BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 2,470: 228 485 4 1,572 1,262 1,804 1,751: 666 719
Old : 2,470: 228 485 4 1,572 1,262 1,804 1,751: 666 719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 135: 0 9 1 191 141 192 151: -57 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 19.6 0.2 63.6 51.1 73.0 70.9: 27.0 29.1
Old : 100.0: 9.2 19.6 0.2 63.6 51.1 73.0 70.9: 27.0 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 : 21: 2 1 1 13 13 16 14:
Old : 21: 2 1 1 13 13 16 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 : 34.6 48.3 56.2 64.1 32.6 46.6 52.2 59.9
Old : 34.6 48.3 56.2 64.1 32.6 46.6 52.2 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,838: 7,347 5,879 1,176 25,246 28,167 33,769 35,222: 6,069 4,616
Old : 39,838: 7,347 5,879 1,176 25,246 28,167 33,769 35,222: 6,069 4,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 1,276: -111 444 -447 1,692 1,475 1,134 1,472: 142 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 14.8 3.0 63.4 70.7 84.8 88.4: 15.2 11.6
Old : 100.0: 18.4 14.8 3.0 63.4 70.7 84.8 88.4: 15.2 11.6
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 : 84: 22 13 15 32 34 62 55:
Old : 84: 22 13 15 32 34 62 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 44.7 49.6 56.8 38.1 41.0 47.5 52.7
Old : 38.1 44.7 49.6 56.8 38.1 41.0 47.5 52.7
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, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 244,999: 74,267 31,319 46,742 95,806 130,583 216,815 208,644: 28,184 36,355
Old : 231,622: 70,948 34,379 41,410 94,125 121,818 206,483 197,607: 25,139 34,015
Other: 13,377: 7,395 1,016 1,256 1,681 8,765 10,332 11,037: 3,045 2,340
: : :
: : Changes in Commitments from: February 15, 2011 :
: 3,370: 59 1,253 2,728 767 908 3,554 4,889: -184 -1,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 12.8 19.1 39.1 53.3 88.5 85.2: 11.5 14.8
Old : 100.0: 30.6 14.8 17.9 40.6 52.6 89.1 85.3: 10.9 14.7
Other: 100.0: 55.3 7.6 9.4 12.6 65.5 77.2 82.5: 22.8 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 107 58 107 58 76 231 202:
Old : 280: 100 65 104 54 75 224 201:
Other: 89: 27 8 16 22 33 55 56:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 24.7 30.3 32.6 18.8 24.1 30.1 30.6
Old : 20.0 24.8 31.5 32.9 20.0 24.2 31.4 31.4
Other: 31.2 35.9 43.9 50.2 30.5 35.9 42.7 50.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 359,080: 129,025 56,462 54,344 145,333 177,991 328,702 288,797: 30,378 70,283
Old : 359,080: 129,025 56,462 54,344 145,333 177,991 328,702 288,797: 30,378 70,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 5,382: 1,792 471 2,156 -189 697 3,759 3,324: 1,623 2,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 15.7 15.1 40.5 49.6 91.5 80.4: 8.5 19.6
Old : 100.0: 35.9 15.7 15.1 40.5 49.6 91.5 80.4: 8.5 19.6
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 : 459: 139 93 115 85 193 297 346:
Old : 459: 139 93 115 85 193 297 346:
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 : 19.4 13.0 31.2 19.9 19.0 12.6 30.8 18.4
Old : 19.4 13.0 31.2 19.9 19.0 12.6 30.8 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,361: 4,738 1,371 940 2,713 6,739 8,391 9,050: 1,970 1,311
Old : 10,361: 4,738 1,371 940 2,713 6,739 8,391 9,050: 1,970 1,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -246: -461 -26 43 112 -266 -306 -249: 60 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 13.2 9.1 26.2 65.0 81.0 87.3: 19.0 12.7
Old : 100.0: 45.7 13.2 9.1 26.2 65.0 81.0 87.3: 19.0 12.7
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 : 92: 37 11 10 18 34 62 51:
Old : 92: 37 11 10 18 34 62 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 30.6 48.9 45.5 33.3 30.6 47.6 44.2
Old : 33.3 30.6 48.9 45.5 33.3 30.6 47.6 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,176: 20,305 5,288 8,301 15,044 13,880 43,650 27,469: 7,526 23,707
Old : 51,176: 20,305 5,288 8,301 15,044 13,880 43,650 27,469: 7,526 23,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 1,460: 201 -67 682 460 173 1,343 788: 117 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 10.3 16.2 29.4 27.1 85.3 53.7: 14.7 46.3
Old : 100.0: 39.7 10.3 16.2 29.4 27.1 85.3 53.7: 14.7 46.3
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 : 197: 56 34 43 40 83 121 147:
Old : 197: 56 34 43 40 83 121 147:
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 : 17.4 9.9 29.5 15.8 17.4 7.3 28.5 10.9
Old : 17.4 9.9 29.5 15.8 17.4 7.3 28.5 10.9
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, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 65,444: 15,844 0 3,755 45,297 61,598 64,896 65,353: 548 91
Old : 65,444: 15,844 0 3,755 45,297 61,598 64,896 65,353: 548 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 758: 1,360 0 0 133 730 1,493 730: -735 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 0.0 5.7 69.2 94.1 99.2 99.9: 0.8 0.1
Old : 100.0: 24.2 0.0 5.7 69.2 94.1 99.2 99.9: 0.8 0.1
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 : 21: 8 0 1 11 12 19 13:
Old : 21: 8 0 1 11 12 19 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 : 73.7 61.6 90.1 86.1 59.6 53.6 71.6 70.8
Old : 73.7 61.6 90.1 86.1 59.6 53.6 71.6 70.8
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, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 140,610: 72,774 4,426 126 17,913 119,042 90,813 123,594: 49,797 17,016
Old : 140,610: 72,774 4,426 126 17,913 119,042 90,813 123,594: 49,797 17,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -212: -4,244 -502 -5 355 -342 -3,894 -849: 3,682 637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 3.1 0.1 12.7 84.7 64.6 87.9: 35.4 12.1
Old : 100.0: 51.8 3.1 0.1 12.7 84.7 64.6 87.9: 35.4 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 : 84: 44 7 4 14 29 60 38:
Old : 84: 44 7 4 14 29 60 38:
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 : 18.6 48.7 30.0 64.3 18.6 48.5 30.0 63.2
Old : 18.6 48.7 30.0 64.3 18.6 48.5 30.0 63.2
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, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,931: 18,326 6,035 66 6,826 25,229 25,218 31,330: 18,713 12,601
Old : 43,931: 18,326 6,035 66 6,826 25,229 25,218 31,330: 18,713 12,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 1,997: 859 -914 66 -378 966 547 118: 1,450 1,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 13.7 0.2 15.5 57.4 57.4 71.3: 42.6 28.7
Old : 100.0: 41.7 13.7 0.2 15.5 57.4 57.4 71.3: 42.6 28.7
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 : 41: 12 8 1 8 17 20 26:
Old : 41: 12 8 1 8 17 20 26:
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 : 28.1 40.3 42.9 53.4 28.1 40.3 42.8 52.2
Old : 28.1 40.3 42.9 53.4 28.1 40.3 42.8 52.2
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, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 149,855: 118,448 4,172 749 22,418 142,477 141,615 147,398: 8,240 2,457
Old : 149,855: 118,448 4,172 749 22,418 142,477 141,615 147,398: 8,240 2,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -19: 1,556 -3,624 56 -2,439 3,007 -827 -561: 808 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 2.8 0.5 15.0 95.1 94.5 98.4: 5.5 1.6
Old : 100.0: 79.0 2.8 0.5 15.0 95.1 94.5 98.4: 5.5 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 : 121: 74 11 3 15 22 91 35:
Old : 121: 74 11 3 15 22 91 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 : 46.5 60.5 59.2 80.4 46.5 60.5 59.2 80.2
Old : 46.5 60.5 59.2 80.4 46.5 60.5 59.2 80.2
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, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 123,774: 53,097 17,088 208 37,732 84,835 91,037 102,131: 32,737 21,643
Old : 123,774: 53,097 17,088 208 37,732 84,835 91,037 102,131: 32,737 21,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -8,989: -15,788 775 21 9,155 -10,177 -6,612 -9,381: -2,377 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 13.8 0.2 30.5 68.5 73.6 82.5: 26.4 17.5
Old : 100.0: 42.9 13.8 0.2 30.5 68.5 73.6 82.5: 26.4 17.5
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 : 91: 31 21 8 20 30 52 58:
Old : 91: 31 21 8 20 30 52 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 40.7 43.3 55.0 30.8 40.4 42.1 50.9
Old : 30.8 40.7 43.3 55.0 30.8 40.4 42.1 50.9
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, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 124,016: 23,457 51,203 713 78,336 37,856 102,506 89,772: 21,510 34,244
Old : 124,016: 23,457 51,203 713 78,336 37,856 102,506 89,772: 21,510 34,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 7,213: -932 8,266 225 7,266 298 6,559 8,789: 654 -1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 41.3 0.6 63.2 30.5 82.7 72.4: 17.3 27.6
Old : 100.0: 18.9 41.3 0.6 63.2 30.5 82.7 72.4: 17.3 27.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 20 43 6 29 22 54 66:
Old : 106: 20 43 6 29 22 54 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 : 35.5 23.8 48.4 36.1 35.5 23.5 48.4 35.8
Old : 35.5 23.8 48.4 36.1 35.5 23.5 48.4 35.8
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, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 207,869: 77,454 31,856 3,730 68,789 122,623 149,973 158,209: 57,896 49,660
Old : 207,869: 77,454 31,856 3,730 68,789 122,623 149,973 158,209: 57,896 49,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 14,565: 14,059 925 374 -479 11,042 13,954 12,341: 611 2,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 15.3 1.8 33.1 59.0 72.1 76.1: 27.9 23.9
Old : 100.0: 37.3 15.3 1.8 33.1 59.0 72.1 76.1: 27.9 23.9
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 : 168: 50 45 25 45 49 109 106:
Old : 168: 50 45 25 45 49 109 106:
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 : 18.6 24.4 28.3 37.0 18.5 24.3 27.7 35.8
Old : 18.6 24.4 28.3 37.0 18.5 24.3 27.7 35.8
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, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,830: 15,975 7,874 142 8,466 18,270 24,583 26,286: 3,247 1,544
Old : 27,830: 15,975 7,874 142 8,466 18,270 24,583 26,286: 3,247 1,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 95: -2,043 -334 142 1,896 -119 -5 -311: 100 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 28.3 0.5 30.4 65.6 88.3 94.5: 11.7 5.5
Old : 100.0: 57.4 28.3 0.5 30.4 65.6 88.3 94.5: 11.7 5.5
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 : 47: 15 11 1 12 11 27 23:
Old : 47: 15 11 1 12 11 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 63.9 70.9 80.5 51.4 63.0 70.9 79.5
Old : 51.4 63.9 70.9 80.5 51.4 63.0 70.9 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,970,365: 860,234 629,874 1,277,671 5,995,964 6,011,506 8,133,869 7,919,051: 836,496 1,051,314
Old : 8,970,365: 860,234 629,874 1,277,671 5,995,964 6,011,506 8,133,869 7,919,051: 836,496 1,051,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 83,464: 120,782 2,734 -42,204 8 81,229 78,586 41,759: 4,878 41,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 7.0 14.2 66.8 67.0 90.7 88.3: 9.3 11.7
Old : 100.0: 9.6 7.0 14.2 66.8 67.0 90.7 88.3: 9.3 11.7
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 : 268: 63 51 90 121 133 238 234:
Old : 268: 63 51 90 121 133 238 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 25.8 48.5 38.5 36.9 19.6 41.5 28.9
Old : 38.7 25.8 48.5 38.5 36.9 19.6 41.5 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 917,177: 83,311 101,338 44,042 665,257 673,753 792,609 819,132: 124,567 98,045
Old : 917,177: 83,311 101,338 44,042 665,257 673,753 792,609 819,132: 124,567 98,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 23,730: 4,781 6,724 7,516 7,337 2,344 19,634 16,584: 4,096 7,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 11.0 4.8 72.5 73.5 86.4 89.3: 13.6 10.7
Old : 100.0: 9.1 11.0 4.8 72.5 73.5 86.4 89.3: 13.6 10.7
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 : 566: 117 108 60 233 227 381 367:
Old : 566: 117 108 60 233 227 381 367:
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 : 19.2 16.8 27.1 25.4 14.7 13.0 20.6 20.2
Old : 19.2 16.8 27.1 25.4 14.7 13.0 20.6 20.2
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, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 337,177: 15,632 44,892 4,004 233,447 247,876 253,083 296,772: 84,094 40,405
Old : 337,177: 15,632 44,892 4,004 233,447 247,876 253,083 296,772: 84,094 40,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 11,151: -500 5,644 -955 8,098 3,978 6,643 8,667: 4,508 2,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 13.3 1.2 69.2 73.5 75.1 88.0: 24.9 12.0
Old : 100.0: 4.6 13.3 1.2 69.2 73.5 75.1 88.0: 24.9 12.0
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 : 129: 16 20 7 64 53 82 78:
Old : 129: 16 20 7 64 53 82 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 23.7 35.6 40.6 23.2 22.9 33.5 39.4
Old : 25.4 23.7 35.6 40.6 23.2 22.9 33.5 39.4
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, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,899,999: 504,311 448,145 34,273 2,159,048 2,129,383 2,697,632 2,611,801: 202,367 288,198
Old : 2,899,999: 504,311 448,145 34,273 2,159,048 2,129,383 2,697,632 2,611,801: 202,367 288,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 62,896: 60,479 39,472 8,282 -3,804 -8,169 64,957 39,585: -2,061 23,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 15.5 1.2 74.4 73.4 93.0 90.1: 7.0 9.9
Old : 100.0: 17.4 15.5 1.2 74.4 73.4 93.0 90.1: 7.0 9.9
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 : 528: 114 102 45 199 210 336 335:
Old : 528: 114 102 45 199 210 336 335:
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 : 19.5 18.8 29.5 25.6 17.7 15.0 26.1 21.8
Old : 19.5 18.8 29.5 25.6 17.7 15.0 26.1 21.8
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, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 100,827: 14,154 6,744 4 76,025 90,786 90,183 97,534: 10,644 3,293
Old : 100,827: 14,154 6,744 4 76,025 90,786 90,183 97,534: 10,644 3,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 239: -949 -101 4 -14 155 -959 58: 1,198 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 6.7 0.0 75.4 90.0 89.4 96.7: 10.6 3.3
Old : 100.0: 14.0 6.7 0.0 75.4 90.0 89.4 96.7: 10.6 3.3
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 : 92: 14 5 1 44 42 59 47:
Old : 92: 14 5 1 44 42 59 47:
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 : 40.1 38.6 55.2 57.1 37.8 38.6 51.3 57.1
Old : 40.1 38.6 55.2 57.1 37.8 38.6 51.3 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 94,932: 25,722 9,176 3,525 57,635 76,061 86,882 88,762: 8,050 6,170
Old : 94,932: 25,722 9,176 3,525 57,635 76,061 86,882 88,762: 8,050 6,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 5,679: 4,743 1,957 -350 3,447 4,037 7,840 5,644: -2,161 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 9.7 3.7 60.7 80.1 91.5 93.5: 8.5 6.5
Old : 100.0: 27.1 9.7 3.7 60.7 80.1 91.5 93.5: 8.5 6.5
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 : 248: 76 38 13 84 77 162 126:
Old : 248: 76 38 13 84 77 162 126:
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 : 24.0 32.2 36.4 48.3 19.3 27.1 28.2 39.5
Old : 24.0 32.2 36.4 48.3 19.3 27.1 28.2 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,267: 3,314 2,300 3 13,342 14,936 16,659 17,239: 3,608 3,028
Old : 20,267: 3,314 2,300 3 13,342 14,936 16,659 17,239: 3,608 3,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 1,890: 817 1,687 -553 1,482 449 1,746 1,583: 144 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 11.3 0.0 65.8 73.7 82.2 85.1: 17.8 14.9
Old : 100.0: 16.4 11.3 0.0 65.8 73.7 82.2 85.1: 17.8 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 1 13 13 16 16:
Old : 25: 3 2 1 13 13 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 53.9 73.0 71.9 49.2 48.5 66.8 66.5
Old : 51.5 53.9 73.0 71.9 49.2 48.5 66.8 66.5
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, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 373,325: 127,638 49,976 2,014 221,465 305,627 351,117 357,617: 22,208 15,708
Old : 373,325: 127,638 49,976 2,014 221,465 305,627 351,117 357,617: 22,208 15,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 18,947: 22,008 3,726 -1,362 9,825 17,940 30,471 20,304: -11,524 -1,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 13.4 0.5 59.3 81.9 94.1 95.8: 5.9 4.2
Old : 100.0: 34.2 13.4 0.5 59.3 81.9 94.1 95.8: 5.9 4.2
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 : 246: 74 39 10 79 75 155 122:
Old : 246: 74 39 10 79 75 155 122:
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 : 23.0 32.1 34.8 52.5 21.9 30.1 32.1 49.4
Old : 23.0 32.1 34.8 52.5 21.9 30.1 32.1 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 125,341: 72,726 6,662 842 17,645 101,838 91,213 109,342: 34,128 15,999
Old : 125,341: 72,726 6,662 842 17,645 101,838 91,213 109,342: 34,128 15,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 2,868: 1,879 1,329 157 551 -530 2,587 956: 281 1,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 5.3 0.7 14.1 81.2 72.8 87.2: 27.2 12.8
Old : 100.0: 58.0 5.3 0.7 14.1 81.2 72.8 87.2: 27.2 12.8
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 : 73: 30 13 5 15 22 48 37:
Old : 73: 30 13 5 15 22 48 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 53.7 46.4 73.5 32.2 53.0 46.4 72.4
Old : 32.2 53.7 46.4 73.5 32.2 53.0 46.4 72.4
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, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,884: 9,312 15,534 192 26,734 10,482 36,238 26,208: 11,646 21,676
Old : 47,884: 9,312 15,534 192 26,734 10,482 36,238 26,208: 11,646 21,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -408: 395 223 180 -429 1,167 146 1,570: -554 -1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 32.4 0.4 55.8 21.9 75.7 54.7: 24.3 45.3
Old : 100.0: 19.4 32.4 0.4 55.8 21.9 75.7 54.7: 24.3 45.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 18 13 2 23 15 41 30:
Old : 66: 18 13 2 23 15 41 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 27.4 44.5 38.7 32.2 27.4 44.5 38.7
Old : 32.2 27.4 44.5 38.7 32.2 27.4 44.5 38.7
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, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 62,659: 16,132 2,749 1,605 35,213 34,207 52,950 38,561: 9,709 24,098
Old : 62,659: 16,132 2,749 1,605 35,213 34,207 52,950 38,561: 9,709 24,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -1,762: 377 -2,024 270 35 2,281 682 527: -2,444 -2,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 4.4 2.6 56.2 54.6 84.5 61.5: 15.5 38.5
Old : 100.0: 25.7 4.4 2.6 56.2 54.6 84.5 61.5: 15.5 38.5
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 : 57: 19 4 4 20 21 41 27:
Old : 57: 19 4 4 20 21 41 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 : 32.8 33.9 50.3 45.5 31.0 33.9 48.1 43.4
Old : 32.8 33.9 50.3 45.5 31.0 33.9 48.1 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,274: 4,318 2,746 300 22,743 25,694 27,361 28,740: 3,913 2,534
Old : 31,274: 4,318 2,746 300 22,743 25,694 27,361 28,740: 3,913 2,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 972: -304 838 -10 958 -72 644 756: 328 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 8.8 1.0 72.7 82.2 87.5 91.9: 12.5 8.1
Old : 100.0: 13.8 8.8 1.0 72.7 82.2 87.5 91.9: 12.5 8.1
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 : 46: 5 5 1 21 23 26 29:
Old : 46: 5 5 1 21 23 26 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 : 41.5 42.8 59.3 65.3 35.7 42.2 51.5 59.5
Old : 41.5 42.8 59.3 65.3 35.7 42.2 51.5 59.5
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, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,145: 9,422 2,573 84 19,715 29,916 29,221 32,573: 5,924 2,572
Old : 35,145: 9,422 2,573 84 19,715 29,916 29,221 32,573: 5,924 2,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 1,425: 949 914 0 1,114 399 2,063 1,313: -638 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 7.3 0.2 56.1 85.1 83.1 92.7: 16.9 7.3
Old : 100.0: 26.8 7.3 0.2 56.1 85.1 83.1 92.7: 16.9 7.3
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 : 56: 16 6 1 19 23 36 29:
Old : 56: 16 6 1 19 23 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 : 41.9 48.5 60.6 67.3 40.3 48.5 58.8 67.3
Old : 41.9 48.5 60.6 67.3 40.3 48.5 58.8 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, February 22, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,283: 3,828 3,107 0 7,967 10,893 11,795 14,000: 2,488 283
Old : 14,283: 3,828 3,107 0 7,967 10,893 11,795 14,000: 2,488 283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -1,032: -388 -38 -134 -24 -184 -546 -356: -486 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 21.8 0.0 55.8 76.3 82.6 98.0: 17.4 2.0
Old : 100.0: 26.8 21.8 0.0 55.8 76.3 82.6 98.0: 17.4 2.0
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 : 21: 9 4 0 6 3 15 7:
Old : 21: 9 4 0 6 3 15 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 : 58.4 95.3 72.3 98.0 58.4 95.3 72.3 97.9
Old : 58.4 95.3 72.3 98.0 58.4 95.3 72.3 97.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2011