: 52,925 81,661 8,040 246,638 187,764 307,603 277,465: 27,030 57,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 18,025: -5,775 7,695 459 12,629 -6,012 7,313 2,141: 10,712 15,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 24.4 2.4 73.7 56.1 91.9 82.9: 8.1 17.1
Old : 100.0: 15.8 24.4 2.4 73.7 56.1 91.9 82.9: 8.1 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 : 205: 42 56 19 60 66 113 130:
Old : 205: 42 56 19 60 66 113 130:
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 : 38.0 21.6 47.8 34.6 35.8 20.7 44.9 33.4
Old : 38.0 21.6 47.8 34.6 35.8 20.7 44.9 33.4
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, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,292: 11,439 15,340 1,895 40,945 43,467 54,278 60,701: 18,014 11,591
Old : 72,292: 11,439 15,340 1,895 40,945 43,467 54,278 60,701: 18,014 11,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 16,856: -1,057 230 -1,443 16,521 23,288 14,021 22,075: 2,835 -5,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 21.2 2.6 56.6 60.1 75.1 84.0: 24.9 16.0
Old : 100.0: 15.8 21.2 2.6 56.6 60.1 75.1 84.0: 24.9 16.0
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 : 50: 16 16 5 16 12 36 29:
Old : 50: 16 16 5 16 12 36 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 : 37.0 50.6 50.6 62.0 15.9 25.5 22.6 33.7
Old : 37.0 50.6 50.6 62.0 15.9 25.5 22.6 33.7
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, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,797: 7,038 7,826 3,678 29,555 29,783 40,271 41,287: 5,526 4,510
Old : 45,797: 7,038 7,826 3,678 29,555 29,783 40,271 41,287: 5,526 4,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 6,710: -592 1,261 3,661 4,977 2,352 8,046 7,274: -1,336 -564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.1 8.0 64.5 65.0 87.9 90.2: 12.1 9.8
Old : 100.0: 15.4 17.1 8.0 64.5 65.0 87.9 90.2: 12.1 9.8
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 : 61: 9 17 3 20 24 32 41:
Old : 61: 9 17 3 20 24 32 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 37.8 64.4 51.6 37.8 27.2 48.9 38.8
Old : 51.3 37.8 64.4 51.6 37.8 27.2 48.9 38.8
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, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 82,661: 18,053 20,715 4,839 28,206 44,321 51,098 69,875: 31,563 12,786
Old : 82,661: 18,053 20,715 4,839 28,206 44,321 51,098 69,875: 31,563 12,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 20,636: 2,237 2,153 3,665 568 4,964 6,470 10,782: 14,166 9,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 25.1 5.9 34.1 53.6 61.8 84.5: 38.2 15.5
Old : 100.0: 21.8 25.1 5.9 34.1 53.6 61.8 84.5: 38.2 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 16 14 6 29 31 47 49:
Old : 73: 16 14 6 29 31 47 49:
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 : 20.5 31.8 33.8 48.1 17.4 30.3 27.1 43.6
Old : 20.5 31.8 33.8 48.1 17.4 30.3 27.1 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,202: 5,602 7,268 0 24,630 22,525 30,232 29,793: 2,970 3,409
Old : 33,202: 5,602 7,268 0 24,630 22,525 30,232 29,793: 2,970 3,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 912: 801 299 -183 -795 -547 -177 -431: 1,089 1,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 21.9 0.0 74.2 67.8 91.1 89.7: 8.9 10.3
Old : 100.0: 16.9 21.9 0.0 74.2 67.8 91.1 89.7: 8.9 10.3
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 : 37: 6 7 0 13 14 19 21:
Old : 37: 6 7 0 13 14 19 21:
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 : 66.7 60.4 78.3 76.5 65.5 60.4 77.1 76.5
Old : 66.7 60.4 78.3 76.5 65.5 60.4 77.1 76.5
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, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 17,666: 4,209 723 56 9,468 13,046 13,733 13,825: 3,933 3,841
Old : 17,666: 4,209 723 56 9,468 13,046 13,733 13,825: 3,933 3,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 3,379: 367 -187 -4 -126 701 237 510: 3,142 2,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 4.1 0.3 53.6 73.8 77.7 78.3: 22.3 21.7
Old : 100.0: 23.8 4.1 0.3 53.6 73.8 77.7 78.3: 22.3 21.7
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 : 20: 9 4 1 6 3 16 7:
Old : 20: 9 4 1 6 3 16 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 76.4 66.3 78.3 53.5 76.3 66.0 76.8
Old : 53.9 76.4 66.3 78.3 53.5 76.3 66.0 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 11,534: 320 798 2 8,329 7,810 8,651 8,610: 2,883 2,924
Old : 11,534: 320 798 2 8,329 7,810 8,651 8,610: 2,883 2,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 1,619: 0 100 0 100 371 100 471: 1,519 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 6.9 0.0 72.2 67.7 75.0 74.6: 25.0 25.4
Old : 100.0: 2.8 6.9 0.0 72.2 67.7 75.0 74.6: 25.0 25.4
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 : 22: 2 3 1 14 10 17 13:
Old : 22: 2 3 1 14 10 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 57.4 67.6 71.0 47.8 52.7 59.6 61.9
Old : 55.9 57.4 67.6 71.0 47.8 52.7 59.6 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2009