MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 30, 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 : 32,227: 944 9,522 1,063 26,321 15,716 28,328 26,301: 3,899 5,926
Old : 32,227: 944 9,522 1,063 26,321 15,716 28,328 26,301: 3,899 5,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 576: -115 -726 106 184 731 175 111: 401 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 29.5 3.3 81.7 48.8 87.9 81.6: 12.1 18.4
Old : 100.0: 2.9 29.5 3.3 81.7 48.8 87.9 81.6: 12.1 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 : 78: 6 26 14 30 30 48 59:
Old : 78: 6 26 14 30 30 48 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 : 52.1 33.7 63.6 49.4 52.1 32.3 63.6 48.0
Old : 52.1 33.7 63.6 49.4 52.1 32.3 63.6 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, March 30, 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 : 196,573: 59,578 24,562 26,080 88,395 119,314 174,053 169,956: 22,520 26,617
Old : 183,245: 56,708 25,858 22,219 84,778 111,071 163,705 159,148: 19,540 24,097
Other: 13,328: 5,464 1,298 1,267 3,617 8,243 10,348 10,808: 2,980 2,520
: : :
: : Changes in Commitments from: March 23, 2010 :
: -6,386: -2,874 -757 -3,157 -661 -1,273 -6,692 -5,187: 306 -1,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 12.5 13.3 45.0 60.7 88.5 86.5: 11.5 13.5
Old : 100.0: 30.9 14.1 12.1 46.3 60.6 89.3 86.8: 10.7 13.2
Other: 100.0: 41.0 9.7 9.5 27.1 61.8 77.6 81.1: 22.4 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 98 49 78 39 52 176 154:
Old : 229: 97 54 75 35 52 170 153:
Other: 79: 23 18 10 16 23 44 48:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 38.5 35.6 46.2 22.0 36.4 35.1 43.7
Old : 23.6 39.5 37.5 46.5 23.5 37.4 37.3 44.1
Other: 33.6 37.3 51.2 52.3 33.6 37.3 48.0 50.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 30, 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 : 363,471: 127,846 30,688 75,771 130,220 184,065 333,837 290,524: 29,634 72,947
Old : 363,471: 127,846 30,688 75,771 130,220 184,065 333,837 290,524: 29,634 72,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 5,454: -3,137 -5,382 7,451 381 3,275 4,695 5,344: 759 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 8.4 20.8 35.8 50.6 91.8 79.9: 8.2 20.1
Old : 100.0: 35.2 8.4 20.8 35.8 50.6 91.8 79.9: 8.2 20.1
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 : 443: 153 57 118 97 180 319 318:
Old : 443: 153 57 118 97 180 319 318:
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 : 16.0 14.4 26.5 21.4 16.0 13.6 26.0 19.1
Old : 16.0 14.4 26.5 21.4 16.0 13.6 26.0 19.1
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 30, 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 : 9,586: 3,724 648 1,137 2,615 6,266 7,476 8,051: 2,110 1,535
Old : 9,586: 3,724 648 1,137 2,615 6,266 7,476 8,051: 2,110 1,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 45: -94 8 -84 -161 4 -339 -72: 384 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 6.8 11.9 27.3 65.4 78.0 84.0: 22.0 16.0
Old : 100.0: 38.8 6.8 11.9 27.3 65.4 78.0 84.0: 22.0 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 : 75: 31 10 12 15 24 53 44:
Old : 75: 31 10 12 15 24 53 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 36.8 45.3 51.5 33.0 36.8 44.3 51.1
Old : 33.0 36.8 45.3 51.5 33.0 36.8 44.3 51.1
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 30, 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 : 40,985: 21,554 6,819 4,368 9,034 11,951 34,956 23,138: 6,029 17,847
Old : 40,985: 21,554 6,819 4,368 9,034 11,951 34,956 23,138: 6,029 17,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -728: 609 556 -775 -244 -198 -410 -417: -318 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 16.6 10.7 22.0 29.2 85.3 56.5: 14.7 43.5
Old : 100.0: 52.6 16.6 10.7 22.0 29.2 85.3 56.5: 14.7 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: 54 34 20 27 50 94 94:
Old : 159: 54 34 20 27 50 94 94:
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 : 18.5 10.8 31.0 18.2 17.5 9.4 29.4 15.9
Old : 18.5 10.8 31.0 18.2 17.5 9.4 29.4 15.9
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 30, 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 : 27,734: 6,782 200 0 13,951 27,328 20,733 27,528: 7,001 206
Old : 27,734: 6,782 200 0 13,951 27,328 20,733 27,528: 7,001 206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 1,903: -2,215 0 0 3,817 1,872 1,602 1,872: 301 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 0.7 0.0 50.3 98.5 74.8 99.3: 25.2 0.7
Old : 100.0: 24.5 0.7 0.0 50.3 98.5 74.8 99.3: 25.2 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: 7 1 0 11 13 18 14:
Old : 25: 7 1 0 11 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 : 46.2 73.6 66.1 95.3 40.5 67.2 50.9 76.7
Old : 46.2 73.6 66.1 95.3 40.5 67.2 50.9 76.7
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 30, 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 : 152,133: 88,595 18,299 20 18,473 119,260 107,088 137,579: 45,045 14,554
Old : 152,133: 88,595 18,299 20 18,473 119,260 107,088 137,579: 45,045 14,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -752: -1,683 1,048 -95 3,520 -800 1,742 153: -2,494 -905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 12.0 0.0 12.1 78.4 70.4 90.4: 29.6 9.6
Old : 100.0: 58.2 12.0 0.0 12.1 78.4 70.4 90.4: 29.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 45 8 2 18 25 64 34:
Old : 86: 45 8 2 18 25 64 34:
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 : 34.5 52.1 45.9 73.7 34.5 52.0 45.9 73.4
Old : 34.5 52.1 45.9 73.7 34.5 52.0 45.9 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, March 30, 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 : 28,290: 6,735 13,275 0 11,652 4,984 18,387 18,259: 9,903 10,031
Old : 28,290: 6,735 13,275 0 11,652 4,984 18,387 18,259: 9,903 10,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -2,620: -2,504 2,948 -131 2,219 -6,351 -416 -3,534: -2,204 914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 46.9 0.0 41.2 17.6 65.0 64.5: 35.0 35.5
Old : 100.0: 23.8 46.9 0.0 41.2 17.6 65.0 64.5: 35.0 35.5
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: 8 13 0 8 8 16 21:
Old : 35: 8 13 0 8 8 16 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 : 36.9 25.4 53.0 41.2 36.7 25.4 52.1 41.2
Old : 36.9 25.4 53.0 41.2 36.7 25.4 52.1 41.2
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 30, 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 : 131,061: 113,370 3,772 439 9,685 124,757 123,494 128,968: 7,567 2,093
Old : 131,061: 113,370 3,772 439 9,685 124,757 123,494 128,968: 7,567 2,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -1,779: -1,316 -1,052 54 -437 -1,141 -1,699 -2,139: -80 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 2.9 0.3 7.4 95.2 94.2 98.4: 5.8 1.6
Old : 100.0: 86.5 2.9 0.3 7.4 95.2 94.2 98.4: 5.8 1.6
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 : 99: 58 11 2 12 21 70 34:
Old : 99: 58 11 2 12 21 70 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 67.1 73.8 86.0 62.3 66.7 73.8 85.6
Old : 62.3 67.1 73.8 86.0 62.3 66.7 73.8 85.6
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 30, 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 : 132,818: 11,965 79,038 470 104,446 21,916 116,881 101,424: 15,937 31,394
Old : 132,818: 11,965 79,038 470 104,446 21,916 116,881 101,424: 15,937 31,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 2,172: 616 -3,935 350 -583 5,935 383 2,350: 1,789 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 59.5 0.4 78.6 16.5 88.0 76.4: 12.0 23.6
Old : 100.0: 9.0 59.5 0.4 78.6 16.5 88.0 76.4: 12.0 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 : 82: 9 43 2 12 23 23 66:
Old : 82: 9 43 2 12 23 23 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 32.1 77.3 43.5 58.9 31.9 76.4 42.9
Old : 59.0 32.1 77.3 43.5 58.9 31.9 76.4 42.9
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 30, 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 : 109,417: 17,174 48,040 0 74,872 23,538 92,046 71,578: 17,371 37,839
Old : 109,417: 17,174 48,040 0 74,872 23,538 92,046 71,578: 17,371 37,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 12,504: -23,856 17,171 -58 37,519 -15,049 13,605 2,064: -1,101 10,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 43.9 0.0 68.4 21.5 84.1 65.4: 15.9 34.6
Old : 100.0: 15.7 43.9 0.0 68.4 21.5 84.1 65.4: 15.9 34.6
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 : 88: 13 42 0 19 19 32 61:
Old : 88: 13 42 0 19 19 32 61:
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 26.7 61.3 36.5 45.4 20.3 56.9 30.1
Old : 46.0 26.7 61.3 36.5 45.4 20.3 56.9 30.1
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 30, 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 : 223,554: 35,205 120,531 1,736 147,689 49,896 184,630 172,163: 38,924 51,391
Old : 223,554: 35,205 120,531 1,736 147,689 49,896 184,630 172,163: 38,924 51,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 28,267: -4,748 5,661 422 33,829 18,012 29,503 24,095: -1,236 4,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 53.9 0.8 66.1 22.3 82.6 77.0: 17.4 23.0
Old : 100.0: 15.7 53.9 0.8 66.1 22.3 82.6 77.0: 17.4 23.0
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 : 160: 41 70 11 24 34 72 109:
Old : 160: 41 70 11 24 34 72 109:
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 : 46.2 27.0 58.2 35.0 46.0 26.4 57.6 34.5
Old : 46.2 27.0 58.2 35.0 46.0 26.4 57.6 34.5
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 30, 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 : 17,143: 13,049 7,243 0 1,073 9,012 14,122 16,255: 3,021 888
Old : 17,143: 13,049 7,243 0 1,073 9,012 14,122 16,255: 3,021 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -456: -572 -889 0 -221 857 -793 -32: 337 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 42.3 0.0 6.3 52.6 82.4 94.8: 17.6 5.2
Old : 100.0: 76.1 42.3 0.0 6.3 52.6 82.4 94.8: 17.6 5.2
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 : 38: 15 10 0 4 10 19 20:
Old : 38: 15 10 0 4 10 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 47.8 69.3 70.3 55.1 47.4 69.3 70.0
Old : 55.1 47.8 69.3 70.3 55.1 47.4 69.3 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, March 30, 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 : 7,333,532: 1,123,169 423,786 994,096 4,488,401 5,026,612 6,605,666 6,444,494: 727,866 889,038
Old : 7,333,532: 1,123,169 423,786 994,096 4,488,401 5,026,612 6,605,666 6,444,494: 727,866 889,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -17,898: -101,373 -60,466 -38,406 124,483 95,991 -15,296 -2,881: -2,602 -15,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 5.8 13.6 61.2 68.5 90.1 87.9: 9.9 12.1
Old : 100.0: 15.3 5.8 13.6 61.2 68.5 90.1 87.9: 9.9 12.1
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 : 278: 64 57 91 123 134 241 239:
Old : 278: 64 57 91 123 134 241 239:
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 : 30.9 27.4 41.3 37.4 30.7 22.9 37.3 28.7
Old : 30.9 27.4 41.3 37.4 30.7 22.9 37.3 28.7
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 30, 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 : 316,580: 17,803 28,740 768 219,178 220,343 237,749 249,851: 78,831 66,729
Old : 316,580: 17,803 28,740 768 219,178 220,343 237,749 249,851: 78,831 66,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 6,700: -5,722 -989 451 10,330 7,443 5,059 6,905: 1,641 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 9.1 0.2 69.2 69.6 75.1 78.9: 24.9 21.1
Old : 100.0: 5.6 9.1 0.2 69.2 69.6 75.1 78.9: 24.9 21.1
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 : 137: 19 17 6 63 60 85 80:
Old : 137: 19 17 6 63 60 85 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 21.0 34.1 34.7 23.0 21.0 32.7 34.7
Old : 24.4 21.0 34.1 34.7 23.0 21.0 32.7 34.7
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 30, 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 : 2,419,469: 296,557 306,195 39,298 1,765,846 1,856,916 2,101,701 2,202,409: 317,768 217,060
Old : 2,419,469: 296,557 306,195 39,298 1,765,846 1,856,916 2,101,701 2,202,409: 317,768 217,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 70,552: -55,010 -69,020 13,358 121,599 146,543 79,947 90,881: -9,395 -20,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 12.7 1.6 73.0 76.7 86.9 91.0: 13.1 9.0
Old : 100.0: 12.3 12.7 1.6 73.0 76.7 86.9 91.0: 13.1 9.0
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 : 459: 97 104 32 143 177 254 299:
Old : 459: 97 104 32 143 177 254 299:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 13.6 32.4 21.8 20.4 10.4 29.0 17.5
Old : 21.3 13.6 32.4 21.8 20.4 10.4 29.0 17.5
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 30, 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 : 100,461: 12,701 8,432 0 78,313 88,867 91,014 97,299: 9,447 3,162
Old : 100,461: 12,701 8,432 0 78,313 88,867 91,014 97,299: 9,447 3,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 848: -1,122 -982 -312 3,198 896 1,764 -398: -916 1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 8.4 0.0 78.0 88.5 90.6 96.9: 9.4 3.1
Old : 100.0: 12.6 8.4 0.0 78.0 88.5 90.6 96.9: 9.4 3.1
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 : 91: 16 3 0 49 38 65 41:
Old : 91: 16 3 0 49 38 65 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 : 34.9 53.1 50.5 68.5 30.2 45.8 42.0 60.1
Old : 34.9 53.1 50.5 68.5 30.2 45.8 42.0 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, March 30, 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 : 14,192: 4,250 1,445 0 5,575 10,062 9,825 11,507: 4,367 2,685
Old : 14,192: 4,250 1,445 0 5,575 10,062 9,825 11,507: 4,367 2,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 1,308: 1,476 0 0 162 2,619 1,638 2,619: -330 -1,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 10.2 0.0 39.3 70.9 69.2 81.1: 30.8 18.9
Old : 100.0: 29.9 10.2 0.0 39.3 70.9 69.2 81.1: 30.8 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 0 10 12 13 13:
Old : 23: 3 1 0 10 12 13 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 : 51.1 54.0 61.9 74.3 49.3 54.0 60.1 73.9
Old : 51.1 54.0 61.9 74.3 49.3 54.0 60.1 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, March 30, 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 : 292,716: 137,240 82,236 1,570 127,569 193,061 266,379 276,867: 26,337 15,849
Old : 292,716: 137,240 82,236 1,570 127,569 193,061 266,379 276,867: 26,337 15,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 5,241: -424 1,901 -42 16,353 12,403 15,887 14,262: -10,646 -9,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 28.1 0.5 43.6 66.0 91.0 94.6: 9.0 5.4
Old : 100.0: 46.9 28.1 0.5 43.6 66.0 91.0 94.6: 9.0 5.4
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 : 244: 76 43 9 65 72 145 120:
Old : 244: 76 43 9 65 72 145 120:
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 : 23.9 24.4 35.4 37.8 23.9 24.4 34.8 37.8
Old : 23.9 24.4 35.4 37.8 23.9 24.4 34.8 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, March 30, 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 : 142,815: 79,698 10,358 451 28,480 116,105 108,629 126,914: 34,186 15,901
Old : 142,815: 79,698 10,358 451 28,480 116,105 108,629 126,914: 34,186 15,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 402: -4,550 449 -216 2,966 -603 -1,800 -370: 2,202 772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 7.3 0.3 19.9 81.3 76.1 88.9: 23.9 11.1
Old : 100.0: 55.8 7.3 0.3 19.9 81.3 76.1 88.9: 23.9 11.1
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 : 72: 38 11 2 11 18 49 31:
Old : 72: 38 11 2 11 18 49 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 : 34.0 58.6 47.4 79.5 34.0 58.2 47.4 78.2
Old : 34.0 58.6 47.4 79.5 34.0 58.2 47.4 78.2
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 30, 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 : 44,669: 14,142 13,075 0 20,569 18,577 34,711 31,652: 9,958 13,017
Old : 44,669: 14,142 13,075 0 20,569 18,577 34,711 31,652: 9,958 13,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 1,418: -116 -790 0 441 3,122 325 2,332: 1,093 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 29.3 0.0 46.0 41.6 77.7 70.9: 22.3 29.1
Old : 100.0: 31.7 29.3 0.0 46.0 41.6 77.7 70.9: 22.3 29.1
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 : 54: 16 12 0 15 15 31 27:
Old : 54: 16 12 0 15 15 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 35.8 51.0 50.7 37.7 32.2 49.6 47.0
Old : 37.7 35.8 51.0 50.7 37.7 32.2 49.6 47.0
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 30, 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 : 39,353: 19,197 4,775 626 13,412 20,482 33,235 25,883: 6,118 13,470
Old : 39,353: 19,197 4,775 626 13,412 20,482 33,235 25,883: 6,118 13,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 2,544: 624 175 87 1,552 4,124 2,263 4,386: 281 -1,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 12.1 1.6 34.1 52.0 84.5 65.8: 15.5 34.2
Old : 100.0: 48.8 12.1 1.6 34.1 52.0 84.5 65.8: 15.5 34.2
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 : 57: 16 9 3 18 19 36 29:
Old : 57: 16 9 3 18 19 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 : 28.9 27.5 46.2 40.1 28.0 26.5 43.9 37.3
Old : 28.9 27.5 46.2 40.1 28.0 26.5 43.9 37.3
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 30, 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 : 29,189: 4,188 580 80 22,062 27,088 26,330 27,748: 2,859 1,441
Old : 29,189: 4,188 580 80 22,062 27,088 26,330 27,748: 2,859 1,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 1,688: -1,540 310 0 3,215 1,541 1,675 1,851: 13 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 2.0 0.3 75.6 92.8 90.2 95.1: 9.8 4.9
Old : 100.0: 14.3 2.0 0.3 75.6 92.8 90.2 95.1: 9.8 4.9
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 : 43: 6 2 1 19 22 25 25:
Old : 43: 6 2 1 19 22 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 60.4 69.7 75.6 54.5 60.3 67.3 75.2
Old : 56.6 60.4 69.7 75.6 54.5 60.3 67.3 75.2
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 30, 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 : 20,261: 4,935 500 82 8,080 18,090 13,097 18,672: 7,164 1,589
Old : 20,261: 4,935 500 82 8,080 18,090 13,097 18,672: 7,164 1,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 288: 569 -293 0 -635 750 -66 457: 354 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 2.5 0.4 39.9 89.3 64.6 92.2: 35.4 7.8
Old : 100.0: 24.4 2.5 0.4 39.9 89.3 64.6 92.2: 35.4 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 10 1 1 10 11 20 13:
Old : 29: 10 1 1 10 11 20 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 : 37.6 76.2 49.2 88.6 36.7 76.2 48.3 88.6
Old : 37.6 76.2 49.2 88.6 36.7 76.2 48.3 88.6
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 30, 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 : 18,149: 4,124 1,634 0 12,458 15,561 16,582 17,195: 1,567 954
Old : 18,149: 4,124 1,634 0 12,458 15,561 16,582 17,195: 1,567 954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -612: -293 -72 0 -135 -556 -428 -628: -184 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 9.0 0.0 68.6 85.7 91.4 94.7: 8.6 5.3
Old : 100.0: 22.7 9.0 0.0 68.6 85.7 91.4 94.7: 8.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 5 0 6 2 17 7:
Old : 24: 11 5 0 6 2 17 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 : 66.8 93.0 79.3 94.7 66.8 93.0 79.3 94.7
Old : 66.8 93.0 79.3 94.7 66.8 93.0 79.3 94.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 2, 2010