MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 45,340: 1,437 5,029 9,682 29,558 21,058 40,677 35,768: 4,663 9,571
Old : 45,340: 1,437 5,029 9,682 29,558 21,058 40,677 35,768: 4,663 9,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: -305: -228 110 -167 -27 -108 -422 -165: 118 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 11.1 21.4 65.2 46.4 89.7 78.9: 10.3 21.1
Old : 100.0: 3.2 11.1 21.4 65.2 46.4 89.7 78.9: 10.3 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 : 81: 10 22 21 40 33 63 64:
Old : 81: 10 22 21 40 33 63 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 31.1 51.6 43.5 40.5 30.1 47.8 41.0
Old : 40.5 31.1 51.6 43.5 40.5 30.1 47.8 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 236,953: 67,964 15,310 49,427 93,156 137,200 210,548 201,937: 26,405 35,016
Old : 206,402: 62,532 21,018 37,944 84,837 117,906 185,313 176,868: 21,089 29,534
Other: 30,551: 11,381 241 5,534 8,319 19,293 25,235 25,068: 5,316 5,483
: : :
: : Changes in Commitments from: April 13, 2010 :
: -17,413: -5,392 -177 -11,753 175 -5,513 -16,970 -17,443: -444 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 6.5 20.9 39.3 57.9 88.9 85.2: 11.1 14.8
Old : 100.0: 30.3 10.2 18.4 41.1 57.1 89.8 85.7: 10.2 14.3
Other: 100.0: 37.3 0.8 18.1 27.2 63.2 82.6 82.1: 17.4 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 120 46 96 52 61 217 170:
Old : 252: 116 54 95 46 60 211 168:
Other: 99: 35 14 24 26 39 75 64:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 32.8 31.3 40.6 17.3 32.0 28.7 38.1
Old : 20.4 34.1 34.1 40.8 19.1 33.0 31.5 38.8
Other: 25.1 34.1 41.6 44.7 24.6 30.1 40.0 40.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 440,368: 149,131 9,662 121,664 136,613 223,712 407,408 355,039: 32,960 85,329
Old : 440,368: 149,131 9,662 121,664 136,613 223,712 407,408 355,039: 32,960 85,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 17,528: 7,237 -154 7,816 -212 6,206 14,841 13,867: 2,688 3,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 2.2 27.6 31.0 50.8 92.5 80.6: 7.5 19.4
Old : 100.0: 33.9 2.2 27.6 31.0 50.8 92.5 80.6: 7.5 19.4
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 : 452: 172 52 126 102 195 329 335:
Old : 452: 172 52 126 102 195 329 335:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 16.3 24.8 23.9 13.8 15.4 22.8 20.7
Old : 14.8 16.3 24.8 23.9 13.8 15.4 22.8 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 11,512: 5,586 907 1,515 2,132 7,201 9,233 9,622: 2,279 1,890
Old : 11,512: 5,586 907 1,515 2,132 7,201 9,233 9,622: 2,279 1,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 1,174: 840 121 436 -131 469 1,145 1,027: 29 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 7.9 13.2 18.5 62.5 80.2 83.6: 19.8 16.4
Old : 100.0: 48.5 7.9 13.2 18.5 62.5 80.2 83.6: 19.8 16.4
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 : 89: 43 14 15 17 22 72 42:
Old : 89: 43 14 15 17 22 72 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 36.2 40.7 50.1 26.0 36.2 40.7 49.7
Old : 26.0 36.2 40.7 50.1 26.0 36.2 40.7 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 48,784: 23,902 4,508 7,433 10,974 14,417 42,308 26,357: 6,476 22,426
Old : 48,784: 23,902 4,508 7,433 10,974 14,417 42,308 26,357: 6,476 22,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 799: 481 72 -267 829 611 1,043 415: -244 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 9.2 15.2 22.5 29.6 86.7 54.0: 13.3 46.0
Old : 100.0: 49.0 9.2 15.2 22.5 29.6 86.7 54.0: 13.3 46.0
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 : 183: 58 33 29 42 72 117 121:
Old : 183: 58 33 29 42 72 117 121:
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 : 17.9 9.2 28.9 16.3 17.9 8.4 28.6 13.4
Old : 17.9 9.2 28.9 16.3 17.9 8.4 28.6 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 27,002: 6,175 200 0 14,071 26,667 20,246 26,867: 6,756 135
Old : 27,002: 6,175 200 0 14,071 26,667 20,246 26,867: 6,756 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 77: 226 0 0 -52 167 174 167: -97 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 0.7 0.0 52.1 98.8 75.0 99.5: 25.0 0.5
Old : 100.0: 22.9 0.7 0.0 52.1 98.8 75.0 99.5: 25.0 0.5
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 : 26: 8 1 0 11 14 19 15:
Old : 26: 8 1 0 11 14 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 77.8 64.5 94.4 41.7 69.4 51.3 76.9
Old : 49.8 77.8 64.5 94.4 41.7 69.4 51.3 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 160,590: 82,990 12,642 4,222 21,512 123,423 108,724 140,287: 51,866 20,303
Old : 160,590: 82,990 12,642 4,222 21,512 123,423 108,724 140,287: 51,866 20,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: -1,176: -5,324 -4,560 1,184 -494 293 -4,634 -3,083: 3,458 1,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 7.9 2.6 13.4 76.9 67.7 87.4: 32.3 12.6
Old : 100.0: 51.7 7.9 2.6 13.4 76.9 67.7 87.4: 32.3 12.6
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 : 81: 40 7 12 22 28 66 43:
Old : 81: 40 7 12 22 28 66 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 : 30.5 46.6 40.2 63.7 30.5 45.1 40.2 61.9
Old : 30.5 46.6 40.2 63.7 30.5 45.1 40.2 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 35,886: 9,852 15,302 1,383 12,560 7,364 23,796 24,049: 12,090 11,837
Old : 35,886: 9,852 15,302 1,383 12,560 7,364 23,796 24,049: 12,090 11,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: -395: -445 -240 100 335 356 -10 216: -386 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 42.6 3.9 35.0 20.5 66.3 67.0: 33.7 33.0
Old : 100.0: 27.5 42.6 3.9 35.0 20.5 66.3 67.0: 33.7 33.0
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 : 41: 7 19 7 10 10 22 31:
Old : 41: 7 19 7 10 10 22 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 : 35.4 23.8 52.7 38.1 35.4 23.7 50.9 38.0
Old : 35.4 23.8 52.7 38.1 35.4 23.7 50.9 38.0
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 with Delta-adjusted Options and Futures Combined, April 20, 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 : 139,644: 118,977 8,825 105 12,949 128,892 132,031 137,822: 7,613 1,822
Old : 139,644: 118,977 8,825 105 12,949 128,892 132,031 137,822: 7,613 1,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: -565: -1,243 831 0 693 -1,372 -550 -541: -15 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 6.3 0.1 9.3 92.3 94.5 98.7: 5.5 1.3
Old : 100.0: 85.2 6.3 0.1 9.3 92.3 94.5 98.7: 5.5 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 : 104: 56 15 2 18 19 76 34:
Old : 104: 56 15 2 18 19 76 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 : 56.1 61.7 70.2 80.0 56.1 61.4 70.2 79.8
Old : 56.1 61.7 70.2 80.0 56.1 61.4 70.2 79.8
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 with Delta-adjusted Options and Futures Combined, April 20, 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 : 135,268: 15,230 63,950 8,037 92,270 31,212 115,537 103,199: 19,731 32,069
Old : 135,268: 15,230 63,950 8,037 92,270 31,212 115,537 103,199: 19,731 32,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 6: 691 -7,319 719 -3,347 4,085 -1,938 -2,516: 1,944 2,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 47.3 5.9 68.2 23.1 85.4 76.3: 14.6 23.7
Old : 100.0: 11.3 47.3 5.9 68.2 23.1 85.4 76.3: 14.6 23.7
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 : 93: 17 40 21 20 28 51 75:
Old : 93: 17 40 21 20 28 51 75:
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 : 48.5 29.8 63.6 39.1 48.3 28.7 60.9 36.2
Old : 48.5 29.8 63.6 39.1 48.3 28.7 60.9 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 148,539: 15,408 63,710 9,210 107,266 29,722 131,883 102,641: 16,656 45,898
Old : 148,539: 15,408 63,710 9,210 107,266 29,722 131,883 102,641: 16,656 45,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 3,713: 950 -4,758 1,635 1,554 3,509 4,138 386: -425 3,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 42.9 6.2 72.2 20.0 88.8 69.1: 11.2 30.9
Old : 100.0: 10.4 42.9 6.2 72.2 20.0 88.8 69.1: 11.2 30.9
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 : 109: 21 51 23 25 25 61 84:
Old : 109: 21 51 23 25 25 61 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 25.2 63.9 32.9 52.6 20.7 60.6 28.2
Old : 54.1 25.2 63.9 32.9 52.6 20.7 60.6 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 259,415: 34,745 103,063 39,218 137,881 64,509 211,844 206,791: 47,571 52,624
Old : 259,415: 34,745 103,063 39,218 137,881 64,509 211,844 206,791: 47,571 52,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 10,964: 273 17,199 1,184 6,516 -2,595 7,972 15,788: 2,993 -4,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 39.7 15.1 53.2 24.9 81.7 79.7: 18.3 20.3
Old : 100.0: 13.4 39.7 15.1 53.2 24.9 81.7 79.7: 18.3 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 46 76 51 36 42 113 138:
Old : 180: 46 76 51 36 42 113 138:
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 : 31.2 24.4 42.1 32.5 29.9 23.3 39.4 30.1
Old : 31.2 24.4 42.1 32.5 29.9 23.3 39.4 30.1
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 with Delta-adjusted Options and Futures Combined, April 20, 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 : 17,911: 14,497 5,745 0 508 10,771 15,005 16,516: 2,906 1,395
Old : 17,911: 14,497 5,745 0 508 10,771 15,005 16,516: 2,906 1,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 371: 726 -875 0 -149 1,012 577 137: -206 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 32.1 0.0 2.8 60.1 83.8 92.2: 16.2 7.8
Old : 100.0: 80.9 32.1 0.0 2.8 60.1 83.8 92.2: 16.2 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 : 38: 17 8 0 3 12 20 20:
Old : 38: 17 8 0 3 12 20 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 : 57.1 45.0 71.6 69.2 57.1 44.6 71.6 68.8
Old : 57.1 45.0 71.6 69.2 57.1 44.6 71.6 68.8
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 with Delta-adjusted Options and Futures Combined, April 20, 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 :13,260,525: 1,836,687 334,997 4,422,956 6,124,701 7,406,902 12,384,343 12,164,854: 876,182 1,095,671
Old :13,260,525: 1,836,687 334,997 4,422,956 6,124,701 7,406,902 12,384,343 12,164,854: 876,182 1,095,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 239,122: 214,500 -30,491 69,377 -113,141 166,282 170,736 205,167: 68,385 33,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 2.5 33.4 46.2 55.9 93.4 91.7: 6.6 8.3
Old : 100.0: 13.9 2.5 33.4 46.2 55.9 93.4 91.7: 6.6 8.3
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 : 315: 74 78 118 143 155 287 285:
Old : 315: 74 78 118 143 155 287 285:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 22.3 31.7 33.3 17.9 14.2 24.2 18.4
Old : 21.2 22.3 31.7 33.3 17.9 14.2 24.2 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 398,402: 16,380 34,758 26,750 272,815 265,682 315,945 327,189: 82,457 71,213
Old : 398,402: 16,380 34,758 26,750 272,815 265,682 315,945 327,189: 82,457 71,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: -16,587: -1,698 5,698 -6,251 -7,828 -16,772 -15,777 -17,325: -810 738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 8.7 6.7 68.5 66.7 79.3 82.1: 20.7 17.9
Old : 100.0: 4.1 8.7 6.7 68.5 66.7 79.3 82.1: 20.7 17.9
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 : 151: 15 35 34 80 63 120 107:
Old : 151: 15 35 34 80 63 120 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 17.0 28.6 29.4 18.2 16.5 26.2 28.9
Old : 19.8 17.0 28.6 29.4 18.2 16.5 26.2 28.9
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 with Delta-adjusted Options and Futures Combined, April 20, 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 : 2,648,281: 296,599 356,995 89,007 1,944,890 1,932,561 2,330,496 2,378,562: 317,785 269,719
Old : 2,648,281: 296,599 356,995 89,007 1,944,890 1,932,561 2,330,496 2,378,562: 317,785 269,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 34,083: 20,026 21,001 -17,200 42,381 9,288 45,207 13,089: -11,124 20,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 13.5 3.4 73.4 73.0 88.0 89.8: 12.0 10.2
Old : 100.0: 11.2 13.5 3.4 73.4 73.0 88.0 89.8: 12.0 10.2
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 : 475: 82 116 75 179 204 306 350:
Old : 475: 82 116 75 179 204 306 350:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 12.7 29.8 20.5 18.1 8.6 25.7 15.6
Old : 19.5 12.7 29.8 20.5 18.1 8.6 25.7 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 100,948: 10,522 8,465 124 79,974 88,183 90,620 96,772: 10,328 4,176
Old : 100,948: 10,522 8,465 124 79,974 88,183 90,620 96,772: 10,328 4,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: -1,379: 501 331 -242 -1,929 -1,265 -1,670 -1,176: 291 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 8.4 0.1 79.2 87.4 89.8 95.9: 10.2 4.1
Old : 100.0: 10.4 8.4 0.1 79.2 87.4 89.8 95.9: 10.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 13 4 1 47 40 60 45:
Old : 89: 13 4 1 47 40 60 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 51.3 54.1 67.5 33.8 43.0 44.8 58.1
Old : 39.3 51.3 54.1 67.5 33.8 43.0 44.8 58.1
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 with Delta-adjusted Options and Futures Combined, April 20, 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 : 16,928: 4,531 2,769 0 7,905 10,333 12,436 13,102: 4,492 3,826
Old : 16,928: 4,531 2,769 0 7,905 10,333 12,436 13,102: 4,492 3,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 747: -737 746 0 1,225 -1,392 488 -646: 259 1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 16.4 0.0 46.7 61.0 73.5 77.4: 26.5 22.6
Old : 100.0: 26.8 16.4 0.0 46.7 61.0 73.5 77.4: 26.5 22.6
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 : 28: 3 4 0 12 11 15 15:
Old : 28: 3 4 0 12 11 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 44.6 61.4 66.4 44.7 44.6 59.9 66.4
Old : 46.2 44.6 61.4 66.4 44.7 44.6 59.9 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 336,510: 134,434 98,741 6,305 164,650 216,764 305,389 321,811: 31,121 14,699
Old : 336,510: 134,434 98,741 6,305 164,650 216,764 305,389 321,811: 31,121 14,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 16,473: -3,526 13,600 -2,125 13,847 7,941 8,195 19,416: 8,278 -2,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 29.3 1.9 48.9 64.4 90.8 95.6: 9.2 4.4
Old : 100.0: 39.9 29.3 1.9 48.9 64.4 90.8 95.6: 9.2 4.4
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 : 257: 76 48 21 73 80 161 138:
Old : 257: 76 48 21 73 80 161 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 23.8 34.0 38.4 20.4 22.8 32.3 37.1
Old : 20.6 23.8 34.0 38.4 20.4 22.8 32.3 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 158,839: 87,330 7,788 2,277 29,292 130,530 118,899 140,595: 39,940 18,244
Old : 158,839: 87,330 7,788 2,277 29,292 130,530 118,899 140,595: 39,940 18,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 1,103: -1,301 122 231 2,299 540 1,229 893: -126 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 4.9 1.4 18.4 82.2 74.9 88.5: 25.1 11.5
Old : 100.0: 55.0 4.9 1.4 18.4 82.2 74.9 88.5: 25.1 11.5
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 : 74: 39 9 9 12 21 55 35:
Old : 74: 39 9 9 12 21 55 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 : 30.0 58.1 43.0 78.2 30.0 57.9 43.0 77.2
Old : 30.0 58.1 43.0 78.2 30.0 57.9 43.0 77.2
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 with Delta-adjusted Options and Futures Combined, April 20, 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 : 50,031: 15,175 12,201 0 18,917 17,852 34,092 30,053: 15,939 19,978
Old : 50,031: 15,175 12,201 0 18,917 17,852 34,092 30,053: 15,939 19,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 1,837: 908 -2,893 0 -3,749 162 -2,841 -2,731: 4,678 4,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 24.4 0.0 37.8 35.7 68.1 60.1: 31.9 39.9
Old : 100.0: 30.3 24.4 0.0 37.8 35.7 68.1 60.1: 31.9 39.9
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 : 58: 18 12 0 17 15 35 27:
Old : 58: 18 12 0 17 15 35 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 : 26.4 30.4 39.3 42.3 26.4 27.2 37.8 39.1
Old : 26.4 30.4 39.3 42.3 26.4 27.2 37.8 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 46,589: 16,966 4,466 2,018 17,257 20,330 36,241 26,814: 10,348 19,775
Old : 46,589: 16,966 4,466 2,018 17,257 20,330 36,241 26,814: 10,348 19,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: -1,841: -8,185 484 1,371 918 -1,834 -5,896 21: 4,055 -1,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 9.6 4.3 37.0 43.6 77.8 57.6: 22.2 42.4
Old : 100.0: 36.4 9.6 4.3 37.0 43.6 77.8 57.6: 22.2 42.4
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 : 61: 18 8 2 19 20 38 29:
Old : 61: 18 8 2 19 20 38 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 : 24.2 26.7 39.7 36.7 21.5 25.3 34.8 34.5
Old : 24.2 26.7 39.7 36.7 21.5 25.3 34.8 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 28,733: 3,665 0 80 22,148 26,925 25,893 27,005: 2,840 1,728
Old : 28,733: 3,665 0 80 22,148 26,925 25,893 27,005: 2,840 1,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: -8: -185 -544 0 426 369 241 -175: -249 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 0.0 0.3 77.1 93.7 90.1 94.0: 9.9 6.0
Old : 100.0: 12.8 0.0 0.3 77.1 93.7 90.1 94.0: 9.9 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 7 0 1 19 23 26 24:
Old : 41: 7 0 1 19 23 26 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 : 58.3 57.2 70.8 73.3 55.9 57.2 68.2 73.2
Old : 58.3 57.2 70.8 73.3 55.9 57.2 68.2 73.2
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 with Delta-adjusted Options and Futures Combined, April 20, 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 : 21,423: 6,102 750 83 10,016 18,492 16,201 19,325: 5,222 2,098
Old : 21,423: 6,102 750 83 10,016 18,492 16,201 19,325: 5,222 2,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 658: 720 250 0 862 342 1,582 592: -924 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 3.5 0.4 46.8 86.3 75.6 90.2: 24.4 9.8
Old : 100.0: 28.5 3.5 0.4 46.8 86.3 75.6 90.2: 24.4 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 11 1 1 10 10 21 12:
Old : 30: 11 1 1 10 10 21 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 : 39.2 74.4 54.4 87.7 38.1 74.4 53.4 87.7
Old : 39.2 74.4 54.4 87.7 38.1 74.4 53.4 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 20, 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 : 19,744: 4,813 5,774 0 10,639 13,469 15,452 19,243: 4,292 501
Old : 19,744: 4,813 5,774 0 10,639 13,469 15,452 19,243: 4,292 501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: -7,214: -2,363 3,234 -3,908 214 -4,901 -6,057 -5,575: -1,157 -1,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 29.2 0.0 53.9 68.2 78.3 97.5: 21.7 2.5
Old : 100.0: 24.4 29.2 0.0 53.9 68.2 78.3 97.5: 21.7 2.5
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 : 25: 11 6 0 7 1 18 7:
Old : 25: 11 6 0 7 1 18 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 : 54.2 95.8 65.2 97.5 54.2 95.8 65.2 97.5
Old : 54.2 95.8 65.2 97.5 54.2 95.8 65.2 97.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 28, 2010