MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,651: 1,059 10,248 957 26,137 14,985 28,153 26,190: 3,498 5,461
Old : 31,651: 1,059 10,248 957 26,137 14,985 28,153 26,190: 3,498 5,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,798: 183 1,060 58 1,454 312 1,695 1,430: 103 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 32.4 3.0 82.6 47.3 88.9 82.7: 11.1 17.3
Old : 100.0: 3.3 32.4 3.0 82.6 47.3 88.9 82.7: 11.1 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 : 77: 6 26 12 31 28 46 58:
Old : 77: 6 26 12 31 28 46 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 32.8 64.2 48.5 52.4 31.3 64.2 46.9
Old : 52.4 32.8 64.2 48.5 52.4 31.3 64.2 46.9
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 - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 202,959: 62,452 25,319 29,237 89,056 120,587 180,745 175,143: 22,214 27,816
Old : 191,861: 59,783 25,694 26,244 85,922 113,814 171,949 165,752: 19,912 26,109
Other: 11,098: 4,285 1,241 1,377 3,134 6,773 8,796 9,391: 2,302 1,707
: : :
: : Changes in Commitments from: March 16, 2010 :
: 4,407: 2,770 1,065 411 1,755 4,155 4,936 5,631: -529 -1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 12.5 14.4 43.9 59.4 89.1 86.3: 10.9 13.7
Old : 100.0: 31.2 13.4 13.7 44.8 59.3 89.6 86.4: 10.4 13.6
Other: 100.0: 38.6 11.2 12.4 28.2 61.0 79.3 84.6: 20.7 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 90 58 85 41 56 181 167:
Old : 237: 91 61 82 40 56 178 166:
Other: 68: 16 18 8 14 20 35 43:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 37.2 34.9 44.6 21.6 35.5 34.5 42.6
Old : 22.8 38.2 36.1 45.0 22.7 36.3 36.1 42.9
Other: 39.1 37.0 54.9 54.3 39.1 37.0 50.1 51.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 358,017: 130,983 36,070 68,320 129,839 180,790 329,142 285,180: 28,875 72,837
Old : 358,017: 130,983 36,070 68,320 129,839 180,790 329,142 285,180: 28,875 72,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 9,567: 6,009 4,796 6,246 -354 1,797 11,901 12,839: -2,334 -3,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 10.1 19.1 36.3 50.5 91.9 79.7: 8.1 20.3
Old : 100.0: 36.6 10.1 19.1 36.3 50.5 91.9 79.7: 8.1 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 : 431: 153 60 105 81 177 296 306:
Old : 431: 153 60 105 81 177 296 306:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 14.8 27.2 21.8 16.3 14.0 26.4 19.6
Old : 16.7 14.8 27.2 21.8 16.3 14.0 26.4 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,541: 3,818 640 1,221 2,776 6,262 7,815 8,123: 1,726 1,418
Old : 9,541: 3,818 640 1,221 2,776 6,262 7,815 8,123: 1,726 1,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 265: 139 18 212 14 72 365 302: -100 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 6.7 12.8 29.1 65.6 81.9 85.1: 18.1 14.9
Old : 100.0: 40.0 6.7 12.8 29.1 65.6 81.9 85.1: 18.1 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 : 80: 31 14 12 16 26 57 46:
Old : 80: 31 14 12 16 26 57 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 35.8 46.6 50.5 33.6 35.8 45.5 50.2
Old : 33.6 35.8 46.6 50.5 33.6 35.8 45.5 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,713: 20,945 6,263 5,143 9,278 12,149 35,366 23,555: 6,347 18,158
Old : 41,713: 20,945 6,263 5,143 9,278 12,149 35,366 23,555: 6,347 18,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 2,670: 2,206 1,394 112 -56 136 2,262 1,642: 408 1,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 15.0 12.3 22.2 29.1 84.8 56.5: 15.2 43.5
Old : 100.0: 50.2 15.0 12.3 22.2 29.1 84.8 56.5: 15.2 43.5
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 : 159: 53 35 31 29 50 103 99:
Old : 159: 53 35 31 29 50 103 99:
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 : 18.0 9.2 29.6 16.8 17.6 8.7 27.6 15.3
Old : 18.0 9.2 29.6 16.8 17.6 8.7 27.6 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,831: 8,997 200 0 10,134 25,456 19,131 25,656: 6,700 175
Old : 25,831: 8,997 200 0 10,134 25,456 19,131 25,656: 6,700 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,698: 1,155 0 0 532 1,760 1,687 1,760: 11 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 0.8 0.0 39.2 98.5 74.1 99.3: 25.9 0.7
Old : 100.0: 34.8 0.8 0.0 39.2 98.5 74.1 99.3: 25.9 0.7
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 : 25: 9 1 0 9 13 18 14:
Old : 25: 9 1 0 9 13 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 74.3 64.7 95.0 38.5 67.1 49.6 76.4
Old : 44.7 74.3 64.7 95.0 38.5 67.1 49.6 76.4
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 - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 152,885: 90,278 17,251 115 14,953 120,060 105,346 137,426: 47,539 15,459
Old : 152,885: 90,278 17,251 115 14,953 120,060 105,346 137,426: 47,539 15,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -27,299: 9,296 5,909 -5,809 -35,924 -25,735 -32,437 -25,635: 5,138 -1,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 11.3 0.1 9.8 78.5 68.9 89.9: 31.1 10.1
Old : 100.0: 59.0 11.3 0.1 9.8 78.5 68.9 89.9: 31.1 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 : 88: 47 8 3 17 25 65 35:
Old : 88: 47 8 3 17 25 65 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 : 34.3 51.1 46.7 72.1 34.3 50.9 46.7 71.8
Old : 34.3 51.1 46.7 72.1 34.3 50.9 46.7 71.8
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 - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,910: 9,239 10,327 131 9,433 11,335 18,803 21,793: 12,107 9,117
Old : 30,910: 9,239 10,327 131 9,433 11,335 18,803 21,793: 12,107 9,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -1,247: 262 -3,883 0 -1,352 4,634 -1,090 751: -157 -1,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 33.4 0.4 30.5 36.7 60.8 70.5: 39.2 29.5
Old : 100.0: 29.9 33.4 0.4 30.5 36.7 60.8 70.5: 39.2 29.5
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 : 35: 9 13 1 6 9 16 22:
Old : 35: 9 13 1 6 9 16 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 : 34.2 32.8 50.6 48.0 34.2 32.8 49.9 48.0
Old : 34.2 32.8 50.6 48.0 34.2 32.8 49.9 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 132,840: 114,686 4,824 385 10,122 125,898 125,193 131,107: 7,647 1,733
Old : 132,840: 114,686 4,824 385 10,122 125,898 125,193 131,107: 7,647 1,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 5,547: 5,024 -1,584 -35 751 5,471 5,740 3,852: -193 1,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 3.6 0.3 7.6 94.8 94.2 98.7: 5.8 1.3
Old : 100.0: 86.3 3.6 0.3 7.6 94.8 94.2 98.7: 5.8 1.3
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 : 102: 62 10 1 13 20 75 31:
Old : 102: 62 10 1 13 20 75 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 66.8 72.2 86.0 58.9 66.6 72.2 85.8
Old : 58.9 66.8 72.2 86.0 58.9 66.6 72.2 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 130,646: 11,349 82,973 120 105,029 15,981 116,498 99,074: 14,148 31,572
Old : 130,646: 11,349 82,973 120 105,029 15,981 116,498 99,074: 14,148 31,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 9,095: -382 7,255 -38 10,264 1,770 9,844 8,987: -749 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 63.5 0.1 80.4 12.2 89.2 75.8: 10.8 24.2
Old : 100.0: 8.7 63.5 0.1 80.4 12.2 89.2 75.8: 10.8 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 10 45 1 15 20 26 65:
Old : 85: 10 45 1 15 20 26 65:
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 : 58.3 33.2 73.9 44.4 58.2 33.2 73.1 44.4
Old : 58.3 33.2 73.9 44.4 58.2 33.2 73.1 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 - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 96,913: 41,030 30,869 58 37,353 38,587 78,441 69,514: 18,472 27,399
Old : 96,913: 41,030 30,869 58 37,353 38,587 78,441 69,514: 18,472 27,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 914: -248 4,788 5 2,266 -4,716 2,023 77: -1,109 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 31.9 0.1 38.5 39.8 80.9 71.7: 19.1 28.3
Old : 100.0: 42.3 31.9 0.1 38.5 39.8 80.9 71.7: 19.1 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 : 88: 23 36 2 14 21 38 58:
Old : 88: 23 36 2 14 21 38 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 34.7 53.5 46.6 38.4 30.3 51.9 42.1
Old : 38.7 34.7 53.5 46.6 38.4 30.3 51.9 42.1
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 - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 195,287: 39,953 114,870 1,314 113,860 31,884 155,127 148,068: 40,160 47,219
Old : 195,287: 39,953 114,870 1,314 113,860 31,884 155,127 148,068: 40,160 47,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 31,465: -1,847 26,729 -117 31,736 -836 29,772 25,776: 1,693 5,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 58.8 0.7 58.3 16.3 79.4 75.8: 20.6 24.2
Old : 100.0: 20.5 58.8 0.7 58.3 16.3 79.4 75.8: 20.6 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 40 63 10 23 28 68 96:
Old : 147: 40 63 10 23 28 68 96:
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 : 35.9 31.3 48.3 41.8 35.9 30.6 47.8 41.1
Old : 35.9 31.3 48.3 41.8 35.9 30.6 47.8 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,599: 13,621 8,132 0 1,294 8,155 14,915 16,287: 2,684 1,312
Old : 17,599: 13,621 8,132 0 1,294 8,155 14,915 16,287: 2,684 1,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,961: 2,287 -393 0 -533 2,185 1,754 1,792: 207 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 46.2 0.0 7.4 46.3 84.7 92.5: 15.3 7.5
Old : 100.0: 77.4 46.2 0.0 7.4 46.3 84.7 92.5: 15.3 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 : 37: 14 12 0 3 9 17 21:
Old : 37: 14 12 0 3 9 17 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 : 57.5 48.3 75.6 70.1 57.5 48.3 75.6 69.8
Old : 57.5 48.3 75.6 70.1 57.5 48.3 75.6 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,351,430: 1,224,542 484,252 1,032,502 4,363,918 4,930,621 6,620,962 6,447,375: 730,468 904,055
Old : 7,351,430: 1,224,542 484,252 1,032,502 4,363,918 4,930,621 6,620,962 6,447,375: 730,468 904,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 142,839: 51,091 31,700 10,409 130,922 84,943 192,422 127,052: -49,583 15,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 6.6 14.0 59.4 67.1 90.1 87.7: 9.9 12.3
Old : 100.0: 16.7 6.6 14.0 59.4 67.1 90.1 87.7: 9.9 12.3
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 : 280: 70 58 94 125 130 246 243:
Old : 280: 70 58 94 125 130 246 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 27.2 41.5 37.4 31.0 23.2 37.6 28.8
Old : 31.3 27.2 41.5 37.4 31.0 23.2 37.6 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 309,880: 23,525 29,729 317 208,848 212,900 232,690 242,946: 77,190 66,934
Old : 309,880: 23,525 29,729 317 208,848 212,900 232,690 242,946: 77,190 66,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -171,375: -1,342 -67,385 -7,081 -98,999 -86,508 -107,422 -160,974: -63,953 -10,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 9.6 0.1 67.4 68.7 75.1 78.4: 24.9 21.6
Old : 100.0: 7.6 9.6 0.1 67.4 68.7 75.1 78.4: 24.9 21.6
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 : 129: 17 19 4 57 57 76 78:
Old : 129: 17 19 4 57 57 76 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 : 25.2 21.5 35.3 35.9 23.7 21.5 33.8 35.9
Old : 25.2 21.5 35.3 35.9 23.7 21.5 33.8 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,348,917: 351,567 375,215 25,940 1,644,247 1,710,373 2,021,754 2,111,528: 327,163 237,389
Old : 2,348,917: 351,567 375,215 25,940 1,644,247 1,710,373 2,021,754 2,111,528: 327,163 237,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
:-1,229,912: -349,979 -157,065 -25,589 -768,207 -719,729 -1,143,775 -902,383: -86,137 -327,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 16.0 1.1 70.0 72.8 86.1 89.9: 13.9 10.1
Old : 100.0: 15.0 16.0 1.1 70.0 72.8 86.1 89.9: 13.9 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 : 451: 103 100 31 136 172 253 289:
Old : 451: 103 100 31 136 172 253 289:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 14.2 33.5 22.8 21.3 10.9 29.9 18.1
Old : 22.1 14.2 33.5 22.8 21.3 10.9 29.9 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 99,613: 13,823 9,414 312 75,115 87,971 89,250 97,697: 10,363 1,916
Old : 99,613: 13,823 9,414 312 75,115 87,971 89,250 97,697: 10,363 1,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -15,174: 1,151 -469 312 -16,666 -10,843 -15,203 -11,000: 29 -4,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 9.5 0.3 75.4 88.3 89.6 98.1: 10.4 1.9
Old : 100.0: 13.9 9.5 0.3 75.4 88.3 89.6 98.1: 10.4 1.9
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 : 88: 15 4 1 46 38 61 43:
Old : 88: 15 4 1 46 38 61 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 : 33.6 54.1 49.9 68.0 28.9 45.6 41.0 59.5
Old : 33.6 54.1 49.9 68.0 28.9 45.6 41.0 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,884: 2,774 1,445 0 5,413 7,443 8,187 8,888: 4,697 3,996
Old : 12,884: 2,774 1,445 0 5,413 7,443 8,187 8,888: 4,697 3,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -10,758: 1,247 -1,382 -1,588 -11,071 -8,466 -11,412 -11,436: 654 678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 11.2 0.0 42.0 57.8 63.5 69.0: 36.5 31.0
Old : 100.0: 21.5 11.2 0.0 42.0 57.8 63.5 69.0: 36.5 31.0
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 : 20: 2 1 0 9 10 11 11:
Old : 20: 2 1 0 9 10 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 51.9 59.4 65.3 47.4 51.9 59.4 65.2
Old : 47.5 51.9 59.4 65.3 47.4 51.9 59.4 65.2
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 - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 287,475: 137,664 80,335 1,612 111,216 180,658 250,492 262,605: 36,983 24,870
Old : 287,475: 137,664 80,335 1,612 111,216 180,658 250,492 262,605: 36,983 24,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -128,637: -8,876 -17,999 -16,442 -108,403 -100,526 -133,721 -134,967: 5,084 6,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 27.9 0.6 38.7 62.8 87.1 91.3: 12.9 8.7
Old : 100.0: 47.9 27.9 0.6 38.7 62.8 87.1 91.3: 12.9 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 78 47 9 63 70 146 121:
Old : 243: 78 47 9 63 70 146 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 21.8 35.2 35.5 22.5 21.8 32.9 35.5
Old : 23.5 21.8 35.2 35.5 22.5 21.8 32.9 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 142,413: 84,248 9,909 667 25,514 116,708 110,429 127,284: 31,984 15,129
Old : 142,413: 84,248 9,909 667 25,514 116,708 110,429 127,284: 31,984 15,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 16,112: 10,501 -344 40 2,708 10,988 13,249 10,684: 2,863 5,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 7.0 0.5 17.9 82.0 77.5 89.4: 22.5 10.6
Old : 100.0: 59.2 7.0 0.5 17.9 82.0 77.5 89.4: 22.5 10.6
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 : 69: 40 8 4 9 17 49 29:
Old : 69: 40 8 4 9 17 49 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 : 34.0 56.0 48.4 80.9 34.0 55.8 48.4 79.9
Old : 34.0 56.0 48.4 80.9 34.0 55.8 48.4 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,251: 14,258 13,865 0 20,128 15,455 34,386 29,320: 8,865 13,931
Old : 43,251: 14,258 13,865 0 20,128 15,455 34,386 29,320: 8,865 13,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,026: 79 -44 0 397 1,579 476 1,535: 550 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 32.1 0.0 46.5 35.7 79.5 67.8: 20.5 32.2
Old : 100.0: 33.0 32.1 0.0 46.5 35.7 79.5 67.8: 20.5 32.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 16 12 0 15 12 31 24:
Old : 51: 16 12 0 15 12 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 37.2 51.7 49.3 38.0 33.6 50.8 45.5
Old : 38.0 37.2 51.7 49.3 38.0 33.6 50.8 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,809: 18,573 4,600 539 11,860 16,358 30,972 21,497: 5,837 15,312
Old : 36,809: 18,573 4,600 539 11,860 16,358 30,972 21,497: 5,837 15,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 4,459: 2,392 1,682 245 1,418 686 4,055 2,613: 404 1,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 12.5 1.5 32.2 44.4 84.1 58.4: 15.9 41.6
Old : 100.0: 50.5 12.5 1.5 32.2 44.4 84.1 58.4: 15.9 41.6
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 : 55: 16 10 2 17 18 34 29:
Old : 55: 16 10 2 17 18 34 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 : 30.8 27.8 46.9 37.7 30.0 24.6 44.6 34.4
Old : 30.8 27.8 46.9 37.7 30.0 24.6 44.6 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,501: 5,728 270 80 18,847 25,547 24,655 25,897: 2,846 1,604
Old : 27,501: 5,728 270 80 18,847 25,547 24,655 25,897: 2,846 1,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -1,864: 1,285 -257 -3 -2,190 -1,118 -908 -1,378: -956 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 1.0 0.3 68.5 92.9 89.7 94.2: 10.3 5.8
Old : 100.0: 20.8 1.0 0.3 68.5 92.9 89.7 94.2: 10.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 9 1 1 15 17 24 19:
Old : 37: 9 1 1 15 17 24 19:
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 : 55.1 65.8 68.8 80.8 52.9 65.7 66.6 80.4
Old : 55.1 65.8 68.8 80.8 52.9 65.7 66.6 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
Commitments of Traders - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI INDEX X $50) :
: : :
All : 19,973: 4,366 793 82 8,715 17,340 13,163 18,215: 6,810 1,758
Old : 19,973: 4,366 793 82 8,715 17,340 13,163 18,215: 6,810 1,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -5,196: 989 -115 82 -4,725 -2,601 -3,654 -2,634: -1,542 -2,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 4.0 0.4 43.6 86.8 65.9 91.2: 34.1 8.8
Old : 100.0: 21.9 4.0 0.4 43.6 86.8 65.9 91.2: 34.1 8.8
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 : 27: 8 2 1 10 9 18 12:
Old : 27: 8 2 1 10 9 18 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 : 39.1 76.3 51.9 87.5 38.2 76.3 51.0 87.3
Old : 39.1 76.3 51.9 87.5 38.2 76.3 51.0 87.3
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 - Futures Only, March 23, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 18,761: 4,417 1,706 0 12,593 16,117 17,010 17,823: 1,751 938
Old : 18,761: 4,417 1,706 0 12,593 16,117 17,010 17,823: 1,751 938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 205: -77 138 0 113 398 36 536: 169 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 9.1 0.0 67.1 85.9 90.7 95.0: 9.3 5.0
Old : 100.0: 23.5 9.1 0.0 67.1 85.9 90.7 95.0: 9.3 5.0
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 : 23: 10 4 0 6 3 16 7:
Old : 23: 10 4 0 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 : 64.7 91.1 78.4 95.0 64.7 91.1 78.4 95.0
Old : 64.7 91.1 78.4 95.0 64.7 91.1 78.4 95.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 26, 2010